Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 845 SUB-COHORT 12X4208 1208845 09/30/2027 01992 6.729998400 31,826,000.0000 178,490.77 10/31/2011 12X4208 1208845 09/30/2044 01992 6.729998400 16,216,000.0000 90,944.71 10/31/2011 12X4208 1208845 09/30/2045 01992 6.729998400 429,000.0000 2,405.97 10/31/2011 12X4208 1208845 09/30/2028 01993 6.590001600 24,589,000.0000 135,034.62 10/31/2011 12X4208 1208845 09/30/2042 01993 6.590001600 6,825,000.0000 37,480.63 10/31/2011 12X4208 1208845 09/30/2043 01993 6.590001600 533,000.0000 2,927.06 10/31/2011 12X4208 1208845 09/30/2044 01993 6.590001600 16,561,000.0000 90,947.51 10/31/2011 12X4208 1208845 09/30/2045 01993 6.590001600 208,000.0000 1,142.27 10/31/2011 ------------------------ ---------------------- 97,187,000.0000 539,373.54 840 SUB-COHORT 12X4208 1208840 09/30/2027 01992 6.950001600 48,983,000.0000 283,693.27 10/31/2011 12X4208 1208840 09/30/2042 01992 6.950001600 585,000.0000 3,388.13 10/31/2011 12X4208 1208840 09/30/2044 01992 6.950001600 19,906,000.0000 115,288.94 10/31/2011 12X4208 1208840 09/30/2045 01992 6.950001600 7,450,000.0000 43,147.93 10/31/2011 12X4208 1208840 09/30/2028 01993 6.990001200 45,243,300.0000 263,542.27 10/31/2011 12X4208 1208840 09/30/2042 01993 6.990001200 618,000.0000 3,599.85 10/31/2011 12X4208 1208840 09/30/2044 01993 6.990001200 69,500,000.0000 404,837.57 10/31/2011 12X4208 1208840 09/30/2045 01993 6.990001200 23,674,000.0000 137,901.07 10/31/2011 ------------------------ ---------------------- 215,959,300.0000 1,255,399.03 850 SUB-COHORT 12X4208 1208850 09/30/2029 01994 7.040001600 28,795,500.0000 168,933.64 10/31/2011 12X4208 1208850 09/30/2042 01994 7.040001600 53,000.0000 310.93 10/31/2011 12X4208 1208850 09/30/2043 01994 7.040001600 850,000.0000 4,986.67 10/31/2011 12X4208 1208850 09/30/2045 01994 7.040001600 637,000.0000 3,737.07 10/31/2011 12X4208 1208850 09/30/2030 01995 6.680001600 24,906,000.0000 138,643.43 10/31/2011 12X4208 1208850 09/30/2042 01995 6.680001600 44,000.0000 244.93 10/31/2011 12X4208 1208850 09/30/2045 01995 6.680001600 906,000.0000 5,043.40 10/31/2011 12X4208 1208850 09/30/2031 01996 6.450001200 28,833,200.0000 154,978.48 10/31/2011 12X4208 1208850 09/30/2042 01996 6.450001200 36,000.0000 193.50 10/31/2011 12X4208 1208850 09/30/2043 01996 6.450001200 250,000.0000 1,343.75 10/31/2011 12X4208 1208850 09/30/2045 01996 6.450001200 524,000.0000 2,816.50 10/31/2011 12X4208 1208850 09/30/2032 01997 5.979999600 38,401,200.0000 191,365.97 10/31/2011 12X4208 1208850 09/30/2042 01997 5.979999600 4,200.0000 20.93 10/31/2011 12X4208 1208850 09/30/2043 01997 5.979999600 350,000.0000 1,744.17 10/31/2011 12X4208 1208850 09/30/2033 01998 6.000001200 62,290,756.3100 311,453.84 10/31/2011 12X4208 1208850 09/30/2042 01998 6.000001200 2,507,000.0000 12,535.00 10/31/2011 12X4208 1208850 09/30/2043 01998 6.000001200 250,000.0000 1,250.00 10/31/2011 12X4208 1208850 09/30/2034 01999 5.919998400 24,795,930.9100 122,326.56 10/31/2011 12X4208 1208850 09/30/2043 01999 5.919998400 650,000.0000 3,206.67 10/31/2011 12X4208 1208850 09/30/2035 02000 5.730001200 76,241,400.0000 364,052.76 10/31/2011 12X4208 1208850 09/30/2042 02000 5.730001200 20,000.0000 95.50 10/31/2011 12X4208 1208850 09/30/2043 02000 5.730001200 450,000.0000 2,148.75 10/31/2011 12X4208 1208850 09/30/2036 02001 5.000000400 82,522,000.0000 343,841.69 10/31/2011 12X4208 1208850 09/30/2043 02001 5.000000400 3,200,000.0000 13,333.33 10/31/2011 12X4208 1208850 09/30/2044 02001 5.000000400 2,000,000.0000 8,333.33 10/31/2011 12X4208 1208850 09/30/2037 02002 4.790001600 76,865,500.0000 306,821.56 10/31/2011 12X4208 1208850 09/30/2042 02002 4.790001600 4,701,000.0000 18,764.83 10/31/2011 12X4208 1208850 09/30/2043 02002 4.790001600 800,000.0000 3,193.33 10/31/2011 12X4208 1208850 09/30/2038 02003 4.709998800 81,761,000.0000 320,911.84 10/31/2011 12X4208 1208850 09/30/2042 02003 4.709998800 14,552,000.0000 57,116.59 10/31/2011 12X4208 1208850 09/30/2043 02003 4.709998800 3,345,000.0000 13,129.12 10/31/2011 12X4208 1208850 