Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 845 SUB-COHORT 12X4208 1208845 09/30/2027 01992 6.729998400 31,826,000.0000 892,453.87 02/29/2012 12X4208 1208845 09/30/2044 01992 6.729998400 16,216,000.0000 454,723.56 02/29/2012 12X4208 1208845 09/30/2045 01992 6.729998400 429,000.0000 12,029.87 02/29/2012 12X4208 1208845 09/30/2028 01993 6.590001600 24,589,000.0000 675,173.12 02/29/2012 12X4208 1208845 09/30/2042 01993 6.590001600 6,825,000.0000 187,403.17 02/29/2012 12X4208 1208845 09/30/2043 01993 6.590001600 533,000.0000 14,635.30 02/29/2012 12X4208 1208845 09/30/2044 01993 6.590001600 16,561,000.0000 454,737.57 02/29/2012 12X4208 1208845 09/30/2045 01993 6.590001600 208,000.0000 5,711.33 02/29/2012 ------------------------ ---------------------- 97,187,000.0000 2,696,867.79 840 SUB-COHORT 12X4208 1208840 09/30/2027 01992 6.950001600 48,983,000.0000 1,418,466.37 02/29/2012 12X4208 1208840 09/30/2042 01992 6.950001600 585,000.0000 16,940.63 02/29/2012 12X4208 1208840 09/30/2044 01992 6.950001600 19,906,000.0000 576,444.72 02/29/2012 12X4208 1208840 09/30/2045 01992 6.950001600 7,450,000.0000 215,739.63 02/29/2012 12X4208 1208840 09/30/2028 01993 6.990001200 45,243,300.0000 1,317,711.34 02/29/2012 12X4208 1208840 09/30/2042 01993 6.990001200 618,000.0000 17,999.25 02/29/2012 12X4208 1208840 09/30/2044 01993 6.990001200 69,500,000.0000 2,024,187.85 02/29/2012 12X4208 1208840 09/30/2045 01993 6.990001200 23,674,000.0000 689,505.37 02/29/2012 ------------------------ ---------------------- 215,959,300.0000 6,276,995.16 850 SUB-COHORT 12X4208 1208850 09/30/2029 01994 7.040001600 28,795,500.0000 844,668.19 02/29/2012 12X4208 1208850 09/30/2042 01994 7.040001600 53,000.0000 1,554.67 02/29/2012 12X4208 1208850 09/30/2043 01994 7.040001600 850,000.0000 24,933.34 02/29/2012 12X4208 1208850 09/30/2045 01994 7.040001600 637,000.0000 18,685.34 02/29/2012 12X4208 1208850 09/30/2030 01995 6.680001600 24,906,000.0000 693,217.17 02/29/2012 12X4208 1208850 09/30/2042 01995 6.680001600 44,000.0000 1,224.67 02/29/2012 12X4208 1208850 09/30/2045 01995 6.680001600 906,000.0000 25,217.01 02/29/2012 12X4208 1208850 09/30/2031 01996 6.450001200 28,833,200.0000 774,892.39 02/29/2012 12X4208 1208850 09/30/2042 01996 6.450001200 36,000.0000 967.50 02/29/2012 12X4208 1208850 09/30/2043 01996 6.450001200 250,000.0000 6,718.75 02/29/2012 12X4208 1208850 09/30/2045 01996 6.450001200 524,000.0000 14,082.50 02/29/2012 12X4208 1208850 09/30/2032 01997 5.979999600 38,401,200.0000 956,829.84 02/29/2012 12X4208 1208850 09/30/2042 01997 5.979999600 4,200.0000 104.65 02/29/2012 12X4208 1208850 09/30/2043 01997 5.979999600 350,000.0000 8,720.83 02/29/2012 12X4208 1208850 09/30/2033 01998 6.000001200 62,290,756.3100 1,557,269.22 02/29/2012 12X4208 1208850 09/30/2042 01998 6.000001200 2,507,000.0000 62,675.01 02/29/2012 12X4208 1208850 09/30/2043 01998 6.000001200 250,000.0000 6,250.00 02/29/2012 12X4208 1208850 09/30/2034 01999 5.919998400 24,795,930.9100 611,632.80 02/29/2012 12X4208 1208850 09/30/2043 01999 5.919998400 650,000.0000 16,033.33 02/29/2012 12X4208 1208850 09/30/2035 02000 5.730001200 76,241,400.0000 1,820,263.81 02/29/2012 12X4208 1208850 09/30/2042 02000 5.730001200 20,000.0000 477.50 02/29/2012 12X4208 1208850 09/30/2043 02000 5.730001200 450,000.0000 10,743.75 02/29/2012 12X4208 1208850 09/30/2036 02001 5.000000400 82,522,000.0000 1,719,208.47 02/29/2012 12X4208 1208850 09/30/2043 02001 5.000000400 3,200,000.0000 66,666.67 02/29/2012 12X4208 1208850 09/30/2044 02001 5.000000400 2,000,000.0000 41,666.67 02/29/2012 12X4208 1208850 09/30/2037 02002 4.790001600 76,865,500.0000 1,534,107.78 02/29/2012 12X4208 1208850 09/30/2042 02002 4.790001600 4,701,000.0000 93,824.16 02/29/2012 12X4208 1208850 09/30/2043 02002 4.790001600 800,000.0000 15,966.67 02/29/2012 12X4208 1208850 09/30/2038 02003 4.709998800 81,761,000.0000 1,604,559.22 02/29/2012 12X4208 1208850 09/30/2042 02003 4.709998800 14,552,000.0000 285,582.93 02/29/2012 12X4208 1208850 09/30/2043 02003 4.709998800 3,345,000.0000 65,645.61 02/29/2012 12X4208 1208850 09/30/2045 02003 4.709998800 109,000.0000 2,139.12 02/29/2012 12X4208 1208850 09/30/2039 02004 4.690000800 159,475,000.0000 3,116,407.82 