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 618,511.85 11/30/2011 12X4215 1215201 09/30/2027 01992 7.490001600 28,500,000.0000 355,775.08 11/30/2011 12X4215 1215201 09/30/2032 01992 7.490001600 13,300,000.0000 166,028.37 11/30/2011 12X4215 1215201 09/30/2034 01992 7.490001600 13,500,000.0000 168,525.04 11/30/2011 12X4215 1215201 09/30/2038 01992 7.490001600 8,613,000.0000 107,518.97 11/30/2011 12X4215 1215201 09/30/2039 01992 7.490001600 4,677,000.0000 58,384.56 11/30/2011 12X4215 1215201 09/30/2040 01992 7.490001600 27,400,000.0000 342,043.41 11/30/2011 12X4215 1215201 09/30/2042 01992 7.490001600 36,500,000.0000 455,641.76 11/30/2011 12X4215 1215201 09/30/2043 01992 7.490001600 60,152,000.0000 750,897.63 11/30/2011 12X4215 1215201 09/30/2027 01993 6.670000800 151,745,600.0000 1,686,905.46 11/30/2011 12X4215 1215201 09/30/2038 01993 6.670000800 9,728,900.0000 108,152.95 11/30/2011 12X4215 1215201 09/30/2040 01993 6.670000800 30,000,000.0000 333,500.04 11/30/2011 12X4215 1215201 09/30/2042 01993 6.670000800 25,200,000.0000 280,140.03 11/30/2011 12X4215 1215201 09/30/2043 01993 6.670000800 60,842,000.0000 676,360.31 11/30/2011 12X4215 1215201 09/30/2027 01994 6.869998800 74,594,000.0000 854,101.15 11/30/2011 12X4215 1215201 09/30/2028 01994 6.869998800 243,300,000.0000 2,785,784.51 11/30/2011 12X4215 1215201 09/30/2037 01994 6.869998800 11,000,000.0000 125,949.98 11/30/2011 12X4215 1215201 09/30/2038 01994 6.869998800 10,900,000.0000 124,804.98 11/30/2011 12X4215 1215201 09/30/2040 01994 6.869998800 45,000,000.0000 515,249.91 11/30/2011 12X4215 1215201 09/30/2042 01994 6.869998800 10,450,000.0000 119,652.48 11/30/2011 12X4215 1215201 09/30/2043 01994 6.869998800 2,125,000.0000 24,331.25 11/30/2011 12X4215 1215201 09/30/2028 01995 7.329999600 179,801,500.0000 2,196,574.87 11/30/2011 12X4215 1215201 09/30/2038 01995 7.329999600 4,311,000.0000 52,666.05 11/30/2011 12X4215 1215201 09/30/2039 01995 7.329999600 5,000.0000 61.08 11/30/2011 12X4215 1215201 09/30/2040 01995 7.329999600 27,000,000.0000 329,849.98 11/30/2011 12X4215 1215201 09/30/2042 01995 7.329999600 4,650,000.0000 56,807.50 11/30/2011 12X4215 1215201 09/30/2043 01995 7.329999600 20,390,000.0000 249,097.82 11/30/2011 12X4215 1215201 09/30/2029 01996 6.789999600 130,932,000.0000 1,481,713.71 11/30/2011 12X4215 1215201 09/30/2030 01996 6.789999600 100,000,000.0000 1,131,666.60 11/30/2011 12X4215 1215201 09/30/2037 01996 6.789999600 4,100,000.0000 46,398.33 11/30/2011 12X4215 1215201 09/30/2038 01996 6.789999600 14,424,700.0000 163,239.51 11/30/2011 12X4215 1215201 09/30/2040 01996 6.789999600 28,400,000.0000 321,393.31 11/30/2011 12X4215 1215201 09/30/2042 01996 6.789999600 2,000,000.0000 22,633.33 11/30/2011 12X4215 1215201 09/30/2043 01996 6.789999600 1,594,000.0000 18,038.77 11/30/2011 12X4215 1215201 09/30/2030 01997 6.660000000 9,915,700.0000 110,064.27 11/30/2011 12X4215 1215201 09/30/2031 01997 6.660000000 138,200,000.0000 1,534,020.00 11/30/2011 12X4215 1215201 09/30/2032 01997 6.660000000 5,500,000.0000 61,050.00 11/30/2011 12X4215 1215201 09/30/2037 01997 6.660000000 4,200,000.0000 46,620.00 11/30/2011 12X4215 1215201 09/30/2038 01997 6.660000000 6,367,000.0000 70,673.70 11/30/2011 12X4215 1215201 09/30/2040 01997 6.660000000 20,300,000.0000 225,330.00 11/30/2011 12X4215 1215201 09/30/2041 01997 6.660000000 51,000.0000 566.10 11/30/2011 12X4215 1215201 09/30/2042 01997 6.660000000 12,150,000.0000 134,865.00 11/30/2011 12X4215 1215201 09/30/2043 01997 6.660000000 1,121,000.0000 12,443.10 11/30/2011 12X4215 1215201 09/30/2031 01998 5.940000000 66,870,700.0000 662,019.93 11/30/2011 12X4215 1215201 09/30/2032 01998 5.940000000 172,100,000.0000 1,703,790.00 11/30/2011 12X4215 1215201 09/30/2033 01998 5.940000000 7,200,000.0000 71,280.00 11/30/2011 12X4215 1215201 09/30/2037 01998 5.940000000 20,500,000.0000 202,950.00 11/30/2011 12X4215 1215201 09/30/2038 01998 5.940000000 9,722,000.0000 96,247.80 11/30/2011 12X4215 1215201 09/30/2040 01998 5.940000000 27,400,000.0000 271,260.00 11/30/2011 12X4215 1215201 09/30/2042 01998 5.940000000 40,200,000.0000 397,980.00 11/30/2011 12X4215 1215201 09/30/2043 01998 5.940000000 1,614,000.0000 15,978.60 11/30/2011 12X4215 1215201 09/30/2032 01999 5.950000800 43,125,300.0000 427,659.28 11/30/2011 12X4215 1215201 09/30/2033 01999 5.950000800 199,000,000.0000 1,973,416.93 11/30/2011 12X4215 1215201 09/30/2034 01999 5.950000800 9,000,000.0000 89,250.01 11/30/2011 12X4215 1215201 09/30/2037 01999 5.950000800 24,200,000.0000 239,983.37 11/30/2011 12X4215 1215201 09/30/2038 01999 5.950000800 10,483,500.0000 103,961.39 11/30/2011 12X4215 1215201 09/30/2040 01999 5.950000800 27,800,000.0000 275,683.37 11/30/2011 12X4215 1215201 09/30/2042 01999 5.950000800 42,850,000.0000 424,929.22 11/30/2011 12X4215 1215201 09/30/2043 01999 5.950000800 2,021,000.0000 20,041.59 11/30/2011 12X4215 1215201 09/30/2033 02000 6.210000000 81,107,100.0000 839,458.49 11/30/2011 12X4215 1215201 09/30/2034 02000 6.210000000 236,600,000.0000 2,448,810.00 11/30/2011 12X4215 1215201 09/30/2035 02000 6.210000000 15,000,000.0000 155,250.00 11/30/2011 12X4215 1215201 09/30/2037 02000 6.210000000 3,000,000.0000 31,050.00 11/30/2011 12X4215 1215201 09/30/2038 02000 6.210000000 8,800,500.0000 91,085.18 11/30/2011 12X4215 1215201 09/30/2040 02000 6.210000000 35,700,000.0000 369,495.00 11/30/2011 12X4215 1215201 09/30/2042 02000 6.210000000 76,050,000.0000 787,117.50 11/30/2011 12X4215 1215201 09/30/2043 02000 6.210000000 2,303,000.0000 23,836.05 11/30/2011 12X4215 1215201 09/30/2034 02001 5.289998400 146,008,600.0000 1,287,308.77 11/30/2011 12X4215 1215201 09/30/2035 02001 5.289998400 236,000,000.0000 2,080,732.70 11/30/2011 12X4215 1215201 09/30/2036 02001 5.289998400 10,000,000.0000 88,166.64 11/30/2011 12X4215 1215201 09/30/2037 02001 5.289998400 13,200,000.0000 116,379.96 11/30/2011 12X4215 1215201 09/30/2038 02001 5.289998400 8,686,000.0000 76,581.54 11/30/2011 12X4215 1215201 09/30/2040 02001 5.289998400 37,800,000.0000 333,269.90 11/30/2011 12X4215 1215201 