Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 845 SUB-COHORT 12X4208 1208845 09/30/2027 01992 6.729998400 30,202,229.0000 1,524,457.15 06/30/2012 12X4208 1208845 09/30/2044 01992 6.729998400 16,216,000.0000 818,502.41 06/30/2012 12X4208 1208845 09/30/2045 01992 6.729998400 429,000.0000 21,653.77 06/30/2012 12X4208 1208845 09/30/2046 01992 6.729998400 216,000.0000 10,902.60 06/30/2012 12X4208 1208845 09/30/2028 01993 6.590001600 23,632,048.0000 1,168,014.26 06/30/2012 12X4208 1208845 09/30/2042 01993 6.590001600 6,825,000.0000 337,325.71 06/30/2012 12X4208 1208845 09/30/2043 01993 6.590001600 533,000.0000 26,343.53 06/30/2012 12X4208 1208845 09/30/2044 01993 6.590001600 16,561,000.0000 818,527.62 06/30/2012 12X4208 1208845 09/30/2045 01993 6.590001600 208,000.0000 10,280.40 06/30/2012 ------------------------ ---------------------- 94,822,277.0000 4,736,007.45 840 SUB-COHORT 12X4208 1208840 09/30/2027 01992 6.950001600 42,592,604.0000 2,220,139.99 06/30/2012 12X4208 1208840 09/30/2042 01992 6.950001600 585,000.0000 30,493.13 06/30/2012 12X4208 1208840 09/30/2044 01992 6.950001600 19,906,000.0000 1,037,600.49 06/30/2012 12X4208 1208840 09/30/2045 01992 6.950001600 7,450,000.0000 388,331.34 06/30/2012 12X4208 1208840 09/30/2028 01993 6.990001200 33,403,130.0000 1,751,159.39 06/30/2012 12X4208 1208840 09/30/2042 01993 6.990001200 618,000.0000 32,398.66 06/30/2012 12X4208 1208840 09/30/2044 01993 6.990001200 69,500,000.0000 3,643,538.13 06/30/2012 12X4208 1208840 09/30/2045 01993 6.990001200 23,674,000.0000 1,241,109.66 06/30/2012 ------------------------ ---------------------- 197,728,734.0000 10,344,770.79 850 SUB-COHORT 12X4208 1208850 09/30/2046 01992 7.040001600 17,219,000.0000 909,163.41 06/30/2012 12X4208 1208850 09/30/2046 01993 7.040001600 19,772,000.0000 1,043,961.84 06/30/2012 12X4208 1208850 09/30/2029 01994 7.040001600 26,540,908.0000 1,401,360.26 06/30/2012 12X4208 1208850 09/30/2042 01994 7.040001600 53,000.0000 2,798.40 06/30/2012 12X4208 1208850 09/30/2043 01994 7.040001600 850,000.0000 44,880.01 06/30/2012 12X4208 1208850 09/30/2045 01994 7.040001600 637,000.0000 33,633.61 06/30/2012 12X4208 1208850 09/30/2046 01994 7.040001600 4,930,000.0000 260,304.06 06/30/2012 12X4208 1208850 09/30/2030 01995 6.680001600 23,515,312.0000 1,178,117.41 06/30/2012 12X4208 1208850 09/30/2042 01995 6.680001600 44,000.0000 2,204.40 06/30/2012 12X4208 1208850 09/30/2045 01995 6.680001600 906,000.0000 45,390.61 06/30/2012 12X4208 1208850 09/30/2046 01995 6.680001600 3,410,000.0000 170,841.04 06/30/2012 12X4208 1208850 09/30/2031 01996 6.450001200 27,272,244.0000 1,319,295.05 06/30/2012 12X4208 1208850 09/30/2042 01996 6.450001200 36,000.0000 1,741.50 06/30/2012 12X4208 1208850 09/30/2043 01996 6.450001200 250,000.0000 12,093.75 06/30/2012 12X4208 1208850 09/30/2045 01996 6.450001200 524,000.0000 25,348.50 06/30/2012 12X4208 1208850 09/30/2046 01996 6.450001200 4,386,000.0000 212,172.79 06/30/2012 12X4208 1208850 09/30/2032 01997 5.979999600 37,197,205.0000 1,668,294.53 06/30/2012 12X4208 1208850 09/30/2042 01997 5.979999600 4,200.0000 188.37 06/30/2012 12X4208 1208850 09/30/2043 01997 5.979999600 350,000.0000 15,697.50 06/30/2012 12X4208 1208850 09/30/2046 01997 5.979999600 1,949,000.0000 87,412.64 06/30/2012 12X4208 1208850 09/30/2033 01998 6.000001200 59,883,648.3100 2,694,764.71 06/30/2012 12X4208 1208850 09/30/2042 01998 6.000001200 2,507,000.0000 112,815.02 06/30/2012 12X4208 1208850 09/30/2043 01998 6.000001200 250,000.0000 11,250.00 06/30/2012 12X4208 1208850 09/30/2046 01998 6.000001200 4,256,000.0000 191,520.04 06/30/2012 12X4208 1208850 09/30/2034 01999 5.919998400 22,836,745.9100 1,013,951.24 06/30/2012 12X4208 1208850 09/30/2043 01999 5.919998400 650,000.0000 28,859.99 06/30/2012 12X4208 1208850 09/30/2046 01999 5.919998400 2,600,000.0000 115,439.97 06/30/2012 12X4208 1208850 09/30/2035 02000 5.730001200 74,293,577.0000 3,192,767.14 06/30/2012 12X4208 1208850 09/30/2042 02000 5.730001200 20,000.0000 859.50 06/30/2012 12X4208 1208850 09/30/2043 02000 5.730001200 450,000.0000 19,338.75 06/30/2012 12X4208 1208850 09/30/2046 02000 5.730001200 2,278,000.0000 97,897.07 06/30/2012 12X4208 1208850 09/30/2036 02001 5.000000400 77,258,791.0000 2,897,204.89 06/30/2012 12X4208 1208850 09/30/2043 02001 5.000000400 3,200,000.0000 120,000.01 06/30/2012 12X4208 1208850 09/30/2044 02001 5.000000400 2,000,000.0000 75,000.01 06/30/2012 12X4208 1208850 09/30/2046 02001 5.000000400 171,000.0000 6,412.50 06/30/2012 12X4208 1208850 09/30/2037 02002 4.790001600 25,795,453.0000 926,701.96 06/30/2012 12X4208 1208850 09/30/2042 02002 4.790001600 4,701,000.0000 168,883.48 06/30/2012 12X4208 1208850 09/30/2043 02002 4.790001600 800,000.0000 28,740.01 06/30/2012 12X4208 1208850 09/30/2038 02003 4.709998800 79,412,817.0000 2,805,257.05 06/30/2012 12X4208 1208850 09/30/2042 02003 4.709998800 14,552,000.0000 514,049.27 06/30/2012 12X4208 1208850 09/30/2043 02003 4.709998800 3,345,000.0000 118,162.09 06/30/2012 12X4208 1208850 09/30/2045 02003 4.709998800 109,000.0000 3,850.42 06/30/2012 12X4208 1208850 09/30/2039 02004 4.690000800 155,575,272.0000 5,472,361.13 06/30/2012 12X4208 1208850 09/30/2042 02004 4.690000800 28,673,000.0000 1,008,572.95 06/30/2012 12X4208 1208850 09/30/2043 02004 4.690000800 12,153,000.0000 427,481.85 06/30/2012 12X4208 1208850 09/30/2044 02004 4.690000800 2,674,000.0000 94,057.97 06/30/2012 12X4208 1208850 09/30/2045 02004 4.690000800 456,000.0000 16,039.80 06/30/2012 12X4208 1208850 09/30/2040 02005 4.569998400 18,983,303.0000 