02/29/2012 12X4208 1208850 09/30/2042 02004 4.690000800 28,673,000.0000 560,318.30 02/29/2012 12X4208 1208850 09/30/2043 02004 4.690000800 12,153,000.0000 237,489.92 02/29/2012 12X4208 1208850 09/30/2044 02004 4.690000800 2,674,000.0000 52,254.43 02/29/2012 12X4208 1208850 09/30/2045 02004 4.690000800 456,000.0000 8,911.00 02/29/2012 12X4208 1208850 09/30/2040 02005 4.569998400 54,322,700.0000 1,034,394.38 02/29/2012 12X4208 1208850 09/30/2042 02005 4.569998400 24,581,000.0000 468,063.04 02/29/2012 12X4208 1208850 09/30/2043 02005 4.569998400 14,791,000.0000 281,645.19 02/29/2012 12X4208 1208850 09/30/2044 02005 4.569998400 15,935,000.0000 303,428.85 02/29/2012 12X4208 1208850 09/30/2045 02005 4.569998400 2,051,000.0000 39,054.44 02/29/2012 12X4208 1208850 09/30/2041 02006 4.439998800 17,082,000.0000 316,016.91 02/29/2012 12X4208 1208850 09/30/2042 02006 4.439998800 18,447,000.0000 341,269.41 02/29/2012 12X4208 1208850 09/30/2043 02006 4.439998800 20,276,000.0000 375,105.90 02/29/2012 12X4208 1208850 09/30/2044 02006 4.439998800 4,822,000.0000 89,206.98 02/29/2012 12X4208 1208850 09/30/2045 02006 4.439998800 1,099,000.0000 20,331.49 02/29/2012 12X4208 1208850 09/30/2042 02007 4.470001200 47,075,000.0000 876,772.11 02/29/2012 12X4208 1208850 09/30/2043 02007 4.470001200 19,802,000.0000 368,812.35 02/29/2012 12X4208 1208850 09/30/2044 02007 4.470001200 12,186,000.0000 226,964.31 02/29/2012 12X4208 1208850 09/30/2045 02007 4.470001200 6,744,000.0000 125,607.03 02/29/2012 12X4208 1208850 09/30/2046 02007 4.470001200 2,462,000.0000 45,854.76 02/29/2012 12X4208 1208850 09/30/2043 02008 4.169998800 35,371,000.0000 614,570.95 02/29/2012 12X4208 1208850 09/30/2044 02008 4.169998800 20,387,000.0000 354,224.02 02/29/2012 12X4208 1208850 09/30/2045 02008 4.169998800 16,022,000.0000 278,382.17 02/29/2012 12X4208 1208850 09/30/2046 02008 4.169998800 1,898,000.0000 32,977.74 02/29/2012 12X4208 1208850 09/30/2044 02009 4.619998800 11,845,000.0000 228,016.19 02/29/2012 12X4208 1208850 09/30/2045 02009 4.619998800 16,354,000.0000 314,814.42 02/29/2012 12X4208 1208850 09/30/2046 02009 4.619998800 2,782,000.0000 53,553.49 02/29/2012 12X4208 1208850 09/30/2045 02010 2.970000000 7,636,000.0000 94,495.50 02/29/2012 12X4208 1208850 09/30/2046 02010 2.970000000 1,900,000.0000 23,512.50 02/29/2012 12X4208 1208850 09/30/2045 02011 4.320000000 100,000.0000 1,800.00 02/29/2012 ------------------------ ---------------------- 1,141,052,387.2200 23,770,785.17 810 SUB-COHORT 12X4208 1208810 09/30/2029 01994 6.909998400 166,514,000.0000 4,794,214.47 02/29/2012 12X4208 1208810 09/30/2042 01994 6.909998400 13,700,000.0000 394,445.74 02/29/2012 12X4208 1208810 09/30/2030 01995 6.559999200 238,985,000.0000 6,532,255.87 02/29/2012 12X4208 1208810 09/30/2042 01995 6.559999200 15,300,000.0000 418,199.95 02/29/2012 12X4208 1208810 09/30/2031 01996 6.320001600 301,628,000.0000 7,942,872.68 02/29/2012 12X4208 1208810 09/30/2042 01996 6.320001600 9,000,000.0000 237,000.06 02/29/2012 12X4208 1208810 09/30/2043 01996 6.320001600 6,700,000.0000 176,433.38 02/29/2012 12X4208 1208810 09/30/2044 01996 6.320001600 1,850,000.0000 48,716.68 02/29/2012 12X4208 1208810 09/30/2032 01997 6.140001600 276,093,000.0000 7,063,381.09 02/29/2012 12X4208 1208810 09/30/2042 01997 6.140001600 10,800,000.0000 276,300.07 02/29/2012 12X4208 1208810 09/30/2043 01997 6.140001600 4,400,000.0000 112,566.70 02/29/2012 12X4208 1208810 09/30/2044 01997 6.140001600 1,501,000.0000 38,400.59 02/29/2012 12X4208 1208810 09/30/2033 01998 5.919998400 322,928,000.0000 7,965,555.18 02/29/2012 12X4208 1208810 09/30/2042 01998 5.919998400 7,400,000.0000 182,533.28 02/29/2012 12X4208 1208810 09/30/2043 01998 5.919998400 8,450,000.0000 208,433.28 02/29/2012 12X4208 1208810 09/30/2044 01998 5.919998400 1,326,000.0000 32,707.99 02/29/2012 12X4208 1208810 09/30/2045 01998 5.919998400 244,000.0000 6,018.67 02/29/2012 12X4208 1208810 09/30/2034 01999 5.889999600 194,717,000.0000 4,778,679.38 02/29/2012 12X4208 1208810 09/30/2042 01999 5.889999600 2,400,000.0000 58,900.00 02/29/2012 12X4208 1208810 09/30/2043 01999 5.889999600 6,200,000.0000 152,158.32 02/29/2012 12X4208 1208810 09/30/2045 01999 5.889999600 2,498,000.0000 61,305.08 