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 535,472.32 12/31/2011 12X4208 1208845 09/30/2044 01992 6.729998400 16,216,000.0000 272,834.14 12/31/2011 12X4208 1208845 09/30/2045 01992 6.729998400 429,000.0000 7,217.92 12/31/2011 12X4208 1208845 09/30/2028 01993 6.590001600 24,589,000.0000 405,103.87 12/31/2011 12X4208 1208845 09/30/2042 01993 6.590001600 6,825,000.0000 112,441.90 12/31/2011 12X4208 1208845 09/30/2043 01993 6.590001600 533,000.0000 8,781.18 12/31/2011 12X4208 1208845 09/30/2044 01993 6.590001600 16,561,000.0000 272,842.54 12/31/2011 12X4208 1208845 09/30/2045 01993 6.590001600 208,000.0000 3,426.80 12/31/2011 ------------------------ ---------------------- 97,187,000.0000 1,618,120.67 840 SUB-COHORT 12X4208 1208840 09/30/2027 01992 6.950001600 48,983,000.0000 851,079.82 12/31/2011 12X4208 1208840 09/30/2042 01992 6.950001600 585,000.0000 10,164.38 12/31/2011 12X4208 1208840 09/30/2044 01992 6.950001600 19,906,000.0000 345,866.83 12/31/2011 12X4208 1208840 09/30/2045 01992 6.950001600 7,450,000.0000 129,443.78 12/31/2011 12X4208 1208840 09/30/2028 01993 6.990001200 45,243,300.0000 790,626.80 12/31/2011 12X4208 1208840 09/30/2042 01993 6.990001200 618,000.0000 10,799.55 12/31/2011 12X4208 1208840 09/30/2044 01993 6.990001200 69,500,000.0000 1,214,512.71 12/31/2011 12X4208 1208840 09/30/2045 01993 6.990001200 23,674,000.0000 413,703.22 12/31/2011 ------------------------ ---------------------- 215,959,300.0000 3,766,197.09 850 SUB-COHORT 12X4208 1208850 09/30/2029 01994 7.040001600 28,795,500.0000 506,800.92 12/31/2011 12X4208 1208850 09/30/2042 01994 7.040001600 53,000.0000 932.80 12/31/2011 12X4208 1208850 09/30/2043 01994 7.040001600 850,000.0000 14,960.00 12/31/2011 12X4208 1208850 09/30/2045 01994 7.040001600 637,000.0000 11,211.20 12/31/2011 12X4208 1208850 09/30/2030 01995 6.680001600 24,906,000.0000 415,930.30 12/31/2011 12X4208 1208850 09/30/2042 01995 6.680001600 44,000.0000 734.80 12/31/2011 12X4208 1208850 09/30/2045 01995 6.680001600 906,000.0000 15,130.20 12/31/2011 12X4208 1208850 09/30/2031 01996 6.450001200 28,833,200.0000 464,935.44 12/31/2011 12X4208 1208850 09/30/2042 01996 6.450001200 36,000.0000 580.50 12/31/2011 12X4208 1208850 09/30/2043 01996 6.450001200 250,000.0000 4,031.25 12/31/2011 12X4208 1208850 09/30/2045 01996 6.450001200 524,000.0000 8,449.50 12/31/2011 12X4208 1208850 09/30/2032 01997 5.979999600 38,401,200.0000 574,097.90 12/31/2011 12X4208 1208850 09/30/2042 01997 5.979999600 4,200.0000 62.79 12/31/2011 12X4208 1208850 09/30/2043 01997 5.979999600 350,000.0000 5,232.50 12/31/2011 12X4208 1208850 09/30/2033 01998 6.000001200 62,290,756.3100 934,361.53 12/31/2011 12X4208 1208850 09/30/2042 01998 6.000001200 2,507,000.0000 37,605.01 12/31/2011 12X4208 1208850 09/30/2043 01998 6.000001200 250,000.0000 3,750.00 12/31/2011 12X4208 1208850 09/30/2034 01999 5.919998400 24,795,930.9100 366,979.68 12/31/2011 12X4208 1208850 09/30/2043 01999 5.919998400 650,000.0000 9,620.00 12/31/2011 12X4208 1208850 09/30/2035 02000 5.730001200 76,241,400.0000 1,092,158.28 12/31/2011 12X4208 1208850 09/30/2042 02000 5.730001200 20,000.0000 286.50 12/31/2011 12X4208 1208850 09/30/2043 02000 5.730001200 450,000.0000 6,446.25 12/31/2011 12X4208 1208850 09/30/2036 02001 5.000000400 82,522,000.0000 1,031,525.08 12/31/2011 12X4208 1208850 09/30/2043 02001 5.000000400 3,200,000.0000 40,000.00 12/31/2011 12X4208 1208850 09/30/2044 02001 5.000000400 2,000,000.0000 25,000.00 12/31/2011 12X4208 1208850 09/30/2037 02002 4.790001600 76,865,500.0000 920,464.67 12/31/2011 12X4208 1208850 09/30/2042 02002 4.790001600 4,701,000.0000 56,294.49 12/31/2011 12X4208 1208850 09/30/2043 02002 4.790001600 800,000.0000 9,580.00 12/31/2011 12X4208 1208850 09/30/2038 02003 4.709998800 81,761,000.0000 962,735.53 12/31/2011 12X4208 1208850 09/30/2042 02003 4.709998800 14,552,000.0000 171,349.76 12/31/2011 12X4208 1208850 09/30/2043 02003 4.709998800 3,345,000.0000 39,387.36 12/31/2011 12X4208 1208850 09/30/2045 02003 4.709998800 109,000.0000 1,283.47 12/31/2011 12X4208 1208850 09/30/2039 02004 4.690000800 159,475,000.0000 1,869,844.69 12/31/2011 12X4208 1208850 