650,652.48 06/30/2012 12X4208 1208850 09/30/2042 02005 4.569998400 24,581,000.0000 842,513.48 06/30/2012 12X4208 1208850 09/30/2043 02005 4.569998400 14,791,000.0000 506,961.35 06/30/2012 12X4208 1208850 09/30/2044 02005 4.569998400 15,935,000.0000 546,171.93 06/30/2012 12X4208 1208850 09/30/2045 02005 4.569998400 2,051,000.0000 70,298.00 06/30/2012 12X4208 1208850 09/30/2042 02006 4.439998800 13,858,652.0000 461,492.99 06/30/2012 12X4208 1208850 09/30/2043 02006 4.439998800 20,276,000.0000 675,190.62 06/30/2012 12X4208 1208850 09/30/2044 02006 4.439998800 4,822,000.0000 160,572.56 06/30/2012 12X4208 1208850 09/30/2045 02006 4.439998800 1,099,000.0000 36,596.69 06/30/2012 12X4208 1208850 09/30/2042 02007 4.470001200 46,270,057.0000 1,551,204.08 06/30/2012 12X4208 1208850 09/30/2043 02007 4.470001200 19,802,000.0000 663,862.23 06/30/2012 12X4208 1208850 09/30/2044 02007 4.470001200 12,186,000.0000 408,535.76 06/30/2012 12X4208 1208850 09/30/2045 02007 4.470001200 6,744,000.0000 226,092.66 06/30/2012 12X4208 1208850 09/30/2046 02007 4.470001200 10,239,000.0000 343,262.57 06/30/2012 12X4208 1208850 09/30/2043 02008 4.169998800 29,531,142.0000 923,586.20 06/30/2012 12X4208 1208850 09/30/2044 02008 4.169998800 20,387,000.0000 637,603.24 06/30/2012 12X4208 1208850 09/30/2045 02008 4.169998800 16,022,000.0000 501,087.91 06/30/2012 12X4208 1208850 09/30/2046 02008 4.169998800 16,764,000.0000 524,293.95 06/30/2012 12X4208 1208850 09/30/2044 02009 4.619998800 7,840,517.0000 271,673.84 06/30/2012 12X4208 1208850 09/30/2045 02009 4.619998800 16,354,000.0000 566,665.95 06/30/2012 12X4208 1208850 09/30/2046 02009 4.619998800 9,141,000.0000 316,735.57 06/30/2012 12X4208 1208850 09/30/2045 02010 2.970000000 5,051,048.0000 112,512.09 06/30/2012 12X4208 1208850 09/30/2046 02010 2.970000000 4,454,000.0000 99,212.85 06/30/2012 12X4208 1208850 09/30/2045 02011 4.320000000 430.0000 13.93 06/30/2012 12X4208 1208850 09/30/2046 02011 4.320000000 1,273,000.0000 41,245.20 06/30/2012 ------------------------ ---------------------- 1,089,203,322.2200 41,735,176.63 810 SUB-COHORT 12X4208 1208810 09/30/2029 01994 6.909998400 165,223,475.0000 8,562,704.61 06/30/2012 12X4208 1208810 09/30/2042 01994 6.909998400 13,700,000.0000 710,002.34 06/30/2012 12X4208 1208810 09/30/2046 01994 6.909998400 893,000.0000 46,279.71 06/30/2012 12X4208 1208810 09/30/2030 01995 6.559999200 237,592,728.0000 11,689,560.79 06/30/2012 12X4208 1208810 09/30/2042 01995 6.559999200 15,300,000.0000 752,759.91 06/30/2012 12X4208 1208810 09/30/2046 01995 6.559999200 208,000.0000 10,233.60 06/30/2012 12X4208 1208810 09/30/2031 01996 6.320001600 299,748,192.0000 14,208,067.90 06/30/2012 12X4208 1208810 09/30/2042 01996 6.320001600 9,000,000.0000 426,600.11 06/30/2012 12X4208 1208810 09/30/2043 01996 6.320001600 6,700,000.0000 317,580.08 06/30/2012 12X4208 1208810 09/30/2044 01996 6.320001600 1,850,000.0000 87,690.02 06/30/2012 12X4208 1208810 09/30/2046 01996 6.320001600 1,312,000.0000 62,188.82 06/30/2012 12X4208 1208810 09/30/2032 01997 6.140001600 274,658,806.0000 12,648,041.31 06/30/2012 12X4208 1208810 09/30/2042 01997 6.140001600 10,800,000.0000 497,340.13 06/30/2012 12X4208 1208810 09/30/2043 01997 6.140001600 4,400,000.0000 202,620.05 06/30/2012 12X4208 1208810 09/30/2044 01997 6.140001600 1,501,000.0000 69,121.07 06/30/2012 12X4208 1208810 09/30/2046 01997 6.140001600 443,000.0000 20,400.16 06/30/2012 12X4208 1208810 09/30/2033 01998 5.919998400 321,308,273.0000 14,266,083.47 06/30/2012 12X4208 1208810 09/30/2042 01998 5.919998400 7,400,000.0000 328,559.91 06/30/2012 12X4208 1208810 09/30/2043 01998 5.919998400 8,450,000.0000 375,179.90 06/30/2012 12X4208 1208810 09/30/2044 01998 5.919998400 1,326,000.0000 58,874.38 06/30/2012 12X4208 1208810 09/30/2045 01998 5.919998400 244,000.0000 10,833.60 06/30/2012 12X4208 1208810 09/30/2034 01999 5.889999600 193,711,006.0000 8,557,183.11 06/30/2012 12X4208 1208810 09/30/2042 01999 5.889999600 2,400,000.0000 106,019.99 06/30/2012 12X4208 1208810 09/30/2043 01999 5.889999600 6,200,000.0000 273,884.98 06/30/2012 12X4208 1208810 09/30/2045 01999 5.889999600 2,498,000.0000 110,349.14 06/30/2012 12X4208 1208810 09/30/2035 02000 5.879998800 190,691,131.0000 8,409,477.16 06/30/2012 12X4208 1208810 09/30/2042 02000 5.879998800 7,100,000.0000 313,109.94 06/30/2012 12X4208 1208810 09/30/2043 02000 5.879998800 5,850,000.0000 257,984.95 06/30/2012 12X4208 1208810 09/30/2044 02000 5.879998800 2,273,000.0000 100,239.28 06/30/2012 12X4208 1208810 09/30/2045 02000 5.879998800 1,861,000.0000 82,070.08 06/30/2012 12X4208 1208810 09/30/2046 02000 5.879998800 882,000.0000 38,896.19 06/30/2012 12X4208 1208810 09/30/2036 02001 5.150001600 194,883,036.0000 7,527,359.60 06/30/2012 12X4208 1208810 09/30/2042 02001 5.150001600 2,600,000.0000 100,425.03 06/30/2012 12X4208 1208810 09/30/2043 02001 5.150001600 6,900,000.0000 266,512.58 06/30/2012 12X4208 1208810 09/30/2044 02001 5.150001600 2,175,000.0000 84,009.40 06/30/2012 12X4208 1208810 09/30/2045 02001 5.150001600 721,000.0000 27,848.63 06/30/2012 12X4208 1208810 09/30/2046 02001 5.150001600 547,000.0000 21,127.88 06/30/2012 12X4208 1208810 09/30/2037 02002 4.680000000 389,941,171.0000 13,686,935.10 06/30/2012 12X4208 1208810 09/30/2042 02002 4.680000000 5,601,000.0000 196,595.10 06/30/2012 12X4208 1208810 09/30/2044 02002 4.680000000 1,858,000.0000 65,215.80 06/30/2012 12X4208 1208810 09/30/2045 02002 4.680000000 589,000.0000 20,673.90 06/30/2012 12X4208 1208810 09/30/2038 02003 4.719999600 60,447,507.0000 