02/29/2012 12X4208 1208810 09/30/2035 02000 5.879998800 191,802,000.0000 4,699,148.04 02/29/2012 12X4208 1208810 09/30/2042 02000 5.879998800 7,100,000.0000 173,949.96 02/29/2012 12X4208 1208810 09/30/2043 02000 5.879998800 5,850,000.0000 143,324.97 02/29/2012 12X4208 1208810 09/30/2044 02000 5.879998800 2,273,000.0000 55,688.49 02/29/2012 12X4208 1208810 09/30/2045 02000 5.879998800 1,861,000.0000 45,594.49 02/29/2012 12X4208 1208810 09/30/2036 02001 5.150001600 195,891,000.0000 4,203,495.68 02/29/2012 12X4208 1208810 09/30/2042 02001 5.150001600 2,600,000.0000 55,791.68 02/29/2012 12X4208 1208810 09/30/2043 02001 5.150001600 6,900,000.0000 148,062.55 02/29/2012 12X4208 1208810 09/30/2044 02001 5.150001600 2,175,000.0000 46,671.89 02/29/2012 12X4208 1208810 09/30/2045 02001 5.150001600 721,000.0000 15,471.46 02/29/2012 12X4208 1208810 09/30/2037 02002 4.680000000 391,436,000.0000 7,633,002.00 02/29/2012 12X4208 1208810 09/30/2042 02002 4.680000000 5,601,000.0000 109,219.50 02/29/2012 12X4208 1208810 09/30/2044 02002 4.680000000 1,858,000.0000 36,231.00 02/29/2012 12X4208 1208810 09/30/2045 02002 4.680000000 589,000.0000 11,485.50 02/29/2012 12X4208 1208810 09/30/2038 02003 4.719999600 60,884,000.0000 1,197,385.23 02/29/2012 12X4208 1208810 09/30/2042 02003 4.719999600 8,241,000.0000 162,072.99 02/29/2012 12X4208 1208810 09/30/2043 02003 4.719999600 12,082,000.0000 237,612.65 02/29/2012 12X4208 1208810 09/30/2039 02004 4.579999200 359,375,000.0000 6,858,071.72 02/29/2012 12X4208 1208810 09/30/2042 02004 4.579999200 83,261,000.0000 1,588,897.14 02/29/2012 12X4208 1208810 09/30/2043 02004 4.579999200 77,198,000.0000 1,473,194.91 02/29/2012 12X4208 1208810 09/30/2044 02004 4.579999200 15,517,000.0000 296,116.03 02/29/2012 12X4208 1208810 09/30/2045 02004 4.579999200 2,565,000.0000 48,948.74 02/29/2012 12X4208 1208810 09/30/2040 02005 4.500000000 38,554,800.0000 722,902.50 02/29/2012 12X4208 1208810 09/30/2042 02005 4.500000000 21,472,000.0000 402,600.00 02/29/2012 12X4208 1208810 09/30/2043 02005 4.500000000 15,572,000.0000 291,975.00 02/29/2012 12X4208 1208810 09/30/2044 02005 4.500000000 8,770,000.0000 164,437.50 02/29/2012 12X4208 1208810 09/30/2045 02005 4.500000000 2,727,000.0000 51,131.25 02/29/2012 12X4208 1208810 09/30/2041 02006 4.430001600 34,907,000.0000 644,325.27 02/29/2012 12X4208 1208810 09/30/2042 02006 4.430001600 20,317,000.0000 375,018.09 02/29/2012 12X4208 1208810 09/30/2043 02006 4.430001600 12,982,000.0000 239,626.17 02/29/2012 12X4208 1208810 09/30/2044 02006 4.430001600 19,298,000.0000 356,209.05 02/29/2012 12X4208 1208810 09/30/2045 02006 4.430001600 1,336,000.0000 24,660.34 02/29/2012 12X4208 1208810 09/30/2042 02007 4.230000000 37,814,800.0000 666,485.85 02/29/2012 12X4208 1208810 09/30/2043 02007 4.230000000 27,018,000.0000 476,192.25 02/29/2012 12X4208 1208810 09/30/2044 02007 4.230000000 8,252,000.0000 145,441.50 02/29/2012 12X4208 1208810 09/30/2045 02007 4.230000000 14,224,000.0000 250,698.00 02/29/2012 12X4208 1208810 09/30/2046 02007 4.230000000 591,000.0000 10,416.38 02/29/2012 ------------------------ ---------------------- 3,292,249,600.0000 75,542,634.23 855 SUB-COHORT 12X4208 1208855 09/30/2029 01994 6.369998400 11,012,200.0000 292,282.07 02/29/2012 12X4208 1208855 09/30/2042 01994 6.369998400 2,028,000.0000 53,826.49 02/29/2012 12X4208 1208855 09/30/2044 01994 6.369998400 146,000.0000 3,875.08 02/29/2012 12X4208 1208855 09/30/2045 01994 6.369998400 203,000.0000 5,387.96 02/29/2012 12X4208 1208855 09/30/2046 01994 6.369998400 83,000.0000 2,202.96 02/29/2012 12X4208 1208855 09/30/2030 01995 6.009998400 13,205,000.0000 330,675.12 02/29/2012 12X4208 1208855 09/30/2042 01995 6.009998400 80,000.0000 2,003.33 02/29/2012 12X4208 1208855 09/30/2044 01995 6.009998400 1,168,000.0000 29,248.66 02/29/2012 12X4208 1208855 09/30/2045 01995 6.009998400 122,000.0000 3,055.08 02/29/2012 12X4208 1208855 09/30/2031 01996 5.969998800 16,877,000.0000 419,815.29 02/29/2012 12X4208 1208855 09/30/2042 01996 5.969998800 2,763,000.0000 68,729.61 02/29/2012 12X4208 1208855 09/30/2043 01996 5.969998800 349,000.0000 8,681.37 02/29/2012 12X4208 1208855 09/30/2044 01996 5.969998800 193,000.0000 4,800.87 02/29/2012 12X4208 1208855 