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 309,255.92 10/31/2011 12X4215 1215201 09/30/2027 01992 7.490001600 28,500,000.0000 177,887.54 10/31/2011 12X4215 1215201 09/30/2032 01992 7.490001600 13,300,000.0000 83,014.18 10/31/2011 12X4215 1215201 09/30/2034 01992 7.490001600 13,500,000.0000 84,262.52 10/31/2011 12X4215 1215201 09/30/2038 01992 7.490001600 8,613,000.0000 53,759.49 10/31/2011 12X4215 1215201 09/30/2039 01992 7.490001600 4,677,000.0000 29,192.28 10/31/2011 12X4215 1215201 09/30/2040 01992 7.490001600 27,400,000.0000 171,021.70 10/31/2011 12X4215 1215201 09/30/2042 01992 7.490001600 36,500,000.0000 227,820.88 10/31/2011 12X4215 1215201 09/30/2043 01992 7.490001600 60,152,000.0000 375,448.81 10/31/2011 12X4215 1215201 09/30/2027 01993 6.670000800 151,745,600.0000 843,452.73 10/31/2011 12X4215 1215201 09/30/2038 01993 6.670000800 9,728,900.0000 54,076.48 10/31/2011 12X4215 1215201 09/30/2040 01993 6.670000800 30,000,000.0000 166,750.02 10/31/2011 12X4215 1215201 09/30/2042 01993 6.670000800 25,200,000.0000 140,070.02 10/31/2011 12X4215 1215201 09/30/2043 01993 6.670000800 60,842,000.0000 338,180.16 10/31/2011 12X4215 1215201 09/30/2027 01994 6.869998800 74,594,000.0000 427,050.58 10/31/2011 12X4215 1215201 09/30/2028 01994 6.869998800 243,300,000.0000 1,392,892.26 10/31/2011 12X4215 1215201 09/30/2037 01994 6.869998800 11,000,000.0000 62,974.99 10/31/2011 12X4215 1215201 09/30/2038 01994 6.869998800 10,900,000.0000 62,402.49 10/31/2011 12X4215 1215201 09/30/2040 01994 6.869998800 45,000,000.0000 257,624.96 10/31/2011 12X4215 1215201 09/30/2042 01994 6.869998800 10,450,000.0000 59,826.24 10/31/2011 12X4215 1215201 09/30/2043 01994 6.869998800 2,125,000.0000 12,165.62 10/31/2011 12X4215 1215201 09/30/2028 01995 7.329999600 179,801,500.0000 1,098,287.44 10/31/2011 12X4215 1215201 09/30/2038 01995 7.329999600 4,311,000.0000 26,333.02 10/31/2011 12X4215 1215201 09/30/2039 01995 7.329999600 5,000.0000 30.54 10/31/2011 12X4215 1215201 09/30/2040 01995 7.329999600 27,000,000.0000 164,924.99 10/31/2011 12X4215 1215201 09/30/2042 01995 7.329999600 4,650,000.0000 28,403.75 10/31/2011 12X4215 1215201 09/30/2043 01995 7.329999600 20,390,000.0000 124,548.91 10/31/2011 12X4215 1215201 09/30/2029 01996 6.789999600 130,932,000.0000 740,856.86 10/31/2011 12X4215 1215201 09/30/2030 01996 6.789999600 100,000,000.0000 565,833.30 10/31/2011 12X4215 1215201 09/30/2037 01996 6.789999600 4,100,000.0000 23,199.17 10/31/2011 12X4215 1215201 09/30/2038 01996 6.789999600 14,424,700.0000 81,619.76 10/31/2011 12X4215 1215201 09/30/2040 01996 6.789999600 28,400,000.0000 160,696.66 10/31/2011 12X4215 1215201 09/30/2042 01996 6.789999600 2,000,000.0000 11,316.67 10/31/2011 12X4215 1215201 09/30/2043 01996 6.789999600 1,594,000.0000 9,019.38 10/31/2011 12X4215 1215201 09/30/2030 01997 6.660000000 9,915,700.0000 55,032.14 10/31/2011 12X4215 1215201 09/30/2031 01997 6.660000000 138,200,000.0000 767,010.00 10/31/2011 12X4215 1215201 09/30/2032 01997 6.660000000 5,500,000.0000 30,525.00 10/31/2011 12X4215 1215201 09/30/2037 01997 6.660000000 4,200,000.0000 23,310.00 10/31/2011 12X4215 1215201 09/30/2038 01997 6.660000000 6,367,000.0000 35,336.85 10/31/2011 12X4215 1215201 09/30/2040 01997 6.660000000 20,300,000.0000 112,665.00 10/31/2011 12X4215 1215201 09/30/2041 01997 6.660000000 51,000.0000 283.05 10/31/2011 12X4215 1215201 09/30/2042 01997 6.660000000 12,150,000.0000 67,432.50 10/31/2011 12X4215 1215201 09/30/2043 01997 6.660000000 1,121,000.0000 6,221.55 10/31/2011 12X4215 1215201 09/30/2031 01998 5.940000000 66,870,700.0000 331,009.97 10/31/2011 12X4215 1215201 09/30/2032 01998 5.940000000 172,100,000.0000 851,895.00 10/31/2011 12X4215 1215201 09/30/2033 01998 5.940000000 7,200,000.0000 35,640.00 10/31/2011 12X4215 1215201 09/30/2037 01998 5.940000000 20,500,000.0000 101,475.00 10/31/2011 12X4215 1215201 09/30/2038 01998 5.940000000 9,722,000.0000 48,123.90 10/31/2011 12X4215 1215201 09/30/2040 01998 5.940000000 27,400,000.0000 135,630.00 10/31/2011 12X4215 1215201 09/30/2042 01998 5.940000000 40,200,000.0000 198,990.00 10/31/2011 12X4215 1215201 09/30/2043 01998 5.940000000 1,614,000.0000 7,989.30 10/31/2011 12X4215 1215201 09/30/2032 01999 5.950000800 43,125,300.0000 213,829.64 10/31/2011 12X4215 1215201 09/30/2033 01999 5.950000800 199,000,000.0000 986,708.47 10/31/2011 12X4215 1215201 09/30/2034 01999 5.950000800 9,000,000.0000 44,625.01 10/31/2011 12X4215 1215201 09/30/2037 01999 5.950000800 24,200,000.0000 119,991.68 10/31/2011 12X4215 1215201 09/30/2038 01999 5.950000800 10,483,500.0000 51,980.69 10/31/2011 12X4215 1215201 09/30/2040 01999 5.950000800 27,800,000.0000 137,841.69 10/31/2011 12X4215 1215201 09/30/2042 01999 5.950000800 42,850,000.0000 212,464.61 10/31/2011 12X4215 1215201 09/30/2043 01999 5.950000800 2,021,000.0000 10,020.79 10/31/2011 12X4215 1215201 09/30/2033 02000 6.210000000 81,107,100.0000 419,729.24 10/31/2011 12X4215 1215201 09/30/2034 02000 6.210000000 236,600,000.0000 1,224,405.00 10/31/2011 12X4215 1215201 09/30/2035 02000 6.210000000 15,000,000.0000 77,625.00 10/31/2011 12X4215 1215201 09/30/2037 02000 6.210000000 3,000,000.0000 15,525.00 10/31/2011 12X4215 1215201 09/30/2038 02000 6.210000000 8,800,500.0000 45,542.59 10/31/2011 12X4215 1215201 09/30/2040 02000 6.210000000 35,700,000.0000 184,747.50 10/31/2011 12X4215 1215201 09/30/2042 02000 6.210000000 76,050,000.0000 393,558.75 10/31/2011 12X4215 1215201 09/30/2043 02000 6.210000000 2,303,000.0000 11,918.03 10/31/2011 12X4215 1215201 09/30/2034 02001 5.289998400 146,008,600.0000 643,654.38 10/31/2011 12X4215 1215201 09/30/2035 02001 5.289998400 236,000,000.0000 1,040,366.35 10/31/2011 12X4215 1215201 09/30/2036 02001 5.289998400 10,000,000.0000 44,083.32 10/31/2011 12X4215 1215201 09/30/2037 02001 5.289998400 13,200,000.0000 58,189.98 10/31/2011 12X4215 1215201 09/30/2038 02001 5.289998400 8,686,000.0000 38,290.77 10/31/2011 12X4215 1215201 09/30/2040 02001 5.289998400 