09/30/2045 02003 4.709998800 109,000.0000 427.82 10/31/2011 12X4208 1208850 09/30/2039 02004 4.690000800 159,475,000.0000 623,281.56 10/31/2011 12X4208 1208850 09/30/2042 02004 4.690000800 28,673,000.0000 112,063.66 10/31/2011 12X4208 1208850 09/30/2043 02004 4.690000800 12,153,000.0000 47,497.98 10/31/2011 12X4208 1208850 09/30/2044 02004 4.690000800 2,674,000.0000 10,450.89 10/31/2011 12X4208 1208850 09/30/2045 02004 4.690000800 456,000.0000 1,782.20 10/31/2011 12X4208 1208850 09/30/2040 02005 4.569998400 54,322,700.0000 206,878.88 10/31/2011 12X4208 1208850 09/30/2042 02005 4.569998400 24,581,000.0000 93,612.61 10/31/2011 12X4208 1208850 09/30/2043 02005 4.569998400 14,791,000.0000 56,329.04 10/31/2011 12X4208 1208850 09/30/2044 02005 4.569998400 15,935,000.0000 60,685.77 10/31/2011 12X4208 1208850 09/30/2045 02005 4.569998400 2,051,000.0000 7,810.89 10/31/2011 12X4208 1208850 09/30/2041 02006 4.439998800 17,082,000.0000 63,203.38 10/31/2011 12X4208 1208850 09/30/2042 02006 4.439998800 18,447,000.0000 68,253.88 10/31/2011 12X4208 1208850 09/30/2043 02006 4.439998800 20,276,000.0000 75,021.18 10/31/2011 12X4208 1208850 09/30/2044 02006 4.439998800 4,822,000.0000 17,841.40 10/31/2011 12X4208 1208850 09/30/2045 02006 4.439998800 1,099,000.0000 4,066.30 10/31/2011 12X4208 1208850 09/30/2042 02007 4.470001200 47,075,000.0000 175,354.42 10/31/2011 12X4208 1208850 09/30/2043 02007 4.470001200 19,802,000.0000 73,762.47 10/31/2011 12X4208 1208850 09/30/2044 02007 4.470001200 12,186,000.0000 45,392.86 10/31/2011 12X4208 1208850 09/30/2045 02007 4.470001200 6,744,000.0000 25,121.41 10/31/2011 12X4208 1208850 09/30/2043 02008 4.169998800 35,371,000.0000 122,914.19 10/31/2011 12X4208 1208850 09/30/2044 02008 4.169998800 20,387,000.0000 70,844.80 10/31/2011 12X4208 1208850 09/30/2045 02008 4.169998800 16,022,000.0000 55,676.43 10/31/2011 12X4208 1208850 09/30/2044 02009 4.619998800 11,845,000.0000 45,603.24 10/31/2011 12X4208 1208850 09/30/2045 02009 4.619998800 16,354,000.0000 62,962.88 10/31/2011 12X4208 1208850 09/30/2046 02009 4.619998800 308,000.0000 1,185.80 10/31/2011 12X4208 1208850 09/30/2045 02010 2.970000000 7,636,000.0000 18,899.10 10/31/2011 12X4208 1208850 09/30/2046 02010 2.970000000 1,900,000.0000 4,702.50 10/31/2011 12X4208 1208850 09/30/2045 02011 4.320000000 100,000.0000 360.00 10/31/2011 ------------------------ ---------------------- 1,134,218,387.2200 4,728,865.61 810 SUB-COHORT 12X4208 1208810 09/30/2029 01994 6.909998400 166,514,000.0000 958,842.89 10/31/2011 12X4208 1208810 09/30/2042 01994 6.909998400 13,700,000.0000 78,889.15 10/31/2011 12X4208 1208810 09/30/2030 01995 6.559999200 238,985,000.0000 1,306,451.17 10/31/2011 12X4208 1208810 09/30/2042 01995 6.559999200 15,300,000.0000 83,639.99 10/31/2011 12X4208 1208810 09/30/2031 01996 6.320001600 301,628,000.0000 1,588,574.54 10/31/2011 12X4208 1208810 09/30/2042 01996 6.320001600 9,000,000.0000 47,400.01 10/31/2011 12X4208 1208810 09/30/2043 01996 6.320001600 6,700,000.0000 35,286.68 10/31/2011 12X4208 1208810 09/30/2044 01996 6.320001600 1,850,000.0000 9,743.34 10/31/2011 12X4208 1208810 09/30/2032 01997 6.140001600 276,093,000.0000 1,412,676.22 10/31/2011 12X4208 1208810 09/30/2042 01997 6.140001600 10,800,000.0000 55,260.01 10/31/2011 12X4208 1208810 09/30/2043 01997 6.140001600 4,400,000.0000 22,513.34 10/31/2011 12X4208 1208810 09/30/2044 01997 6.140001600 1,501,000.0000 7,680.12 10/31/2011 12X4208 1208810 09/30/2033 01998 5.919998400 322,928,000.0000 1,593,111.04 10/31/2011 12X4208 1208810 09/30/2042 01998 5.919998400 7,400,000.0000 36,506.66 10/31/2011 12X4208 1208810 09/30/2043 01998 5.919998400 8,450,000.0000 41,686.66 10/31/2011 12X4208 1208810 09/30/2044 01998 5.919998400 1,326,000.0000 6,541.60 10/31/2011 12X4208 1208810 09/30/2045 01998 5.919998400 244,000.0000 1,203.73 10/31/2011 12X4208 1208810 09/30/2034 01999 5.889999600 194,717,000.0000 955,735.88 10/31/2011 12X4208 1208810 09/30/2042 01999 5.889999600 2,400,000.0000 11,780.00 10/31/2011 12X4208 1208810 09/30/2043 01999 