09/30/2045 01996 5.969998800 48,000.0000 1,194.00 02/29/2012 12X4208 1208855 09/30/2032 01997 5.670000000 21,571,946.5100 509,637.24 02/29/2012 12X4208 1208855 09/30/2042 01997 5.670000000 1,138,000.0000 26,885.25 02/29/2012 12X4208 1208855 09/30/2044 01997 5.670000000 76,000.0000 1,795.50 02/29/2012 12X4208 1208855 09/30/2045 01997 5.670000000 91,000.0000 2,149.88 02/29/2012 12X4208 1208855 09/30/2033 01998 5.739998400 19,671,000.0000 470,464.62 02/29/2012 12X4208 1208855 09/30/2042 01998 5.739998400 3,509,000.0000 83,923.56 02/29/2012 12X4208 1208855 09/30/2044 01998 5.739998400 79,000.0000 1,889.42 02/29/2012 12X4208 1208855 09/30/2045 01998 5.739998400 31,000.0000 741.42 02/29/2012 12X4208 1208855 09/30/2034 01999 5.429998800 22,040,000.0000 498,654.89 02/29/2012 12X4208 1208855 09/30/2042 01999 5.429998800 2,094,000.0000 47,376.74 02/29/2012 12X4208 1208855 09/30/2043 01999 5.429998800 2,083,000.0000 47,127.86 02/29/2012 12X4208 1208855 09/30/2044 01999 5.429998800 254,000.0000 5,746.75 02/29/2012 12X4208 1208855 09/30/2045 01999 5.429998800 372,000.0000 8,416.50 02/29/2012 12X4208 1208855 09/30/2035 02000 4.960000800 21,623,000.0000 446,875.41 02/29/2012 12X4208 1208855 09/30/2042 02000 4.960000800 11,000.0000 227.33 02/29/2012 12X4208 1208855 09/30/2043 02000 4.960000800 29,000.0000 599.33 02/29/2012 12X4208 1208855 09/30/2044 02000 4.960000800 7,507,000.0000 155,144.69 02/29/2012 12X4208 1208855 09/30/2045 02000 4.960000800 392,000.0000 8,101.33 02/29/2012 12X4208 1208855 09/30/2046 02000 4.960000800 145,000.0000 2,996.67 02/29/2012 12X4208 1208855 09/30/2036 02001 5.220000000 20,754,000.0000 451,399.50 02/29/2012 12X4208 1208855 09/30/2042 02001 5.220000000 1,503,000.0000 32,690.25 02/29/2012 12X4208 1208855 09/30/2043 02001 5.220000000 1,700,000.0000 36,975.00 02/29/2012 12X4208 1208855 09/30/2044 02001 5.220000000 501,000.0000 10,896.75 02/29/2012 12X4208 1208855 09/30/2045 02001 5.220000000 119,000.0000 2,588.25 02/29/2012 12X4208 1208855 09/30/2037 02002 4.259998800 12,140,000.0000 215,484.94 02/29/2012 12X4208 1208855 09/30/2042 02002 4.259998800 9,997,000.0000 177,446.70 02/29/2012 12X4208 1208855 09/30/2043 02002 4.259998800 5,664,000.0000 100,535.97 02/29/2012 12X4208 1208855 09/30/2044 02002 4.259998800 4,340,000.0000 77,034.98 02/29/2012 12X4208 1208855 09/30/2045 02002 4.259998800 213,000.0000 3,780.75 02/29/2012 12X4208 1208855 09/30/2038 02003 4.209998400 20,498,300.0000 359,574.21 02/29/2012 12X4208 1208855 09/30/2042 02003 4.209998400 9,385,000.0000 164,628.48 02/29/2012 12X4208 1208855 09/30/2043 02003 4.209998400 4,516,000.0000 79,218.14 02/29/2012 12X4208 1208855 09/30/2044 02003 4.209998400 2,241,000.0000 39,310.86 02/29/2012 12X4208 1208855 09/30/2045 02003 4.209998400 175,000.0000 3,069.79 02/29/2012 12X4208 1208855 09/30/2039 02004 4.280000400 36,031,000.0000 642,552.89 02/29/2012 12X4208 1208855 09/30/2042 02004 4.280000400 6,767,000.0000 120,678.18 02/29/2012 12X4208 1208855 09/30/2043 02004 4.280000400 752,000.0000 13,410.67 02/29/2012 12X4208 1208855 09/30/2044 02004 4.280000400 6,433,000.0000 114,721.84 02/29/2012 12X4208 1208855 09/30/2045 02004 4.280000400 2,704,000.0000 48,221.34 02/29/2012 12X4208 1208855 09/30/2040 02005 4.399999200 38,904,000.0000 713,239.87 02/29/2012 12X4208 1208855 09/30/2042 02005 4.399999200 27,745,000.0000 508,658.24 02/29/2012 12X4208 1208855 09/30/2043 02005 4.399999200 9,090,000.0000 166,649.97 02/29/2012 12X4208 1208855 09/30/2044 02005 4.399999200 7,620,000.0000 139,699.97 02/29/2012 12X4208 1208855 09/30/2045 02005 4.399999200 3,813,000.0000 69,904.99 02/29/2012 12X4208 1208855 09/30/2046 02005 4.399999200 4,392,000.0000 80,519.99 02/29/2012 12X4208 1208855 09/30/2041 02006 4.050000000 7,784,000.0000 131,355.00 02/29/2012 12X4208 1208855 09/30/2042 02006 4.050000000 36,134,000.0000 609,761.25 02/29/2012 12X4208 1208855 09/30/2043 02006 4.050000000 12,881,000.0000 217,366.88 02/29/2012 12X4208 1208855 09/30/2044 02006 4.050000000 19,119,000.0000 322,633.13 02/29/2012 12X4208 1208855 09/30/2045 02006 4.050000000 19,340,000.0000 326,362.50 02/29/2012 12X4208 1208855 09/30/2046 02006 4.050000000 7,886,000.0000 133,076.25 02/29/2012 12X4208 1208855 09/30/2042 02007 4.129999200 