09/30/2042 02001 5.289998400 55,400,000.0000 488,443.19 11/30/2011 12X4215 1215201 09/30/2043 02001 5.289998400 2,582,000.0000 22,764.63 11/30/2011 12X4215 1215201 09/30/2035 02002 4.849999200 172,122,600.0000 1,391,324.12 11/30/2011 12X4215 1215201 09/30/2036 02002 4.849999200 233,000,000.0000 1,883,416.36 11/30/2011 12X4215 1215201 09/30/2037 02002 4.849999200 52,000,000.0000 420,333.26 11/30/2011 12X4215 1215201 09/30/2038 02002 4.849999200 46,350,100.0000 374,663.25 11/30/2011 12X4215 1215201 09/30/2039 02002 4.849999200 4,000.0000 32.33 11/30/2011 12X4215 1215201 09/30/2040 02002 4.849999200 36,200,000.0000 292,616.62 11/30/2011 12X4215 1215201 09/30/2042 02002 4.849999200 30,370,000.0000 245,490.79 11/30/2011 12X4215 1215201 09/30/2043 02002 4.849999200 10,234,000.0000 82,724.82 11/30/2011 12X4215 1215201 09/30/2044 02002 4.860000000 6,000.0000 48.60 11/30/2011 12X4215 1215201 09/30/2036 02003 4.500000000 189,216,100.0000 1,419,120.75 11/30/2011 12X4215 1215201 09/30/2037 02003 4.500000000 271,000,000.0000 2,032,500.00 11/30/2011 12X4215 1215201 09/30/2038 02003 4.500000000 115,557,000.0000 866,677.50 11/30/2011 12X4215 1215201 09/30/2039 02003 4.500000000 10,675,000.0000 80,062.50 11/30/2011 12X4215 1215201 09/30/2040 02003 4.500000000 25,831,000.0000 193,732.50 11/30/2011 12X4215 1215201 09/30/2041 02003 4.500000000 6,000,000.0000 45,000.00 11/30/2011 12X4215 1215201 09/30/2042 02003 4.500000000 19,900,000.0000 149,250.00 11/30/2011 12X4215 1215201 09/30/2043 02003 4.500000000 3,515,000.0000 26,362.50 11/30/2011 12X4215 1215201 09/30/2037 02004 4.669999200 379,195,200.0000 2,951,402.13 11/30/2011 12X4215 1215201 09/30/2038 02004 4.669999200 330,310,000.0000 2,570,912.39 11/30/2011 12X4215 1215201 09/30/2039 02004 4.669999200 17,413,000.0000 135,531.16 11/30/2011 12X4215 1215201 09/30/2040 02004 4.669999200 50,009,000.0000 389,236.65 11/30/2011 12X4215 1215201 09/30/2041 02004 4.669999200 3,753,000.0000 29,210.84 11/30/2011 12X4215 1215201 09/30/2042 02004 4.669999200 114,750,000.0000 893,137.35 11/30/2011 12X4215 1215201 09/30/2043 02004 4.669999200 4,432,000.0000 34,495.73 11/30/2011 12X4215 1215201 09/30/2038 02005 4.560001200 497,883,100.0000 3,783,912.56 11/30/2011 12X4215 1215201 09/30/2039 02005 4.560001200 278,957,000.0000 2,120,073.76 11/30/2011 12X4215 1215201 09/30/2040 02005 4.560001200 57,158,000.0000 434,400.91 11/30/2011 12X4215 1215201 09/30/2041 02005 4.560001200 3,802,000.0000 28,895.21 11/30/2011 12X4215 1215201 09/30/2042 02005 4.560001200 8,145,000.0000 61,902.02 11/30/2011 12X4215 1215201 09/30/2043 02005 4.560001200 3,895,000.0000 29,602.01 11/30/2011 12X4215 1215201 09/30/2039 02006 4.870000800 674,113,000.0000 5,471,551.42 11/30/2011 12X4215 1215201 09/30/2040 02006 4.870000800 229,682,000.0000 1,864,252.54 11/30/2011 12X4215 1215201 09/30/2041 02006 4.870000800 13,170,000.0000 106,896.52 11/30/2011 12X4215 1215201 09/30/2042 02006 4.870000800 47,654,900.0000 386,799.00 11/30/2011 12X4215 1215201 09/30/2043 02006 4.870000800 4,128,000.0000 33,505.61 11/30/2011 12X4215 1215201 09/30/2040 02007 4.790001600 815,894,000.0000 6,513,555.94 11/30/2011 12X4215 1215201 09/30/2041 02007 4.790001600 166,241,000.0000 1,327,157.76 11/30/2011 12X4215 1215201 09/30/2042 02007 4.790001600 47,218,000.0000 376,957.16 11/30/2011 12X4215 1215201 09/30/2043 02007 4.790001600 4,580,000.0000 36,563.68 11/30/2011 12X4215 1215201 09/30/2044 02007 4.780000800 27,000.0000 215.10 11/30/2011 12X4215 1215201 09/30/2041 02008 4.219999200 811,939,000.0000 5,710,636.55 11/30/2011 12X4215 1215201 09/30/2042 02008 4.219999200 201,621,197.0000 1,418,068.82 11/30/2011 12X4215 1215201 09/30/2043 02008 4.219999200 19,995,000.0000 140,631.47 11/30/2011 12X4215 1215201 09/30/2044 02008 4.219999200 286,000.0000 2,011.53 11/30/2011 12X4215 1215201 09/30/2042 02009 3.629998800 1,068,066,818.0000 6,461,802.11 11/30/2011 12X4215 1215201 09/30/2043 02009 3.629998800 274,331,000.0000 1,659,702.00 11/30/2011 12X4215 1215201 09/30/2044 02009 3.629998800 23,667,000.0000 143,185.30 11/30/2011 12X4215 1215201 09/30/2045 02009 3.629998800 32,000.0000 193.60 11/30/2011 12X4215 1215201 09/30/2043 02010 3.819999600 1,694,508,000.0000 10,788,366.47 11/30/2011 12X4215 1215201 09/30/2044 02010 3.819999600 321,666,000.0000 2,047,939.99 11/30/2011 12X4215 1215201 09/30/2045 02010 3.819999600 3,218,000.0000 20,487.93 11/30/2011 12X4215 1215201 09/30/2044 02011 3.800001600 858,897,000.0000 5,439,683.29 11/30/2011 12X4215 1215201 09/30/2045 02011 3.800001600 92,066,000.0000 583,084.91 11/30/2011 12X4215 1215201 09/30/2045 02012 3.800001600 70,986,000.0000 449,578.19 11/30/2011 ------------------------ ---------------------- 13,720,481,115.0000 109,089,109.30 202 SUB-COHORT 12X4215 1215202 09/30/2021 01992 7.490001600 5,726.0000 71.48 11/30/2011 12X4215 1215202 09/30/2022 01992 7.490001600 20,000.0000 249.67 11/30/2011 12X4215 1215202 09/30/2027 01992 7.490001600 76,700.0000 957.47 11/30/2011 12X4215 1215202 09/30/2029 01992 7.490001600 3,000.0000 37.45 11/30/2011 12X4215 1215202 09/30/2027 01993 6.660000000 41,900.0000 465.09 11/30/2011 12X4215 1215202 09/30/2029 01993 6.660000000 110,000.0000 1,221.00 11/30/2011 12X4215 1215202 09/30/2029 01994 6.819998400 1,011,000.0000 11,491.70 11/30/2011 12X4215 1215202 09/30/2029 01995 7.189999200 1,160,800.0000 13,910.25 11/30/2011 12X4215 1215202 09/30/2030 01995 7.189999200 244,000.0000 2,923.93 11/30/2011 12X4215 1215202 09/30/2029 01996 6.649999200 2,252,000.0000 24,959.66 11/30/2011 12X4215 1215202 09/30/2027 01997 6.670000800 292,400.0000 3,250.51 11/30/2011 12X4215 1215202 09/30/2029 01997 6.670000800 2,450,000.0000 27,235.84 11/30/2011 12X4215 1215202 09/30/2019 01998 5.829998400 101,000.0000 981.38 11/30/2011 12X4215 1215202 09/30/2026 01998 5.829998400 2,123,000.0000 20,628.48 11/30/2011 12X4215 1215202 09/30/2029 01998 5.829998400 1,350,000.0000 13,117.50 11/30/2011 12X4215 1215202 09/30/2031 01998 5.829998400 11,000.0000 106.88 11/30/2011 12X4215 1215202 09/30/2019 01999 5.789998800 43,000.0000 414.95 11/30/2011 