5.889999600 6,200,000.0000 30,431.66 10/31/2011 12X4208 1208810 09/30/2045 01999 5.889999600 2,498,000.0000 12,261.02 10/31/2011 12X4208 1208810 09/30/2035 02000 5.879998800 191,802,000.0000 939,829.61 10/31/2011 12X4208 1208810 09/30/2042 02000 5.879998800 7,100,000.0000 34,789.99 10/31/2011 12X4208 1208810 09/30/2043 02000 5.879998800 5,850,000.0000 28,664.99 10/31/2011 12X4208 1208810 09/30/2044 02000 5.879998800 2,273,000.0000 11,137.70 10/31/2011 12X4208 1208810 09/30/2045 02000 5.879998800 1,861,000.0000 9,118.90 10/31/2011 12X4208 1208810 09/30/2036 02001 5.150001600 195,891,000.0000 840,699.14 10/31/2011 12X4208 1208810 09/30/2042 02001 5.150001600 2,600,000.0000 11,158.34 10/31/2011 12X4208 1208810 09/30/2043 02001 5.150001600 6,900,000.0000 29,612.51 10/31/2011 12X4208 1208810 09/30/2044 02001 5.150001600 2,175,000.0000 9,334.38 10/31/2011 12X4208 1208810 09/30/2045 02001 5.150001600 721,000.0000 3,094.29 10/31/2011 12X4208 1208810 09/30/2037 02002 4.680000000 391,436,000.0000 1,526,600.40 10/31/2011 12X4208 1208810 09/30/2042 02002 4.680000000 5,601,000.0000 21,843.90 10/31/2011 12X4208 1208810 09/30/2044 02002 4.680000000 1,858,000.0000 7,246.20 10/31/2011 12X4208 1208810 09/30/2045 02002 4.680000000 589,000.0000 2,297.10 10/31/2011 12X4208 1208810 09/30/2038 02003 4.719999600 60,884,000.0000 239,477.05 10/31/2011 12X4208 1208810 09/30/2042 02003 4.719999600 8,241,000.0000 32,414.60 10/31/2011 12X4208 1208810 09/30/2043 02003 4.719999600 12,082,000.0000 47,522.53 10/31/2011 12X4208 1208810 09/30/2039 02004 4.579999200 359,375,000.0000 1,371,614.34 10/31/2011 12X4208 1208810 09/30/2042 02004 4.579999200 83,261,000.0000 317,779.43 10/31/2011 12X4208 1208810 09/30/2043 02004 4.579999200 77,198,000.0000 294,638.98 10/31/2011 12X4208 1208810 09/30/2044 02004 4.579999200 15,517,000.0000 59,223.21 10/31/2011 12X4208 1208810 09/30/2045 02004 4.579999200 2,565,000.0000 9,789.75 10/31/2011 12X4208 1208810 09/30/2040 02005 4.500000000 38,554,800.0000 144,580.50 10/31/2011 12X4208 1208810 09/30/2042 02005 4.500000000 21,472,000.0000 80,520.00 10/31/2011 12X4208 1208810 09/30/2043 02005 4.500000000 15,572,000.0000 58,395.00 10/31/2011 12X4208 1208810 09/30/2044 02005 4.500000000 8,770,000.0000 32,887.50 10/31/2011 12X4208 1208810 09/30/2045 02005 4.500000000 2,727,000.0000 10,226.25 10/31/2011 12X4208 1208810 09/30/2041 02006 4.430001600 34,907,000.0000 128,865.05 10/31/2011 12X4208 1208810 09/30/2042 02006 4.430001600 20,317,000.0000 75,003.62 10/31/2011 12X4208 1208810 09/30/2043 02006 4.430001600 12,982,000.0000 47,925.23 10/31/2011 12X4208 1208810 09/30/2044 02006 4.430001600 19,298,000.0000 71,241.81 10/31/2011 12X4208 1208810 09/30/2045 02006 4.430001600 1,336,000.0000 4,932.07 10/31/2011 12X4208 1208810 09/30/2042 02007 4.230000000 37,814,800.0000 133,297.17 10/31/2011 12X4208 1208810 09/30/2043 02007 4.230000000 27,018,000.0000 95,238.45 10/31/2011 12X4208 1208810 09/30/2044 02007 4.230000000 8,252,000.0000 29,088.30 10/31/2011 12X4208 1208810 09/30/2045 02007 4.230000000 14,224,000.0000 50,139.60 10/31/2011 12X4208 1208810 09/30/2046 02007 4.230000000 591,000.0000 2,083.28 10/31/2011 ------------------------ ---------------------- 3,292,249,600.0000 15,108,526.88 855 SUB-COHORT 12X4208 1208855 09/30/2029 01994 6.369998400 11,012,200.0000 58,456.41 10/31/2011 12X4208 1208855 09/30/2042 01994 6.369998400 2,028,000.0000 10,765.30 10/31/2011 12X4208 1208855 09/30/2044 01994 6.369998400 146,000.0000 775.02 10/31/2011 12X4208 1208855 09/30/2045 01994 6.369998400 203,000.0000 1,077.59 10/31/2011 12X4208 1208855 09/30/2030 01995 6.009998400 13,205,000.0000 66,135.02 10/31/2011 12X4208 1208855 09/30/2042 01995 6.009998400 80,000.0000 400.67 10/31/2011 12X4208 1208855 09/30/2044 01995 6.009998400 1,168,000.0000 5,849.73 10/31/2011 12X4208 1208855 09/30/2045 01995 6.009998400 122,000.0000 611.02 10/31/2011 12X4208 1208855 09/30/2031 01996 5.969998800 16,877,000.0000 83,963.06 10/31/2011 12X4208 1208855 09/30/2042 01996 5.969998800 2,763,000.0000 13,745.92 10/31/2011 