14,259,100.0000 245,375.30 02/29/2012 12X4208 1208855 09/30/2043 02007 4.129999200 14,902,000.0000 256,438.53 02/29/2012 12X4208 1208855 09/30/2044 02007 4.129999200 13,252,000.0000 228,044.79 02/29/2012 12X4208 1208855 09/30/2045 02007 4.129999200 6,664,000.0000 114,676.31 02/29/2012 12X4208 1208855 09/30/2046 02007 4.129999200 1,628,000.0000 28,015.16 02/29/2012 12X4208 1208855 09/30/2043 02008 4.600000800 8,105,400.0000 155,353.53 02/29/2012 12X4208 1208855 09/30/2044 02008 4.600000800 14,758,000.0000 282,861.72 02/29/2012 12X4208 1208855 09/30/2045 02008 4.600000800 19,907,000.0000 381,550.90 02/29/2012 12X4208 1208855 09/30/2046 02008 4.600000800 5,703,000.0000 109,307.52 02/29/2012 12X4208 1208855 09/30/2043 02009 4.500000000 21,799,900.0000 408,748.13 02/29/2012 12X4208 1208855 09/30/2044 02009 4.500000000 6,330,000.0000 118,687.50 02/29/2012 12X4208 1208855 09/30/2045 02009 4.500000000 10,261,000.0000 192,393.75 02/29/2012 12X4208 1208855 09/30/2046 02009 4.500000000 2,870,000.0000 53,812.50 02/29/2012 12X4208 1208855 09/30/2044 02010 2.720001600 14,352,000.0000 162,656.10 02/29/2012 12X4208 1208855 09/30/2045 02010 2.720001600 16,474,000.0000 186,705.44 02/29/2012 12X4208 1208855 09/30/2046 02010 2.720001600 5,155,000.0000 58,423.37 02/29/2012 12X4208 1208855 09/30/2046 02011 2.720001600 54,000.0000 612.00 02/29/2012 ------------------------ ---------------------- 668,609,846.5100 12,641,642.36 815 SUB-COHORT 12X4208 1208815 09/30/2029 01994 6.710000400 19,093,300.0000 533,816.88 02/29/2012 12X4208 1208815 09/30/2032 01994 6.710000400 500,000.0000 13,979.17 02/29/2012 12X4208 1208815 09/30/2030 01995 5.910001200 25,775,500.0000 634,721.82 02/29/2012 12X4208 1208815 09/30/2032 01995 5.910001200 1,990,000.0000 49,003.76 02/29/2012 12X4208 1208815 09/30/2033 01995 5.910001200 350,000.0000 8,618.75 02/29/2012 12X4208 1208815 09/30/2031 01996 6.090001200 15,859,000.0000 402,422.20 02/29/2012 12X4208 1208815 09/30/2032 01996 6.090001200 2,185,000.0000 55,444.39 02/29/2012 12X4208 1208815 09/30/2033 01996 6.090001200 1,000,000.0000 25,375.01 02/29/2012 12X4208 1208815 09/30/2034 01996 6.090001200 451,000.0000 11,444.13 02/29/2012 12X4208 1208815 09/30/2035 01996 6.090001200 24,000.0000 609.00 02/29/2012 12X4208 1208815 09/30/2036 01996 6.090001200 943,000.0000 23,928.63 02/29/2012 12X4208 1208815 09/30/2032 01997 5.580000000 31,398,000.0000 730,003.50 02/29/2012 12X4208 1208815 09/30/2033 01997 5.580000000 1,723,000.0000 40,059.75 02/29/2012 12X4208 1208815 09/30/2032 01998 5.479999200 4,955,000.0000 113,139.15 02/29/2012 12X4208 1208815 09/30/2033 01998 5.479999200 57,720,000.0000 1,317,939.81 02/29/2012 12X4208 1208815 09/30/2034 01998 5.479999200 3,419,000.0000 78,067.16 02/29/2012 12X4208 1208815 09/30/2035 01998 5.479999200 1,919,000.0000 43,817.16 02/29/2012 12X4208 1208815 09/30/2036 01998 5.479999200 1,347,000.0000 30,756.50 02/29/2012 12X4208 1208815 09/30/2032 01999 5.259999600 5,079,000.0000 111,314.74 02/29/2012 12X4208 1208815 09/30/2033 01999 5.259999600 2,371,000.0000 51,964.41 02/29/2012 12X4208 1208815 09/30/2034 01999 5.259999600 65,930,000.0000 1,444,965.72 02/29/2012 12X4208 1208815 09/30/2032 02000 4.939999200 25,447,000.0000 523,784.00 02/29/2012 12X4208 1208815 09/30/2033 02000 4.939999200 4,929,000.0000 101,455.23 02/29/2012 12X4208 1208815 09/30/2034 02000 4.939999200 5,200,000.0000 107,033.32 02/29/2012 12X4208 1208815 09/30/2035 02000 4.939999200 67,788,000.0000 1,395,302.77 02/29/2012 12X4208 1208815 09/30/2032 02001 4.520001600 23,543,000.0000 443,393.32 02/29/2012 12X4208 1208815 09/30/2033 02001 4.520001600 21,368,700.0000 402,443.99 02/29/2012 12X4208 1208815 09/30/2034 02001 4.520001600 16,929,000.0000 318,829.61 02/29/2012 12X4208 1208815 09/30/2035 02001 4.520001600 176,000.0000 3,314.67 02/29/2012 12X4208 1208815 09/30/2036 02001 4.520001600 60,549,000.0000 1,140,339.90 02/29/2012 12X4208 1208815 09/30/2032 02002 4.320000000 29,550,000.0000 531,900.00 02/29/2012 12X4208 1208815 09/30/2033 02002 4.320000000 16,198,000.0000 291,564.00 02/29/2012 12X4208 1208815 09/30/2034 02002 4.320000000 15,892,000.0000 286,056.00 02/29/2012 12X4208 1208815 09/30/2035 02002 4.320000000 7,141,000.0000 128,538.00 