12X4215 1215202 09/30/2025 01999 5.789998800 60,000.0000 579.00 11/30/2011 12X4215 1215202 09/30/2026 01999 5.789998800 2,273,000.0000 21,934.45 11/30/2011 12X4215 1215202 09/30/2027 01999 5.789998800 7,000.0000 67.55 11/30/2011 12X4215 1215202 09/30/2029 01999 5.789998800 1,350,000.0000 13,027.50 11/30/2011 12X4215 1215202 09/30/2021 02000 6.239998800 116,000.0000 1,206.40 11/30/2011 12X4215 1215202 09/30/2026 02000 6.239998800 2,974,000.0000 30,929.59 11/30/2011 12X4215 1215202 09/30/2027 02000 6.239998800 300,000.0000 3,120.00 11/30/2011 12X4215 1215202 09/30/2029 02000 6.239998800 1,400,000.0000 14,560.00 11/30/2011 12X4215 1215202 09/30/2022 02001 5.169999600 2,238,800.0000 19,290.99 11/30/2011 12X4215 1215202 09/30/2024 02001 5.169999600 920,000.0000 7,927.33 11/30/2011 12X4215 1215202 09/30/2025 02001 5.169999600 21,400.0000 184.40 11/30/2011 12X4215 1215202 09/30/2026 02001 5.169999600 1,580,000.0000 13,614.33 11/30/2011 12X4215 1215202 09/30/2027 02001 5.169999600 400,000.0000 3,446.67 11/30/2011 12X4215 1215202 09/30/2029 02001 5.169999600 1,650,000.0000 14,217.50 11/30/2011 12X4215 1215202 09/30/2023 02002 4.770000000 2,127,000.0000 16,909.65 11/30/2011 12X4215 1215202 09/30/2024 02002 4.770000000 1,862,000.0000 14,802.90 11/30/2011 12X4215 1215202 09/30/2025 02002 4.770000000 5,900.0000 46.91 11/30/2011 12X4215 1215202 09/30/2026 02002 4.770000000 1,697,400.0000 13,494.33 11/30/2011 12X4215 1215202 09/30/2027 02002 4.770000000 500,000.0000 3,975.00 11/30/2011 12X4215 1215202 09/30/2029 02002 4.770000000 2,400,000.0000 19,080.00 11/30/2011 12X4215 1215202 09/30/2024 02003 4.110001200 5,868,000.0000 40,195.81 11/30/2011 12X4215 1215202 09/30/2025 02003 4.110001200 670,000.0000 4,589.50 11/30/2011 12X4215 1215202 09/30/2026 02003 4.110001200 703,000.0000 4,815.55 11/30/2011 12X4215 1215202 09/30/2027 02003 4.110001200 500,000.0000 3,425.00 11/30/2011 12X4215 1215202 09/30/2029 02003 4.110001200 2,400,000.0000 16,440.00 11/30/2011 12X4215 1215202 09/30/2024 02004 4.309999200 3,835,000.0000 27,548.08 11/30/2011 12X4215 1215202 09/30/2025 02004 4.309999200 3,560,000.0000 25,572.66 11/30/2011 12X4215 1215202 09/30/2026 02004 4.309999200 1,006,000.0000 7,226.43 11/30/2011 12X4215 1215202 09/30/2027 02004 4.309999200 500,000.0000 3,591.67 11/30/2011 12X4215 1215202 09/30/2029 02004 4.309999200 3,250,000.0000 23,345.83 11/30/2011 12X4215 1215202 09/30/2025 02005 4.330000800 6,912,900.0000 49,888.10 11/30/2011 12X4215 1215202 09/30/2026 02005 4.330000800 4,005,000.0000 28,902.76 11/30/2011 12X4215 1215202 09/30/2027 02005 4.330000800 773,000.0000 5,578.48 11/30/2011 12X4215 1215202 09/30/2028 02005 4.330000800 15,000.0000 108.25 11/30/2011 12X4215 1215202 09/30/2029 02005 4.330000800 3,550,000.0000 25,619.17 11/30/2011 12X4215 1215202 09/30/2026 02006 4.820000400 7,261,400.0000 58,333.25 11/30/2011 12X4215 1215202 09/30/2027 02006 4.820000400 3,101,000.0000 24,911.37 11/30/2011 12X4215 1215202 09/30/2029 02006 4.820000400 6,275,000.0000 50,409.17 11/30/2011 12X4215 1215202 09/30/2027 02007 4.700001600 6,517,000.0000 51,049.85 11/30/2011 12X4215 1215202 09/30/2028 02007 4.700001600 1,078,000.0000 8,444.34 11/30/2011 12X4215 1215202 09/30/2029 02007 4.700001600 11,439,000.0000 89,605.53 11/30/2011 12X4215 1215202 09/30/2030 02007 4.700001600 20,000.0000 156.67 11/30/2011 12X4215 1215202 09/30/2028 02008 3.849998400 9,634,000.0000 61,818.14 11/30/2011 12X4215 1215202 09/30/2029 02008 3.849998400 6,108,442.0000 39,195.82 11/30/2011 12X4215 1215202 09/30/2030 02008 3.849998400 2,265,000.0000 14,533.74 11/30/2011 12X4215 1215202 09/30/2031 02008 3.849998400 477,000.0000 3,060.75 11/30/2011 12X4215 1215202 09/30/2029 02009 3.120001200 12,792,000.0000 66,518.43 11/30/2011 12X4215 1215202 09/30/2030 02009 3.120001200 3,996,000.0000 20,779.21 11/30/2011 12X4215 1215202 09/30/2031 02009 3.120001200 1,351,000.0000 7,025.20 11/30/2011 12X4215 1215202 09/30/2032 02009 3.120001200 6,000.0000 31.20 11/30/2011 12X4215 1215202 09/30/2030 02010 3.200000400 18,161,800.0000 96,862.95 11/30/2011 12X4215 1215202 09/30/2031 02010 3.200000400 3,096,000.0000 16,512.00 11/30/2011 12X4215 1215202 09/30/2032 02010 3.200000400 23,000.0000 122.67 11/30/2011 12X4215 1215202 09/30/2031 02011 3.200000400 14,752,000.0000 78,677.34 11/30/2011 12X4215 1215202 09/30/2032 02011 3.200000400 1,552,000.0000 8,277.33 11/30/2011 ------------------------ ---------------------- 182,631,568.0000 1,297,609.99 203 SUB-COHORT 12X4215 1215203 09/30/2042 01992 7.570000800 25,119,000.0000 316,918.08 11/30/2011 12X4215 1215203 09/30/2044 01992 7.570000800 1,963,000.0000 24,766.52 11/30/2011 12X4215 1215203 09/30/2042 01993 6.660000000 25,961,000.0000 288,167.10 11/30/2011 12X4215 1215203 09/30/2043 01993 6.660000000 220,000.0000 2,442.00 11/30/2011 12X4215 1215203 09/30/2044 01993 6.660000000 2,079,000.0000 23,076.90 11/30/2011 12X4215 1215203 09/30/2042 01994 6.789999600 23,611,000.0000 267,197.80 11/30/2011 12X4215 1215203 09/30/2043 01994 6.789999600 198,000.0000 2,240.70 11/30/2011 12X4215 1215203 09/30/2044 01994 6.789999600 18,000.0000 203.70 11/30/2011 12X4215 1215203 09/30/2043 01997 6.660000000 3,780,000.0000 41,958.00 11/30/2011 12X4215 1215203 09/30/2044 01997 6.660000000 188,000.0000 2,086.80 11/30/2011 12X4215 1215203 09/30/2031 01998 5.979999600 184,000.0000 1,833.87 11/30/2011 12X4215 1215203 09/30/2032 01998 5.979999600 963,000.0000 9,597.90 11/30/2011 12X4215 1215203 09/30/2038 01998 5.979999600 2,700.0000 26.91 11/30/2011 12X4215 1215203 09/30/2042 01998 5.979999600 4,050,000.0000 40,365.00 11/30/2011 12X4215 1215203 09/30/2043 01998 5.979999600 6,000.0000 59.80 11/30/2011 12X4215 1215203 09/30/2044 01998 5.979999600 127,000.0000 1,265.77 11/30/2011 12X4215 1215203 09/30/2042 01999 5.810000400 3,972,000.0000 38,462.20 11/30/2011 12X4215 1215203 09/30/2043 01999 5.810000400 674,000.0000 6,526.57 11/30/2011 12X4215 1215203 09/30/2044 01999 5.810000400 34,000.0000 329.23 11/30/2011 12X4215 1215203 09/30/2033 02000 6.350000400 1,623,000.0000 17,176.75 11/30/2011 12X4215 