12X4208 1208855 09/30/2043 01996 5.969998800 349,000.0000 1,736.27 10/31/2011 12X4208 1208855 09/30/2044 01996 5.969998800 193,000.0000 960.17 10/31/2011 12X4208 1208855 09/30/2045 01996 5.969998800 48,000.0000 238.80 10/31/2011 12X4208 1208855 09/30/2032 01997 5.670000000 21,571,946.5100 101,927.45 10/31/2011 12X4208 1208855 09/30/2042 01997 5.670000000 1,138,000.0000 5,377.05 10/31/2011 12X4208 1208855 09/30/2044 01997 5.670000000 76,000.0000 359.10 10/31/2011 12X4208 1208855 09/30/2045 01997 5.670000000 91,000.0000 429.98 10/31/2011 12X4208 1208855 09/30/2033 01998 5.739998400 19,671,000.0000 94,092.92 10/31/2011 12X4208 1208855 09/30/2042 01998 5.739998400 3,509,000.0000 16,784.71 10/31/2011 12X4208 1208855 09/30/2044 01998 5.739998400 79,000.0000 377.88 10/31/2011 12X4208 1208855 09/30/2045 01998 5.739998400 31,000.0000 148.28 10/31/2011 12X4208 1208855 09/30/2034 01999 5.429998800 22,040,000.0000 99,730.98 10/31/2011 12X4208 1208855 09/30/2042 01999 5.429998800 2,094,000.0000 9,475.35 10/31/2011 12X4208 1208855 09/30/2043 01999 5.429998800 2,083,000.0000 9,425.57 10/31/2011 12X4208 1208855 09/30/2044 01999 5.429998800 254,000.0000 1,149.35 10/31/2011 12X4208 1208855 09/30/2045 01999 5.429998800 372,000.0000 1,683.30 10/31/2011 12X4208 1208855 09/30/2035 02000 4.960000800 21,623,000.0000 89,375.08 10/31/2011 12X4208 1208855 09/30/2042 02000 4.960000800 11,000.0000 45.47 10/31/2011 12X4208 1208855 09/30/2043 02000 4.960000800 29,000.0000 119.87 10/31/2011 12X4208 1208855 09/30/2044 02000 4.960000800 7,507,000.0000 31,028.94 10/31/2011 12X4208 1208855 09/30/2045 02000 4.960000800 392,000.0000 1,620.27 10/31/2011 12X4208 1208855 09/30/2046 02000 4.960000800 145,000.0000 599.33 10/31/2011 12X4208 1208855 09/30/2036 02001 5.220000000 20,754,000.0000 90,279.90 10/31/2011 12X4208 1208855 09/30/2042 02001 5.220000000 1,503,000.0000 6,538.05 10/31/2011 12X4208 1208855 09/30/2043 02001 5.220000000 1,700,000.0000 7,395.00 10/31/2011 12X4208 1208855 09/30/2044 02001 5.220000000 501,000.0000 2,179.35 10/31/2011 12X4208 1208855 09/30/2045 02001 5.220000000 119,000.0000 517.65 10/31/2011 12X4208 1208855 09/30/2037 02002 4.259998800 12,140,000.0000 43,096.99 10/31/2011 12X4208 1208855 09/30/2042 02002 4.259998800 9,997,000.0000 35,489.34 10/31/2011 12X4208 1208855 09/30/2043 02002 4.259998800 5,664,000.0000 20,107.19 10/31/2011 12X4208 1208855 09/30/2044 02002 4.259998800 4,340,000.0000 15,407.00 10/31/2011 12X4208 1208855 09/30/2045 02002 4.259998800 213,000.0000 756.15 10/31/2011 12X4208 1208855 09/30/2038 02003 4.209998400 20,498,300.0000 71,914.84 10/31/2011 12X4208 1208855 09/30/2042 02003 4.209998400 9,385,000.0000 32,925.70 10/31/2011 12X4208 1208855 09/30/2043 02003 4.209998400 4,516,000.0000 15,843.63 10/31/2011 12X4208 1208855 09/30/2044 02003 4.209998400 2,241,000.0000 7,862.17 10/31/2011 12X4208 1208855 09/30/2045 02003 4.209998400 175,000.0000 613.96 10/31/2011 12X4208 1208855 09/30/2039 02004 4.280000400 36,031,000.0000 128,510.58 10/31/2011 12X4208 1208855 09/30/2042 02004 4.280000400 6,767,000.0000 24,135.64 10/31/2011 12X4208 1208855 09/30/2043 02004 4.280000400 752,000.0000 2,682.13 10/31/2011 12X4208 1208855 09/30/2044 02004 4.280000400 6,433,000.0000 22,944.37 10/31/2011 12X4208 1208855 09/30/2045 02004 4.280000400 2,704,000.0000 9,644.27 10/31/2011 12X4208 1208855 09/30/2040 02005 4.399999200 38,904,000.0000 142,647.97 10/31/2011 12X4208 1208855 09/30/2042 02005 4.399999200 27,745,000.0000 101,731.65 10/31/2011 12X4208 1208855 09/30/2043 02005 4.399999200 9,090,000.0000 33,329.99 10/31/2011 12X4208 1208855 09/30/2044 02005 4.399999200 7,620,000.0000 27,939.99 10/31/2011 12X4208 1208855 09/30/2045 02005 4.399999200 3,813,000.0000 13,981.00 10/31/2011 12X4208 1208855 09/30/2041 02006 4.050000000 7,784,000.0000 26,271.00 10/31/2011 12X4208 1208855 09/30/2042 02006 4.050000000 36,134,000.0000 121,952.25 10/31/2011 12X4208 1208855 09/30/2043 02006 4.050000000 12,881,000.0000 43,473.38 10/31/2011 12X4208 1208855 09/30/2044 02006 4.050000000 