37,800,000.0000 166,634.95 10/31/2011 12X4215 1215201 09/30/2042 02001 5.289998400 55,400,000.0000 244,221.59 10/31/2011 12X4215 1215201 09/30/2043 02001 5.289998400 2,582,000.0000 11,382.31 10/31/2011 12X4215 1215201 09/30/2035 02002 4.849999200 172,122,600.0000 695,662.06 10/31/2011 12X4215 1215201 09/30/2036 02002 4.849999200 233,000,000.0000 941,708.18 10/31/2011 12X4215 1215201 09/30/2037 02002 4.849999200 52,000,000.0000 210,166.63 10/31/2011 12X4215 1215201 09/30/2038 02002 4.849999200 46,350,100.0000 187,331.62 10/31/2011 12X4215 1215201 09/30/2039 02002 4.849999200 4,000.0000 16.17 10/31/2011 12X4215 1215201 09/30/2040 02002 4.849999200 36,200,000.0000 146,308.31 10/31/2011 12X4215 1215201 09/30/2042 02002 4.849999200 30,370,000.0000 122,745.40 10/31/2011 12X4215 1215201 09/30/2043 02002 4.849999200 10,234,000.0000 41,362.41 10/31/2011 12X4215 1215201 09/30/2044 02002 4.860000000 6,000.0000 24.30 10/31/2011 12X4215 1215201 09/30/2036 02003 4.500000000 189,216,100.0000 709,560.38 10/31/2011 12X4215 1215201 09/30/2037 02003 4.500000000 271,000,000.0000 1,016,250.00 10/31/2011 12X4215 1215201 09/30/2038 02003 4.500000000 115,557,000.0000 433,338.75 10/31/2011 12X4215 1215201 09/30/2039 02003 4.500000000 10,675,000.0000 40,031.25 10/31/2011 12X4215 1215201 09/30/2040 02003 4.500000000 25,831,000.0000 96,866.25 10/31/2011 12X4215 1215201 09/30/2041 02003 4.500000000 6,000,000.0000 22,500.00 10/31/2011 12X4215 1215201 09/30/2042 02003 4.500000000 19,900,000.0000 74,625.00 10/31/2011 12X4215 1215201 09/30/2043 02003 4.500000000 3,515,000.0000 13,181.25 10/31/2011 12X4215 1215201 09/30/2037 02004 4.669999200 379,195,200.0000 1,475,701.07 10/31/2011 12X4215 1215201 09/30/2038 02004 4.669999200 330,310,000.0000 1,285,456.20 10/31/2011 12X4215 1215201 09/30/2039 02004 4.669999200 17,413,000.0000 67,765.58 10/31/2011 12X4215 1215201 09/30/2040 02004 4.669999200 50,009,000.0000 194,618.32 10/31/2011 12X4215 1215201 09/30/2041 02004 4.669999200 3,753,000.0000 14,605.42 10/31/2011 12X4215 1215201 09/30/2042 02004 4.669999200 114,750,000.0000 446,568.67 10/31/2011 12X4215 1215201 09/30/2043 02004 4.669999200 4,432,000.0000 17,247.86 10/31/2011 12X4215 1215201 09/30/2038 02005 4.560001200 497,883,100.0000 1,891,956.28 10/31/2011 12X4215 1215201 09/30/2039 02005 4.560001200 278,957,000.0000 1,060,036.88 10/31/2011 12X4215 1215201 09/30/2040 02005 4.560001200 57,158,000.0000 217,200.46 10/31/2011 12X4215 1215201 09/30/2041 02005 4.560001200 3,802,000.0000 14,447.60 10/31/2011 12X4215 1215201 09/30/2042 02005 4.560001200 8,145,000.0000 30,951.01 10/31/2011 12X4215 1215201 09/30/2043 02005 4.560001200 3,895,000.0000 14,801.00 10/31/2011 12X4215 1215201 09/30/2039 02006 4.870000800 674,113,000.0000 2,735,775.71 10/31/2011 12X4215 1215201 09/30/2040 02006 4.870000800 229,682,000.0000 932,126.27 10/31/2011 12X4215 1215201 09/30/2041 02006 4.870000800 13,170,000.0000 53,448.26 10/31/2011 12X4215 1215201 09/30/2042 02006 4.870000800 47,654,900.0000 193,399.50 10/31/2011 12X4215 1215201 09/30/2043 02006 4.870000800 4,128,000.0000 16,752.80 10/31/2011 12X4215 1215201 09/30/2040 02007 4.790001600 815,894,000.0000 3,256,777.97 10/31/2011 12X4215 1215201 09/30/2041 02007 4.790001600 166,241,000.0000 663,578.88 10/31/2011 12X4215 1215201 09/30/2042 02007 4.790001600 47,218,000.0000 188,478.58 10/31/2011 12X4215 1215201 09/30/2043 02007 4.790001600 4,580,000.0000 18,281.84 10/31/2011 12X4215 1215201 09/30/2044 02007 4.780000800 27,000.0000 107.55 10/31/2011 12X4215 1215201 09/30/2041 02008 4.219999200 811,939,000.0000 2,855,318.28 10/31/2011 12X4215 1215201 09/30/2042 02008 4.219999200 201,621,197.0000 709,034.41 10/31/2011 12X4215 1215201 09/30/2043 02008 4.219999200 19,995,000.0000 70,315.74 10/31/2011 12X4215 1215201 09/30/2044 02008 4.219999200 286,000.0000 1,005.77 10/31/2011 12X4215 1215201 09/30/2042 02009 3.629998800 1,068,066,818.0000 3,230,901.06 10/31/2011 12X4215 1215201 09/30/2043 02009 3.629998800 274,331,000.0000 829,851.00 10/31/2011 12X4215 1215201 09/30/2044 02009 3.629998800 23,667,000.0000 71,592.65 10/31/2011 12X4215 1215201 09/30/2045 02009 3.629998800 32,000.0000 96.80 10/31/2011 12X4215 1215201 09/30/2043 02010 3.819999600 1,694,508,000.0000 5,394,183.24 10/31/2011 12X4215 1215201 09/30/2044 02010 3.819999600 321,666,000.0000 1,023,969.99 10/31/2011 12X4215 1215201 09/30/2045 02010 3.819999600 1,658,000.0000 5,277.97 10/31/2011 12X4215 1215201 09/30/2044 02011 3.800001600 858,897,000.0000 2,719,841.65 10/31/2011 12X4215 1215201 09/30/2045 02011 3.800001600 59,348,000.0000 187,935.41 10/31/2011 12X4215 1215201 09/30/2045 02012 3.800001600 6,085,000.0000 19,269.17 10/31/2011 ------------------------ ---------------------- 13,621,302,115.0000 54,230,461.73 202 SUB-COHORT 12X4215 1215202 09/30/2021 01992 7.490001600 5,726.0000 35.74 10/31/2011 12X4215 1215202 09/30/2022 01992 7.490001600 20,000.0000 124.83 10/31/2011 12X4215 1215202 09/30/2027 01992 7.490001600 76,700.0000 478.74 10/31/2011 12X4215 1215202 09/30/2029 01992 7.490001600 3,000.0000 18.73 10/31/2011 12X4215 1215202 09/30/2027 01993 6.660000000 41,900.0000 232.55 10/31/2011 12X4215 1215202 09/30/2029 01993 6.660000000 110,000.0000 610.50 10/31/2011 12X4215 1215202 09/30/2029 01994 6.819998400 1,011,000.0000 5,745.85 10/31/2011 12X4215 1215202 09/30/2029 01995 7.189999200 1,160,800.0000 6,955.13 10/31/2011 12X4215 1215202 09/30/2030 01995 7.189999200 244,000.0000 1,461.97 10/31/2011 12X4215 1215202 09/30/2029 01996 6.649999200 2,252,000.0000 12,479.83 10/31/2011 12X4215 1215202 09/30/2027 01997 6.670000800 292,400.0000 1,625.26 10/31/2011 12X4215 1215202 09/30/2029 01997 6.670000800 2,450,000.0000 13,617.92 10/31/2011 12X4215 1215202 09/30/2019 01998 5.829998400 101,000.0000 490.69 10/31/2011 12X4215 1215202 09/30/2026 01998 5.829998400 2,123,000.0000 10,314.24 10/31/2011 12X4215 1215202 09/30/2029 01998 5.829998400 1,350,000.0000 6,558.75 10/31/2011 12X4215 1215202 09/30/2031 01998 