1215203 09/30/2042 02000 6.350000400 627,000.0000 6,635.75 11/30/2011 12X4215 1215203 09/30/2043 02000 6.350000400 118,000.0000 1,248.83 11/30/2011 12X4215 1215203 09/30/2044 02000 6.350000400 49,000.0000 518.58 11/30/2011 12X4215 1215203 09/30/2042 02001 4.730000400 263,000.0000 2,073.32 11/30/2011 12X4215 1215203 09/30/2042 02002 4.939999200 248,000.0000 2,041.87 11/30/2011 12X4215 1215203 09/30/2044 02002 4.939999200 40,000.0000 329.33 11/30/2011 12X4215 1215203 09/30/2036 02003 4.100000400 95,000.0000 649.17 11/30/2011 12X4215 1215203 09/30/2042 02003 4.100000400 105,000.0000 717.50 11/30/2011 12X4215 1215203 09/30/2037 02004 3.949999200 207,000.0000 1,362.75 11/30/2011 12X4215 1215203 09/30/2042 02004 3.949999200 72,000.0000 474.00 11/30/2011 12X4215 1215203 09/30/2038 02005 3.880000800 28,000.0000 181.07 11/30/2011 12X4215 1215203 09/30/2042 02005 3.880000800 220,000.0000 1,422.67 11/30/2011 12X4215 1215203 09/30/2039 02006 4.839998400 194,000.0000 1,564.93 11/30/2011 12X4215 1215203 09/30/2042 02006 4.839998400 55,000.0000 443.67 11/30/2011 12X4215 1215203 09/30/2044 02006 4.839998400 5,000.0000 40.33 11/30/2011 12X4215 1215203 09/30/2040 02007 4.880001600 124,000.0000 1,008.53 11/30/2011 12X4215 1215203 09/30/2042 02007 4.880001600 37,000.0000 300.93 11/30/2011 12X4215 1215203 09/30/2043 02007 4.880001600 9,200.0000 74.83 11/30/2011 12X4215 1215203 09/30/2041 02008 3.489998400 131,000.0000 761.98 11/30/2011 12X4215 1215203 09/30/2042 02008 3.489998400 42,000.0000 244.30 11/30/2011 12X4215 1215203 09/30/2042 02009 3.089998800 432,900.0000 2,229.43 11/30/2011 12X4215 1215203 09/30/2043 02009 3.089998800 127,600.0000 657.14 11/30/2011 12X4215 1215203 09/30/2044 02009 3.089998800 116,600.0000 600.49 11/30/2011 12X4215 1215203 09/30/2043 02010 3.610000800 1,153,800.0000 6,942.03 11/30/2011 12X4215 1215203 09/30/2044 02011 3.610000800 790,500.0000 4,756.18 11/30/2011 ------------------------ ---------------------- 100,063,300.0000 1,121,981.21 206 SUB-COHORT 12X4215 1215206 09/30/2028 01992 6.919999200 285,000.0000 3,287.00 11/30/2011 12X4215 1215206 09/30/2029 01992 6.919999200 1,800,000.0000 20,760.00 11/30/2011 12X4215 1215206 09/30/2035 01992 6.919999200 1,600,000.0000 18,453.33 11/30/2011 12X4215 1215206 09/30/2037 01992 6.919999200 39,000.0000 449.80 11/30/2011 12X4215 1215206 09/30/2038 01992 6.919999200 360,000.0000 4,152.00 11/30/2011 12X4215 1215206 09/30/2042 01992 6.919999200 781,000.0000 9,007.53 11/30/2011 12X4215 1215206 09/30/2044 01992 6.919999200 51,000.0000 588.20 11/30/2011 12X4215 1215206 09/30/2028 01993 7.049998800 607,000.0000 7,132.25 11/30/2011 12X4215 1215206 09/30/2029 01993 7.049998800 1,993,000.0000 23,417.75 11/30/2011 12X4215 1215206 09/30/2030 01993 7.049998800 1,300,000.0000 15,275.00 11/30/2011 12X4215 1215206 09/30/2038 01993 7.049998800 488,000.0000 5,734.00 11/30/2011 12X4215 1215206 09/30/2042 01993 7.049998800 1,300,000.0000 15,275.00 11/30/2011 12X4215 1215206 09/30/2044 01993 7.049998800 21,000.0000 246.75 11/30/2011 12X4215 1215206 09/30/2043 01994 6.990001200 5,291,200.0000 61,642.49 11/30/2011 12X4215 1215206 09/30/2044 01994 6.990001200 71,000.0000 827.15 11/30/2011 12X4215 1215206 09/30/2029 01995 6.950001600 172,000.0000 1,992.33 11/30/2011 12X4215 1215206 09/30/2030 01995 6.950001600 2,000,000.0000 23,166.67 11/30/2011 12X4215 1215206 09/30/2033 01995 6.950001600 1,200,000.0000 13,900.00 11/30/2011 12X4215 1215206 09/30/2035 01995 6.950001600 310,000.0000 3,590.83 11/30/2011 12X4215 1215206 09/30/2038 01995 6.950001600 195,000.0000 2,258.75 11/30/2011 12X4215 1215206 09/30/2042 01995 6.950001600 1,600,000.0000 18,533.34 11/30/2011 12X4215 1215206 09/30/2031 01996 6.419998800 6,000.0000 64.20 11/30/2011 12X4215 1215206 09/30/2032 01996 6.419998800 2,000,000.0000 21,400.00 11/30/2011 12X4215 1215206 09/30/2034 01996 6.419998800 50,000.0000 535.00 11/30/2011 12X4215 1215206 09/30/2035 01996 6.419998800 400,000.0000 4,280.00 11/30/2011 12X4215 1215206 09/30/2038 01996 6.419998800 437,000.0000 4,675.90 11/30/2011 12X4215 1215206 09/30/2042 01996 6.419998800 2,550,000.0000 27,284.99 11/30/2011 12X4215 1215206 09/30/2031 01997 6.040000800 1,503,800.0000 15,138.26 11/30/2011 12X4215 1215206 09/30/2032 01997 6.040000800 1,000,000.0000 10,066.67 11/30/2011 12X4215 1215206 09/30/2033 01997 6.040000800 700,000.0000 7,046.67 11/30/2011 12X4215 1215206 09/30/2035 01997 6.040000800 400,000.0000 4,026.67 11/30/2011 12X4215 1215206 09/30/2038 01997 6.040000800 317,000.0000 3,191.13 11/30/2011 12X4215 1215206 09/30/2042 01997 6.040000800 2,100,000.0000 21,140.00 11/30/2011 12X4215 1215206 09/30/2032 01998 5.979999600 1,859,600.0000 18,534.01 11/30/2011 12X4215 1215206 09/30/2033 01998 5.979999600 800,000.0000 7,973.33 11/30/2011 12X4215 1215206 09/30/2035 01998 5.979999600 1,000,000.0000 9,966.67 11/30/2011 12X4215 1215206 09/30/2038 01998 5.979999600 257,000.0000 2,561.43 11/30/2011 12X4215 1215206 09/30/2040 01998 5.979999600 827,000.0000 8,242.43 11/30/2011 12X4215 1215206 09/30/2042 01998 5.979999600 706,000.0000 7,036.47 11/30/2011 12X4215 1215206 09/30/2043 01998 5.979999600 782,000.0000 7,793.93 11/30/2011 12X4215 1215206 09/30/2044 01998 5.979999600 797,000.0000 7,943.43 11/30/2011 12X4215 1215206 09/30/2035 01999 5.690001600 1,753,000.0000 16,624.29 11/30/2011 12X4215 1215206 09/30/2036 01999 5.690001600 1,000,000.0000 9,483.34 11/30/2011 12X4215 1215206 09/30/2037 01999 5.690001600 3,400,000.0000 32,243.34 11/30/2011 12X4215 1215206 09/30/2038 01999 5.690001600 755,000.0000 7,159.92 11/30/2011 12X4215 1215206 09/30/2040 01999 5.690001600 400,000.0000 3,793.33 11/30/2011 12X4215 1215206 09/30/2042 01999 5.690001600 1,250,000.0000 11,854.17 11/30/2011 12X4215 1215206 09/30/2035 02000 5.349999600 2,036,000.0000 18,154.33 11/30/2011 12X4215 1215206 09/30/2036 02000 5.349999600 3,700,000.0000 32,991.66 11/30/2011 12X4215 1215206 09/30/2037 02000 5.349999600 2,616,000.0000 23,326.00 11/30/2011 12X4215 1215206 09/30/2038 02000 5.349999600 628,000.0000 5,599.67 11/30/2011 12X4215 1215206 09/30/2039 