09/30/2042 02004 4.690000800 28,673,000.0000 336,190.98 12/31/2011 12X4208 1208850 09/30/2043 02004 4.690000800 12,153,000.0000 142,493.95 12/31/2011 12X4208 1208850 09/30/2044 02004 4.690000800 2,674,000.0000 31,352.66 12/31/2011 12X4208 1208850 09/30/2045 02004 4.690000800 456,000.0000 5,346.60 12/31/2011 12X4208 1208850 09/30/2040 02005 4.569998400 54,322,700.0000 620,636.63 12/31/2011 12X4208 1208850 09/30/2042 02005 4.569998400 24,581,000.0000 280,837.83 12/31/2011 12X4208 1208850 09/30/2043 02005 4.569998400 14,791,000.0000 168,987.12 12/31/2011 12X4208 1208850 09/30/2044 02005 4.569998400 15,935,000.0000 182,057.31 12/31/2011 12X4208 1208850 09/30/2045 02005 4.569998400 2,051,000.0000 23,432.67 12/31/2011 12X4208 1208850 09/30/2041 02006 4.439998800 17,082,000.0000 189,610.15 12/31/2011 12X4208 1208850 09/30/2042 02006 4.439998800 18,447,000.0000 204,761.64 12/31/2011 12X4208 1208850 09/30/2043 02006 4.439998800 20,276,000.0000 225,063.54 12/31/2011 12X4208 1208850 09/30/2044 02006 4.439998800 4,822,000.0000 53,524.19 12/31/2011 12X4208 1208850 09/30/2045 02006 4.439998800 1,099,000.0000 12,198.90 12/31/2011 12X4208 1208850 09/30/2042 02007 4.470001200 47,075,000.0000 526,063.27 12/31/2011 12X4208 1208850 09/30/2043 02007 4.470001200 19,802,000.0000 221,287.41 12/31/2011 12X4208 1208850 09/30/2044 02007 4.470001200 12,186,000.0000 136,178.59 12/31/2011 12X4208 1208850 09/30/2045 02007 4.470001200 6,744,000.0000 75,364.22 12/31/2011 12X4208 1208850 09/30/2046 02007 4.470001200 686,000.0000 7,666.05 12/31/2011 12X4208 1208850 09/30/2043 02008 4.169998800 35,371,000.0000 368,742.57 12/31/2011 12X4208 1208850 09/30/2044 02008 4.169998800 20,387,000.0000 212,534.41 12/31/2011 12X4208 1208850 09/30/2045 02008 4.169998800 16,022,000.0000 167,029.30 12/31/2011 12X4208 1208850 09/30/2046 02008 4.169998800 1,549,000.0000 16,148.32 12/31/2011 12X4208 1208850 09/30/2044 02009 4.619998800 11,845,000.0000 136,809.71 12/31/2011 12X4208 1208850 09/30/2045 02009 4.619998800 16,354,000.0000 188,888.65 12/31/2011 12X4208 1208850 09/30/2046 02009 4.619998800 479,000.0000 5,532.45 12/31/2011 12X4208 1208850 09/30/2045 02010 2.970000000 7,636,000.0000 56,697.30 12/31/2011 12X4208 1208850 09/30/2046 02010 2.970000000 1,900,000.0000 14,107.50 12/31/2011 12X4208 1208850 09/30/2045 02011 4.320000000 100,000.0000 1,080.00 12/31/2011 ------------------------ ---------------------- 1,136,624,387.2200 14,212,386.32 810 SUB-COHORT 12X4208 1208810 09/30/2029 01994 6.909998400 166,514,000.0000 2,876,528.68 12/31/2011 12X4208 1208810 09/30/2042 01994 6.909998400 13,700,000.0000 236,667.45 12/31/2011 12X4208 1208810 09/30/2030 01995 6.559999200 238,985,000.0000 3,919,353.52 12/31/2011 12X4208 1208810 09/30/2042 01995 6.559999200 15,300,000.0000 250,919.97 12/31/2011 12X4208 1208810 09/30/2031 01996 6.320001600 301,628,000.0000 4,765,723.61 12/31/2011 12X4208 1208810 09/30/2042 01996 6.320001600 9,000,000.0000 142,200.04 12/31/2011 12X4208 1208810 09/30/2043 01996 6.320001600 6,700,000.0000 105,860.03 12/31/2011 12X4208 1208810 09/30/2044 01996 6.320001600 1,850,000.0000 29,230.01 12/31/2011 12X4208 1208810 09/30/2032 01997 6.140001600 276,093,000.0000 4,238,028.65 12/31/2011 12X4208 1208810 09/30/2042 01997 6.140001600 10,800,000.0000 165,780.04 12/31/2011 12X4208 1208810 09/30/2043 01997 6.140001600 4,400,000.0000 67,540.02 12/31/2011 12X4208 1208810 09/30/2044 01997 6.140001600 1,501,000.0000 23,040.36 12/31/2011 12X4208 1208810 09/30/2033 01998 5.919998400 322,928,000.0000 4,779,333.11 12/31/2011 12X4208 1208810 09/30/2042 01998 5.919998400 7,400,000.0000 109,519.97 12/31/2011 12X4208 1208810 09/30/2043 01998 5.919998400 8,450,000.0000 125,059.97 12/31/2011 12X4208 1208810 09/30/2044 01998 5.919998400 1,326,000.0000 19,624.79 12/31/2011 12X4208 1208810 09/30/2045 01998 5.919998400 244,000.0000 3,611.20 12/31/2011 12X4208 1208810 09/30/2034 01999 5.889999600 194,717,000.0000 2,867,207.63 12/31/2011 12X4208 1208810 09/30/2042 01999 5.889999600 2,400,000.0000 35,340.00 12/31/2011 12X4208 1208810 09/30/2043 01999 5.889999600 6,200,000.0000 91,294.99 12/31/2011 12X4208 1208810 09/30/2045 01999 5.889999600 