5.829998400 11,000.0000 53.44 10/31/2011 12X4215 1215202 09/30/2019 01999 5.789998800 43,000.0000 207.47 10/31/2011 12X4215 1215202 09/30/2025 01999 5.789998800 60,000.0000 289.50 10/31/2011 12X4215 1215202 09/30/2026 01999 5.789998800 2,273,000.0000 10,967.22 10/31/2011 12X4215 1215202 09/30/2027 01999 5.789998800 7,000.0000 33.77 10/31/2011 12X4215 1215202 09/30/2029 01999 5.789998800 1,350,000.0000 6,513.75 10/31/2011 12X4215 1215202 09/30/2021 02000 6.239998800 116,000.0000 603.20 10/31/2011 12X4215 1215202 09/30/2026 02000 6.239998800 2,974,000.0000 15,464.80 10/31/2011 12X4215 1215202 09/30/2027 02000 6.239998800 300,000.0000 1,560.00 10/31/2011 12X4215 1215202 09/30/2029 02000 6.239998800 1,400,000.0000 7,280.00 10/31/2011 12X4215 1215202 09/30/2022 02001 5.169999600 2,238,800.0000 9,645.50 10/31/2011 12X4215 1215202 09/30/2024 02001 5.169999600 920,000.0000 3,963.67 10/31/2011 12X4215 1215202 09/30/2025 02001 5.169999600 21,400.0000 92.20 10/31/2011 12X4215 1215202 09/30/2026 02001 5.169999600 1,580,000.0000 6,807.17 10/31/2011 12X4215 1215202 09/30/2027 02001 5.169999600 400,000.0000 1,723.33 10/31/2011 12X4215 1215202 09/30/2029 02001 5.169999600 1,650,000.0000 7,108.75 10/31/2011 12X4215 1215202 09/30/2023 02002 4.770000000 2,127,000.0000 8,454.83 10/31/2011 12X4215 1215202 09/30/2024 02002 4.770000000 1,862,000.0000 7,401.45 10/31/2011 12X4215 1215202 09/30/2025 02002 4.770000000 5,900.0000 23.45 10/31/2011 12X4215 1215202 09/30/2026 02002 4.770000000 1,697,400.0000 6,747.17 10/31/2011 12X4215 1215202 09/30/2027 02002 4.770000000 500,000.0000 1,987.50 10/31/2011 12X4215 1215202 09/30/2029 02002 4.770000000 2,400,000.0000 9,540.00 10/31/2011 12X4215 1215202 09/30/2024 02003 4.110001200 5,868,000.0000 20,097.91 10/31/2011 12X4215 1215202 09/30/2025 02003 4.110001200 670,000.0000 2,294.75 10/31/2011 12X4215 1215202 09/30/2026 02003 4.110001200 703,000.0000 2,407.78 10/31/2011 12X4215 1215202 09/30/2027 02003 4.110001200 500,000.0000 1,712.50 10/31/2011 12X4215 1215202 09/30/2029 02003 4.110001200 2,400,000.0000 8,220.00 10/31/2011 12X4215 1215202 09/30/2024 02004 4.309999200 3,835,000.0000 13,774.04 10/31/2011 12X4215 1215202 09/30/2025 02004 4.309999200 3,560,000.0000 12,786.33 10/31/2011 12X4215 1215202 09/30/2026 02004 4.309999200 1,006,000.0000 3,613.22 10/31/2011 12X4215 1215202 09/30/2027 02004 4.309999200 500,000.0000 1,795.83 10/31/2011 12X4215 1215202 09/30/2029 02004 4.309999200 3,250,000.0000 11,672.91 10/31/2011 12X4215 1215202 09/30/2025 02005 4.330000800 6,912,900.0000 24,944.05 10/31/2011 12X4215 1215202 09/30/2026 02005 4.330000800 4,005,000.0000 14,451.38 10/31/2011 12X4215 1215202 09/30/2027 02005 4.330000800 773,000.0000 2,789.24 10/31/2011 12X4215 1215202 09/30/2028 02005 4.330000800 15,000.0000 54.13 10/31/2011 12X4215 1215202 09/30/2029 02005 4.330000800 3,550,000.0000 12,809.59 10/31/2011 12X4215 1215202 09/30/2026 02006 4.820000400 7,261,400.0000 29,166.63 10/31/2011 12X4215 1215202 09/30/2027 02006 4.820000400 3,101,000.0000 12,455.68 10/31/2011 12X4215 1215202 09/30/2029 02006 4.820000400 6,275,000.0000 25,204.59 10/31/2011 12X4215 1215202 09/30/2027 02007 4.700001600 6,517,000.0000 25,524.93 10/31/2011 12X4215 1215202 09/30/2028 02007 4.700001600 1,078,000.0000 4,222.17 10/31/2011 12X4215 1215202 09/30/2029 02007 4.700001600 11,439,000.0000 44,802.77 10/31/2011 12X4215 1215202 09/30/2030 02007 4.700001600 20,000.0000 78.33 10/31/2011 12X4215 1215202 09/30/2028 02008 3.849998400 9,634,000.0000 30,909.07 10/31/2011 12X4215 1215202 09/30/2029 02008 3.849998400 6,108,442.0000 19,597.91 10/31/2011 12X4215 1215202 09/30/2030 02008 3.849998400 2,265,000.0000 7,266.87 10/31/2011 12X4215 1215202 09/30/2031 02008 3.849998400 477,000.0000 1,530.37 10/31/2011 12X4215 1215202 09/30/2029 02009 3.120001200 12,792,000.0000 33,259.21 10/31/2011 12X4215 1215202 09/30/2030 02009 3.120001200 3,996,000.0000 10,389.60 10/31/2011 12X4215 1215202 09/30/2031 02009 3.120001200 1,351,000.0000 3,512.60 10/31/2011 12X4215 1215202 09/30/2032 02009 3.120001200 6,000.0000 15.60 10/31/2011 12X4215 1215202 09/30/2030 02010 3.200000400 18,161,800.0000 48,431.47 10/31/2011 12X4215 1215202 09/30/2031 02010 3.200000400 3,096,000.0000 8,256.00 10/31/2011 12X4215 1215202 09/30/2032 02010 3.200000400 13,000.0000 34.67 10/31/2011 12X4215 1215202 09/30/2031 02011 3.200000400 14,752,000.0000 39,338.67 10/31/2011 12X4215 1215202 09/30/2032 02011 3.200000400 1,060,000.0000 2,826.67 10/31/2011 ------------------------ ---------------------- 182,129,568.0000 647,466.37 203 SUB-COHORT 12X4215 1215203 09/30/2042 01992 7.570000800 25,119,000.0000 158,459.04 10/31/2011 12X4215 1215203 09/30/2044 01992 7.570000800 1,963,000.0000 12,383.26 10/31/2011 12X4215 1215203 09/30/2042 01993 6.660000000 25,961,000.0000 144,083.55 10/31/2011 12X4215 1215203 09/30/2043 01993 6.660000000 220,000.0000 1,221.00 10/31/2011 12X4215 1215203 09/30/2044 01993 6.660000000 2,079,000.0000 11,538.45 10/31/2011 12X4215 1215203 09/30/2042 01994 6.789999600 23,611,000.0000 133,598.90 10/31/2011 12X4215 1215203 09/30/2043 01994 6.789999600 198,000.0000 1,120.35 10/31/2011 12X4215 1215203 09/30/2044 01994 6.789999600 18,000.0000 101.85 10/31/2011 12X4215 1215203 09/30/2043 01997 6.660000000 3,780,000.0000 20,979.00 10/31/2011 12X4215 1215203 09/30/2044 01997 6.660000000 188,000.0000 1,043.40 10/31/2011 12X4215 1215203 09/30/2031 01998 5.979999600 184,000.0000 916.93 10/31/2011 12X4215 1215203 09/30/2032 01998 5.979999600 963,000.0000 4,798.95 10/31/2011 12X4215 1215203 09/30/2038 01998 5.979999600 2,700.0000 13.45 10/31/2011 12X4215 1215203 09/30/2042 01998 5.979999600 4,050,000.0000 20,182.50 10/31/2011 12X4215 1215203 09/30/2043 01998 5.979999600 6,000.0000 29.90 10/31/2011 12X4215 1215203 09/30/2044 01998 5.979999600 127,000.0000 632.88 10/31/2011 12X4215 1215203 09/30/2042 01999 5.810000400 3,972,000.0000 19,231.10 10/31/2011 12X4215 1215203 09/30/2043 01999 5.810000400 674,000.0000 3,263.28 