19,119,000.0000 64,526.63 10/31/2011 12X4208 1208855 09/30/2045 02006 4.050000000 19,340,000.0000 65,272.50 10/31/2011 12X4208 1208855 09/30/2046 02006 4.050000000 4,679,000.0000 15,791.63 10/31/2011 12X4208 1208855 09/30/2042 02007 4.129999200 14,259,100.0000 49,075.06 10/31/2011 12X4208 1208855 09/30/2043 02007 4.129999200 14,902,000.0000 51,287.71 10/31/2011 12X4208 1208855 09/30/2044 02007 4.129999200 13,252,000.0000 45,608.96 10/31/2011 12X4208 1208855 09/30/2045 02007 4.129999200 6,664,000.0000 22,935.26 10/31/2011 12X4208 1208855 09/30/2046 02007 4.129999200 170,000.0000 585.08 10/31/2011 12X4208 1208855 09/30/2043 02008 4.600000800 8,105,400.0000 31,070.71 10/31/2011 12X4208 1208855 09/30/2044 02008 4.600000800 14,758,000.0000 56,572.34 10/31/2011 12X4208 1208855 09/30/2045 02008 4.600000800 19,907,000.0000 76,310.18 10/31/2011 12X4208 1208855 09/30/2046 02008 4.600000800 977,000.0000 3,745.17 10/31/2011 12X4208 1208855 09/30/2043 02009 4.500000000 21,799,900.0000 81,749.63 10/31/2011 12X4208 1208855 09/30/2044 02009 4.500000000 6,330,000.0000 23,737.50 10/31/2011 12X4208 1208855 09/30/2045 02009 4.500000000 10,261,000.0000 38,478.75 10/31/2011 12X4208 1208855 09/30/2046 02009 4.500000000 372,000.0000 1,395.00 10/31/2011 12X4208 1208855 09/30/2044 02010 2.720001600 14,352,000.0000 32,531.22 10/31/2011 12X4208 1208855 09/30/2045 02010 2.720001600 16,474,000.0000 37,341.09 10/31/2011 12X4208 1208855 09/30/2046 02010 2.720001600 163,000.0000 369.47 10/31/2011 ------------------------ ---------------------- 647,199,846.5100 2,457,020.89 815 SUB-COHORT 12X4208 1208815 09/30/2029 01994 6.710000400 19,093,300.0000 106,763.38 10/31/2011 12X4208 1208815 09/30/2032 01994 6.710000400 500,000.0000 2,795.83 10/31/2011 12X4208 1208815 09/30/2030 01995 5.910001200 25,775,500.0000 126,944.36 10/31/2011 12X4208 1208815 09/30/2032 01995 5.910001200 1,990,000.0000 9,800.75 10/31/2011 12X4208 1208815 09/30/2033 01995 5.910001200 350,000.0000 1,723.75 10/31/2011 12X4208 1208815 09/30/2031 01996 6.090001200 15,859,000.0000 80,484.44 10/31/2011 12X4208 1208815 09/30/2032 01996 6.090001200 2,185,000.0000 11,088.88 10/31/2011 12X4208 1208815 09/30/2033 01996 6.090001200 1,000,000.0000 5,075.00 10/31/2011 12X4208 1208815 09/30/2034 01996 6.090001200 451,000.0000 2,288.83 10/31/2011 12X4208 1208815 09/30/2035 01996 6.090001200 24,000.0000 121.80 10/31/2011 12X4208 1208815 09/30/2032 01997 5.580000000 31,398,000.0000 146,000.70 10/31/2011 12X4208 1208815 09/30/2033 01997 5.580000000 1,723,000.0000 8,011.95 10/31/2011 12X4208 1208815 09/30/2032 01998 5.479999200 4,955,000.0000 22,627.83 10/31/2011 12X4208 1208815 09/30/2033 01998 5.479999200 57,720,000.0000 263,587.96 10/31/2011 12X4208 1208815 09/30/2034 01998 5.479999200 3,419,000.0000 15,613.43 10/31/2011 12X4208 1208815 09/30/2035 01998 5.479999200 1,919,000.0000 8,763.43 10/31/2011 12X4208 1208815 09/30/2032 01999 5.259999600 5,079,000.0000 22,262.95 10/31/2011 12X4208 1208815 09/30/2033 01999 5.259999600 2,371,000.0000 10,392.88 10/31/2011 12X4208 1208815 09/30/2034 01999 5.259999600 65,930,000.0000 288,993.14 10/31/2011 12X4208 1208815 09/30/2032 02000 4.939999200 25,447,000.0000 104,756.80 10/31/2011 12X4208 1208815 09/30/2033 02000 4.939999200 4,929,000.0000 20,291.05 10/31/2011 12X4208 1208815 09/30/2034 02000 4.939999200 5,200,000.0000 21,406.66 10/31/2011 12X4208 1208815 09/30/2035 02000 4.939999200 67,788,000.0000 279,060.55 10/31/2011 12X4208 1208815 09/30/2032 02001 4.520001600 23,543,000.0000 88,678.66 10/31/2011 12X4208 1208815 09/30/2033 02001 4.520001600 21,368,700.0000 80,488.80 10/31/2011 12X4208 1208815 09/30/2034 02001 4.520001600 16,929,000.0000 63,765.92 10/31/2011 12X4208 1208815 09/30/2035 02001 4.520001600 176,000.0000 662.93 10/31/2011 12X4208 1208815 09/30/2036 02001 4.520001600 60,269,000.0000 227,013.31 10/31/2011 12X4208 1208815 09/30/2032 02002 4.320000000 29,550,000.0000 106,380.00 10/31/2011 12X4208 1208815 09/30/2033 02002 4.320000000 16,198,000.0000 58,312.80 10/31/2011 12X4208 1208815 09/30/2034 