2,139,841.57 06/30/2012 12X4208 1208810 09/30/2042 02003 4.719999600 8,241,000.0000 291,731.38 06/30/2012 12X4208 1208810 09/30/2043 02003 4.719999600 12,082,000.0000 427,702.76 06/30/2012 12X4208 1208810 09/30/2039 02004 4.579999200 357,767,181.0000 12,289,300.52 06/30/2012 12X4208 1208810 09/30/2042 02004 4.579999200 83,261,000.0000 2,860,014.85 06/30/2012 12X4208 1208810 09/30/2043 02004 4.579999200 77,198,000.0000 2,651,750.84 06/30/2012 12X4208 1208810 09/30/2044 02004 4.579999200 15,517,000.0000 533,008.86 06/30/2012 12X4208 1208810 09/30/2045 02004 4.579999200 2,565,000.0000 88,107.73 06/30/2012 12X4208 1208810 09/30/2040 02005 4.500000000 37,794,149.0000 1,275,552.53 06/30/2012 12X4208 1208810 09/30/2042 02005 4.500000000 21,472,000.0000 724,680.00 06/30/2012 12X4208 1208810 09/30/2043 02005 4.500000000 15,572,000.0000 525,555.00 06/30/2012 12X4208 1208810 09/30/2044 02005 4.500000000 8,770,000.0000 295,987.50 06/30/2012 12X4208 1208810 09/30/2045 02005 4.500000000 2,727,000.0000 92,036.25 06/30/2012 12X4208 1208810 09/30/2041 02006 4.430001600 33,657,391.0000 1,118,267.22 06/30/2012 12X4208 1208810 09/30/2042 02006 4.430001600 20,317,000.0000 675,032.57 06/30/2012 12X4208 1208810 09/30/2043 02006 4.430001600 12,982,000.0000 431,327.11 06/30/2012 12X4208 1208810 09/30/2044 02006 4.430001600 19,298,000.0000 641,176.28 06/30/2012 12X4208 1208810 09/30/2045 02006 4.430001600 1,336,000.0000 44,388.62 06/30/2012 12X4208 1208810 09/30/2046 02006 4.430001600 1,365,000.0000 45,352.14 06/30/2012 12X4208 1208810 09/30/2042 02007 4.230000000 34,018,245.0000 1,079,228.82 06/30/2012 12X4208 1208810 09/30/2043 02007 4.230000000 27,018,000.0000 857,146.05 06/30/2012 12X4208 1208810 09/30/2044 02007 4.230000000 8,252,000.0000 261,794.70 06/30/2012 12X4208 1208810 09/30/2045 02007 4.230000000 14,224,000.0000 451,256.40 06/30/2012 12X4208 1208810 09/30/2046 02007 4.230000000 4,585,000.0000 145,459.13 06/30/2012 ------------------------ ---------------------- 3,281,806,291.0000 135,542,338.54 855 SUB-COHORT 12X4208 1208855 09/30/2046 01992 6.369998400 79,000.0000 3,774.22 06/30/2012 12X4208 1208855 09/30/2029 01994 6.369998400 10,490,798.0000 501,197.75 06/30/2012 12X4208 1208855 09/30/2042 01994 6.369998400 2,028,000.0000 96,887.68 06/30/2012 12X4208 1208855 09/30/2044 01994 6.369998400 146,000.0000 6,975.15 06/30/2012 12X4208 1208855 09/30/2045 01994 6.369998400 203,000.0000 9,698.32 06/30/2012 12X4208 1208855 09/30/2046 01994 6.369998400 83,000.0000 3,965.32 06/30/2012 12X4208 1208855 09/30/2030 01995 6.009998400 12,753,369.0000 574,857.95 06/30/2012 12X4208 1208855 09/30/2042 01995 6.009998400 80,000.0000 3,606.00 06/30/2012 12X4208 1208855 09/30/2044 01995 6.009998400 1,168,000.0000 52,647.59 06/30/2012 12X4208 1208855 09/30/2045 01995 6.009998400 122,000.0000 5,499.15 06/30/2012 12X4208 1208855 09/30/2031 01996 5.969998800 16,385,128.0000 733,643.96 06/30/2012 12X4208 1208855 09/30/2042 01996 5.969998800 2,763,000.0000 123,713.30 06/30/2012 12X4208 1208855 09/30/2043 01996 5.969998800 349,000.0000 15,626.47 06/30/2012 12X4208 1208855 09/30/2044 01996 5.969998800 193,000.0000 8,641.57 06/30/2012 12X4208 1208855 09/30/2045 01996 5.969998800 48,000.0000 2,149.20 06/30/2012 12X4208 1208855 09/30/2046 01996 5.969998800 116,000.0000 5,213.14 06/30/2012 12X4208 1208855 09/30/2032 01997 5.670000000 21,137,822.5100 898,885.90 06/30/2012 12X4208 1208855 09/30/2042 01997 5.670000000 1,138,000.0000 48,393.45 06/30/2012 12X4208 1208855 09/30/2044 01997 5.670000000 76,000.0000 3,231.90 06/30/2012 12X4208 1208855 09/30/2045 01997 5.670000000 91,000.0000 3,869.78 06/30/2012 12X4208 1208855 09/30/2046 01997 5.670000000 41,000.0000 1,749.98 06/30/2012 12X4208 1208855 09/30/2033 01998 5.739998400 19,232,884.0000 827,975.43 06/30/2012 12X4208 1208855 09/30/2042 01998 5.739998400 3,509,000.0000 151,062.41 06/30/2012 12X4208 1208855 09/30/2044 01998 5.739998400 79,000.0000 3,400.95 06/30/2012 12X4208 1208855 09/30/2045 01998 5.739998400 31,000.0000 1,334.55 06/30/2012 12X4208 1208855 09/30/2034 01999 5.429998800 21,430,014.0000 872,737.13 06/30/2012 12X4208 1208855 09/30/2042 01999 5.429998800 2,094,000.0000 85,278.13 06/30/2012 12X4208 1208855 09/30/2043 01999 5.429998800 2,083,000.0000 84,830.16 06/30/2012 12X4208 1208855 09/30/2044 01999 5.429998800 254,000.0000 10,344.15 06/30/2012 12X4208 1208855 09/30/2045 01999 5.429998800 372,000.0000 15,149.70 06/30/2012 12X4208 1208855 09/30/2046 01999 5.429998800 18,000.0000 735.76 06/30/2012 12X4208 1208855 09/30/2035 02000 4.960000800 20,872,962.0000 776,474.31 06/30/2012 12X4208 1208855 09/30/2042 02000 4.960000800 11,000.0000 409.20 06/30/2012 12X4208 1208855 09/30/2043 02000 4.960000800 29,000.0000 1,078.80 06/30/2012 12X4208 1208855 09/30/2044 02000 4.960000800 7,507,000.0000 279,260.45 06/30/2012 12X4208 1208855 09/30/2045 02000 4.960000800 392,000.0000 14,582.40 06/30/2012 12X4208 1208855 09/30/2046 02000 4.960000800 145,000.0000 5,394.00 06/30/2012 12X4208 1208855 09/30/2036 02001 5.220000000 20,322,384.0000 795,621.33 06/30/2012 12X4208 1208855 09/30/2042 02001 5.220000000 1,503,000.0000 58,842.45 06/30/2012 12X4208 1208855 09/30/2043 02001 5.220000000 1,700,000.0000 66,555.00 06/30/2012 12X4208 1208855 09/30/2044 02001 5.220000000 501,000.0000 19,614.15 06/30/2012 12X4208 1208855 09/30/2045 02001 5.220000000 119,000.0000 4,658.85 06/30/2012 12X4208 1208855 09/30/2037 02002 4.259998800 11,501,477.0000 367,472.09 06/30/2012 12X4208 1208855 09/30/2042 02002 4.259998800 9,997,000.0000 319,404.06 06/30/2012 