10/31/2011 12X4215 1215203 09/30/2044 01999 5.810000400 34,000.0000 164.62 10/31/2011 12X4215 1215203 09/30/2033 02000 6.350000400 1,623,000.0000 8,588.38 10/31/2011 12X4215 1215203 09/30/2042 02000 6.350000400 627,000.0000 3,317.88 10/31/2011 12X4215 1215203 09/30/2043 02000 6.350000400 118,000.0000 624.42 10/31/2011 12X4215 1215203 09/30/2044 02000 6.350000400 49,000.0000 259.29 10/31/2011 12X4215 1215203 09/30/2042 02001 4.730000400 263,000.0000 1,036.66 10/31/2011 12X4215 1215203 09/30/2042 02002 4.939999200 248,000.0000 1,020.93 10/31/2011 12X4215 1215203 09/30/2044 02002 4.939999200 40,000.0000 164.67 10/31/2011 12X4215 1215203 09/30/2036 02003 4.100000400 95,000.0000 324.58 10/31/2011 12X4215 1215203 09/30/2042 02003 4.100000400 105,000.0000 358.75 10/31/2011 12X4215 1215203 09/30/2037 02004 3.949999200 207,000.0000 681.37 10/31/2011 12X4215 1215203 09/30/2042 02004 3.949999200 72,000.0000 237.00 10/31/2011 12X4215 1215203 09/30/2038 02005 3.880000800 28,000.0000 90.53 10/31/2011 12X4215 1215203 09/30/2042 02005 3.880000800 220,000.0000 711.33 10/31/2011 12X4215 1215203 09/30/2039 02006 4.839998400 194,000.0000 782.47 10/31/2011 12X4215 1215203 09/30/2042 02006 4.839998400 55,000.0000 221.83 10/31/2011 12X4215 1215203 09/30/2044 02006 4.839998400 5,000.0000 20.17 10/31/2011 12X4215 1215203 09/30/2040 02007 4.880001600 124,000.0000 504.27 10/31/2011 12X4215 1215203 09/30/2042 02007 4.880001600 37,000.0000 150.47 10/31/2011 12X4215 1215203 09/30/2043 02007 4.880001600 9,200.0000 37.41 10/31/2011 12X4215 1215203 09/30/2041 02008 3.489998400 131,000.0000 380.99 10/31/2011 12X4215 1215203 09/30/2042 02008 3.489998400 42,000.0000 122.15 10/31/2011 12X4215 1215203 09/30/2042 02009 3.089998800 432,900.0000 1,114.72 10/31/2011 12X4215 1215203 09/30/2043 02009 3.089998800 127,600.0000 328.57 10/31/2011 12X4215 1215203 09/30/2044 02009 3.089998800 116,600.0000 300.24 10/31/2011 12X4215 1215203 09/30/2043 02010 3.610000800 1,153,800.0000 3,471.02 10/31/2011 12X4215 1215203 09/30/2044 02011 3.610000800 790,500.0000 2,378.09 10/31/2011 ------------------------ ---------------------- 100,063,300.0000 560,990.60 206 SUB-COHORT 12X4215 1215206 09/30/2028 01992 6.919999200 285,000.0000 1,643.50 10/31/2011 12X4215 1215206 09/30/2029 01992 6.919999200 1,800,000.0000 10,380.00 10/31/2011 12X4215 1215206 09/30/2035 01992 6.919999200 1,600,000.0000 9,226.67 10/31/2011 12X4215 1215206 09/30/2037 01992 6.919999200 39,000.0000 224.90 10/31/2011 12X4215 1215206 09/30/2038 01992 6.919999200 360,000.0000 2,076.00 10/31/2011 12X4215 1215206 09/30/2042 01992 6.919999200 781,000.0000 4,503.77 10/31/2011 12X4215 1215206 09/30/2044 01992 6.919999200 51,000.0000 294.10 10/31/2011 12X4215 1215206 09/30/2028 01993 7.049998800 607,000.0000 3,566.12 10/31/2011 12X4215 1215206 09/30/2029 01993 7.049998800 1,993,000.0000 11,708.87 10/31/2011 12X4215 1215206 09/30/2030 01993 7.049998800 1,300,000.0000 7,637.50 10/31/2011 12X4215 1215206 09/30/2038 01993 7.049998800 488,000.0000 2,867.00 10/31/2011 12X4215 1215206 09/30/2042 01993 7.049998800 1,300,000.0000 7,637.50 10/31/2011 12X4215 1215206 09/30/2044 01993 7.049998800 21,000.0000 123.37 10/31/2011 12X4215 1215206 09/30/2043 01994 6.990001200 5,291,200.0000 30,821.25 10/31/2011 12X4215 1215206 09/30/2044 01994 6.990001200 71,000.0000 413.58 10/31/2011 12X4215 1215206 09/30/2029 01995 6.950001600 172,000.0000 996.17 10/31/2011 12X4215 1215206 09/30/2030 01995 6.950001600 2,000,000.0000 11,583.34 10/31/2011 12X4215 1215206 09/30/2033 01995 6.950001600 1,200,000.0000 6,950.00 10/31/2011 12X4215 1215206 09/30/2035 01995 6.950001600 310,000.0000 1,795.42 10/31/2011 12X4215 1215206 09/30/2038 01995 6.950001600 195,000.0000 1,129.38 10/31/2011 12X4215 1215206 09/30/2042 01995 6.950001600 1,600,000.0000 9,266.67 10/31/2011 12X4215 1215206 09/30/2031 01996 6.419998800 6,000.0000 32.10 10/31/2011 12X4215 1215206 09/30/2032 01996 6.419998800 2,000,000.0000 10,700.00 10/31/2011 12X4215 1215206 09/30/2034 01996 6.419998800 50,000.0000 267.50 10/31/2011 12X4215 1215206 09/30/2035 01996 6.419998800 400,000.0000 2,140.00 10/31/2011 12X4215 1215206 09/30/2038 01996 6.419998800 437,000.0000 2,337.95 10/31/2011 12X4215 1215206 09/30/2042 01996 6.419998800 2,550,000.0000 13,642.50 10/31/2011 12X4215 1215206 09/30/2031 01997 6.040000800 1,503,800.0000 7,569.13 10/31/2011 12X4215 1215206 09/30/2032 01997 6.040000800 1,000,000.0000 5,033.33 10/31/2011 12X4215 1215206 09/30/2033 01997 6.040000800 700,000.0000 3,523.33 10/31/2011 12X4215 1215206 09/30/2035 01997 6.040000800 400,000.0000 2,013.33 10/31/2011 12X4215 1215206 09/30/2038 01997 6.040000800 317,000.0000 1,595.57 10/31/2011 12X4215 1215206 09/30/2042 01997 6.040000800 2,100,000.0000 10,570.00 10/31/2011 12X4215 1215206 09/30/2032 01998 5.979999600 1,859,600.0000 9,267.01 10/31/2011 12X4215 1215206 09/30/2033 01998 5.979999600 800,000.0000 3,986.67 10/31/2011 12X4215 1215206 09/30/2035 01998 5.979999600 1,000,000.0000 4,983.33 10/31/2011 12X4215 1215206 09/30/2038 01998 5.979999600 257,000.0000 1,280.72 10/31/2011 12X4215 1215206 09/30/2040 01998 5.979999600 827,000.0000 4,121.22 10/31/2011 12X4215 1215206 09/30/2042 01998 5.979999600 706,000.0000 3,518.23 10/31/2011 12X4215 1215206 09/30/2043 01998 5.979999600 782,000.0000 3,896.97 10/31/2011 12X4215 1215206 09/30/2044 01998 5.979999600 797,000.0000 3,971.72 10/31/2011 12X4215 1215206 09/30/2035 01999 5.690001600 1,753,000.0000 8,312.14 10/31/2011 12X4215 1215206 09/30/2036 01999 5.690001600 1,000,000.0000 4,741.67 10/31/2011 12X4215 1215206 09/30/2037 01999 5.690001600 3,400,000.0000 16,121.67 10/31/2011 12X4215 1215206 09/30/2038 01999 5.690001600 755,000.0000 3,579.96 10/31/2011 12X4215 1215206 09/30/2040 01999 5.690001600 400,000.0000 1,896.67 10/31/2011 12X4215 1215206 09/30/2042 01999 5.690001600 1,250,000.0000 5,927.09 10/31/2011 12X4215 1215206 09/30/2035 02000 5.349999600 2,036,000.0000 9,077.17 10/31/2011 12X4215 1215206 09/30/2036 