2,498,000.0000 36,783.05 12/31/2011 12X4208 1208810 09/30/2035 02000 5.879998800 191,802,000.0000 2,819,488.82 12/31/2011 12X4208 1208810 09/30/2042 02000 5.879998800 7,100,000.0000 104,369.98 12/31/2011 12X4208 1208810 09/30/2043 02000 5.879998800 5,850,000.0000 85,994.98 12/31/2011 12X4208 1208810 09/30/2044 02000 5.879998800 2,273,000.0000 33,413.09 12/31/2011 12X4208 1208810 09/30/2045 02000 5.879998800 1,861,000.0000 27,356.69 12/31/2011 12X4208 1208810 09/30/2036 02001 5.150001600 195,891,000.0000 2,522,097.41 12/31/2011 12X4208 1208810 09/30/2042 02001 5.150001600 2,600,000.0000 33,475.01 12/31/2011 12X4208 1208810 09/30/2043 02001 5.150001600 6,900,000.0000 88,837.53 12/31/2011 12X4208 1208810 09/30/2044 02001 5.150001600 2,175,000.0000 28,003.13 12/31/2011 12X4208 1208810 09/30/2045 02001 5.150001600 721,000.0000 9,282.88 12/31/2011 12X4208 1208810 09/30/2037 02002 4.680000000 391,436,000.0000 4,579,801.20 12/31/2011 12X4208 1208810 09/30/2042 02002 4.680000000 5,601,000.0000 65,531.70 12/31/2011 12X4208 1208810 09/30/2044 02002 4.680000000 1,858,000.0000 21,738.60 12/31/2011 12X4208 1208810 09/30/2045 02002 4.680000000 589,000.0000 6,891.30 12/31/2011 12X4208 1208810 09/30/2038 02003 4.719999600 60,884,000.0000 718,431.14 12/31/2011 12X4208 1208810 09/30/2042 02003 4.719999600 8,241,000.0000 97,243.79 12/31/2011 12X4208 1208810 09/30/2043 02003 4.719999600 12,082,000.0000 142,567.59 12/31/2011 12X4208 1208810 09/30/2039 02004 4.579999200 359,375,000.0000 4,114,843.03 12/31/2011 12X4208 1208810 09/30/2042 02004 4.579999200 83,261,000.0000 953,338.28 12/31/2011 12X4208 1208810 09/30/2043 02004 4.579999200 77,198,000.0000 883,916.95 12/31/2011 12X4208 1208810 09/30/2044 02004 4.579999200 15,517,000.0000 177,669.62 12/31/2011 12X4208 1208810 09/30/2045 02004 4.579999200 2,565,000.0000 29,369.24 12/31/2011 12X4208 1208810 09/30/2040 02005 4.500000000 38,554,800.0000 433,741.50 12/31/2011 12X4208 1208810 09/30/2042 02005 4.500000000 21,472,000.0000 241,560.00 12/31/2011 12X4208 1208810 09/30/2043 02005 4.500000000 15,572,000.0000 175,185.00 12/31/2011 12X4208 1208810 09/30/2044 02005 4.500000000 8,770,000.0000 98,662.50 12/31/2011 12X4208 1208810 09/30/2045 02005 4.500000000 2,727,000.0000 30,678.75 12/31/2011 12X4208 1208810 09/30/2041 02006 4.430001600 34,907,000.0000 386,595.16 12/31/2011 12X4208 1208810 09/30/2042 02006 4.430001600 20,317,000.0000 225,010.86 12/31/2011 12X4208 1208810 09/30/2043 02006 4.430001600 12,982,000.0000 143,775.70 12/31/2011 12X4208 1208810 09/30/2044 02006 4.430001600 19,298,000.0000 213,725.43 12/31/2011 12X4208 1208810 09/30/2045 02006 4.430001600 1,336,000.0000 14,796.21 12/31/2011 12X4208 1208810 09/30/2042 02007 4.230000000 37,814,800.0000 399,891.51 12/31/2011 12X4208 1208810 09/30/2043 02007 4.230000000 27,018,000.0000 285,715.35 12/31/2011 12X4208 1208810 09/30/2044 02007 4.230000000 8,252,000.0000 87,264.90 12/31/2011 12X4208 1208810 09/30/2045 02007 4.230000000 14,224,000.0000 150,418.80 12/31/2011 12X4208 1208810 09/30/2046 02007 4.230000000 591,000.0000 6,249.83 12/31/2011 ------------------------ ---------------------- 3,292,249,600.0000 45,325,580.55 855 SUB-COHORT 12X4208 1208855 09/30/2029 01994 6.369998400 11,012,200.0000 175,369.24 12/31/2011 12X4208 1208855 09/30/2042 01994 6.369998400 2,028,000.0000 32,295.89 12/31/2011 12X4208 1208855 09/30/2044 01994 6.369998400 146,000.0000 2,325.05 12/31/2011 12X4208 1208855 09/30/2045 01994 6.369998400 203,000.0000 3,232.77 12/31/2011 12X4208 1208855 09/30/2046 01994 6.369998400 83,000.0000 1,321.77 12/31/2011 12X4208 1208855 09/30/2030 01995 6.009998400 13,205,000.0000 198,405.07 12/31/2011 12X4208 1208855 09/30/2042 01995 6.009998400 80,000.0000 1,202.00 12/31/2011 12X4208 1208855 09/30/2044 01995 6.009998400 1,168,000.0000 17,549.20 12/31/2011 12X4208 1208855 09/30/2045 01995 6.009998400 122,000.0000 1,833.05 12/31/2011 12X4208 1208855 09/30/2031 01996 5.969998800 16,877,000.0000 251,889.17 12/31/2011 12X4208 1208855 09/30/2042 01996 5.969998800 2,763,000.0000 41,237.77 12/31/2011 12X4208 1208855 09/30/2043 01996 5.969998800 349,000.0000 5,208.82 12/31/2011 12X4208 