02002 4.320000000 15,892,000.0000 57,211.20 10/31/2011 12X4208 1208815 09/30/2035 02002 4.320000000 7,141,000.0000 25,707.60 10/31/2011 12X4208 1208815 09/30/2037 02002 4.320000000 49,129,000.0000 176,864.40 10/31/2011 12X4208 1208815 09/30/2032 02003 4.230000000 21,833,000.0000 76,961.33 10/31/2011 12X4208 1208815 09/30/2033 02003 4.230000000 14,299,000.0000 50,403.98 10/31/2011 12X4208 1208815 09/30/2034 02003 4.230000000 8,895,000.0000 31,354.88 10/31/2011 12X4208 1208815 09/30/2035 02003 4.230000000 4,045,000.0000 14,258.63 10/31/2011 12X4208 1208815 09/30/2038 02003 4.230000000 56,552,000.0000 199,345.80 10/31/2011 12X4208 1208815 09/30/2032 02004 3.960000000 1,426,000.0000 4,705.80 10/31/2011 12X4208 1208815 09/30/2033 02004 3.960000000 553,000.0000 1,824.90 10/31/2011 12X4208 1208815 09/30/2034 02004 3.960000000 639,000.0000 2,108.70 10/31/2011 12X4208 1208815 09/30/2035 02004 3.960000000 272,000.0000 897.60 10/31/2011 12X4208 1208815 09/30/2039 02004 3.960000000 15,710,000.0000 51,843.00 10/31/2011 12X4208 1208815 09/30/2032 02005 4.410000000 39,012,000.0000 143,369.10 10/31/2011 12X4208 1208815 09/30/2033 02005 4.410000000 18,132,000.0000 66,635.10 10/31/2011 12X4208 1208815 09/30/2034 02005 4.410000000 2,741,000.0000 10,073.18 10/31/2011 12X4208 1208815 09/30/2040 02005 4.410000000 83,731,000.0000 307,711.43 10/31/2011 12X4208 1208815 09/30/2032 02006 4.380001200 62,254,000.0000 227,227.16 10/31/2011 12X4208 1208815 09/30/2033 02006 4.380001200 33,139,000.0000 120,957.38 10/31/2011 12X4208 1208815 09/30/2034 02006 4.380001200 21,772,000.0000 79,467.82 10/31/2011 12X4208 1208815 09/30/2035 02006 4.380001200 10,521,000.0000 38,401.66 10/31/2011 12X4208 1208815 09/30/2036 02006 4.380001200 1,233,000.0000 4,500.45 10/31/2011 12X4208 1208815 09/30/2041 02006 4.380001200 93,549,000.0000 341,453.94 10/31/2011 12X4208 1208815 09/30/2032 02007 4.309999200 18,373,000.0000 65,989.68 10/31/2011 12X4208 1208815 09/30/2033 02007 4.309999200 35,569,000.0000 127,751.97 10/31/2011 12X4208 1208815 09/30/2034 02007 4.309999200 36,973,000.0000 132,794.67 10/31/2011 12X4208 1208815 09/30/2035 02007 4.309999200 17,712,000.0000 63,615.59 10/31/2011 12X4208 1208815 09/30/2036 02007 4.309999200 1,780,000.0000 6,393.17 10/31/2011 12X4208 1208815 09/30/2033 02008 3.809998800 68,919,500.0000 218,819.34 10/31/2011 12X4208 1208815 09/30/2034 02008 3.809998800 88,301,000.0000 280,355.59 10/31/2011 12X4208 1208815 09/30/2035 02008 3.809998800 55,444,000.0000 176,034.64 10/31/2011 12X4208 1208815 09/30/2036 02008 3.809998800 1,091,000.0000 3,463.92 10/31/2011 12X4208 1208815 09/30/2033 02009 4.119998400 5,838,300.0000 20,044.82 10/31/2011 12X4208 1208815 09/30/2034 02009 4.119998400 47,180,000.0000 161,984.60 10/31/2011 12X4208 1208815 09/30/2035 02009 4.119998400 50,296,000.0000 172,682.87 10/31/2011 12X4208 1208815 09/30/2036 02009 4.119998400 46,000.0000 157.93 10/31/2011 12X4208 1208815 09/30/2034 02010 2.990001600 3,913,500.0000 9,751.14 10/31/2011 12X4208 1208815 09/30/2035 02010 2.990001600 60,907,000.0000 151,760.02 10/31/2011 12X4208 1208815 09/30/2036 02010 2.990001600 975,000.0000 2,429.38 10/31/2011 12X4208 1208815 09/30/2035 02011 4.070001600 3,848,000.0000 13,051.14 10/31/2011 12X4208 1208815 09/30/2036 02011 4.070001600 941,000.0000 3,191.56 10/31/2011 ------------------------ ---------------------- 1,573,716,800.0000 5,827,715.84 870 SUB-COHORT 12X4208 1208870 09/30/2036 02001 5.109998400 427,087,000.0000 1,818,678.24 10/31/2011 12X4208 1208870 09/30/2040 02001 5.109998400 3,110,000.0000 13,243.41 10/31/2011 12X4208 1208870 09/30/2043 02001 5.109998400 340,000.0000 1,447.83 10/31/2011 12X4208 1208870 09/30/2037 02002 4.790001600 646,501,000.0000 2,580,617.35 10/31/2011 12X4208 1208870 09/30/2040 02002 4.790001600 3,538,000.0000 14,122.52 10/31/2011 12X4208 1208870 09/30/2042 02002 4.790001600 2,360,000.0000 9,420.34 10/31/2011 12X4208 1208870 09/30/2043 02002 4.790001600 1,853,000.0000 7,396.56 10/31/2011 12X4208 1208870 09/30/2038 02003 4.730000400 869,661,000.0000 