12X4208 1208855 09/30/2043 02002 4.259998800 5,664,000.0000 180,964.75 06/30/2012 12X4208 1208855 09/30/2044 02002 4.259998800 4,340,000.0000 138,662.96 06/30/2012 12X4208 1208855 09/30/2045 02002 4.259998800 213,000.0000 6,805.35 06/30/2012 12X4208 1208855 09/30/2046 02002 4.259998800 184,000.0000 5,900.57 06/30/2012 12X4208 1208855 09/30/2038 02003 4.209998400 19,664,856.0000 620,917.59 06/30/2012 12X4208 1208855 09/30/2042 02003 4.209998400 9,385,000.0000 296,331.26 06/30/2012 12X4208 1208855 09/30/2043 02003 4.209998400 4,516,000.0000 142,592.65 06/30/2012 12X4208 1208855 09/30/2044 02003 4.209998400 2,241,000.0000 70,759.55 06/30/2012 12X4208 1208855 09/30/2045 02003 4.209998400 175,000.0000 5,525.62 06/30/2012 12X4208 1208855 09/30/2046 02003 4.209998400 687,000.0000 21,692.02 06/30/2012 12X4208 1208855 09/30/2039 02004 4.280000400 34,846,600.0000 1,118,575.96 06/30/2012 12X4208 1208855 09/30/2042 02004 4.280000400 6,767,000.0000 217,220.72 06/30/2012 12X4208 1208855 09/30/2043 02004 4.280000400 752,000.0000 24,139.20 06/30/2012 12X4208 1208855 09/30/2044 02004 4.280000400 6,433,000.0000 206,499.32 06/30/2012 12X4208 1208855 09/30/2045 02004 4.280000400 2,704,000.0000 86,798.41 06/30/2012 12X4208 1208855 09/30/2046 02004 4.280000400 546,000.0000 17,526.60 06/30/2012 12X4208 1208855 09/30/2040 02005 4.399999200 37,100,512.0000 1,224,316.67 06/30/2012 12X4208 1208855 09/30/2042 02005 4.399999200 27,745,000.0000 915,584.83 06/30/2012 12X4208 1208855 09/30/2043 02005 4.399999200 9,090,000.0000 299,969.95 06/30/2012 12X4208 1208855 09/30/2044 02005 4.399999200 7,620,000.0000 251,459.95 06/30/2012 12X4208 1208855 09/30/2045 02005 4.399999200 3,813,000.0000 125,828.98 06/30/2012 12X4208 1208855 09/30/2046 02005 4.399999200 7,869,000.0000 259,676.95 06/30/2012 12X4208 1208855 09/30/2041 02006 4.050000000 3,651,288.0000 110,907.87 06/30/2012 12X4208 1208855 09/30/2042 02006 4.050000000 36,134,000.0000 1,097,570.25 06/30/2012 12X4208 1208855 09/30/2043 02006 4.050000000 12,881,000.0000 391,260.38 06/30/2012 12X4208 1208855 09/30/2044 02006 4.050000000 19,119,000.0000 580,739.63 06/30/2012 12X4208 1208855 09/30/2045 02006 4.050000000 19,340,000.0000 587,452.50 06/30/2012 12X4208 1208855 09/30/2046 02006 4.050000000 10,696,000.0000 324,891.00 06/30/2012 12X4208 1208855 09/30/2042 02007 4.129999200 11,013,815.0000 341,152.85 06/30/2012 12X4208 1208855 09/30/2043 02007 4.129999200 14,902,000.0000 461,589.36 06/30/2012 12X4208 1208855 09/30/2044 02007 4.129999200 13,252,000.0000 410,480.62 06/30/2012 12X4208 1208855 09/30/2045 02007 4.129999200 6,664,000.0000 206,417.36 06/30/2012 12X4208 1208855 09/30/2046 02007 4.129999200 3,001,000.0000 92,955.96 06/30/2012 12X4208 1208855 09/30/2043 02008 4.600000800 6,968,570.0000 240,415.71 06/30/2012 12X4208 1208855 09/30/2044 02008 4.600000800 14,758,000.0000 509,151.09 06/30/2012 12X4208 1208855 09/30/2045 02008 4.600000800 19,907,000.0000 686,791.62 06/30/2012 12X4208 1208855 09/30/2046 02008 4.600000800 19,035,000.0000 656,707.61 06/30/2012 12X4208 1208855 09/30/2043 02009 4.500000000 21,061,570.0000 710,827.99 06/30/2012 12X4208 1208855 09/30/2044 02009 4.500000000 6,330,000.0000 213,637.50 06/30/2012 12X4208 1208855 09/30/2045 02009 4.500000000 10,261,000.0000 346,308.75 06/30/2012 12X4208 1208855 09/30/2046 02009 4.500000000 2,870,000.0000 96,862.50 06/30/2012 12X4208 1208855 09/30/2044 02010 2.720001600 13,964,476.0000 284,875.48 06/30/2012 12X4208 1208855 09/30/2045 02010 2.720001600 16,474,000.0000 336,069.80 06/30/2012 12X4208 1208855 09/30/2046 02010 2.720001600 10,200,000.0000 208,080.12 06/30/2012 12X4208 1208855 09/30/2046 02011 2.720001600 512,000.0000 10,444.81 06/30/2012 ------------------------ ---------------------- 678,546,525.5100 23,009,783.86 815 SUB-COHORT 12X4208 1208815 09/30/2029 01994 6.710000400 18,446,288.0000 928,309.50 06/30/2012 12X4208 1208815 09/30/2032 01994 6.710000400 500,000.0000 25,162.50 06/30/2012 12X4208 1208815 09/30/2036 01994 6.710000400 25,000.0000 1,258.13 06/30/2012 12X4208 1208815 09/30/2030 01995 5.910001200 25,147,660.0000 1,114,670.26 06/30/2012 12X4208 1208815 09/30/2032 01995 5.910001200 1,990,000.0000 88,206.77 06/30/2012 12X4208 1208815 09/30/2033 01995 5.910001200 350,000.0000 15,513.75 06/30/2012 12X4208 1208815 09/30/2031 01996 6.090001200 15,206,123.0000 694,539.80 06/30/2012 12X4208 1208815 09/30/2032 01996 6.090001200 2,185,000.0000 99,799.89 06/30/2012 12X4208 1208815 09/30/2033 01996 6.090001200 1,000,000.0000 45,675.01 06/30/2012 12X4208 1208815 09/30/2034 01996 6.090001200 451,000.0000 20,599.43 06/30/2012 12X4208 1208815 09/30/2035 01996 6.090001200 24,000.0000 1,096.20 06/30/2012 12X4208 1208815 09/30/2036 01996 6.090001200 1,810,000.0000 82,671.77 06/30/2012 12X4208 1208815 09/30/2032 01997 5.580000000 30,624,378.0000 1,281,630.22 06/30/2012 12X4208 1208815 09/30/2033 01997 5.580000000 1,723,000.0000 72,107.55 06/30/2012 12X4208 1208815 09/30/2032 01998 5.479999200 4,955,000.0000 203,650.47 06/30/2012 12X4208 1208815 09/30/2033 01998 5.479999200 56,987,715.0000 2,342,194.74 06/30/2012 12X4208 1208815 09/30/2034 01998 5.479999200 3,419,000.0000 140,520.88 06/30/2012 12X4208 1208815 09/30/2035 01998 5.479999200 1,919,000.0000 78,870.89 06/30/2012 12X4208 1208815 09/30/2036 01998 5.479999200 1,347,000.0000 55,361.69 06/30/2012 12X4208 1208815 09/30/2032 01999 5.259999600 5,079,000.0000 200,366.53 06/30/2012 12X4208 1208815 09/30/2033 01999 5.259999600 2,371,000.0000 93,535.94 06/30/2012 12X4208 1208815 09/30/2034 01999 