1208855 09/30/2044 01996 5.969998800 193,000.0000 2,880.52 12/31/2011 12X4208 1208855 09/30/2045 01996 5.969998800 48,000.0000 716.40 12/31/2011 12X4208 1208855 09/30/2032 01997 5.670000000 21,571,946.5100 305,782.34 12/31/2011 12X4208 1208855 09/30/2042 01997 5.670000000 1,138,000.0000 16,131.15 12/31/2011 12X4208 1208855 09/30/2044 01997 5.670000000 76,000.0000 1,077.30 12/31/2011 12X4208 1208855 09/30/2045 01997 5.670000000 91,000.0000 1,289.93 12/31/2011 12X4208 1208855 09/30/2033 01998 5.739998400 19,671,000.0000 282,278.77 12/31/2011 12X4208 1208855 09/30/2042 01998 5.739998400 3,509,000.0000 50,354.14 12/31/2011 12X4208 1208855 09/30/2044 01998 5.739998400 79,000.0000 1,133.65 12/31/2011 12X4208 1208855 09/30/2045 01998 5.739998400 31,000.0000 444.85 12/31/2011 12X4208 1208855 09/30/2034 01999 5.429998800 22,040,000.0000 299,192.93 12/31/2011 12X4208 1208855 09/30/2042 01999 5.429998800 2,094,000.0000 28,426.04 12/31/2011 12X4208 1208855 09/30/2043 01999 5.429998800 2,083,000.0000 28,276.72 12/31/2011 12X4208 1208855 09/30/2044 01999 5.429998800 254,000.0000 3,448.05 12/31/2011 12X4208 1208855 09/30/2045 01999 5.429998800 372,000.0000 5,049.90 12/31/2011 12X4208 1208855 09/30/2035 02000 4.960000800 21,623,000.0000 268,125.24 12/31/2011 12X4208 1208855 09/30/2042 02000 4.960000800 11,000.0000 136.40 12/31/2011 12X4208 1208855 09/30/2043 02000 4.960000800 29,000.0000 359.60 12/31/2011 12X4208 1208855 09/30/2044 02000 4.960000800 7,507,000.0000 93,086.82 12/31/2011 12X4208 1208855 09/30/2045 02000 4.960000800 392,000.0000 4,860.80 12/31/2011 12X4208 1208855 09/30/2046 02000 4.960000800 145,000.0000 1,798.00 12/31/2011 12X4208 1208855 09/30/2036 02001 5.220000000 20,754,000.0000 270,839.70 12/31/2011 12X4208 1208855 09/30/2042 02001 5.220000000 1,503,000.0000 19,614.15 12/31/2011 12X4208 1208855 09/30/2043 02001 5.220000000 1,700,000.0000 22,185.00 12/31/2011 12X4208 1208855 09/30/2044 02001 5.220000000 501,000.0000 6,538.05 12/31/2011 12X4208 1208855 09/30/2045 02001 5.220000000 119,000.0000 1,552.95 12/31/2011 12X4208 1208855 09/30/2037 02002 4.259998800 12,140,000.0000 129,290.96 12/31/2011 12X4208 1208855 09/30/2042 02002 4.259998800 9,997,000.0000 106,468.02 12/31/2011 12X4208 1208855 09/30/2043 02002 4.259998800 5,664,000.0000 60,321.58 12/31/2011 12X4208 1208855 09/30/2044 02002 4.259998800 4,340,000.0000 46,220.99 12/31/2011 12X4208 1208855 09/30/2045 02002 4.259998800 213,000.0000 2,268.45 12/31/2011 12X4208 1208855 09/30/2038 02003 4.209998400 20,498,300.0000 215,744.53 12/31/2011 12X4208 1208855 09/30/2042 02003 4.209998400 9,385,000.0000 98,777.09 12/31/2011 12X4208 1208855 09/30/2043 02003 4.209998400 4,516,000.0000 47,530.88 12/31/2011 12X4208 1208855 09/30/2044 02003 4.209998400 2,241,000.0000 23,586.52 12/31/2011 12X4208 1208855 09/30/2045 02003 4.209998400 175,000.0000 1,841.87 12/31/2011 12X4208 1208855 09/30/2039 02004 4.280000400 36,031,000.0000 385,531.74 12/31/2011 12X4208 1208855 09/30/2042 02004 4.280000400 6,767,000.0000 72,406.91 12/31/2011 12X4208 1208855 09/30/2043 02004 4.280000400 752,000.0000 8,046.40 12/31/2011 12X4208 1208855 09/30/2044 02004 4.280000400 6,433,000.0000 68,833.11 12/31/2011 12X4208 1208855 09/30/2045 02004 4.280000400 2,704,000.0000 28,932.80 12/31/2011 12X4208 1208855 09/30/2040 02005 4.399999200 38,904,000.0000 427,943.92 12/31/2011 12X4208 1208855 09/30/2042 02005 4.399999200 27,745,000.0000 305,194.94 12/31/2011 12X4208 1208855 09/30/2043 02005 4.399999200 9,090,000.0000 99,989.98 12/31/2011 12X4208 1208855 09/30/2044 02005 4.399999200 7,620,000.0000 83,819.98 12/31/2011 12X4208 1208855 09/30/2045 02005 4.399999200 3,813,000.0000 41,942.99 12/31/2011 12X4208 1208855 09/30/2046 02005 4.399999200 3,423,000.0000 37,652.99 12/31/2011 12X4208 1208855 09/30/2041 02006 4.050000000 7,784,000.0000 78,813.00 12/31/2011 12X4208 1208855 09/30/2042 02006 4.050000000 36,134,000.0000 365,856.75 12/31/2011 12X4208 1208855 09/30/2043 02006 4.050000000 12,881,000.0000 130,420.13 12/31/2011 12X4208 1208855 09/30/2044 02006 4.050000000 19,119,000.0000 193,579.88 12/31/2011 12X4208 1208855 09/30/2045 02006 4.050000000 19,340,000.0000 