02/29/2012 12X4208 1208815 09/30/2037 02002 4.320000000 49,129,000.0000 884,322.00 02/29/2012 12X4208 1208815 09/30/2032 02003 4.230000000 21,833,000.0000 384,806.63 02/29/2012 12X4208 1208815 09/30/2033 02003 4.230000000 14,299,000.0000 252,019.88 02/29/2012 12X4208 1208815 09/30/2034 02003 4.230000000 8,895,000.0000 156,774.38 02/29/2012 12X4208 1208815 09/30/2035 02003 4.230000000 4,045,000.0000 71,293.13 02/29/2012 12X4208 1208815 09/30/2038 02003 4.230000000 56,552,000.0000 996,729.00 02/29/2012 12X4208 1208815 09/30/2032 02004 3.960000000 1,426,000.0000 23,529.00 02/29/2012 12X4208 1208815 09/30/2033 02004 3.960000000 553,000.0000 9,124.50 02/29/2012 12X4208 1208815 09/30/2034 02004 3.960000000 639,000.0000 10,543.50 02/29/2012 12X4208 1208815 09/30/2035 02004 3.960000000 272,000.0000 4,488.00 02/29/2012 12X4208 1208815 09/30/2039 02004 3.960000000 15,710,000.0000 259,215.00 02/29/2012 12X4208 1208815 09/30/2032 02005 4.410000000 39,012,000.0000 716,845.50 02/29/2012 12X4208 1208815 09/30/2033 02005 4.410000000 18,132,000.0000 333,175.50 02/29/2012 12X4208 1208815 09/30/2034 02005 4.410000000 2,741,000.0000 50,365.88 02/29/2012 12X4208 1208815 09/30/2040 02005 4.410000000 83,731,000.0000 1,538,557.13 02/29/2012 12X4208 1208815 09/30/2032 02006 4.380001200 62,254,000.0000 1,136,135.81 02/29/2012 12X4208 1208815 09/30/2033 02006 4.380001200 33,139,000.0000 604,786.92 02/29/2012 12X4208 1208815 09/30/2034 02006 4.380001200 21,772,000.0000 397,339.11 02/29/2012 12X4208 1208815 09/30/2035 02006 4.380001200 10,521,000.0000 192,008.30 02/29/2012 12X4208 1208815 09/30/2036 02006 4.380001200 5,179,000.0000 94,516.78 02/29/2012 12X4208 1208815 09/30/2041 02006 4.380001200 93,549,000.0000 1,707,269.72 02/29/2012 12X4208 1208815 09/30/2032 02007 4.309999200 18,373,000.0000 329,948.40 02/29/2012 12X4208 1208815 09/30/2033 02007 4.309999200 35,569,000.0000 638,759.84 02/29/2012 12X4208 1208815 09/30/2034 02007 4.309999200 36,973,000.0000 663,973.34 02/29/2012 12X4208 1208815 09/30/2035 02007 4.309999200 17,712,000.0000 318,077.94 02/29/2012 12X4208 1208815 09/30/2036 02007 4.309999200 12,204,000.0000 219,163.46 02/29/2012 12X4208 1208815 09/30/2033 02008 3.809998800 68,919,500.0000 1,094,096.72 02/29/2012 12X4208 1208815 09/30/2034 02008 3.809998800 88,301,000.0000 1,401,777.93 02/29/2012 12X4208 1208815 09/30/2035 02008 3.809998800 55,444,000.0000 880,173.22 02/29/2012 12X4208 1208815 09/30/2036 02008 3.809998800 12,306,000.0000 195,357.69 02/29/2012 12X4208 1208815 09/30/2033 02009 4.119998400 5,838,300.0000 100,224.11 02/29/2012 12X4208 1208815 09/30/2034 02009 4.119998400 47,180,000.0000 809,923.02 02/29/2012 12X4208 1208815 09/30/2035 02009 4.119998400 50,296,000.0000 863,414.33 02/29/2012 12X4208 1208815 09/30/2036 02009 4.119998400 14,032,000.0000 240,882.57 02/29/2012 12X4208 1208815 09/30/2034 02010 2.990001600 3,913,500.0000 48,755.71 02/29/2012 12X4208 1208815 09/30/2035 02010 2.990001600 60,907,000.0000 758,800.11 02/29/2012 12X4208 1208815 09/30/2036 02010 2.990001600 15,574,000.0000 194,026.19 02/29/2012 12X4208 1208815 09/30/2035 02011 4.070001600 3,848,000.0000 65,255.69 02/29/2012 12X4208 1208815 09/30/2036 02011 4.070001600 22,986,000.0000 389,804.40 02/29/2012 ------------------------ ---------------------- 1,652,501,800.0000 30,431,606.79 870 SUB-COHORT 12X4208 1208870 09/30/2036 02001 5.109998400 427,087,000.0000 9,093,391.19 02/29/2012 12X4208 1208870 09/30/2040 02001 5.109998400 3,110,000.0000 66,217.06 02/29/2012 12X4208 1208870 09/30/2043 02001 5.109998400 340,000.0000 7,239.16 02/29/2012 12X4208 1208870 09/30/2037 02002 4.790001600 646,501,000.0000 12,903,086.77 02/29/2012 12X4208 1208870 09/30/2040 02002 4.790001600 3,538,000.0000 70,612.61 02/29/2012 12X4208 1208870 09/30/2042 02002 4.790001600 2,360,000.0000 47,101.68 02/29/2012 12X4208 1208870 09/30/2043 02002 4.790001600 1,853,000.0000 36,982.80 02/29/2012 12X4208 1208870 09/30/2038 02003 4.730000400 869,661,000.0000 17,139,570.32 02/29/2012 12X4208 1208870 09/30/2040 02003 4.730000400 176,784,000.0000 3,484,118.29 02/29/2012 12X4208 1208870 09/30/2041 02003 4.730000400 7,978,000.0000 157,233.10 02/29/2012 12X4208 1208870 09/30/2043 02003 4.730000400 1,500,000.0000 