5.259999600 65,353,203.0000 2,578,183.66 06/30/2012 12X4208 1208815 09/30/2036 01999 5.259999600 340,000.0000 13,413.00 06/30/2012 12X4208 1208815 09/30/2032 02000 4.939999200 25,447,000.0000 942,811.20 06/30/2012 12X4208 1208815 09/30/2033 02000 4.939999200 4,929,000.0000 182,619.42 06/30/2012 12X4208 1208815 09/30/2034 02000 4.939999200 5,200,000.0000 192,659.97 06/30/2012 12X4208 1208815 09/30/2035 02000 4.939999200 62,540,351.0000 2,317,119.63 06/30/2012 12X4208 1208815 09/30/2032 02001 4.520001600 23,543,000.0000 798,107.98 06/30/2012 12X4208 1208815 09/30/2033 02001 4.520001600 21,368,700.0000 724,399.19 06/30/2012 12X4208 1208815 09/30/2034 02001 4.520001600 16,929,000.0000 573,893.30 06/30/2012 12X4208 1208815 09/30/2035 02001 4.520001600 176,000.0000 5,966.40 06/30/2012 12X4208 1208815 09/30/2036 02001 4.520001600 62,804,991.0000 2,129,089.95 06/30/2012 12X4208 1208815 09/30/2032 02002 4.320000000 29,550,000.0000 957,420.00 06/30/2012 12X4208 1208815 09/30/2033 02002 4.320000000 16,198,000.0000 524,815.20 06/30/2012 12X4208 1208815 09/30/2034 02002 4.320000000 15,892,000.0000 514,900.80 06/30/2012 12X4208 1208815 09/30/2035 02002 4.320000000 7,141,000.0000 231,368.40 06/30/2012 12X4208 1208815 09/30/2036 02002 4.320000000 310,000.0000 10,044.00 06/30/2012 12X4208 1208815 09/30/2037 02002 4.320000000 46,732,439.0000 1,514,131.02 06/30/2012 12X4208 1208815 09/30/2032 02003 4.230000000 21,833,000.0000 692,651.93 06/30/2012 12X4208 1208815 09/30/2033 02003 4.230000000 14,299,000.0000 453,635.78 06/30/2012 12X4208 1208815 09/30/2034 02003 4.230000000 8,895,000.0000 282,193.88 06/30/2012 12X4208 1208815 09/30/2035 02003 4.230000000 4,045,000.0000 128,327.63 06/30/2012 12X4208 1208815 09/30/2036 02003 4.230000000 149,000.0000 4,727.03 06/30/2012 12X4208 1208815 09/30/2038 02003 4.230000000 55,874,582.0000 1,772,621.11 06/30/2012 12X4208 1208815 09/30/2032 02004 3.960000000 1,426,000.0000 42,352.20 06/30/2012 12X4208 1208815 09/30/2033 02004 3.960000000 553,000.0000 16,424.10 06/30/2012 12X4208 1208815 09/30/2034 02004 3.960000000 639,000.0000 18,978.30 06/30/2012 12X4208 1208815 09/30/2035 02004 3.960000000 272,000.0000 8,078.40 06/30/2012 12X4208 1208815 09/30/2036 02004 3.960000000 52,000.0000 1,544.40 06/30/2012 12X4208 1208815 09/30/2039 02004 3.960000000 15,262,939.0000 453,309.29 06/30/2012 12X4208 1208815 09/30/2032 02005 4.410000000 39,012,000.0000 1,290,321.90 06/30/2012 12X4208 1208815 09/30/2033 02005 4.410000000 18,132,000.0000 599,715.90 06/30/2012 12X4208 1208815 09/30/2034 02005 4.410000000 2,741,000.0000 90,658.58 06/30/2012 12X4208 1208815 09/30/2036 02005 4.410000000 154,000.0000 5,093.55 06/30/2012 12X4208 1208815 09/30/2040 02005 4.410000000 82,931,887.0000 2,742,972.16 06/30/2012 12X4208 1208815 09/30/2032 02006 4.380001200 62,254,000.0000 2,045,044.46 06/30/2012 12X4208 1208815 09/30/2033 02006 4.380001200 33,139,000.0000 1,088,616.45 06/30/2012 12X4208 1208815 09/30/2034 02006 4.380001200 21,772,000.0000 715,210.40 06/30/2012 12X4208 1208815 09/30/2035 02006 4.380001200 10,521,000.0000 345,614.94 06/30/2012 12X4208 1208815 09/30/2036 02006 4.380001200 8,562,000.0000 281,261.78 06/30/2012 12X4208 1208815 09/30/2041 02006 4.380001200 89,572,090.0000 2,942,443.96 06/30/2012 12X4208 1208815 09/30/2032 02007 4.309999200 12,920,865.0000 417,666.88 06/30/2012 12X4208 1208815 09/30/2033 02007 4.309999200 35,569,000.0000 1,149,767.71 06/30/2012 12X4208 1208815 09/30/2034 02007 4.309999200 36,973,000.0000 1,195,152.00 06/30/2012 12X4208 1208815 09/30/2035 02007 4.309999200 17,712,000.0000 572,540.29 06/30/2012 12X4208 1208815 09/30/2036 02007 4.309999200 28,852,000.0000 932,640.73 06/30/2012 12X4208 1208815 09/30/2033 02008 3.809998800 52,659,145.0000 1,504,734.59 06/30/2012 12X4208 1208815 09/30/2034 02008 3.809998800 88,301,000.0000 2,523,200.28 06/30/2012 12X4208 1208815 09/30/2035 02008 3.809998800 55,444,000.0000 1,584,311.80 06/30/2012 12X4208 1208815 09/30/2036 02008 3.809998800 20,762,000.0000 593,273.96 06/30/2012 12X4208 1208815 09/30/2034 02009 4.119998400 43,422,913.0000 1,341,767.49 06/30/2012 12X4208 1208815 09/30/2035 02009 4.119998400 50,296,000.0000 1,554,145.80 06/30/2012 12X4208 1208815 09/30/2036 02009 4.119998400 15,980,000.0000 493,781.81 06/30/2012 12X4208 1208815 09/30/2035 02010 2.990001600 55,388,263.0000 1,242,082.46 06/30/2012 12X4208 1208815 09/30/2036 02010 2.990001600 31,348,000.0000 702,979.28 06/30/2012 12X4208 1208815 09/30/2035 02011 4.070001600 3,027,067.0000 92,401.26 06/30/2012 12X4208 1208815 09/30/2036 02011 4.070001600 34,863,000.0000 1,064,193.49 06/30/2012 ------------------------ ---------------------- 1,655,624,599.0000 54,783,123.00 870 SUB-COHORT 12X4208 1208870 09/30/2036 02001 5.109998400 425,522,181.0000 16,308,132.48 06/30/2012 12X4208 1208870 09/30/2040 02001 5.109998400 3,110,000.0000 119,190.71 06/30/2012 12X4208 1208870 09/30/2043 02001 5.109998400 340,000.0000 13,030.50 06/30/2012 12X4208 1208870 09/30/2044 02001 5.109998400 215,000.0000 8,239.87 06/30/2012 12X4208 1208870 09/30/2037 02002 4.790001600 644,198,767.0000 23,142,848.43 06/30/2012 12X4208 1208870 09/30/2040 02002 4.790001600 3,538,000.0000 127,102.69 06/30/2012 12X4208 1208870 09/30/2042 02002 4.790001600 2,360,000.0000 84,783.03 06/30/2012 12X4208 1208870 09/30/2043 02002 4.790001600 1,853,000.0000 66,569.05 06/30/2012 12X4208 1208870 09/30/2044 02002 4.790001600 242,000.0000 8,693.85 06/30/2012 12X4208 1208870 09/30/2038 02003 4.730000400 865,917,488.0000 30,718,425.48 06/30/2012 12X4208 1208870 