02000 5.349999600 2,071,000.0000 18,466.42 11/30/2011 12X4215 1215206 09/30/2042 02000 5.349999600 2,450,000.0000 21,845.83 11/30/2011 12X4215 1215206 09/30/2037 02001 4.989999600 5,038,000.0000 41,899.36 11/30/2011 12X4215 1215206 09/30/2038 02001 4.989999600 2,748,000.0000 22,854.20 11/30/2011 12X4215 1215206 09/30/2039 02001 4.989999600 1,593,000.0000 13,248.45 11/30/2011 12X4215 1215206 09/30/2040 02001 4.989999600 388,000.0000 3,226.87 11/30/2011 12X4215 1215206 09/30/2041 02001 4.989999600 148,000.0000 1,230.87 11/30/2011 12X4215 1215206 09/30/2042 02001 4.989999600 3,287,000.0000 27,336.88 11/30/2011 12X4215 1215206 09/30/2043 02001 4.989999600 1,370,000.0000 11,393.83 11/30/2011 12X4215 1215206 09/30/2044 02001 4.989999600 748,000.0000 6,220.87 11/30/2011 12X4215 1215206 09/30/2037 02002 4.799998800 2,583,000.0000 20,663.99 11/30/2011 12X4215 1215206 09/30/2038 02002 4.799998800 7,200,000.0000 57,599.99 11/30/2011 12X4215 1215206 09/30/2039 02002 4.799998800 1,572,000.0000 12,576.00 11/30/2011 12X4215 1215206 09/30/2040 02002 4.799998800 1,812,000.0000 14,496.00 11/30/2011 12X4215 1215206 09/30/2041 02002 4.799998800 105,000.0000 840.00 11/30/2011 12X4215 1215206 09/30/2042 02002 4.799998800 2,950,000.0000 23,599.99 11/30/2011 12X4215 1215206 09/30/2043 02002 4.799998800 942,000.0000 7,536.00 11/30/2011 12X4215 1215206 09/30/2044 02002 4.799998800 1,497,000.0000 11,976.00 11/30/2011 12X4215 1215206 09/30/2045 02002 4.799998800 1,054,000.0000 8,432.00 11/30/2011 12X4215 1215206 09/30/2038 02003 4.770000000 938,000.0000 7,457.10 11/30/2011 12X4215 1215206 09/30/2039 02003 4.770000000 4,394,000.0000 34,932.30 11/30/2011 12X4215 1215206 09/30/2040 02003 4.770000000 1,085,000.0000 8,625.75 11/30/2011 12X4215 1215206 09/30/2041 02003 4.770000000 5,590,000.0000 44,440.50 11/30/2011 12X4215 1215206 09/30/2042 02003 4.770000000 7,405,200.0000 58,871.34 11/30/2011 12X4215 1215206 09/30/2043 02003 4.770000000 1,036,000.0000 8,236.20 11/30/2011 12X4215 1215206 09/30/2044 02003 4.770000000 2,760,000.0000 21,942.00 11/30/2011 12X4215 1215206 09/30/2045 02003 4.770000000 111,000.0000 882.45 11/30/2011 12X4215 1215206 09/30/2039 02004 4.529998800 1,323,000.0000 9,988.65 11/30/2011 12X4215 1215206 09/30/2040 02004 4.529998800 6,584,000.0000 49,709.19 11/30/2011 12X4215 1215206 09/30/2041 02004 4.529998800 1,165,000.0000 8,795.75 11/30/2011 12X4215 1215206 09/30/2042 02004 4.529998800 5,043,000.0000 38,074.64 11/30/2011 12X4215 1215206 09/30/2043 02004 4.529998800 1,126,000.0000 8,501.30 11/30/2011 12X4215 1215206 09/30/2040 02005 4.600000800 3,448,300.0000 26,436.97 11/30/2011 12X4215 1215206 09/30/2041 02005 4.600000800 4,534,000.0000 34,760.67 11/30/2011 12X4215 1215206 09/30/2042 02005 4.600000800 3,033,000.0000 23,253.00 11/30/2011 12X4215 1215206 09/30/2043 02005 4.600000800 1,950,000.0000 14,950.00 11/30/2011 12X4215 1215206 09/30/2044 02005 4.600000800 610,000.0000 4,676.67 11/30/2011 12X4215 1215206 09/30/2045 02005 4.600000800 19,000.0000 145.67 11/30/2011 12X4215 1215206 09/30/2040 02006 4.680000000 414,700.0000 3,234.66 11/30/2011 12X4215 1215206 09/30/2041 02006 4.680000000 2,027,000.0000 15,810.60 11/30/2011 12X4215 1215206 09/30/2042 02006 4.680000000 1,482,000.0000 11,559.60 11/30/2011 12X4215 1215206 09/30/2043 02006 4.680000000 2,763,000.0000 21,551.40 11/30/2011 12X4215 1215206 09/30/2044 02006 4.680000000 780,000.0000 6,084.00 11/30/2011 12X4215 1215206 09/30/2042 02007 4.759999200 846,300.0000 6,713.98 11/30/2011 12X4215 1215206 09/30/2043 02007 4.759999200 7,216,000.0000 57,246.92 11/30/2011 12X4215 1215206 09/30/2044 02007 4.759999200 4,346,700.0000 34,483.81 11/30/2011 12X4215 1215206 09/30/2042 02008 5.100001200 378,700.0000 3,218.95 11/30/2011 12X4215 1215206 09/30/2043 02008 5.100001200 254,500.0000 2,163.25 11/30/2011 12X4215 1215206 09/30/2044 02008 5.100001200 6,807,500.0000 57,863.76 11/30/2011 12X4215 1215206 09/30/2045 02008 5.100001200 321,000.0000 2,728.50 11/30/2011 12X4215 1215206 09/30/2042 02009 4.790001600 468,000.0000 3,736.20 11/30/2011 12X4215 1215206 09/30/2043 02009 4.790001600 2,314,000.0000 18,473.44 11/30/2011 12X4215 1215206 09/30/2044 02009 4.790001600 3,703,100.0000 29,563.09 11/30/2011 12X4215 1215206 09/30/2045 02009 4.790001600 358,000.0000 2,858.03 11/30/2011 12X4215 1215206 09/30/2043 02010 2.980000800 1,279,900.0000 6,356.84 11/30/2011 12X4215 1215206 09/30/2044 02010 2.980000800 621,000.0000 3,084.30 11/30/2011 12X4215 1215206 09/30/2045 02010 2.980000800 296,000.0000 1,470.13 11/30/2011 12X4215 1215206 09/30/2044 02011 2.980000800 646,000.0000 3,208.47 11/30/2011 12X4215 1215206 09/30/2045 02012 2.980000800 96,000.0000 476.80 11/30/2011 ------------------------ ---------------------- 186,624,500.0000 1,621,831.84 207 SUB-COHORT 12X4215 1215207 09/30/2043 01992 6.819998400 46,396,000.0000 527,367.74 11/30/2011 12X4215 1215207 09/30/2044 01992 6.819998400 78,100,000.0000 887,736.46 11/30/2011 12X4215 1215207 09/30/2045 01992 6.819998400 3,000,000.0000 34,099.99 11/30/2011 12X4215 1215207 09/30/2052 01992 6.819998400 31,000,000.0000 352,366.58 11/30/2011 12X4215 1215207 09/30/2056 01992 6.819998400 12,945,000.0000 147,141.47 11/30/2011 12X4215 1215207 09/30/2057 01992 6.819998400 10,000,000.0000 113,666.64 11/30/2011 12X4215 1215207 09/30/2058 01992 6.819998400 122,000.0000 1,386.73 11/30/2011 12X4215 1215207 09/30/2059 01992 6.819998400 1,250,000.0000 14,208.33 11/30/2011 12X4215 1215207 09/30/2060 01992 6.819998400 9,700,000.0000 110,256.64 11/30/2011 12X4215 1215207 09/30/2061 01992 6.819998400 2,628,000.0000 29,871.59 11/30/2011 12X4215 1215207 09/30/2044 01993 6.890000400 66,986,000.0000 769,222.61 11/30/2011 12X4215 1215207 09/30/2045 01993 6.890000400 54,000,000.0000 620,100.04 11/30/2011 12X4215 1215207 09/30/2052 01993 6.890000400 34,000,000.0000 390,433.36 11/30/2011 12X4215 1215207 09/30/2056 01993 6.890000400 12,513,000.0000 143,690.96 11/30/2011 12X4215 1215207 09/30/2057 01993 6.890000400 9,200,000.0000 105,646.67 11/30/2011 12X4215 1215207 09/30/2058 01993 6.890000400 