29,562.50 02/29/2012 12X4208 1208870 09/30/2039 02004 4.629999600 697,923,000.0000 13,464,096.71 02/29/2012 12X4208 1208870 09/30/2040 02004 4.629999600 264,671,000.0000 5,105,944.27 02/29/2012 12X4208 1208870 09/30/2041 02004 4.629999600 104,748,000.0000 2,020,763.33 02/29/2012 12X4208 1208870 09/30/2042 02004 4.629999600 14,107,000.0000 272,147.52 02/29/2012 12X4208 1208870 09/30/2043 02004 4.629999600 10,501,000.0000 202,581.77 02/29/2012 12X4208 1208870 09/30/2040 02005 4.539999600 706,201,200.0000 13,358,971.52 02/29/2012 12X4208 1208870 09/30/2041 02005 4.539999600 164,058,000.0000 3,103,430.23 02/29/2012 12X4208 1208870 09/30/2042 02005 4.539999600 45,586,000.0000 862,335.09 02/29/2012 12X4208 1208870 09/30/2043 02005 4.539999600 18,549,000.0000 350,885.22 02/29/2012 12X4208 1208870 09/30/2040 02006 4.439998800 248,076,000.0000 4,589,404.76 02/29/2012 12X4208 1208870 09/30/2041 02006 4.439998800 547,793,000.0000 10,134,167.76 02/29/2012 12X4208 1208870 09/30/2042 02006 4.439998800 88,142,000.0000 1,630,626.56 02/29/2012 12X4208 1208870 09/30/2043 02006 4.439998800 54,238,000.0000 1,003,402.73 02/29/2012 12X4208 1208870 09/30/2044 02006 4.439998800 750,000.0000 13,875.00 02/29/2012 12X4208 1208870 09/30/2040 02007 4.200001200 288,949,000.0000 5,056,608.94 02/29/2012 12X4208 1208870 09/30/2041 02007 4.200001200 419,484,000.0000 7,340,972.10 02/29/2012 12X4208 1208870 09/30/2042 02007 4.200001200 117,133,000.0000 2,049,828.09 02/29/2012 12X4208 1208870 09/30/2043 02007 4.200001200 80,433,000.0000 1,407,577.90 02/29/2012 12X4208 1208870 09/30/2044 02007 4.200001200 3,124,000.0000 54,670.02 02/29/2012 ------------------------ ---------------------- 6,015,178,200.0000 115,057,405.00 820 SUB-COHORT 12X4208 1208820 09/30/2032 01997 5.749999200 145,000.0000 3,473.96 02/29/2012 12X4208 1208820 09/30/2042 01997 5.749999200 515,000.0000 12,338.54 02/29/2012 12X4208 1208820 09/30/2045 01997 5.749999200 168,000.0000 4,025.00 02/29/2012 12X4208 1208820 09/30/2043 02001 4.889998800 20,900,000.0000 425,837.40 02/29/2012 12X4208 1208820 09/30/2045 02001 4.889998800 2,248,000.0000 45,802.99 02/29/2012 12X4208 1208820 09/30/2043 02002 4.610001600 37,190,700.0000 714,371.61 02/29/2012 12X4208 1208820 09/30/2044 02002 4.610001600 57,000.0000 1,094.88 02/29/2012 12X4208 1208820 09/30/2038 02003 4.700001600 1,113,000.0000 21,796.26 02/29/2012 12X4208 1208820 09/30/2042 02003 4.700001600 1,303,000.0000 25,517.09 02/29/2012 12X4208 1208820 09/30/2043 02003 4.700001600 44,813,000.0000 877,588.22 02/29/2012 12X4208 1208820 09/30/2044 02003 4.700001600 759,000.0000 14,863.76 02/29/2012 12X4208 1208820 09/30/2045 02003 4.700001600 818,000.0000 16,019.17 02/29/2012 12X4208 1208820 09/30/2043 02004 4.610001600 26,476,000.0000 508,560.01 02/29/2012 12X4208 1208820 09/30/2044 02004 4.610001600 11,476,000.0000 220,434.91 02/29/2012 12X4208 1208820 09/30/2042 02005 4.560001200 3,491,302.0000 66,334.76 02/29/2012 12X4208 1208820 09/30/2043 02005 4.560001200 22,537,000.0000 428,203.11 02/29/2012 12X4208 1208820 09/30/2044 02005 4.560001200 26,259,000.0000 498,921.13 02/29/2012 12X4208 1208820 09/30/2045 02005 4.560001200 8,812,000.0000 167,428.04 02/29/2012 12X4208 1208820 09/30/2046 02005 4.560001200 20,000.0000 380.00 02/29/2012 12X4208 1208820 09/30/2046 02006 4.560001200 627,000.0000 11,913.00 02/29/2012 12X4208 1208820 09/30/2046 02007 4.320000000 1,280,000.0000 23,040.00 02/29/2012 12X4208 1208820 09/30/2046 02008 4.240000800 2,212,000.0000 39,078.67 02/29/2012 12X4208 1208820 09/30/2046 02009 3.179998800 14,047,000.0000 186,122.68 02/29/2012 12X4208 1208820 09/30/2044 02010 3.179998800 2,600,000.0000 34,449.99 02/29/2012 12X4208 1208820 09/30/2045 02010 3.179998800 8,149,000.0000 107,974.21 02/29/2012 12X4208 1208820 09/30/2046 02010 3.179998800 3,549,000.0000 47,024.23 02/29/2012 12X4208 1208820 09/30/2045 02011 4.449999600 16,519,000.0000 306,289.76 02/29/2012 12X4208 1208820 09/30/2046 02011 4.449999600 4,346,000.0000 80,582.08 02/29/2012 ------------------------ ---------------------- 262,430,002.0000 4,889,465.46 825 SUB-COHORT 12X4208 1208825 09/30/2028 01993 6.810001200 690,000.0000 19,578.75 02/29/2012 12X4208 1208825 09/30/2045 01993 6.810001200 