195,817.50 12/31/2011 12X4208 1208855 09/30/2046 02006 4.050000000 7,300,000.0000 73,912.50 12/31/2011 12X4208 1208855 09/30/2042 02007 4.129999200 14,259,100.0000 147,225.18 12/31/2011 12X4208 1208855 09/30/2043 02007 4.129999200 14,902,000.0000 153,863.12 12/31/2011 12X4208 1208855 09/30/2044 02007 4.129999200 13,252,000.0000 136,826.87 12/31/2011 12X4208 1208855 09/30/2045 02007 4.129999200 6,664,000.0000 68,805.79 12/31/2011 12X4208 1208855 09/30/2046 02007 4.129999200 1,628,000.0000 16,809.10 12/31/2011 12X4208 1208855 09/30/2043 02008 4.600000800 8,105,400.0000 93,212.12 12/31/2011 12X4208 1208855 09/30/2044 02008 4.600000800 14,758,000.0000 169,717.03 12/31/2011 12X4208 1208855 09/30/2045 02008 4.600000800 19,907,000.0000 228,930.54 12/31/2011 12X4208 1208855 09/30/2046 02008 4.600000800 4,063,000.0000 46,724.51 12/31/2011 12X4208 1208855 09/30/2043 02009 4.500000000 21,799,900.0000 245,248.88 12/31/2011 12X4208 1208855 09/30/2044 02009 4.500000000 6,330,000.0000 71,212.50 12/31/2011 12X4208 1208855 09/30/2045 02009 4.500000000 10,261,000.0000 115,436.25 12/31/2011 12X4208 1208855 09/30/2046 02009 4.500000000 2,607,000.0000 29,328.75 12/31/2011 12X4208 1208855 09/30/2044 02010 2.720001600 14,352,000.0000 97,593.66 12/31/2011 12X4208 1208855 09/30/2045 02010 2.720001600 16,474,000.0000 112,023.27 12/31/2011 12X4208 1208855 09/30/2046 02010 2.720001600 4,741,000.0000 32,238.82 12/31/2011 ------------------------ ---------------------- 664,683,846.5100 7,543,392.00 815 SUB-COHORT 12X4208 1208815 09/30/2029 01994 6.710000400 19,093,300.0000 320,290.13 12/31/2011 12X4208 1208815 09/30/2032 01994 6.710000400 500,000.0000 8,387.50 12/31/2011 12X4208 1208815 09/30/2030 01995 5.910001200 25,775,500.0000 380,833.09 12/31/2011 12X4208 1208815 09/30/2032 01995 5.910001200 1,990,000.0000 29,402.26 12/31/2011 12X4208 1208815 09/30/2033 01995 5.910001200 350,000.0000 5,171.25 12/31/2011 12X4208 1208815 09/30/2031 01996 6.090001200 15,859,000.0000 241,453.32 12/31/2011 12X4208 1208815 09/30/2032 01996 6.090001200 2,185,000.0000 33,266.63 12/31/2011 12X4208 1208815 09/30/2033 01996 6.090001200 1,000,000.0000 15,225.00 12/31/2011 12X4208 1208815 09/30/2034 01996 6.090001200 451,000.0000 6,866.48 12/31/2011 12X4208 1208815 09/30/2035 01996 6.090001200 24,000.0000 365.40 12/31/2011 12X4208 1208815 09/30/2036 01996 6.090001200 943,000.0000 14,357.18 12/31/2011 12X4208 1208815 09/30/2032 01997 5.580000000 31,398,000.0000 438,002.10 12/31/2011 12X4208 1208815 09/30/2033 01997 5.580000000 1,723,000.0000 24,035.85 12/31/2011 12X4208 1208815 09/30/2032 01998 5.479999200 4,955,000.0000 67,883.49 12/31/2011 12X4208 1208815 09/30/2033 01998 5.479999200 57,720,000.0000 790,763.88 12/31/2011 12X4208 1208815 09/30/2034 01998 5.479999200 3,419,000.0000 46,840.29 12/31/2011 12X4208 1208815 09/30/2035 01998 5.479999200 1,919,000.0000 26,290.30 12/31/2011 12X4208 1208815 09/30/2036 01998 5.479999200 1,347,000.0000 18,453.90 12/31/2011 12X4208 1208815 09/30/2032 01999 5.259999600 5,079,000.0000 66,788.84 12/31/2011 12X4208 1208815 09/30/2033 01999 5.259999600 2,371,000.0000 31,178.65 12/31/2011 12X4208 1208815 09/30/2034 01999 5.259999600 65,930,000.0000 866,979.43 12/31/2011 12X4208 1208815 09/30/2032 02000 4.939999200 25,447,000.0000 314,270.40 12/31/2011 12X4208 1208815 09/30/2033 02000 4.939999200 4,929,000.0000 60,873.14 12/31/2011 12X4208 1208815 09/30/2034 02000 4.939999200 5,200,000.0000 64,219.99 12/31/2011 12X4208 1208815 09/30/2035 02000 4.939999200 67,788,000.0000 837,181.66 12/31/2011 12X4208 1208815 09/30/2032 02001 4.520001600 23,543,000.0000 266,035.99 12/31/2011 12X4208 1208815 09/30/2033 02001 4.520001600 21,368,700.0000 241,466.40 12/31/2011 12X4208 1208815 09/30/2034 02001 4.520001600 16,929,000.0000 191,297.77 12/31/2011 12X4208 1208815 09/30/2035 02001 4.520001600 176,000.0000 1,988.80 12/31/2011 12X4208 1208815 09/30/2036 02001 4.520001600 60,492,000.0000 683,559.84 12/31/2011 12X4208 1208815 09/30/2032 02002 4.320000000 29,550,000.0000 319,140.00 12/31/2011 12X4208 1208815 09/30/2033 02002 4.320000000 16,198,000.0000 174,938.40 12/31/2011 12X4208 1208815 09/30/2034 02002 