02000 5.349999600 3,700,000.0000 16,495.83 10/31/2011 12X4215 1215206 09/30/2037 02000 5.349999600 2,616,000.0000 11,663.00 10/31/2011 12X4215 1215206 09/30/2038 02000 5.349999600 628,000.0000 2,799.83 10/31/2011 12X4215 1215206 09/30/2039 02000 5.349999600 2,071,000.0000 9,233.21 10/31/2011 12X4215 1215206 09/30/2042 02000 5.349999600 2,450,000.0000 10,922.92 10/31/2011 12X4215 1215206 09/30/2037 02001 4.989999600 5,038,000.0000 20,949.68 10/31/2011 12X4215 1215206 09/30/2038 02001 4.989999600 2,748,000.0000 11,427.10 10/31/2011 12X4215 1215206 09/30/2039 02001 4.989999600 1,593,000.0000 6,624.22 10/31/2011 12X4215 1215206 09/30/2040 02001 4.989999600 388,000.0000 1,613.43 10/31/2011 12X4215 1215206 09/30/2041 02001 4.989999600 148,000.0000 615.43 10/31/2011 12X4215 1215206 09/30/2042 02001 4.989999600 3,287,000.0000 13,668.44 10/31/2011 12X4215 1215206 09/30/2043 02001 4.989999600 1,370,000.0000 5,696.92 10/31/2011 12X4215 1215206 09/30/2044 02001 4.989999600 748,000.0000 3,110.43 10/31/2011 12X4215 1215206 09/30/2037 02002 4.799998800 2,583,000.0000 10,332.00 10/31/2011 12X4215 1215206 09/30/2038 02002 4.799998800 7,200,000.0000 28,799.99 10/31/2011 12X4215 1215206 09/30/2039 02002 4.799998800 1,572,000.0000 6,288.00 10/31/2011 12X4215 1215206 09/30/2040 02002 4.799998800 1,812,000.0000 7,248.00 10/31/2011 12X4215 1215206 09/30/2041 02002 4.799998800 105,000.0000 420.00 10/31/2011 12X4215 1215206 09/30/2042 02002 4.799998800 2,950,000.0000 11,800.00 10/31/2011 12X4215 1215206 09/30/2043 02002 4.799998800 942,000.0000 3,768.00 10/31/2011 12X4215 1215206 09/30/2044 02002 4.799998800 1,497,000.0000 5,988.00 10/31/2011 12X4215 1215206 09/30/2045 02002 4.799998800 1,054,000.0000 4,216.00 10/31/2011 12X4215 1215206 09/30/2038 02003 4.770000000 938,000.0000 3,728.55 10/31/2011 12X4215 1215206 09/30/2039 02003 4.770000000 4,394,000.0000 17,466.15 10/31/2011 12X4215 1215206 09/30/2040 02003 4.770000000 1,085,000.0000 4,312.88 10/31/2011 12X4215 1215206 09/30/2041 02003 4.770000000 5,590,000.0000 22,220.25 10/31/2011 12X4215 1215206 09/30/2042 02003 4.770000000 7,405,200.0000 29,435.67 10/31/2011 12X4215 1215206 09/30/2043 02003 4.770000000 1,036,000.0000 4,118.10 10/31/2011 12X4215 1215206 09/30/2044 02003 4.770000000 2,760,000.0000 10,971.00 10/31/2011 12X4215 1215206 09/30/2045 02003 4.770000000 111,000.0000 441.23 10/31/2011 12X4215 1215206 09/30/2039 02004 4.529998800 1,323,000.0000 4,994.32 10/31/2011 12X4215 1215206 09/30/2040 02004 4.529998800 6,584,000.0000 24,854.59 10/31/2011 12X4215 1215206 09/30/2041 02004 4.529998800 1,165,000.0000 4,397.87 10/31/2011 12X4215 1215206 09/30/2042 02004 4.529998800 5,043,000.0000 19,037.32 10/31/2011 12X4215 1215206 09/30/2043 02004 4.529998800 1,126,000.0000 4,250.65 10/31/2011 12X4215 1215206 09/30/2040 02005 4.600000800 3,448,300.0000 13,218.49 10/31/2011 12X4215 1215206 09/30/2041 02005 4.600000800 4,534,000.0000 17,380.34 10/31/2011 12X4215 1215206 09/30/2042 02005 4.600000800 3,033,000.0000 11,626.50 10/31/2011 12X4215 1215206 09/30/2043 02005 4.600000800 1,950,000.0000 7,475.00 10/31/2011 12X4215 1215206 09/30/2044 02005 4.600000800 610,000.0000 2,338.33 10/31/2011 12X4215 1215206 09/30/2040 02006 4.680000000 414,700.0000 1,617.33 10/31/2011 12X4215 1215206 09/30/2041 02006 4.680000000 2,027,000.0000 7,905.30 10/31/2011 12X4215 1215206 09/30/2042 02006 4.680000000 1,482,000.0000 5,779.80 10/31/2011 12X4215 1215206 09/30/2043 02006 4.680000000 2,763,000.0000 10,775.70 10/31/2011 12X4215 1215206 09/30/2044 02006 4.680000000 780,000.0000 3,042.00 10/31/2011 12X4215 1215206 09/30/2042 02007 4.759999200 846,300.0000 3,356.99 10/31/2011 12X4215 1215206 09/30/2043 02007 4.759999200 7,216,000.0000 28,623.46 10/31/2011 12X4215 1215206 09/30/2044 02007 4.759999200 4,346,700.0000 17,241.91 10/31/2011 12X4215 1215206 09/30/2042 02008 5.100001200 378,700.0000 1,609.48 10/31/2011 12X4215 1215206 09/30/2043 02008 5.100001200 254,500.0000 1,081.63 10/31/2011 12X4215 1215206 09/30/2044 02008 5.100001200 6,807,500.0000 28,931.88 10/31/2011 12X4215 1215206 09/30/2042 02009 4.790001600 468,000.0000 1,868.10 10/31/2011 12X4215 1215206 09/30/2043 02009 4.790001600 2,314,000.0000 9,236.72 10/31/2011 12X4215 1215206 09/30/2044 02009 4.790001600 3,703,100.0000 14,781.55 10/31/2011 12X4215 1215206 09/30/2045 02009 4.790001600 142,000.0000 566.82 10/31/2011 12X4215 1215206 09/30/2043 02010 2.980000800 1,279,900.0000 3,178.42 10/31/2011 12X4215 1215206 09/30/2044 02010 2.980000800 621,000.0000 1,542.15 10/31/2011 12X4215 1215206 09/30/2045 02010 2.980000800 296,000.0000 735.07 10/31/2011 12X4215 1215206 09/30/2044 02011 2.980000800 646,000.0000 1,604.23 10/31/2011 ------------------------ ---------------------- 185,972,500.0000 808,378.30 207 SUB-COHORT 12X4215 1215207 09/30/2043 01992 6.819998400 46,396,000.0000 263,683.87 10/31/2011 12X4215 1215207 09/30/2044 01992 6.819998400 78,100,000.0000 443,868.23 10/31/2011 12X4215 1215207 09/30/2045 01992 6.819998400 3,000,000.0000 17,050.00 10/31/2011 12X4215 1215207 09/30/2052 01992 6.819998400 31,000,000.0000 176,183.29 10/31/2011 12X4215 1215207 09/30/2056 01992 6.819998400 12,945,000.0000 73,570.73 10/31/2011 12X4215 1215207 09/30/2057 01992 6.819998400 10,000,000.0000 56,833.32 10/31/2011 12X4215 1215207 09/30/2058 01992 6.819998400 122,000.0000 693.37 10/31/2011 12X4215 1215207 09/30/2059 01992 6.819998400 1,250,000.0000 7,104.17 10/31/2011 12X4215 1215207 09/30/2060 01992 6.819998400 9,700,000.0000 55,128.32 10/31/2011 12X4215 1215207 09/30/2061 01992 6.819998400 2,628,000.0000 14,935.80 10/31/2011 12X4215 1215207 09/30/2044 01993 6.890000400 66,986,000.0000 384,611.31 10/31/2011 12X4215 1215207 09/30/2045 01993 6.890000400 54,000,000.0000 310,050.02 10/31/2011 12X4215 1215207 09/30/2052 01993 6.890000400 34,000,000.0000 195,216.68 10/31/2011 12X4215 1215207 09/30/2056 01993 6.890000400 12,513,000.0000 71,845.48 10/31/2011 12X4215 1215207 09/30/2057 01993 6.890000400 9,200,000.0000 