553,000.0000 15,691.38 02/29/2012 12X4208 1208825 09/30/2043 01995 6.069999600 127,000.0000 3,212.04 02/29/2012 12X4208 1208825 09/30/2045 01995 6.069999600 1,300,000.0000 32,879.16 02/29/2012 12X4208 1208825 09/30/2043 01996 6.050001600 500,000.0000 12,604.17 02/29/2012 12X4208 1208825 09/30/2045 01996 6.050001600 463,000.0000 11,671.46 02/29/2012 12X4208 1208825 09/30/2045 01998 5.180000400 226,000.0000 4,877.83 02/29/2012 12X4208 1208825 09/30/2043 01999 5.060001600 23,000.0000 484.92 02/29/2012 12X4208 1208825 09/30/2045 01999 5.060001600 371,000.0000 7,821.92 02/29/2012 12X4208 1208825 09/30/2045 02000 4.929998400 1,315,000.0000 27,012.28 02/29/2012 12X4208 1208825 09/30/2045 02001 4.299998400 714,000.0000 12,792.50 02/29/2012 12X4208 1208825 09/30/2045 02002 4.240000800 730,000.0000 12,896.67 02/29/2012 12X4208 1208825 09/30/2043 02004 4.100000400 41,000.0000 700.42 02/29/2012 12X4208 1208825 09/30/2044 02004 4.100000400 101,000.0000 1,725.42 02/29/2012 12X4208 1208825 09/30/2045 02004 4.100000400 1,764,000.0000 30,135.00 02/29/2012 12X4208 1208825 09/30/2040 02005 4.079998800 229,500.0000 3,901.50 02/29/2012 12X4208 1208825 09/30/2042 02005 4.079998800 52,000.0000 884.00 02/29/2012 12X4208 1208825 09/30/2043 02005 4.079998800 2,088,000.0000 35,495.99 02/29/2012 12X4208 1208825 09/30/2044 02005 4.079998800 30,000.0000 510.00 02/29/2012 12X4208 1208825 09/30/2045 02005 4.079998800 820,000.0000 13,940.00 02/29/2012 12X4208 1208825 09/30/2043 02006 4.079998800 673,000.0000 11,441.00 02/29/2012 12X4208 1208825 09/30/2044 02006 4.079998800 157,000.0000 2,669.00 02/29/2012 12X4208 1208825 09/30/2045 02006 4.079998800 1,646,000.0000 27,981.99 02/29/2012 12X4208 1208825 09/30/2045 02007 3.989998800 77,000.0000 1,280.12 02/29/2012 12X4208 1208825 09/30/2045 02009 3.960000000 188,000.0000 3,102.00 02/29/2012 12X4208 1208825 09/30/2046 02009 2.930000400 48,000.0000 586.00 02/29/2012 12X4208 1208825 09/30/2044 02010 2.930000400 109,700.0000 1,339.25 02/29/2012 12X4208 1208825 09/30/2045 02010 2.930000400 1,305,500.0000 15,937.98 02/29/2012 12X4208 1208825 09/30/2046 02010 2.930000400 36,000.0000 439.50 02/29/2012 12X4208 1208825 09/30/2045 02011 4.060000800 1,480,000.0000 25,036.67 02/29/2012 12X4208 1208825 09/30/2046 02011 4.060000800 314,000.0000 5,311.83 02/29/2012 ------------------------ ---------------------- 18,171,700.0000 343,940.75 881 SUB-COHORT 12X4208 1208881 09/30/2044 02007 4.880001600 34,940,000.0000 710,446.90 02/29/2012 12X4208 1208881 09/30/2045 02007 4.880001600 1,000,000.0000 20,333.34 02/29/2012 12X4208 1208881 09/30/2044 02009 3.510000000 19,269,874.7300 281,821.92 02/29/2012 12X4208 1208881 09/30/2045 02009 3.510000000 25,000,000.0000 365,625.00 02/29/2012 ------------------------ ---------------------- 80,209,874.7300 1,378,227.16 881-OGLETHORPE SUB-COHORT 12X4208 1208881O 09/30/2042 02007 4.880001600 17,984,579.7900 365,686.58 02/29/2012 ------------------------ ---------------------- 17,984,579.7900 365,686.58 881-NCEMC SUB-COHORT 12X4208 1208881N 09/30/2042 02007 4.880001600 41,441,126.7000 842,636.52 02/29/2012 ------------------------ ---------------------- 41,441,126.7000 842,636.52 871 SUB-COHORT 12X4208 1208871 09/30/2045 02005 4.759999200 12,955,000.0000 256,940.79 02/29/2012 12X4208 1208871 09/30/2045 02006 4.899999600 27,431,000.0000 560,049.54 02/29/2012 12X4208 1208871 09/30/2044 02008 4.479998400 4,000,000.0000 74,666.64 02/29/2012 12X4208 1208871 09/30/2045 02008 4.479998400 5,383,000.0000 100,482.63 02/29/2012 12X4208 1208871 09/30/2045 02010 3.300001200 5,076,900.0000 69,807.40 02/29/2012 ------------------------ ---------------------- 54,845,900.0000 1,061,947.00 880 SUB-COHORT 12X4208 1208880 09/30/2041 02006 4.849999200 17,582,735.0000 355,317.71 02/29/2012 12X4208 1208880 09/30/2042 02006 4.849999200 1,007,000.0000 20,349.79 02/29/2012 12X4208 1208880 09/30/2043 02006 4.849999200 250,000.0000 5,052.08 02/29/2012 12X4208 1208880 09/30/2044 02006 4.849999200 750,000.0000 15,156.25 02/29/2012 ------------------------ ---------------------- 19,589,735.0000 395,875.83 ======================== ====================== 13,577,411,051.9500 275,695,715.80 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00