4.320000000 15,892,000.0000 171,633.60 12/31/2011 12X4208 1208815 09/30/2035 02002 4.320000000 7,141,000.0000 77,122.80 12/31/2011 12X4208 1208815 09/30/2037 02002 4.320000000 49,129,000.0000 530,593.20 12/31/2011 12X4208 1208815 09/30/2032 02003 4.230000000 21,833,000.0000 230,883.98 12/31/2011 12X4208 1208815 09/30/2033 02003 4.230000000 14,299,000.0000 151,211.93 12/31/2011 12X4208 1208815 09/30/2034 02003 4.230000000 8,895,000.0000 94,064.63 12/31/2011 12X4208 1208815 09/30/2035 02003 4.230000000 4,045,000.0000 42,775.88 12/31/2011 12X4208 1208815 09/30/2038 02003 4.230000000 56,552,000.0000 598,037.40 12/31/2011 12X4208 1208815 09/30/2032 02004 3.960000000 1,426,000.0000 14,117.40 12/31/2011 12X4208 1208815 09/30/2033 02004 3.960000000 553,000.0000 5,474.70 12/31/2011 12X4208 1208815 09/30/2034 02004 3.960000000 639,000.0000 6,326.10 12/31/2011 12X4208 1208815 09/30/2035 02004 3.960000000 272,000.0000 2,692.80 12/31/2011 12X4208 1208815 09/30/2039 02004 3.960000000 15,710,000.0000 155,529.00 12/31/2011 12X4208 1208815 09/30/2032 02005 4.410000000 39,012,000.0000 430,107.30 12/31/2011 12X4208 1208815 09/30/2033 02005 4.410000000 18,132,000.0000 199,905.30 12/31/2011 12X4208 1208815 09/30/2034 02005 4.410000000 2,741,000.0000 30,219.53 12/31/2011 12X4208 1208815 09/30/2040 02005 4.410000000 83,731,000.0000 923,134.28 12/31/2011 12X4208 1208815 09/30/2032 02006 4.380001200 62,254,000.0000 681,681.49 12/31/2011 12X4208 1208815 09/30/2033 02006 4.380001200 33,139,000.0000 362,872.15 12/31/2011 12X4208 1208815 09/30/2034 02006 4.380001200 21,772,000.0000 238,403.47 12/31/2011 12X4208 1208815 09/30/2035 02006 4.380001200 10,521,000.0000 115,204.98 12/31/2011 12X4208 1208815 09/30/2036 02006 4.380001200 3,922,000.0000 42,945.91 12/31/2011 12X4208 1208815 09/30/2041 02006 4.380001200 93,549,000.0000 1,024,361.83 12/31/2011 12X4208 1208815 09/30/2032 02007 4.309999200 18,373,000.0000 197,969.04 12/31/2011 12X4208 1208815 09/30/2033 02007 4.309999200 35,569,000.0000 383,255.90 12/31/2011 12X4208 1208815 09/30/2034 02007 4.309999200 36,973,000.0000 398,384.00 12/31/2011 12X4208 1208815 09/30/2035 02007 4.309999200 17,712,000.0000 190,846.76 12/31/2011 12X4208 1208815 09/30/2036 02007 4.309999200 6,127,000.0000 66,018.41 12/31/2011 12X4208 1208815 09/30/2033 02008 3.809998800 68,919,500.0000 656,458.03 12/31/2011 12X4208 1208815 09/30/2034 02008 3.809998800 88,301,000.0000 841,066.76 12/31/2011 12X4208 1208815 09/30/2035 02008 3.809998800 55,444,000.0000 528,103.93 12/31/2011 12X4208 1208815 09/30/2036 02008 3.809998800 9,348,000.0000 89,039.67 12/31/2011 12X4208 1208815 09/30/2033 02009 4.119998400 5,838,300.0000 60,134.47 12/31/2011 12X4208 1208815 09/30/2034 02009 4.119998400 47,180,000.0000 485,953.81 12/31/2011 12X4208 1208815 09/30/2035 02009 4.119998400 50,296,000.0000 518,048.60 12/31/2011 12X4208 1208815 09/30/2036 02009 4.119998400 4,349,000.0000 44,794.68 12/31/2011 12X4208 1208815 09/30/2034 02010 2.990001600 3,913,500.0000 29,253.43 12/31/2011 12X4208 1208815 09/30/2035 02010 2.990001600 60,907,000.0000 455,280.07 12/31/2011 12X4208 1208815 09/30/2036 02010 2.990001600 9,139,000.0000 68,314.06 12/31/2011 12X4208 1208815 09/30/2035 02011 4.070001600 3,848,000.0000 39,153.42 12/31/2011 12X4208 1208815 09/30/2036 02011 4.070001600 22,041,000.0000 224,267.26 12/31/2011 ------------------------ ---------------------- 1,625,089,800.0000 17,993,449.32 870 SUB-COHORT 12X4208 1208870 09/30/2036 02001 5.109998400 427,087,000.0000 5,456,034.72 12/31/2011 12X4208 1208870 09/30/2040 02001 5.109998400 3,110,000.0000 39,730.24 12/31/2011 12X4208 1208870 09/30/2043 02001 5.109998400 340,000.0000 4,343.50 12/31/2011 12X4208 1208870 09/30/2037 02002 4.790001600 646,501,000.0000 7,741,852.06 12/31/2011 12X4208 1208870 09/30/2040 02002 4.790001600 3,538,000.0000 42,367.56 12/31/2011 12X4208 1208870 09/30/2042 02002 4.790001600 2,360,000.0000 28,261.01 12/31/2011 12X4208 1208870 09/30/2043 02002 4.790001600 1,853,000.0000 22,189.68 12/31/2011 12X4208 1208870 09/30/2038 02003 4.730000400 869,661,000.0000 10,283,742.19 12/31/2011 12X4208 1208870 09/30/2040 02003 4.730000400 176,784,000.0000 