3,427,914.06 10/31/2011 12X4208 1208870 09/30/2040 02003 4.730000400 176,784,000.0000 696,823.66 10/31/2011 12X4208 1208870 09/30/2041 02003 4.730000400 7,978,000.0000 31,446.62 10/31/2011 12X4208 1208870 09/30/2043 02003 4.730000400 1,500,000.0000 5,912.50 10/31/2011 12X4208 1208870 09/30/2039 02004 4.629999600 697,923,000.0000 2,692,819.34 10/31/2011 12X4208 1208870 09/30/2040 02004 4.629999600 264,671,000.0000 1,021,188.85 10/31/2011 12X4208 1208870 09/30/2041 02004 4.629999600 104,748,000.0000 404,152.67 10/31/2011 12X4208 1208870 09/30/2042 02004 4.629999600 14,107,000.0000 54,429.50 10/31/2011 12X4208 1208870 09/30/2043 02004 4.629999600 10,501,000.0000 40,516.35 10/31/2011 12X4208 1208870 09/30/2040 02005 4.539999600 706,201,200.0000 2,671,794.30 10/31/2011 12X4208 1208870 09/30/2041 02005 4.539999600 164,058,000.0000 620,686.05 10/31/2011 12X4208 1208870 09/30/2042 02005 4.539999600 45,586,000.0000 172,467.02 10/31/2011 12X4208 1208870 09/30/2043 02005 4.539999600 18,549,000.0000 70,177.04 10/31/2011 12X4208 1208870 09/30/2040 02006 4.439998800 248,076,000.0000 917,880.95 10/31/2011 12X4208 1208870 09/30/2041 02006 4.439998800 547,793,000.0000 2,026,833.55 10/31/2011 12X4208 1208870 09/30/2042 02006 4.439998800 88,142,000.0000 326,125.31 10/31/2011 12X4208 1208870 09/30/2043 02006 4.439998800 54,238,000.0000 200,680.55 10/31/2011 12X4208 1208870 09/30/2044 02006 4.439998800 750,000.0000 2,775.00 10/31/2011 12X4208 1208870 09/30/2040 02007 4.200001200 288,949,000.0000 1,011,321.79 10/31/2011 12X4208 1208870 09/30/2041 02007 4.200001200 419,484,000.0000 1,468,194.42 10/31/2011 12X4208 1208870 09/30/2042 02007 4.200001200 117,133,000.0000 409,965.62 10/31/2011 12X4208 1208870 09/30/2043 02007 4.200001200 80,433,000.0000 281,515.58 10/31/2011 ------------------------ ---------------------- 6,012,054,200.0000 23,000,546.98 820 SUB-COHORT 12X4208 1208820 09/30/2032 01997 5.749999200 145,000.0000 694.79 10/31/2011 12X4208 1208820 09/30/2042 01997 5.749999200 515,000.0000 2,467.71 10/31/2011 12X4208 1208820 09/30/2045 01997 5.749999200 168,000.0000 805.00 10/31/2011 12X4208 1208820 09/30/2043 02001 4.889998800 20,900,000.0000 85,167.48 10/31/2011 12X4208 1208820 09/30/2045 02001 4.889998800 2,248,000.0000 9,160.60 10/31/2011 12X4208 1208820 09/30/2043 02002 4.610001600 37,190,700.0000 142,874.32 10/31/2011 12X4208 1208820 09/30/2044 02002 4.610001600 57,000.0000 218.98 10/31/2011 12X4208 1208820 09/30/2038 02003 4.700001600 1,113,000.0000 4,359.25 10/31/2011 12X4208 1208820 09/30/2042 02003 4.700001600 1,303,000.0000 5,103.42 10/31/2011 12X4208 1208820 09/30/2043 02003 4.700001600 44,813,000.0000 175,517.64 10/31/2011 12X4208 1208820 09/30/2044 02003 4.700001600 759,000.0000 2,972.75 10/31/2011 12X4208 1208820 09/30/2045 02003 4.700001600 818,000.0000 3,203.83 10/31/2011 12X4208 1208820 09/30/2043 02004 4.610001600 26,476,000.0000 101,712.00 10/31/2011 12X4208 1208820 09/30/2044 02004 4.610001600 11,476,000.0000 44,086.98 10/31/2011 12X4208 1208820 09/30/2042 02005 4.560001200 3,491,302.0000 13,266.95 10/31/2011 12X4208 1208820 09/30/2043 02005 4.560001200 22,537,000.0000 85,640.62 10/31/2011 12X4208 1208820 09/30/2044 02005 4.560001200 26,259,000.0000 99,784.23 10/31/2011 12X4208 1208820 09/30/2045 02005 4.560001200 8,812,000.0000 33,485.61 10/31/2011 12X4208 1208820 09/30/2046 02005 4.560001200 20,000.0000 76.00 10/31/2011 12X4208 1208820 09/30/2046 02007 4.320000000 695,000.0000 2,641.00 10/31/2011 12X4208 1208820 09/30/2046 02008 4.240000800 964,000.0000 3,663.20 10/31/2011 12X4208 1208820 09/30/2046 02009 3.179998800 3,021,000.0000 8,005.65 10/31/2011 12X4208 1208820 09/30/2044 02010 3.179998800 2,600,000.0000 6,890.00 10/31/2011 12X4208 1208820 09/30/2045 02010 3.179998800 8,149,000.0000 21,594.84 10/31/2011 12X4208 1208820 09/30/2046 02010 3.179998800 877,000.0000 2,324.05 10/31/2011 12X4208 1208820 09/30/2045 02011 4.449999600 16,519,000.0000 61,257.95 10/31/2011 12X4208 1208820 09/30/2046 02011 4.449999600 350,000.0000 1,297.92 10/31/2011 ------------------------ ---------------------- 242,276,002.0000 918,272.77 825 SUB-COHORT 12X4208 1208825 09/30/2028 01993 6.810001200 690,000.0000 3,915.75 10/31/2011 12X4208 1208825 09/30/2045 01993 6.810001200 553,000.0000 3,138.28 10/31/2011 12X4208 1208825 09/30/2043 01995 6.069999600 127,000.0000 642.41 10/31/2011 12X4208 1208825 09/30/2045 01995 6.069999600 1,300,000.0000 6,575.83 10/31/2011 12X4208 1208825 09/30/2043 01996 6.050001600 500,000.0000 2,520.83 10/31/2011 12X4208 1208825 09/30/2045 01996 6.050001600 463,000.0000 2,334.29 10/31/2011 12X4208 1208825 09/30/2045 01998 5.180000400 226,000.0000 975.57 10/31/2011 12X4208 1208825 09/30/2043 01999 5.060001600 23,000.0000 96.98 10/31/2011 12X4208 1208825 09/30/2045 01999 5.060001600 371,000.0000 1,564.38 10/31/2011 12X4208 1208825 09/30/2045 02000 4.929998400 1,315,000.0000 5,402.46 10/31/2011 12X4208 1208825 09/30/2045 02001 4.299998400 714,000.0000 2,558.50 10/31/2011 12X4208 1208825 09/30/2045 02002 4.240000800 730,000.0000 2,579.33 10/31/2011 12X4208 1208825 09/30/2043 02004 4.100000400 41,000.0000 140.08 10/31/2011 12X4208 1208825 09/30/2044 02004 4.100000400 101,000.0000 345.08 10/31/2011 12X4208 1208825 09/30/2045 02004 4.100000400 1,764,000.0000 6,027.00 10/31/2011 12X4208 1208825 09/30/2040 02005 4.079998800 229,500.0000 780.30 10/31/2011 12X4208 1208825 09/30/2042 02005 4.079998800 52,000.0000 176.80 10/31/2011 12X4208 1208825 09/30/2043 02005 4.079998800 2,088,000.0000 7,099.20 10/31/2011 12X4208 1208825 09/30/2044 02005 4.079998800 30,000.0000 102.00 10/31/2011 12X4208 1208825 09/30/2045 02005 4.079998800 720,000.0000 2,448.00 10/31/2011 12X4208 1208825 09/30/2043 02006 4.079998800 673,000.0000 2,288.20 10/31/2011 12X4208 1208825 09/30/2044 02006 4.079998800 157,000.0000 533.80 10/31/2011 12X4208 1208825 09/30/2045 02006 4.079998800 1,597,000.0000 5,429.80 10/31/2011 12X4208 1208825 09/30/2046 02009 2.930000400 48,000.0000 117.20 10/31/2011 12X4208 1208825 09/30/2044 02010 2.930000400 109,700.0000 267.85 10/31/2011 12X4208 1208825 09/30/2045 02010 2.930000400 1,212,500.0000 2,960.52 10/31/2011 12X4208 1208825 09/30/2046 02010 2.930000400 36,000.0000 87.90 10/31/2011 12X4208 1208825 09/30/2045 02011 4.060000800 1,420,000.0000 4,804.33 10/31/2011 12X4208 1208825 09/30/2046 02011 4.060000800 314,000.0000 1,062.37 10/31/2011 ------------------------ ---------------------- 17,604,700.0000 66,975.04 881 SUB-COHORT 12X4208 1208881 09/30/2044 02007 4.880001600 34,940,000.0000 142,089.38 10/31/2011 12X4208 1208881 09/30/2045 02007 4.880001600 1,000,000.0000 4,066.67 10/31/2011 12X4208 1208881-0 09/30/2042 02007 4.880001600 17,984,579.7900 73,137.32 10/31/2011 12X4208 1208881-N 09/30/2042 02007 4.880001600 41,441,126.7000 168,527.30 10/31/2011 12X4208 1208881 09/30/2044 02009 3.510000000 19,269,874.7300 56,364.38 10/31/2011 12X4208 1208881 09/30/2045 02009 3.510000000 25,000,000.0000 73,125.00 10/31/2011 ------------------------ ---------------------- 139,635,581.2200 517,310.05 871 SUB-COHORT 12X4208 1208871 09/30/2045 02005 4.759999200 12,955,000.0000 51,388.16 10/31/2011 12X4208 1208871 09/30/2045 02006 4.899999600 27,431,000.0000 112,009.91 10/31/2011 12X4208 1208871 09/30/2044 02008 4.479998400 4,000,000.0000 14,933.33 10/31/2011 12X4208 1208871 09/30/2045 02008 4.479998400 5,383,000.0000 20,096.53 10/31/2011 12X4208 1208871 09/30/2045 02010 3.300001200 5,076,900.0000 13,961.48 10/31/2011 ------------------------ ---------------------- 54,845,900.0000 212,389.41 880 SUB-COHORT 12X4208 1208880 09/30/2041 02006 4.849999200 17,582,735.0000 71,063.54 10/31/2011 12X4208 1208880 09/30/2042 02006 4.849999200 1,007,000.0000 4,069.96 10/31/2011 12X4208 1208880 09/30/2043 02006 4.849999200 250,000.0000 1,010.42 10/31/2011 12X4208 1208880 09/30/2044 02006 4.849999200 750,000.0000 3,031.25 10/31/2011 ------------------------ ---------------------- 19,589,735.0000 79,175.17 ======================== ====================== 13,446,537,051.9500 54,711,571.21 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00