52,823.34 10/31/2011 12X4215 1215207 09/30/2058 01993 6.890000400 10,345,000.0000 59,397.55 10/31/2011 12X4215 1215207 09/30/2059 01993 6.890000400 4,750,000.0000 27,272.92 10/31/2011 12X4215 1215207 09/30/2060 01993 6.890000400 3,462,000.0000 19,877.65 10/31/2011 12X4215 1215207 09/30/2061 01993 6.890000400 1,160,000.0000 6,660.33 10/31/2011 12X4215 1215207 09/30/2045 01994 7.089998400 19,024,000.0000 112,400.11 10/31/2011 12X4215 1215207 09/30/2046 01994 7.089998400 64,000,000.0000 378,133.25 10/31/2011 12X4215 1215207 09/30/2052 01994 7.089998400 29,000,000.0000 171,341.63 10/31/2011 12X4215 1215207 09/30/2055 01994 7.089998400 16,510,000.0000 97,546.56 10/31/2011 12X4215 1215207 09/30/2056 01994 7.089998400 9,570,000.0000 56,542.74 10/31/2011 12X4215 1215207 09/30/2057 01994 7.089998400 12,200,000.0000 72,081.65 10/31/2011 12X4215 1215207 09/30/2058 01994 7.089998400 12,651,000.0000 74,746.31 10/31/2011 12X4215 1215207 09/30/2059 01994 7.089998400 7,600,000.0000 44,903.32 10/31/2011 12X4215 1215207 09/30/2060 01994 7.089998400 2,589,000.0000 15,296.67 10/31/2011 12X4215 1215207 09/30/2061 01994 7.089998400 755,000.0000 4,460.79 10/31/2011 12X4215 1215207 09/30/2046 01995 6.710000400 36,789,000.0000 205,711.84 10/31/2011 12X4215 1215207 09/30/2048 01995 6.710000400 2,000,000.0000 11,183.33 10/31/2011 12X4215 1215207 09/30/2050 01995 6.710000400 1,000,000.0000 5,591.67 10/31/2011 12X4215 1215207 09/30/2052 01995 6.710000400 14,000,000.0000 78,283.34 10/31/2011 12X4215 1215207 09/30/2055 01995 6.710000400 1,069,000.0000 5,977.49 10/31/2011 12X4215 1215207 09/30/2056 01995 6.710000400 6,695,000.0000 37,436.21 10/31/2011 12X4215 1215207 09/30/2057 01995 6.710000400 2,200,000.0000 12,301.67 10/31/2011 12X4215 1215207 09/30/2058 01995 6.710000400 63,000.0000 352.28 10/31/2011 12X4215 1215207 09/30/2059 01995 6.710000400 901,000.0000 5,038.09 10/31/2011 12X4215 1215207 09/30/2060 01995 6.710000400 3,298,000.0000 18,441.32 10/31/2011 12X4215 1215207 09/30/2061 01995 6.710000400 509,000.0000 2,846.16 10/31/2011 12X4215 1215207 09/30/2047 01996 6.459998400 3,267,000.0000 17,587.35 10/31/2011 12X4215 1215207 09/30/2048 01996 6.459998400 29,000,000.0000 156,116.63 10/31/2011 12X4215 1215207 09/30/2052 01996 6.459998400 9,000,000.0000 48,449.99 10/31/2011 12X4215 1215207 09/30/2055 01996 6.459998400 667,600.0000 3,593.91 10/31/2011 12X4215 1215207 09/30/2056 01996 6.459998400 5,122,000.0000 27,573.43 10/31/2011 12X4215 1215207 09/30/2057 01996 6.459998400 3,700,000.0000 19,918.33 10/31/2011 12X4215 1215207 09/30/2058 01996 6.459998400 19,000.0000 102.28 10/31/2011 12X4215 1215207 09/30/2059 01996 6.459998400 61,000.0000 328.38 10/31/2011 12X4215 1215207 09/30/2060 01996 6.459998400 5,851,000.0000 31,497.88 10/31/2011 12X4215 1215207 09/30/2061 01996 6.459998400 162,000.0000 872.10 10/31/2011 12X4215 1215207 09/30/2048 01997 5.950000800 16,187,000.0000 80,260.55 10/31/2011 12X4215 1215207 09/30/2049 01997 5.950000800 17,000,000.0000 84,291.68 10/31/2011 12X4215 1215207 09/30/2050 01997 5.950000800 1,000,000.0000 4,958.33 10/31/2011 12X4215 1215207 09/30/2051 01997 5.950000800 1,000,000.0000 4,958.33 10/31/2011 12X4215 1215207 09/30/2052 01997 5.950000800 14,000,000.0000 69,416.68 10/31/2011 12X4215 1215207 09/30/2055 01997 5.950000800 1,557,500.0000 7,722.61 10/31/2011 12X4215 1215207 09/30/2056 01997 5.950000800 5,215,000.0000 25,857.71 10/31/2011 12X4215 1215207 09/30/2057 01997 5.950000800 3,600,000.0000 17,850.00 10/31/2011 12X4215 1215207 09/30/2058 01997 5.950000800 651,000.0000 3,227.88 10/31/2011 12X4215 1215207 09/30/2059 01997 5.950000800 606,000.0000 3,004.75 10/31/2011 12X4215 1215207 09/30/2061 01997 5.950000800 348,000.0000 1,725.50 10/31/2011 12X4215 1215207 09/30/2049 01998 5.870001600 23,565,000.0000 115,272.16 10/31/2011 12X4215 1215207 09/30/2050 01998 5.870001600 19,000,000.0000 92,941.69 10/31/2011 12X4215 1215207 09/30/2051 01998 5.870001600 3,000,000.0000 14,675.00 10/31/2011 12X4215 1215207 09/30/2052 01998 5.870001600 6,000,000.0000 29,350.01 10/31/2011 12X4215 1215207 09/30/2053 01998 5.870001600 13,000,000.0000 63,591.68 10/31/2011 12X4215 1215207 09/30/2055 01998 5.870001600 2,342,000.0000 11,456.29 10/31/2011 12X4215 1215207 09/30/2056 01998 5.870001600 591,000.0000 2,890.98 10/31/2011 12X4215 1215207 09/30/2057 01998 5.870001600 4,500,000.0000 22,012.51 10/31/2011 12X4215 1215207 09/30/2058 01998 5.870001600 735,000.0000 3,595.38 10/31/2011 12X4215 1215207 09/30/2059 01998 5.870001600 1,250,000.0000 6,114.59 10/31/2011 12X4215 1215207 09/30/2060 01998 5.870001600 5,923,000.0000 28,973.35 10/31/2011 12X4215 1215207 09/30/2061 01998 5.870001600 949,000.0000 4,642.19 10/31/2011 12X4215 1215207 09/30/2050 01999 5.839999200 22,761,000.0000 110,770.18 10/31/2011 12X4215 1215207 09/30/2051 01999 5.839999200 13,000,000.0000 63,266.66 10/31/2011 12X4215 1215207 09/30/2052 01999 5.839999200 8,000,000.0000 38,933.33 10/31/2011 12X4215 1215207 09/30/2053 01999 5.839999200 4,200,000.0000 20,440.00 10/31/2011 12X4215 1215207 09/30/2055 01999 5.839999200 2,898,200.0000 14,104.57 10/31/2011 12X4215 1215207 09/30/2056 01999 5.839999200 1,455,000.0000 7,081.00 10/31/2011 12X4215 1215207 09/30/2057 01999 5.839999200 4,023,000.0000 19,578.60 10/31/2011 12X4215 1215207 09/30/2058 01999 5.839999200 1,546,000.0000 7,523.87 10/31/2011 12X4215 1215207 09/30/2059 01999 5.839999200 2,154,000.0000 10,482.80 10/31/2011 12X4215 1215207 09/30/2060 01999 5.839999200 1,429,000.0000 6,954.47 10/31/2011 12X4215 1215207 09/30/2061 01999 5.839999200 921,000.0000 4,482.20 10/31/2011 12X4215 1215207 09/30/2051 02000 5.590000800 13,930,000.0000 64,890.59 10/31/2011 12X4215 1215207 09/30/2052 02000 5.590000800 24,000,000.0000 111,800.02 10/31/2011 12X4215 1215207 09/30/2053 02000 5.590000800 9,000,000.0000 41,925.01 10/31/2011 12X4215 1215207 09/30/2055 02000 5.590000800 1,420,000.0000 6,614.83 10/31/2011 12X4215 1215207 09/30/2056 02000 5.590000800 2,754,000.0000 