09/30/2040 02003 4.730000400 176,784,000.0000 6,271,412.93 06/30/2012 12X4208 1208870 09/30/2041 02003 4.730000400 7,978,000.0000 283,019.57 06/30/2012 12X4208 1208870 09/30/2043 02003 4.730000400 1,500,000.0000 53,212.50 06/30/2012 12X4208 1208870 09/30/2039 02004 4.629999600 695,718,375.0000 24,158,818.48 06/30/2012 12X4208 1208870 09/30/2040 02004 4.629999600 264,671,000.0000 9,190,699.68 06/30/2012 12X4208 1208870 09/30/2041 02004 4.629999600 104,748,000.0000 3,637,373.99 06/30/2012 12X4208 1208870 09/30/2042 02004 4.629999600 14,107,000.0000 489,865.53 06/30/2012 12X4208 1208870 09/30/2043 02004 4.629999600 10,501,000.0000 364,647.19 06/30/2012 12X4208 1208870 09/30/2040 02005 4.539999600 700,858,167.0000 23,864,218.48 06/30/2012 12X4208 1208870 09/30/2041 02005 4.539999600 164,058,000.0000 5,586,174.41 06/30/2012 12X4208 1208870 09/30/2042 02005 4.539999600 45,586,000.0000 1,552,203.16 06/30/2012 12X4208 1208870 09/30/2043 02005 4.539999600 18,549,000.0000 631,593.39 06/30/2012 12X4208 1208870 09/30/2044 02005 4.539999600 2,119,000.0000 72,151.94 06/30/2012 12X4208 1208870 09/30/2040 02006 4.439998800 248,076,000.0000 8,260,928.57 06/30/2012 12X4208 1208870 09/30/2041 02006 4.439998800 534,761,454.0000 17,807,551.61 06/30/2012 12X4208 1208870 09/30/2042 02006 4.439998800 88,142,000.0000 2,935,127.81 06/30/2012 12X4208 1208870 09/30/2043 02006 4.439998800 54,238,000.0000 1,806,124.91 06/30/2012 12X4208 1208870 09/30/2044 02006 4.439998800 3,858,000.0000 128,471.37 06/30/2012 12X4208 1208870 09/30/2040 02007 4.200001200 280,333,611.0000 8,830,511.27 06/30/2012 12X4208 1208870 09/30/2041 02007 4.200001200 419,484,000.0000 13,213,749.78 06/30/2012 12X4208 1208870 09/30/2042 02007 4.200001200 117,133,000.0000 3,689,690.55 06/30/2012 12X4208 1208870 09/30/2043 02007 4.200001200 80,433,000.0000 2,533,640.22 06/30/2012 12X4208 1208870 09/30/2044 02007 4.200001200 12,138,000.0000 382,347.11 06/30/2012 ------------------------ ---------------------- 5,993,071,043.0000 206,340,550.54 820 SUB-COHORT 12X4208 1208820 09/30/2046 01992 5.749999200 3,902,000.0000 168,273.73 06/30/2012 12X4208 1208820 09/30/2046 01993 5.749999200 1,601,000.0000 69,043.12 06/30/2012 12X4208 1208820 09/30/2046 01994 5.749999200 462,000.0000 19,923.75 06/30/2012 12X4208 1208820 09/30/2046 01995 5.749999200 376,000.0000 16,215.00 06/30/2012 12X4208 1208820 09/30/2046 01996 5.749999200 199,000.0000 8,581.87 06/30/2012 12X4208 1208820 09/30/2032 01997 5.749999200 145,000.0000 6,253.12 06/30/2012 12X4208 1208820 09/30/2042 01997 5.749999200 515,000.0000 22,209.37 06/30/2012 12X4208 1208820 09/30/2045 01997 5.749999200 168,000.0000 7,245.00 06/30/2012 12X4208 1208820 09/30/2046 01997 5.749999200 862,000.0000 37,173.74 06/30/2012 12X4208 1208820 09/30/2046 01998 5.749999200 517,000.0000 18,960.97 06/30/2012 12X4208 1208820 09/30/2046 01999 4.889998800 15,210,000.0000 557,826.61 06/30/2012 12X4208 1208820 09/30/2046 02000 4.889998800 4,670,000.0000 171,272.21 06/30/2012 12X4208 1208820 09/30/2043 02001 4.889998800 20,900,000.0000 766,507.31 06/30/2012 12X4208 1208820 09/30/2045 02001 4.889998800 2,248,000.0000 82,445.38 06/30/2012 12X4208 1208820 09/30/2043 02002 4.610001600 37,190,700.0000 1,285,868.90 06/30/2012 12X4208 1208820 09/30/2044 02002 4.610001600 57,000.0000 1,970.78 06/30/2012 12X4208 1208820 09/30/2046 02002 4.610001600 1,057,000.0000 36,545.79 06/30/2012 12X4208 1208820 09/30/2038 02003 4.700001600 1,113,000.0000 39,233.26 06/30/2012 12X4208 1208820 09/30/2042 02003 4.700001600 1,303,000.0000 45,930.77 06/30/2012 12X4208 1208820 09/30/2043 02003 4.700001600 44,813,000.0000 1,579,658.79 06/30/2012 12X4208 1208820 09/30/2044 02003 4.700001600 759,000.0000 26,754.76 06/30/2012 12X4208 1208820 09/30/2045 02003 4.700001600 818,000.0000 28,834.51 06/30/2012 12X4208 1208820 09/30/2046 02003 4.700001600 875,000.0000 30,843.76 06/30/2012 12X4208 1208820 09/30/2043 02004 4.610001600 26,476,000.0000 915,408.02 06/30/2012 12X4208 1208820 09/30/2044 02004 4.610001600 11,476,000.0000 396,782.84 06/30/2012 12X4208 1208820 09/30/2046 02004 4.610001600 300,000.0000 10,372.50 06/30/2012 12X4208 1208820 09/30/2042 02005 4.560001200 3,491,302.0000 119,402.56 06/30/2012 12X4208 1208820 09/30/2043 02005 4.560001200 22,537,000.0000 770,765.60 06/30/2012 12X4208 1208820 09/30/2044 02005 4.560001200 26,259,000.0000 898,058.04 06/30/2012 12X4208 1208820 09/30/2045 02005 4.560001200 8,812,000.0000 301,370.48 06/30/2012 12X4208 1208820 09/30/2046 02005 4.560001200 20,000.0000 684.00 06/30/2012 12X4208 1208820 09/30/2046 02006 4.560001200 20,899,000.0000 714,745.99 06/30/2012 12X4208 1208820 09/30/2046 02007 4.320000000 42,445,000.0000 1,375,218.00 06/30/2012 12X4208 1208820 09/30/2046 02008 4.240000800 62,253,000.0000 1,979,645.77 06/30/2012 12X4208 1208820 09/30/2046 02009 3.179998800 43,124,000.0000 1,028,507.01 06/30/2012 12X4208 1208820 09/30/2044 02010 3.179998800 2,600,000.0000 62,009.98 06/30/2012 12X4208 1208820 09/30/2045 02010 3.179998800 8,149,000.0000 194,353.58 06/30/2012 12X4208 1208820 09/30/2046 02010 3.179998800 161,283,000.0000 3,846,598.10 06/30/2012 12X4208 1208820 09/30/2045 02011 4.449999600 16,519,000.0000 551,321.58 06/30/2012 12X4208 1208820 09/30/2046 02011 4.449999600 16,760,000.0000 559,364.95 06/30/2012 ------------------------ ---------------------- 613,164,002.0000 18,752,181.50 825 SUB-COHORT 12X4208 1208825 09/30/2028 01993 6.810001200 690,000.0000 35,241.76 06/30/2012 12X4208 1208825 09/30/2045 01993 6.810001200 553,000.0000 28,244.48 06/30/2012 