10,345,000.0000 118,795.09 11/30/2011 12X4215 1215207 09/30/2059 01993 6.890000400 4,750,000.0000 54,545.84 11/30/2011 12X4215 1215207 09/30/2060 01993 6.890000400 3,462,000.0000 39,755.30 11/30/2011 12X4215 1215207 09/30/2061 01993 6.890000400 1,160,000.0000 13,320.67 11/30/2011 12X4215 1215207 09/30/2045 01994 7.089998400 19,024,000.0000 224,800.22 11/30/2011 12X4215 1215207 09/30/2046 01994 7.089998400 64,000,000.0000 756,266.50 11/30/2011 12X4215 1215207 09/30/2052 01994 7.089998400 29,000,000.0000 342,683.26 11/30/2011 12X4215 1215207 09/30/2055 01994 7.089998400 16,510,000.0000 195,093.12 11/30/2011 12X4215 1215207 09/30/2056 01994 7.089998400 9,570,000.0000 113,085.47 11/30/2011 12X4215 1215207 09/30/2057 01994 7.089998400 12,200,000.0000 144,163.30 11/30/2011 12X4215 1215207 09/30/2058 01994 7.089998400 12,651,000.0000 149,492.62 11/30/2011 12X4215 1215207 09/30/2059 01994 7.089998400 7,600,000.0000 89,806.65 11/30/2011 12X4215 1215207 09/30/2060 01994 7.089998400 2,589,000.0000 30,593.34 11/30/2011 12X4215 1215207 09/30/2061 01994 7.089998400 755,000.0000 8,921.58 11/30/2011 12X4215 1215207 09/30/2046 01995 6.710000400 36,789,000.0000 411,423.67 11/30/2011 12X4215 1215207 09/30/2048 01995 6.710000400 2,000,000.0000 22,366.67 11/30/2011 12X4215 1215207 09/30/2050 01995 6.710000400 1,000,000.0000 11,183.33 11/30/2011 12X4215 1215207 09/30/2052 01995 6.710000400 14,000,000.0000 156,566.68 11/30/2011 12X4215 1215207 09/30/2055 01995 6.710000400 1,069,000.0000 11,954.98 11/30/2011 12X4215 1215207 09/30/2056 01995 6.710000400 6,695,000.0000 74,872.42 11/30/2011 12X4215 1215207 09/30/2057 01995 6.710000400 2,200,000.0000 24,603.33 11/30/2011 12X4215 1215207 09/30/2058 01995 6.710000400 63,000.0000 704.55 11/30/2011 12X4215 1215207 09/30/2059 01995 6.710000400 901,000.0000 10,076.18 11/30/2011 12X4215 1215207 09/30/2060 01995 6.710000400 3,298,000.0000 36,882.64 11/30/2011 12X4215 1215207 09/30/2061 01995 6.710000400 509,000.0000 5,692.32 11/30/2011 12X4215 1215207 09/30/2047 01996 6.459998400 3,267,000.0000 35,174.69 11/30/2011 12X4215 1215207 09/30/2048 01996 6.459998400 29,000,000.0000 312,233.26 11/30/2011 12X4215 1215207 09/30/2052 01996 6.459998400 9,000,000.0000 96,899.98 11/30/2011 12X4215 1215207 09/30/2055 01996 6.459998400 667,600.0000 7,187.82 11/30/2011 12X4215 1215207 09/30/2056 01996 6.459998400 5,122,000.0000 55,146.85 11/30/2011 12X4215 1215207 09/30/2057 01996 6.459998400 3,700,000.0000 39,836.66 11/30/2011 12X4215 1215207 09/30/2058 01996 6.459998400 19,000.0000 204.57 11/30/2011 12X4215 1215207 09/30/2059 01996 6.459998400 61,000.0000 656.77 11/30/2011 12X4215 1215207 09/30/2060 01996 6.459998400 5,851,000.0000 62,995.75 11/30/2011 12X4215 1215207 09/30/2061 01996 6.459998400 162,000.0000 1,744.20 11/30/2011 12X4215 1215207 09/30/2048 01997 5.950000800 16,187,000.0000 160,521.10 11/30/2011 12X4215 1215207 09/30/2049 01997 5.950000800 17,000,000.0000 168,583.36 11/30/2011 12X4215 1215207 09/30/2050 01997 5.950000800 1,000,000.0000 9,916.67 11/30/2011 12X4215 1215207 09/30/2051 01997 5.950000800 1,000,000.0000 9,916.67 11/30/2011 12X4215 1215207 09/30/2052 01997 5.950000800 14,000,000.0000 138,833.35 11/30/2011 12X4215 1215207 09/30/2055 01997 5.950000800 1,557,500.0000 15,445.21 11/30/2011 12X4215 1215207 09/30/2056 01997 5.950000800 5,215,000.0000 51,715.42 11/30/2011 12X4215 1215207 09/30/2057 01997 5.950000800 3,600,000.0000 35,700.00 11/30/2011 12X4215 1215207 09/30/2058 01997 5.950000800 651,000.0000 6,455.75 11/30/2011 12X4215 1215207 09/30/2059 01997 5.950000800 606,000.0000 6,009.50 11/30/2011 12X4215 1215207 09/30/2061 01997 5.950000800 348,000.0000 3,451.00 11/30/2011 12X4215 1215207 09/30/2049 01998 5.870001600 23,565,000.0000 230,544.31 11/30/2011 12X4215 1215207 09/30/2050 01998 5.870001600 19,000,000.0000 185,883.38 11/30/2011 12X4215 1215207 09/30/2051 01998 5.870001600 3,000,000.0000 29,350.01 11/30/2011 12X4215 1215207 09/30/2052 01998 5.870001600 6,000,000.0000 58,700.02 11/30/2011 12X4215 1215207 09/30/2053 01998 5.870001600 13,000,000.0000 127,183.37 11/30/2011 12X4215 1215207 09/30/2055 01998 5.870001600 2,342,000.0000 22,912.57 11/30/2011 12X4215 1215207 09/30/2056 01998 5.870001600 591,000.0000 5,781.95 11/30/2011 12X4215 1215207 09/30/2057 01998 5.870001600 4,500,000.0000 44,025.01 11/30/2011 12X4215 1215207 09/30/2058 01998 5.870001600 735,000.0000 7,190.75 11/30/2011 12X4215 1215207 09/30/2059 01998 5.870001600 1,250,000.0000 12,229.17 11/30/2011 12X4215 1215207 09/30/2060 01998 5.870001600 5,923,000.0000 57,946.70 11/30/2011 12X4215 1215207 09/30/2061 01998 5.870001600 949,000.0000 9,284.39 11/30/2011 12X4215 1215207 09/30/2050 01999 5.839999200 22,761,000.0000 221,540.37 11/30/2011 12X4215 1215207 09/30/2051 01999 5.839999200 13,000,000.0000 126,533.32 11/30/2011 12X4215 1215207 09/30/2052 01999 5.839999200 8,000,000.0000 77,866.66 11/30/2011 12X4215 1215207 09/30/2053 01999 5.839999200 4,200,000.0000 40,879.99 11/30/2011 12X4215 1215207 09/30/2055 01999 5.839999200 2,898,200.0000 28,209.14 11/30/2011 12X4215 1215207 09/30/2056 01999 5.839999200 1,455,000.0000 14,162.00 11/30/2011 12X4215 1215207 09/30/2057 01999 5.839999200 4,023,000.0000 39,157.19 11/30/2011 12X4215 1215207 09/30/2058 01999 5.839999200 1,546,000.0000 15,047.73 11/30/2011 12X4215 1215207 09/30/2059 01999 5.839999200 2,154,000.0000 20,965.60 11/30/2011 12X4215 1215207 09/30/2060 01999 5.839999200 1,429,000.0000 13,908.93 11/30/2011 12X4215 1215207 09/30/2061 01999 5.839999200 921,000.0000 8,964.40 11/30/2011 12X4215 1215207 09/30/2051 02000 5.590000800 13,930,000.0000 129,781.19 11/30/2011 12X4215 1215207 09/30/2052 02000 5.590000800 24,000,000.0000 223,600.03 11/30/2011 12X4215 1215207 09/30/2053 02000 5.590000800 9,000,000.0000 83,850.01 11/30/2011 12X4215 1215207 09/30/2055 02000 5.590000800 1,420,000.0000 13,229.67 11/30/2011 12X4215 1215207 09/30/2056 02000 5.590000800 2,754,000.0000 25,658.10 11/30/2011 12X4215 1215207 09/30/2057 02000 5.590000800 3,447,000.0000 32,114.55 11/30/2011 12X4215 1215207 09/30/2058 