12,829.05 10/31/2011 12X4215 1215207 09/30/2057 02000 5.590000800 3,447,000.0000 16,057.28 10/31/2011 12X4215 1215207 09/30/2058 02000 5.590000800 1,053,000.0000 4,905.23 10/31/2011 12X4215 1215207 09/30/2059 02000 5.590000800 4,950,000.0000 23,058.75 10/31/2011 12X4215 1215207 09/30/2060 02000 5.590000800 1,021,000.0000 4,756.16 10/31/2011 12X4215 1215207 09/30/2061 02000 5.590000800 1,174,000.0000 5,468.88 10/31/2011 12X4215 1215207 09/30/2052 02001 5.330001600 16,224,000.0000 72,061.62 10/31/2011 12X4215 1215207 09/30/2053 02001 5.330001600 27,300,000.0000 121,257.54 10/31/2011 12X4215 1215207 09/30/2055 02001 5.330001600 5,969,000.0000 26,512.32 10/31/2011 12X4215 1215207 09/30/2056 02001 5.330001600 2,953,000.0000 13,116.25 10/31/2011 12X4215 1215207 09/30/2057 02001 5.330001600 2,629,500.0000 11,679.37 10/31/2011 12X4215 1215207 09/30/2058 02001 5.330001600 6,917,000.0000 30,723.02 10/31/2011 12X4215 1215207 09/30/2059 02001 5.330001600 1,781,000.0000 7,910.61 10/31/2011 12X4215 1215207 09/30/2060 02001 5.330001600 2,187,000.0000 9,713.93 10/31/2011 12X4215 1215207 09/30/2061 02001 5.330001600 1,770,000.0000 7,861.75 10/31/2011 12X4215 1215207 09/30/2053 02002 5.050000800 33,561,000.0000 141,235.90 10/31/2011 12X4215 1215207 09/30/2055 02002 5.050000800 12,000,000.0000 50,500.01 10/31/2011 12X4215 1215207 09/30/2056 02002 5.050000800 4,665,000.0000 19,631.88 10/31/2011 12X4215 1215207 09/30/2057 02002 5.050000800 6,254,000.0000 26,318.92 10/31/2011 12X4215 1215207 09/30/2058 02002 5.050000800 4,791,000.0000 20,162.13 10/31/2011 12X4215 1215207 09/30/2059 02002 5.050000800 890,000.0000 3,745.42 10/31/2011 12X4215 1215207 09/30/2060 02002 5.050000800 5,139,000.0000 21,626.63 10/31/2011 12X4215 1215207 09/30/2061 02002 5.050000800 2,095,000.0000 8,816.46 10/31/2011 12X4215 1215207 09/30/2053 02003 4.960000800 16,720,000.0000 69,109.34 10/31/2011 12X4215 1215207 09/30/2055 02003 4.960000800 17,800,000.0000 73,573.35 10/31/2011 12X4215 1215207 09/30/2056 02003 4.960000800 9,498,000.0000 39,258.41 10/31/2011 12X4215 1215207 09/30/2057 02003 4.960000800 3,626,000.0000 14,987.47 10/31/2011 12X4215 1215207 09/30/2058 02003 4.960000800 3,228,000.0000 13,342.40 10/31/2011 12X4215 1215207 09/30/2059 02003 4.960000800 7,756,000.0000 32,058.14 10/31/2011 12X4215 1215207 09/30/2060 02003 4.960000800 7,108,000.0000 29,379.74 10/31/2011 12X4215 1215207 09/30/2061 02003 4.960000800 910,000.0000 3,761.33 10/31/2011 12X4215 1215207 09/30/2062 02003 4.960000800 101,000.0000 417.47 10/31/2011 12X4215 1215207 09/30/2055 02004 4.860000000 15,343,000.0000 62,139.15 10/31/2011 12X4215 1215207 09/30/2056 02004 4.860000000 16,995,000.0000 68,829.75 10/31/2011 12X4215 1215207 09/30/2057 02004 4.860000000 15,297,000.0000 61,952.85 10/31/2011 12X4215 1215207 09/30/2058 02004 4.860000000 3,794,000.0000 15,365.70 10/31/2011 12X4215 1215207 09/30/2059 02004 4.860000000 6,631,111.0000 26,856.00 10/31/2011 12X4215 1215207 09/30/2060 02004 4.860000000 2,760,000.0000 11,178.00 10/31/2011 12X4215 1215207 09/30/2061 02004 4.860000000 1,566,000.0000 6,342.30 10/31/2011 12X4215 1215207 09/30/2062 02004 4.860000000 16,000.0000 64.80 10/31/2011 12X4215 1215207 09/30/2056 02005 4.849999200 11,838,000.0000 47,845.24 10/31/2011 12X4215 1215207 09/30/2057 02005 4.849999200 14,206,000.0000 57,415.91 10/31/2011 12X4215 1215207 09/30/2058 02005 4.849999200 13,856,000.0000 56,001.32 10/31/2011 12X4215 1215207 09/30/2059 02005 4.849999200 6,914,000.0000 27,944.08 10/31/2011 12X4215 1215207 09/30/2060 02005 4.849999200 3,158,000.0000 12,763.58 10/31/2011 12X4215 1215207 09/30/2061 02005 4.849999200 1,067,000.0000 4,312.46 10/31/2011 12X4215 1215207 09/30/2057 02006 4.610001600 7,953,400.0000 30,554.32 10/31/2011 12X4215 1215207 09/30/2058 02006 4.610001600 13,388,000.0000 51,432.25 10/31/2011 12X4215 1215207 09/30/2059 02006 4.610001600 13,287,681.0000 51,046.86 10/31/2011 12X4215 1215207 09/30/2060 02006 4.610001600 8,638,000.0000 33,184.33 10/31/2011 12X4215 1215207 09/30/2061 02006 4.610001600 11,126,000.0000 42,742.40 10/31/2011 12X4215 1215207 09/30/2062 02006 4.610001600 20,000.0000 76.83 10/31/2011 12X4215 1215207 09/30/2057 02007 4.460000400 1,833,000.0000 6,812.65 10/31/2011 12X4215 1215207 09/30/2058 02007 4.460000400 11,643,000.0000 43,273.15 10/31/2011 12X4215 1215207 09/30/2059 02007 4.460000400 21,033,000.0000 78,172.66 10/31/2011 12X4215 1215207 09/30/2060 02007 4.460000400 10,666,000.0000 39,641.97 10/31/2011 12X4215 1215207 09/30/2061 02007 4.460000400 7,603,000.0000 28,257.82 10/31/2011 12X4215 1215207 09/30/2062 02007 4.460000400 26,000.0000 96.63 10/31/2011 12X4215 1215207 09/30/2058 02008 4.420000800 463,600.0000 1,707.59 10/31/2011 12X4215 1215207 09/30/2059 02008 4.420000800 12,259,000.0000 45,153.99 10/31/2011 12X4215 1215207 09/30/2060 02008 4.420000800 13,486,000.0000 49,673.44 10/31/2011 12X4215 1215207 09/30/2061 02008 4.420000800 7,145,000.0000 26,317.42 10/31/2011 12X4215 1215207 09/30/2062 02008 4.420000800 1,725,000.0000 6,353.75 10/31/2011 12X4215 1215207 09/30/2060 02009 4.569998400 12,301,200.0000 46,847.05 10/31/2011 12X4215 1215207 09/30/2061 02009 4.569998400 13,088,000.0000 49,843.45 10/31/2011 12X4215 1215207 09/30/2062 02009 4.569998400 350,000.0000 1,332.92 10/31/2011 12X4215 1215207 09/30/2060 02010 3.309998400 4,607,500.0000 12,709.01 10/31/2011 12X4215 1215207 09/30/2061 02010 3.309998400 12,169,950.0000 33,568.76 10/31/2011 12X4215 1215207 09/30/2062 02010 3.309998400 2,291,000.0000 6,319.34 10/31/2011 12X4215 1215207 09/30/2061 02011 4.590000000 4,917,000.0000 18,807.53 10/31/2011 12X4215 1215207 09/30/2062 02011 4.590000000 536,000.0000 2,050.20 10/31/2011 ------------------------ ---------------------- 1,467,855,242.0000 7,281,925.29 208 SUB-COHORT 12X4215 1215208 09/30/2013 02001 3.399998400 99,000.0000 280.50 10/31/2011 12X4215 1215208 09/30/2012 02006 3.629998800 336,000.0000 1,016.40 10/31/2011 12X4215 1215208 09/30/2013 02006 3.629998800 