12X4208 1208825 09/30/2046 01994 6.810001200 180,000.0000 9,193.50 06/30/2012 12X4208 1208825 09/30/2043 01995 6.069999600 127,000.0000 5,781.67 06/30/2012 12X4208 1208825 09/30/2045 01995 6.069999600 1,300,000.0000 59,182.50 06/30/2012 12X4208 1208825 09/30/2043 01996 6.050001600 500,000.0000 22,687.51 06/30/2012 12X4208 1208825 09/30/2045 01996 6.050001600 463,000.0000 21,008.63 06/30/2012 12X4208 1208825 09/30/2046 01997 6.050001600 512,000.0000 23,232.01 06/30/2012 12X4208 1208825 09/30/2045 01998 5.180000400 226,000.0000 8,780.10 06/30/2012 12X4208 1208825 09/30/2043 01999 5.060001600 23,000.0000 872.85 06/30/2012 12X4208 1208825 09/30/2045 01999 5.060001600 371,000.0000 14,079.45 06/30/2012 12X4208 1208825 09/30/2045 02000 4.929998400 1,315,000.0000 48,622.11 06/30/2012 12X4208 1208825 09/30/2046 02000 4.929998400 118,000.0000 4,363.05 06/30/2012 12X4208 1208825 09/30/2045 02001 4.299998400 714,000.0000 23,026.49 06/30/2012 12X4208 1208825 09/30/2046 02001 4.299998400 175,000.0000 5,643.75 06/30/2012 12X4208 1208825 09/30/2045 02002 4.240000800 730,000.0000 23,214.00 06/30/2012 12X4208 1208825 09/30/2046 02002 4.240000800 390,000.0000 12,402.00 06/30/2012 12X4208 1208825 09/30/2046 02003 4.240000800 3,429,000.0000 109,042.22 06/30/2012 12X4208 1208825 09/30/2043 02004 4.100000400 41,000.0000 1,260.75 06/30/2012 12X4208 1208825 09/30/2044 02004 4.100000400 101,000.0000 3,105.75 06/30/2012 12X4208 1208825 09/30/2045 02004 4.100000400 1,764,000.0000 54,243.01 06/30/2012 12X4208 1208825 09/30/2046 02004 4.100000400 1,452,000.0000 44,649.00 06/30/2012 12X4208 1208825 09/30/2040 02005 4.079998800 229,500.0000 7,022.70 06/30/2012 12X4208 1208825 09/30/2042 02005 4.079998800 52,000.0000 1,591.20 06/30/2012 12X4208 1208825 09/30/2043 02005 4.079998800 2,088,000.0000 63,892.78 06/30/2012 12X4208 1208825 09/30/2044 02005 4.079998800 30,000.0000 918.00 06/30/2012 12X4208 1208825 09/30/2045 02005 4.079998800 820,000.0000 25,091.99 06/30/2012 12X4208 1208825 09/30/2043 02006 4.079998800 673,000.0000 20,593.79 06/30/2012 12X4208 1208825 09/30/2044 02006 4.079998800 157,000.0000 4,804.20 06/30/2012 12X4208 1208825 09/30/2045 02006 4.079998800 1,646,000.0000 50,367.59 06/30/2012 12X4208 1208825 09/30/2046 02006 4.079998800 56,000.0000 1,713.60 06/30/2012 12X4208 1208825 09/30/2045 02007 3.989998800 77,000.0000 2,304.22 06/30/2012 12X4208 1208825 09/30/2046 02007 3.989998800 213,000.0000 6,374.02 06/30/2012 12X4208 1208825 09/30/2046 02008 3.989998800 811,000.0000 24,269.17 06/30/2012 12X4208 1208825 09/30/2045 02009 3.960000000 188,000.0000 5,583.60 06/30/2012 12X4208 1208825 09/30/2046 02009 2.930000400 2,228,000.0000 48,960.31 06/30/2012 12X4208 1208825 09/30/2044 02010 2.930000400 109,700.0000 2,410.66 06/30/2012 12X4208 1208825 09/30/2045 02010 2.930000400 1,305,500.0000 28,688.37 06/30/2012 12X4208 1208825 09/30/2046 02010 2.930000400 89,000.0000 1,955.78 06/30/2012 12X4208 1208825 09/30/2045 02011 4.060000800 1,480,000.0000 45,066.01 06/30/2012 12X4208 1208825 09/30/2046 02011 4.060000800 1,034,000.0000 31,485.31 06/30/2012 ------------------------ ---------------------- 28,460,700.0000 930,969.89 881 SUB-COHORT 12X4208 1208881 09/30/2044 02007 4.880001600 34,940,000.0000 1,278,804.42 06/30/2012 12X4208 1208881 09/30/2045 02007 4.880001600 1,000,000.0000 36,600.01 06/30/2012 12X4208 1208881 09/30/2047 02007 4.880001600 954,000.0000 34,916.41 06/30/2012 12X4208 1208881 09/30/2044 02009 3.510000000 19,269,874.7300 507,279.45 06/30/2012 12X4208 1208881 09/30/2045 02009 3.510000000 25,000,000.0000 658,125.00 06/30/2012 12X4208 1208881 09/30/2047 02009 3.510000000 167,000.0000 4,396.28 06/30/2012 ------------------------ ---------------------- 81,330,874.7300 2,520,121.57 881-OGLETHORPE SUB-COHORT 12X4208 1208881O 09/30/2042 02007 4.880001600 17,984,579.7900 658,235.84 06/30/2012 ------------------------ ---------------------- 17,984,579.7900 658,235.84 881-NCEMC SUB-COHORT 12X4208 1208881N 09/30/2042 02007 4.880001600 41,441,126.7000 1,516,745.73 06/30/2012 ------------------------ ---------------------- 41,441,126.7000 1,516,745.73 871 SUB-COHORT 12X4208 1208871 09/30/2045 02005 4.759999200 12,955,000.0000 462,493.42 06/30/2012 12X4208 1208871 09/30/2046 02005 4.759999200 17,103,000.0000 610,577.00 06/30/2012 12X4208 1208871 09/30/2045 02006 4.899999600 27,431,000.0000 1,008,089.17 06/30/2012 12X4208 1208871 09/30/2046 02006 4.899999600 24,086,000.0000 885,160.43 06/30/2012 12X4208 1208871 09/30/2044 02008 4.479998400 4,000,000.0000 134,399.95 06/30/2012 12X4208 1208871 09/30/2045 02008 4.479998400 5,383,000.0000 180,868.74 06/30/2012 12X4208 1208871 09/30/2045 02010 3.300001200 5,076,900.0000 125,653.32 06/30/2012 12X4208 1208871 09/30/2046 02010 3.300001200 25,974,000.0000 642,856.73 06/30/2012 12X4208 1208871 09/30/2046 02011 3.300001200 268,624,000.0000 6,648,446.42 06/30/2012 ------------------------ ---------------------- 390,632,900.0000 10,698,545.18 880 SUB-COHORT 12X4208 1208880 09/30/2041 02006 4.849999200 17,164,826.0000 624,370.44 06/30/2012 12X4208 1208880 09/30/2042 02006 4.849999200 1,007,000.0000 36,629.62 06/30/2012 12X4208 1208880 09/30/2043 02006 4.849999200 250,000.0000 9,093.75 06/30/2012 12X4208 1208880 09/30/2044 02006 4.849999200 750,000.0000 27,281.25 06/30/2012 ------------------------ ---------------------- 19,171,826.0000 697,375.06 ======================== ====================== 14,182,988,800.9500 512,265,925.58 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 12X4208 1208810 09/30/2029 01994 03/28/2012 