02000 5.590000800 1,053,000.0000 9,810.45 11/30/2011 12X4215 1215207 09/30/2059 02000 5.590000800 4,950,000.0000 46,117.51 11/30/2011 12X4215 1215207 09/30/2060 02000 5.590000800 1,021,000.0000 9,512.32 11/30/2011 12X4215 1215207 09/30/2061 02000 5.590000800 1,174,000.0000 10,937.77 11/30/2011 12X4215 1215207 09/30/2052 02001 5.330001600 16,224,000.0000 144,123.24 11/30/2011 12X4215 1215207 09/30/2053 02001 5.330001600 27,300,000.0000 242,515.07 11/30/2011 12X4215 1215207 09/30/2055 02001 5.330001600 5,969,000.0000 53,024.63 11/30/2011 12X4215 1215207 09/30/2056 02001 5.330001600 2,953,000.0000 26,232.49 11/30/2011 12X4215 1215207 09/30/2057 02001 5.330001600 2,629,500.0000 23,358.73 11/30/2011 12X4215 1215207 09/30/2058 02001 5.330001600 6,917,000.0000 61,446.04 11/30/2011 12X4215 1215207 09/30/2059 02001 5.330001600 1,781,000.0000 15,821.22 11/30/2011 12X4215 1215207 09/30/2060 02001 5.330001600 2,187,000.0000 19,427.86 11/30/2011 12X4215 1215207 09/30/2061 02001 5.330001600 1,770,000.0000 15,723.50 11/30/2011 12X4215 1215207 09/30/2062 02001 5.330001600 356,000.0000 3,162.47 11/30/2011 12X4215 1215207 09/30/2053 02002 5.050000800 33,561,000.0000 282,471.79 11/30/2011 12X4215 1215207 09/30/2055 02002 5.050000800 12,000,000.0000 101,000.02 11/30/2011 12X4215 1215207 09/30/2056 02002 5.050000800 4,665,000.0000 39,263.76 11/30/2011 12X4215 1215207 09/30/2057 02002 5.050000800 6,254,000.0000 52,637.84 11/30/2011 12X4215 1215207 09/30/2058 02002 5.050000800 4,791,000.0000 40,324.26 11/30/2011 12X4215 1215207 09/30/2059 02002 5.050000800 890,000.0000 7,490.83 11/30/2011 12X4215 1215207 09/30/2060 02002 5.050000800 5,139,000.0000 43,253.26 11/30/2011 12X4215 1215207 09/30/2061 02002 5.050000800 2,095,000.0000 17,632.92 11/30/2011 12X4215 1215207 09/30/2053 02003 4.960000800 16,720,000.0000 138,218.69 11/30/2011 12X4215 1215207 09/30/2055 02003 4.960000800 17,800,000.0000 147,146.69 11/30/2011 12X4215 1215207 09/30/2056 02003 4.960000800 9,498,000.0000 78,516.81 11/30/2011 12X4215 1215207 09/30/2057 02003 4.960000800 3,626,000.0000 29,974.94 11/30/2011 12X4215 1215207 09/30/2058 02003 4.960000800 3,228,000.0000 26,684.80 11/30/2011 12X4215 1215207 09/30/2059 02003 4.960000800 7,756,000.0000 64,116.28 11/30/2011 12X4215 1215207 09/30/2060 02003 4.960000800 7,108,000.0000 58,759.48 11/30/2011 12X4215 1215207 09/30/2061 02003 4.960000800 910,000.0000 7,522.67 11/30/2011 12X4215 1215207 09/30/2062 02003 4.960000800 554,000.0000 4,579.73 11/30/2011 12X4215 1215207 09/30/2055 02004 4.860000000 15,343,000.0000 124,278.30 11/30/2011 12X4215 1215207 09/30/2056 02004 4.860000000 16,995,000.0000 137,659.50 11/30/2011 12X4215 1215207 09/30/2057 02004 4.860000000 15,297,000.0000 123,905.70 11/30/2011 12X4215 1215207 09/30/2058 02004 4.860000000 3,794,000.0000 30,731.40 11/30/2011 12X4215 1215207 09/30/2059 02004 4.860000000 6,631,111.0000 53,712.00 11/30/2011 12X4215 1215207 09/30/2060 02004 4.860000000 2,760,000.0000 22,356.00 11/30/2011 12X4215 1215207 09/30/2061 02004 4.860000000 1,566,000.0000 12,684.60 11/30/2011 12X4215 1215207 09/30/2062 02004 4.860000000 37,000.0000 299.70 11/30/2011 12X4215 1215207 09/30/2056 02005 4.849999200 11,838,000.0000 95,690.48 11/30/2011 12X4215 1215207 09/30/2057 02005 4.849999200 14,206,000.0000 114,831.81 11/30/2011 12X4215 1215207 09/30/2058 02005 4.849999200 13,856,000.0000 112,002.65 11/30/2011 12X4215 1215207 09/30/2059 02005 4.849999200 6,914,000.0000 55,888.16 11/30/2011 12X4215 1215207 09/30/2060 02005 4.849999200 3,158,000.0000 25,527.16 11/30/2011 12X4215 1215207 09/30/2061 02005 4.849999200 1,067,000.0000 8,624.92 11/30/2011 12X4215 1215207 09/30/2062 02005 4.849999200 20,000.0000 161.67 11/30/2011 12X4215 1215207 09/30/2057 02006 4.610001600 7,953,400.0000 61,108.64 11/30/2011 12X4215 1215207 09/30/2058 02006 4.610001600 13,388,000.0000 102,864.50 11/30/2011 12X4215 1215207 09/30/2059 02006 4.610001600 13,287,681.0000 102,093.72 11/30/2011 12X4215 1215207 09/30/2060 02006 4.610001600 8,638,000.0000 66,368.66 11/30/2011 12X4215 1215207 09/30/2061 02006 4.610001600 11,126,000.0000 85,484.80 11/30/2011 12X4215 1215207 09/30/2062 02006 4.610001600 76,000.0000 583.93 11/30/2011 12X4215 1215207 09/30/2057 02007 4.460000400 1,833,000.0000 13,625.30 11/30/2011 12X4215 1215207 09/30/2058 02007 4.460000400 11,643,000.0000 86,546.31 11/30/2011 12X4215 1215207 09/30/2059 02007 4.460000400 21,033,000.0000 156,345.31 11/30/2011 12X4215 1215207 09/30/2060 02007 4.460000400 10,666,000.0000 79,283.94 11/30/2011 12X4215 1215207 09/30/2061 02007 4.460000400 7,603,000.0000 56,515.64 11/30/2011 12X4215 1215207 09/30/2062 02007 4.460000400 620,000.0000 4,608.67 11/30/2011 12X4215 1215207 09/30/2058 02008 4.420000800 463,600.0000 3,415.19 11/30/2011 12X4215 1215207 09/30/2059 02008 4.420000800 12,259,000.0000 90,307.98 11/30/2011 12X4215 1215207 09/30/2060 02008 4.420000800 13,486,000.0000 99,346.88 11/30/2011 12X4215 1215207 09/30/2061 02008 4.420000800 7,145,000.0000 52,634.84 11/30/2011 12X4215 1215207 09/30/2062 02008 4.420000800 2,449,000.0000 18,040.97 11/30/2011 12X4215 1215207 09/30/2060 02009 4.569998400 12,301,200.0000 93,694.11 11/30/2011 12X4215 1215207 09/30/2061 02009 4.569998400 13,088,000.0000 99,686.90 11/30/2011 12X4215 1215207 09/30/2062 02009 4.569998400 803,000.0000 6,116.18 11/30/2011 12X4215 1215207 09/30/2060 02010 3.309998400 4,607,500.0000 25,418.03 11/30/2011 12X4215 1215207 09/30/2061 02010 3.309998400 12,169,950.0000 67,137.53 11/30/2011 12X4215 1215207 09/30/2062 02010 3.309998400 3,421,000.0000 18,872.51 11/30/2011 12X4215 1215207 09/30/2061 02011 4.590000000 4,917,000.0000 37,615.05 11/30/2011 12X4215 1215207 09/30/2062 02011 4.590000000 892,000.0000 6,823.80 11/30/2011 ------------------------ ---------------------- 1,472,018,242.0000 14,593,676.14 208 SUB-COHORT 12X4215 1215208 09/30/2013 02001 3.399998400 99,000.0000 561.00 11/30/2011 12X4215 1215208 09/30/2012 02006 3.629998800 336,000.0000 2,032.80 11/30/2011 12X4215 1215208 09/30/2013 02006 3.629998800 25,000.0000 151.25 11/30/2011 