2,090,470.98 12/31/2011 12X4208 1208870 09/30/2041 02003 4.730000400 7,978,000.0000 94,339.86 12/31/2011 12X4208 1208870 09/30/2043 02003 4.730000400 1,500,000.0000 17,737.50 12/31/2011 12X4208 1208870 09/30/2039 02004 4.629999600 697,923,000.0000 8,078,458.03 12/31/2011 12X4208 1208870 09/30/2040 02004 4.629999600 264,671,000.0000 3,063,566.56 12/31/2011 12X4208 1208870 09/30/2041 02004 4.629999600 104,748,000.0000 1,212,458.00 12/31/2011 12X4208 1208870 09/30/2042 02004 4.629999600 14,107,000.0000 163,288.51 12/31/2011 12X4208 1208870 09/30/2043 02004 4.629999600 10,501,000.0000 121,549.06 12/31/2011 12X4208 1208870 09/30/2040 02005 4.539999600 706,201,200.0000 8,015,382.91 12/31/2011 12X4208 1208870 09/30/2041 02005 4.539999600 164,058,000.0000 1,862,058.14 12/31/2011 12X4208 1208870 09/30/2042 02005 4.539999600 45,586,000.0000 517,401.05 12/31/2011 12X4208 1208870 09/30/2043 02005 4.539999600 18,549,000.0000 210,531.13 12/31/2011 12X4208 1208870 09/30/2040 02006 4.439998800 248,076,000.0000 2,753,642.86 12/31/2011 12X4208 1208870 09/30/2041 02006 4.439998800 547,793,000.0000 6,080,500.66 12/31/2011 12X4208 1208870 09/30/2042 02006 4.439998800 88,142,000.0000 978,375.94 12/31/2011 12X4208 1208870 09/30/2043 02006 4.439998800 54,238,000.0000 602,041.64 12/31/2011 12X4208 1208870 09/30/2044 02006 4.439998800 750,000.0000 8,325.00 12/31/2011 12X4208 1208870 09/30/2040 02007 4.200001200 288,949,000.0000 3,033,965.37 12/31/2011 12X4208 1208870 09/30/2041 02007 4.200001200 419,484,000.0000 4,404,583.26 12/31/2011 12X4208 1208870 09/30/2042 02007 4.200001200 117,133,000.0000 1,229,896.85 12/31/2011 12X4208 1208870 09/30/2043 02007 4.200001200 80,433,000.0000 844,546.74 12/31/2011 12X4208 1208870 09/30/2044 02007 4.200001200 2,374,000.0000 24,927.01 12/31/2011 ------------------------ ---------------------- 6,014,428,200.0000 69,026,568.02 820 SUB-COHORT 12X4208 1208820 09/30/2032 01997 5.749999200 145,000.0000 2,084.37 12/31/2011 12X4208 1208820 09/30/2042 01997 5.749999200 515,000.0000 7,403.12 12/31/2011 12X4208 1208820 09/30/2045 01997 5.749999200 168,000.0000 2,415.00 12/31/2011 12X4208 1208820 09/30/2043 02001 4.889998800 20,900,000.0000 255,502.44 12/31/2011 12X4208 1208820 09/30/2045 02001 4.889998800 2,248,000.0000 27,481.79 12/31/2011 12X4208 1208820 09/30/2043 02002 4.610001600 37,190,700.0000 428,622.97 12/31/2011 12X4208 1208820 09/30/2044 02002 4.610001600 57,000.0000 656.93 12/31/2011 12X4208 1208820 09/30/2038 02003 4.700001600 1,113,000.0000 13,077.75 12/31/2011 12X4208 1208820 09/30/2042 02003 4.700001600 1,303,000.0000 15,310.26 12/31/2011 12X4208 1208820 09/30/2043 02003 4.700001600 44,813,000.0000 526,552.93 12/31/2011 12X4208 1208820 09/30/2044 02003 4.700001600 759,000.0000 8,918.25 12/31/2011 12X4208 1208820 09/30/2045 02003 4.700001600 818,000.0000 9,611.50 12/31/2011 12X4208 1208820 09/30/2043 02004 4.610001600 26,476,000.0000 305,136.01 12/31/2011 12X4208 1208820 09/30/2044 02004 4.610001600 11,476,000.0000 132,260.95 12/31/2011 12X4208 1208820 09/30/2042 02005 4.560001200 3,491,302.0000 39,800.85 12/31/2011 12X4208 1208820 09/30/2043 02005 4.560001200 22,537,000.0000 256,921.87 12/31/2011 12X4208 1208820 09/30/2044 02005 4.560001200 26,259,000.0000 299,352.68 12/31/2011 12X4208 1208820 09/30/2045 02005 4.560001200 8,812,000.0000 100,456.83 12/31/2011 12X4208 1208820 09/30/2046 02005 4.560001200 20,000.0000 228.00 12/31/2011 12X4208 1208820 09/30/2046 02006 4.560001200 591,000.0000 6,737.40 12/31/2011 12X4208 1208820 09/30/2046 02007 4.320000000 1,280,000.0000 13,824.00 12/31/2011 12X4208 1208820 09/30/2046 02008 4.240000800 1,415,000.0000 14,999.00 12/31/2011 12X4208 1208820 09/30/2046 02009 3.179998800 9,372,000.0000 74,507.37 12/31/2011 12X4208 1208820 09/30/2044 02010 3.179998800 2,600,000.0000 20,669.99 12/31/2011 12X4208 1208820 09/30/2045 02010 3.179998800 8,149,000.0000 64,784.53 12/31/2011 12X4208 1208820 09/30/2046 02010 3.179998800 3,043,000.0000 24,191.84 12/31/2011 12X4208 1208820 09/30/2045 02011 4.449999600 16,519,000.0000 183,773.86 12/31/2011 12X4208 1208820 09/30/2046 02011 4.449999600 1,802,000.0000 20,047.25 12/31/2011 ------------------------ ---------------------- 253,872,002.0000 2,855,329.74 825 SUB-COHORT 12X4208 1208825 09/30/2028 01993 6.810001200 690,000.0000 11,747.25 12/31/2011 12X4208 1208825 09/30/2045 01993 6.810001200 553,000.0000 9,414.83 12/31/2011 12X4208 1208825 09/30/2043 01995 6.069999600 127,000.0000 1,927.22 12/31/2011 12X4208 1208825 09/30/2045 01995 6.069999600 1,300,000.0000 19,727.50 12/31/2011 12X4208 1208825 09/30/2043 01996 6.050001600 500,000.0000 7,562.50 12/31/2011 12X4208 1208825 09/30/2045 01996 6.050001600 463,000.0000 7,002.88 12/31/2011 12X4208 1208825 09/30/2045 01998 5.180000400 226,000.0000 2,926.70 12/31/2011 12X4208 1208825 09/30/2043 01999 5.060001600 23,000.0000 290.95 12/31/2011 12X4208 1208825 09/30/2045 01999 5.060001600 371,000.0000 4,693.15 12/31/2011 12X4208 1208825 09/30/2045 02000 4.929998400 1,315,000.0000 16,207.37 12/31/2011 12X4208 1208825 09/30/2045 02001 4.299998400 714,000.0000 7,675.50 12/31/2011 12X4208 1208825 09/30/2045 02002 4.240000800 730,000.0000 7,738.00 12/31/2011 12X4208 1208825 09/30/2043 02004 4.100000400 41,000.0000 420.25 12/31/2011 12X4208 1208825 09/30/2044 02004 4.100000400 101,000.0000 1,035.25 12/31/2011 12X4208 1208825 09/30/2045 02004 4.100000400 1,764,000.0000 18,081.00 12/31/2011 12X4208 1208825 09/30/2040 02005 4.079998800 229,500.0000 2,340.90 12/31/2011 12X4208 1208825 09/30/2042 02005 4.079998800 52,000.0000 530.40 12/31/2011 12X4208 1208825 09/30/2043 02005 4.079998800 2,088,000.0000 21,297.59 12/31/2011 12X4208 1208825 09/30/2044 02005 4.079998800 30,000.0000 306.00 12/31/2011 12X4208 1208825 09/30/2045 02005 4.079998800 820,000.0000 8,364.00 12/31/2011 12X4208 1208825 09/30/2043 02006 4.079998800 673,000.0000 6,864.60 12/31/2011 12X4208 1208825 09/30/2044 02006 4.079998800 157,000.0000 1,601.40 12/31/2011 12X4208 1208825 09/30/2045 02006 4.079998800 1,597,000.0000 16,289.40 12/31/2011 12X4208 1208825 09/30/2045 02009 3.960000000 162,000.0000 1,603.80 12/31/2011 12X4208 1208825 09/30/2046 02009 2.930000400 48,000.0000 351.60 12/31/2011 12X4208 1208825 09/30/2044 02010 2.930000400 109,700.0000 803.55 12/31/2011 12X4208 1208825 09/30/2045 02010 2.930000400 1,243,500.0000 9,108.64 12/31/2011 12X4208 1208825 09/30/2046 02010 2.930000400 36,000.0000 263.70 12/31/2011 12X4208 1208825 09/30/2045 02011 4.060000800 1,420,000.0000 14,413.00 12/31/2011 12X4208 1208825 09/30/2046 02011 4.060000800 314,000.0000 3,187.10 12/31/2011 ------------------------ ---------------------- 17,897,700.0000 203,776.03 881 SUB-COHORT 12X4208 1208881 09/30/2044 02007 4.880001600 34,940,000.0000 426,268.14 12/31/2011 12X4208 1208881 09/30/2045 02007 4.880001600 1,000,000.0000 12,200.00 12/31/2011 12X4208 1208881-0 09/30/2042 02007 4.880001600 17,984,579.7900 219,411.95 12/31/2011 12X4208 1208881-N 09/30/2042 02007 4.880001600 41,441,126.7000 505,581.91 12/31/2011 12X4208 1208881 09/30/2044 02009 3.510000000 19,269,874.7300 169,093.15 12/31/2011 12X4208 1208881 09/30/2045 02009 3.510000000 25,000,000.0000 219,375.00 12/31/2011 ------------------------ ---------------------- 139,635,581.2200 1,551,930.15 871 SUB-COHORT 12X4208 1208871 09/30/2045 02005 4.759999200 12,955,000.0000 154,164.47 12/31/2011 12X4208 1208871 09/30/2045 02006 4.899999600 27,431,000.0000 336,029.72 12/31/2011 12X4208 1208871 09/30/2044 02008 4.479998400 4,000,000.0000 44,799.98 12/31/2011 12X4208 1208871 09/30/2045 02008 4.479998400 5,383,000.0000 60,289.58 12/31/2011 12X4208 1208871 09/30/2045 02010 3.300001200 5,076,900.0000 41,884.44 12/31/2011 ------------------------ ---------------------- 54,845,900.0000 637,168.19 880 SUB-COHORT 12X4208 1208880 09/30/2041 02006 4.849999200 17,582,735.0000 213,190.63 12/31/2011 12X4208 1208880 09/30/2042 02006 4.849999200 1,007,000.0000 12,209.87 12/31/2011 12X4208 1208880 09/30/2043 02006 4.849999200 250,000.0000 3,031.25 12/31/2011 12X4208 1208880 09/30/2044 02006 4.849999200 750,000.0000 9,093.75 12/31/2011 ------------------------ ---------------------- 19,589,735.0000 237,525.50 ======================== ====================== 13,532,063,051.9500 164,971,423.58 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00