INT + 0.0000 44,587.62 487879 1208810 09/30/2030 01995 03/28/2012 INT + 0.0000 45,666.51 487881 1208810 09/30/2031 01996 03/28/2012 INT + 0.0000 59,401.94 487883 1208810 09/30/2032 01997 03/28/2012 INT + 0.0000 44,029.76 487885 1208810 09/30/2033 01998 03/28/2012 INT + 0.0000 47,943.90 487887 1208810 09/30/2034 01999 03/28/2012 INT + 0.0000 29,626.52 487889 1208810 09/30/2035 02000 03/28/2012 INT + 0.0000 32,659.54 487891 1208810 09/30/2036 02001 03/28/2012 INT + 0.0000 25,955.08 487893 1208810 09/30/2037 02002 03/28/2012 INT + 0.0000 34,978.99 487895 1208810 09/30/2038 02003 03/28/2012 INT + 0.0000 10,301.23 487897 1208810 09/30/2039 02004 03/28/2012 INT + 0.0000 36,819.04 487899 1208810 09/30/2040 02005 03/28/2012 INT + 0.0000 17,114.64 487901 1208810 09/30/2041 02006 03/28/2012 INT + 0.0000 27,678.84 487903 1208810 09/30/2042 02007 03/28/2012 INT + 0.0000 80,297.13 487905 1208815 09/30/2029 01994 03/28/2012 INT + 0.0000 21,707.25 487839 1208815 09/30/2030 01995 03/28/2012 INT + 0.0000 18,552.67 487841 1208815 09/30/2031 01996 03/28/2012 INT + 0.0000 19,880.10 487843 1208815 09/30/2032 01997 03/28/2012 INT + 0.0000 21,584.05 487845 1208815 09/30/2032 02007 03/28/2012 INT + 0.0000 117,493.48 487865 1208815 09/30/2033 01998 03/28/2012 INT + 0.0000 20,064.60 487847 1208815 09/30/2033 02008 03/28/2012 INT + 0.0000 309,759.66 487867 1208815 09/30/2033 02009 03/28/2012 INT + 0.0000 120,268.93 487869 1208815 09/30/2034 01999 03/28/2012 INT + 0.0000 15,169.75 487849 1208815 09/30/2034 02009 03/28/2012 INT + 0.0000 77,395.96 487871 1208815 09/30/2034 02010 03/28/2012 INT + 0.0000 58,506.85 487873 1208815 09/30/2035 02000 03/28/2012 INT + 0.0000 129,616.90 487851 1208815 09/30/2035 02010 03/28/2012 INT + 0.0000 82,505.16 487875 1208815 09/30/2035 02011 03/28/2012 INT + 0.0000 16,705.99 487877 1208815 09/30/2036 02001 03/28/2012 INT + 0.0000 13,289.00 487853 1208815 09/30/2037 02002 03/28/2012 INT + 0.0000 51,765.71 487855 1208815 09/30/2038 02003 03/28/2012 INT + 0.0000 14,327.39 487857 1208815 09/30/2039 02004 03/28/2012 INT + 0.0000 8,851.80 487859 1208815 09/30/2040 02005 03/28/2012 INT + 0.0000 17,620.44 487861 1208815 09/30/2041 02006 03/28/2012 INT + 0.0000 87,094.35 487863 1208840 09/30/2027 01992 03/28/2012 INT + 0.0000 222,066.31 487797 1208840 09/30/2028 01993 03/28/2012 INT + 0.0000 413,814.01 487799 1208845 09/30/2027 01992 03/28/2012 INT + 0.0000 54,639.88 487759 1208845 09/30/2028 01993 03/28/2012 INT + 0.0000 31,531.57 487761 1208850 09/30/2029 01994 03/28/2012 INT + 0.0000 79,361.65 487801 1208850 09/30/2030 01995 03/28/2012 INT + 0.0000 46,448.99 487803 1208850 09/30/2031 01996 03/28/2012 INT + 0.0000 50,340.84 487805 1208850 09/30/2032 01997 03/28/2012 INT + 0.0000 35,999.44 487807 1208850 09/30/2033 01998 03/28/2012 INT + 0.0000 72,213.25 487809 1208850 09/30/2034 01999 03/28/2012 INT + 0.0000 57,991.86 487811 1208850 09/30/2035 02000 03/28/2012 INT + 0.0000 55,805.14 487813 1208850 09/30/2036 02001 03/28/2012 INT + 0.0000 131,580.23 487815 1208850 09/30/2037 02002 03/28/2012 INT + 0.0000 1,223,128.03 487817 1208850 09/30/2038 02003 03/28/2012 INT + 0.0000 55,299.69 487819 1208850 09/30/2039 02004 03/28/2012 INT + 0.0000 91,448.63 487821 1208850 09/30/2040 02005 03/28/2012 INT + 0.0000 807,504.93 487823 1208850 09/30/2041 02006 03/28/2012 INT + 0.0000 379,220.29 487825 1208850 09/30/2042 02006 03/28/2012 INT + 0.0000 101,861.29 487827 1208850 09/30/2042 02007 03/28/2012 INT + 0.0000 17,990.48 487829 1208850 09/30/2043 02008 03/28/2012 INT + 0.0000 121,761.00 487831 1208850 09/30/2044 02009 03/28/2012 INT + 0.0000 92,503.53 487833 1208850 09/30/2045 02010 03/28/2012 INT + 0.0000 38,386.53 487835 1208850 09/30/2045 02011 03/28/2012 INT + 0.0000 2,150.71 487837 1208855 09/30/2029 01994 03/28/2012 INT + 0.0000 16,606.64 487763 1208855 09/30/2030 01995 03/28/2012 INT + 0.0000 13,571.50 487765 1208855 09/30/2031 01996 03/28/2012 INT + 0.0000 14,682.37 487767 1208855 09/30/2032 01997 03/28/2012 INT + 0.0000 12,307.41 487769 1208855 09/30/2033 01998 03/28/2012 INT + 0.0000 12,573.92 487771 1208855 09/30/2034 01999 03/28/2012 INT + 0.0000 16,561.11 487773 1208855 09/30/2035 02000 03/28/2012 INT + 0.0000 18,600.94 487775 1208855 09/30/2036 02001 03/28/2012 INT + 0.0000 11,265.17 487777 1208855 09/30/2037 02002 03/28/2012 INT + 0.0000 13,600.53 487779 1208855 09/30/2038 02003 03/28/2012 INT + 0.0000 17,543.98 487781 1208855 09/30/2039 02004 03/28/2012 INT + 0.0000 25,346.16 487783 1208855 09/30/2040 02005 03/28/2012 INT + 0.0000 39,676.72 487785 1208855 09/30/2041 02006 03/28/2012 INT + 0.0000 83,687.41 487787 1208855 09/30/2042 02007 03/28/2012 INT + 0.0000 67,015.12 487789 1208855 09/30/2043 02008 03/28/2012 INT + 0.0000 26,147.09 487791 1208855 09/30/2043 02009 03/28/2012 INT + 0.0000 16,612.42 487793 1208855 09/30/2044 02010 03/28/2012 INT + 0.0000 5,270.32 487795 1208870 09/30/2036 02001 03/27/2012 INT + 0.0000 39,981.11 487744 1208870 09/30/2037 02002 03/27/2012 INT + 0.0000 55,138.49 487746 1208870 09/30/2038 02003 03/27/2012 INT + 0.0000 88,534.06 487748 1208870 09/30/2039 02004 03/27/2012 INT + 0.0000 51,037.06 487750 1208870 09/30/2040 02005 03/27/2012 INT + 0.0000 121,286.83 487752 1208870 09/30/2040 02007 03/27/2012 INT + 0.0000 180,923.22 487756 1208870 09/30/2041 02006 03/27/2012 INT + 0.0000 289,300.24 487754 1208880 09/30/2041 02006 03/27/2012 INT + 0.0000 10,134.29 487742 ------------------------ ---------------------- 0.0000 7,189,673.17 ======================== ====================== 0.0000 7,189,673.17