12X4215 1215208 09/30/2013 02007 3.549999600 303,000.0000 1,792.75 11/30/2011 12X4215 1215208 09/30/2014 02007 3.549999600 726,000.0000 4,295.50 11/30/2011 12X4215 1215208 09/30/2012 02008 1.440000000 733,000.0000 1,759.20 11/30/2011 12X4215 1215208 09/30/2013 02008 1.440000000 39,000.0000 93.60 11/30/2011 12X4215 1215208 09/30/2012 02009 2.409998400 106,000.0000 425.77 11/30/2011 12X4215 1215208 09/30/2013 02009 2.409998400 259,000.0000 1,040.32 11/30/2011 12X4215 1215208 09/30/2014 02009 2.409998400 2,000.0000 8.03 11/30/2011 12X4215 1215208 09/30/2015 02010 2.409998400 268,000.0000 1,076.47 11/30/2011 ------------------------ ---------------------- 2,896,000.0000 13,236.69 209 SUB-COHORT 12X4215 1215209 09/30/2060 01992 7.310001600 587,400.0000 7,156.49 11/30/2011 12X4215 1215209 09/30/2061 01992 7.310001600 69,000.0000 840.65 11/30/2011 12X4215 1215209 09/30/2057 01993 6.710000400 539,300.0000 6,031.17 11/30/2011 12X4215 1215209 09/30/2057 01994 6.770001600 2,051,700.0000 23,150.02 11/30/2011 12X4215 1215209 09/30/2060 01994 6.770001600 165,000.0000 1,861.75 11/30/2011 12X4215 1215209 09/30/2061 01994 6.770001600 24,000.0000 270.80 11/30/2011 12X4215 1215209 09/30/2060 01997 6.890000400 1,394,200.0000 16,010.06 11/30/2011 12X4215 1215209 09/30/2061 01997 6.890000400 99,000.0000 1,136.85 11/30/2011 12X4215 1215209 09/30/2059 01998 5.979999600 334,600.0000 3,334.85 11/30/2011 12X4215 1215209 09/30/2060 01998 5.979999600 110,800.0000 1,104.31 11/30/2011 12X4215 1215209 09/30/2061 01998 5.979999600 10,000.0000 99.67 11/30/2011 12X4215 1215209 09/30/2059 01999 5.810000400 162,800.0000 1,576.45 11/30/2011 12X4215 1215209 09/30/2060 01999 5.810000400 1,925,900.0000 18,649.13 11/30/2011 12X4215 1215209 09/30/2061 01999 5.810000400 11,000.0000 106.52 11/30/2011 12X4215 1215209 09/30/2050 02000 6.360001200 111,500.0000 1,181.90 11/30/2011 12X4215 1215209 09/30/2054 02000 6.360001200 8,500.0000 90.10 11/30/2011 12X4215 1215209 09/30/2055 02000 6.360001200 13,900.0000 147.34 11/30/2011 12X4215 1215209 09/30/2056 02000 6.360001200 1,500.0000 15.90 11/30/2011 12X4215 1215209 09/30/2060 02000 6.360001200 349,100.0000 3,700.46 11/30/2011 12X4215 1215209 09/30/2051 02001 5.670000000 134,200.0000 1,268.19 11/30/2011 12X4215 1215209 09/30/2052 02001 5.670000000 120,000.0000 1,134.00 11/30/2011 12X4215 1215209 09/30/2055 02001 5.670000000 24,700.0000 233.42 11/30/2011 12X4215 1215209 09/30/2056 02001 5.670000000 7,500.0000 70.88 11/30/2011 12X4215 1215209 09/30/2060 02001 5.670000000 692,000.0000 6,539.40 11/30/2011 12X4215 1215209 09/30/2052 02002 5.600001600 577,500.0000 5,390.00 11/30/2011 12X4215 1215209 09/30/2056 02002 5.600001600 5,000.0000 46.67 11/30/2011 12X4215 1215209 09/30/2060 02002 5.600001600 410,000.0000 3,826.67 11/30/2011 12X4215 1215209 09/30/2061 02002 5.600001600 9,000.0000 84.00 11/30/2011 12X4215 1215209 09/30/2054 02003 4.899999600 754,600.0000 6,162.57 11/30/2011 12X4215 1215209 09/30/2058 02003 4.899999600 50,000.0000 408.33 11/30/2011 12X4215 1215209 09/30/2060 02003 4.899999600 352,000.0000 2,874.67 11/30/2011 12X4215 1215209 09/30/2061 02003 4.899999600 111,000.0000 906.50 11/30/2011 12X4215 1215209 09/30/2054 02004 5.190001200 141,800.0000 1,226.57 11/30/2011 12X4215 1215209 09/30/2056 02004 5.190001200 10,000.0000 86.50 11/30/2011 12X4215 1215209 09/30/2060 02004 5.190001200 90,000.0000 778.50 11/30/2011 12X4215 1215209 09/30/2055 02005 4.479998400 613,400.0000 4,580.05 11/30/2011 12X4215 1215209 09/30/2056 02005 4.479998400 177,000.0000 1,321.60 11/30/2011 12X4215 1215209 09/30/2060 02005 4.479998400 39,000.0000 291.20 11/30/2011 12X4215 1215209 09/30/2057 02006 4.889998800 782,700.0000 6,379.00 11/30/2011 12X4215 1215209 09/30/2059 02006 4.889998800 114,000.0000 929.10 11/30/2011 12X4215 1215209 09/30/2060 02006 4.889998800 14,000.0000 114.10 11/30/2011 12X4215 1215209 09/30/2057 02007 4.910000400 798,000.0000 6,530.30 11/30/2011 12X4215 1215209 09/30/2059 02007 4.910000400 66,000.0000 540.10 11/30/2011 12X4215 1215209 09/30/2060 02007 4.910000400 36,000.0000 294.60 11/30/2011 12X4215 1215209 09/30/2061 02007 4.910000400 5,000.0000 40.92 11/30/2011 12X4215 1215209 09/30/2058 02008 4.190000400 919,000.0000 6,417.68 11/30/2011 12X4215 1215209 09/30/2059 02008 4.190000400 39,000.0000 272.35 11/30/2011 12X4215 1215209 09/30/2060 02008 4.190000400 20,000.0000 139.67 11/30/2011 12X4215 1215209 09/30/2059 02009 3.840001200 926,000.0000 5,926.40 11/30/2011 12X4215 1215209 09/30/2060 02009 3.840001200 105,000.0000 672.00 11/30/2011 12X4215 1215209 09/30/2060 02010 4.389998400 694,000.0000 5,077.76 11/30/2011 12X4215 1215209 09/30/2061 02011 4.389998400 183,000.0000 1,338.95 11/30/2011 ------------------------ ---------------------- 16,989,600.0000 158,367.07 212 SUB-COHORT 12X4215 1215212 09/30/2012 02001 5.370001200 30,000.0000 268.50 11/30/2011 12X4215 1215212 09/30/2014 02001 5.370001200 130,000.0000 1,163.50 11/30/2011 12X4215 1215212 09/30/2012 02002 5.289998400 4,000.0000 35.27 11/30/2011 12X4215 1215212 09/30/2014 02002 5.289998400 251,000.0000 2,212.98 11/30/2011 12X4215 1215212 09/30/2014 02003 4.250001600 126,500.0000 896.04 11/30/2011 ------------------------ ---------------------- 541,500.0000 4,576.29 401 SUB-COHORT 12X4215 1215401 09/30/2014 02000 3.700000800 3.0000 0.02 11/30/2011 12X4215 1215401 09/30/2014 02001 3.700000800 65,000.0000 400.83 11/30/2011 12X4215 1215401 09/30/2014 02004 3.480001200 100.0000 0.58 11/30/2011 12X4215 1215401 09/30/2013 02005 3.620001600 270,000.0000 1,629.00 11/30/2011 12X4215 1215401 09/30/2014 02005 3.620001600 1,223,000.0000 7,378.77 11/30/2011 12X4215 1215401 09/30/2013 02006 3.409999200 283,000.0000 1,608.38 11/30/2011 12X4215 1215401 09/30/2014 02006 3.409999200 71,400.0000 405.79 11/30/2011 12X4215 1215401 09/30/2014 02007 2.459998800 9,000.0000 36.90 11/30/2011 ------------------------ ---------------------- 1,921,503.0000 11,460.27 ======================== ====================== 15,684,167,328.0000 127,911,848.80 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00