25,000.0000 75.62 10/31/2011 12X4215 1215208 09/30/2013 02007 3.549999600 303,000.0000 896.37 10/31/2011 12X4215 1215208 09/30/2014 02007 3.549999600 726,000.0000 2,147.75 10/31/2011 12X4215 1215208 09/30/2012 02008 1.440000000 733,000.0000 879.60 10/31/2011 12X4215 1215208 09/30/2013 02008 1.440000000 39,000.0000 46.80 10/31/2011 12X4215 1215208 09/30/2012 02009 2.409998400 106,000.0000 212.88 10/31/2011 12X4215 1215208 09/30/2013 02009 2.409998400 259,000.0000 520.16 10/31/2011 12X4215 1215208 09/30/2014 02009 2.409998400 2,000.0000 4.02 10/31/2011 ------------------------ ---------------------- 2,628,000.0000 6,080.10 209 SUB-COHORT 12X4215 1215209 09/30/2060 01992 7.310001600 587,400.0000 3,578.25 10/31/2011 12X4215 1215209 09/30/2061 01992 7.310001600 69,000.0000 420.33 10/31/2011 12X4215 1215209 09/30/2057 01993 6.710000400 539,300.0000 3,015.59 10/31/2011 12X4215 1215209 09/30/2057 01994 6.770001600 2,051,700.0000 11,575.01 10/31/2011 12X4215 1215209 09/30/2060 01994 6.770001600 165,000.0000 930.88 10/31/2011 12X4215 1215209 09/30/2061 01994 6.770001600 24,000.0000 135.40 10/31/2011 12X4215 1215209 09/30/2060 01997 6.890000400 1,394,200.0000 8,005.03 10/31/2011 12X4215 1215209 09/30/2061 01997 6.890000400 99,000.0000 568.43 10/31/2011 12X4215 1215209 09/30/2059 01998 5.979999600 334,600.0000 1,667.42 10/31/2011 12X4215 1215209 09/30/2060 01998 5.979999600 110,800.0000 552.15 10/31/2011 12X4215 1215209 09/30/2061 01998 5.979999600 10,000.0000 49.83 10/31/2011 12X4215 1215209 09/30/2059 01999 5.810000400 162,800.0000 788.22 10/31/2011 12X4215 1215209 09/30/2060 01999 5.810000400 1,925,900.0000 9,324.57 10/31/2011 12X4215 1215209 09/30/2061 01999 5.810000400 11,000.0000 53.26 10/31/2011 12X4215 1215209 09/30/2050 02000 6.360001200 111,500.0000 590.95 10/31/2011 12X4215 1215209 09/30/2054 02000 6.360001200 8,500.0000 45.05 10/31/2011 12X4215 1215209 09/30/2055 02000 6.360001200 13,900.0000 73.67 10/31/2011 12X4215 1215209 09/30/2056 02000 6.360001200 1,500.0000 7.95 10/31/2011 12X4215 1215209 09/30/2060 02000 6.360001200 349,100.0000 1,850.23 10/31/2011 12X4215 1215209 09/30/2051 02001 5.670000000 134,200.0000 634.10 10/31/2011 12X4215 1215209 09/30/2052 02001 5.670000000 120,000.0000 567.00 10/31/2011 12X4215 1215209 09/30/2055 02001 5.670000000 24,700.0000 116.71 10/31/2011 12X4215 1215209 09/30/2056 02001 5.670000000 7,500.0000 35.44 10/31/2011 12X4215 1215209 09/30/2060 02001 5.670000000 692,000.0000 3,269.70 10/31/2011 12X4215 1215209 09/30/2052 02002 5.600001600 577,500.0000 2,695.00 10/31/2011 12X4215 1215209 09/30/2056 02002 5.600001600 5,000.0000 23.33 10/31/2011 12X4215 1215209 09/30/2060 02002 5.600001600 410,000.0000 1,913.33 10/31/2011 12X4215 1215209 09/30/2061 02002 5.600001600 9,000.0000 42.00 10/31/2011 12X4215 1215209 09/30/2054 02003 4.899999600 754,600.0000 3,081.28 10/31/2011 12X4215 1215209 09/30/2058 02003 4.899999600 50,000.0000 204.17 10/31/2011 12X4215 1215209 09/30/2060 02003 4.899999600 352,000.0000 1,437.33 10/31/2011 12X4215 1215209 09/30/2061 02003 4.899999600 111,000.0000 453.25 10/31/2011 12X4215 1215209 09/30/2054 02004 5.190001200 141,800.0000 613.29 10/31/2011 12X4215 1215209 09/30/2056 02004 5.190001200 10,000.0000 43.25 10/31/2011 12X4215 1215209 09/30/2060 02004 5.190001200 90,000.0000 389.25 10/31/2011 12X4215 1215209 09/30/2055 02005 4.479998400 613,400.0000 2,290.03 10/31/2011 12X4215 1215209 09/30/2056 02005 4.479998400 177,000.0000 660.80 10/31/2011 12X4215 1215209 09/30/2060 02005 4.479998400 39,000.0000 145.60 10/31/2011 12X4215 1215209 09/30/2057 02006 4.889998800 782,700.0000 3,189.50 10/31/2011 12X4215 1215209 09/30/2059 02006 4.889998800 114,000.0000 464.55 10/31/2011 12X4215 1215209 09/30/2060 02006 4.889998800 14,000.0000 57.05 10/31/2011 12X4215 1215209 09/30/2057 02007 4.910000400 798,000.0000 3,265.15 10/31/2011 12X4215 1215209 09/30/2059 02007 4.910000400 66,000.0000 270.05 10/31/2011 12X4215 1215209 09/30/2060 02007 4.910000400 36,000.0000 147.30 10/31/2011 12X4215 1215209 09/30/2061 02007 4.910000400 5,000.0000 20.46 10/31/2011 12X4215 1215209 09/30/2058 02008 4.190000400 919,000.0000 3,208.84 10/31/2011 12X4215 1215209 09/30/2059 02008 4.190000400 39,000.0000 136.18 10/31/2011 12X4215 1215209 09/30/2060 02008 4.190000400 20,000.0000 69.83 10/31/2011 12X4215 1215209 09/30/2059 02009 3.840001200 926,000.0000 2,963.20 10/31/2011 12X4215 1215209 09/30/2060 02009 3.840001200 105,000.0000 336.00 10/31/2011 12X4215 1215209 09/30/2060 02010 4.389998400 694,000.0000 2,538.88 10/31/2011 12X4215 1215209 09/30/2061 02011 4.389998400 183,000.0000 669.47 10/31/2011 ------------------------ ---------------------- 16,989,600.0000 79,183.54 212 SUB-COHORT 12X4215 1215212 09/30/2012 02001 5.370001200 30,000.0000 134.25 10/31/2011 12X4215 1215212 09/30/2014 02001 5.370001200 130,000.0000 581.75 10/31/2011 12X4215 1215212 09/30/2012 02002 5.289998400 4,000.0000 17.63 10/31/2011 12X4215 1215212 09/30/2014 02002 5.289998400 251,000.0000 1,106.49 10/31/2011 12X4215 1215212 09/30/2014 02003 4.250001600 126,500.0000 448.02 10/31/2011 ------------------------ ---------------------- 541,500.0000 2,288.14 401 SUB-COHORT 12X4215 1215401 09/30/2014 02000 3.700000800 3.0000 0.01 10/31/2011 12X4215 1215401 09/30/2014 02001 3.700000800 65,000.0000 200.42 10/31/2011 12X4215 1215401 09/30/2014 02004 3.480001200 100.0000 0.29 10/31/2011 12X4215 1215401 09/30/2013 02005 3.620001600 270,000.0000 814.50 10/31/2011 12X4215 1215401 09/30/2014 02005 3.620001600 1,223,000.0000 3,689.38 10/31/2011 12X4215 1215401 09/30/2013 02006 3.409999200 283,000.0000 804.19 10/31/2011 12X4215 1215401 09/30/2014 02006 3.409999200 71,400.0000 202.89 10/31/2011 12X4215 1215401 09/30/2014 02007 2.459998800 9,000.0000 18.45 10/31/2011 ------------------------ ---------------------- 1,921,503.0000 5,730.13 ======================== ====================== 15,579,403,328.0000 63,622,504.20 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00