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 93,933,000.0000 3,517,791.60 03/31/2011 12X4215 1215201 09/30/2027 01992 7.490001600 28,500,000.0000 1,067,325.23 03/31/2011 12X4215 1215201 09/30/2032 01992 7.490001600 13,300,000.0000 498,085.11 03/31/2011 12X4215 1215201 09/30/2034 01992 7.490001600 13,500,000.0000 505,575.11 03/31/2011 12X4215 1215201 09/30/2038 01992 7.490001600 8,613,000.0000 322,556.92 03/31/2011 12X4215 1215201 09/30/2039 01992 7.490001600 4,677,000.0000 175,153.69 03/31/2011 12X4215 1215201 09/30/2040 01992 7.490001600 27,400,000.0000 1,026,130.22 03/31/2011 12X4215 1215201 09/30/2042 01992 7.490001600 36,500,000.0000 1,366,925.29 03/31/2011 12X4215 1215201 09/30/2043 01992 7.490001600 60,152,000.0000 2,252,692.88 03/31/2011 12X4215 1215201 09/30/2026 01993 6.670000800 38,818,600.0000 1,294,600.47 03/31/2011 12X4215 1215201 09/30/2027 01993 6.670000800 163,700,000.0000 5,459,395.65 03/31/2011 12X4215 1215201 09/30/2038 01993 6.670000800 9,728,900.0000 324,458.85 03/31/2011 12X4215 1215201 09/30/2040 01993 6.670000800 30,000,000.0000 1,000,500.12 03/31/2011 12X4215 1215201 09/30/2042 01993 6.670000800 25,200,000.0000 840,420.10 03/31/2011 12X4215 1215201 09/30/2043 01993 6.670000800 60,842,000.0000 2,029,080.94 03/31/2011 12X4215 1215201 09/30/2027 01994 6.869998800 122,292,000.0000 4,200,729.47 03/31/2011 12X4215 1215201 09/30/2028 01994 6.869998800 243,300,000.0000 8,357,353.54 03/31/2011 12X4215 1215201 09/30/2037 01994 6.869998800 11,000,000.0000 377,849.93 03/31/2011 12X4215 1215201 09/30/2038 01994 6.869998800 10,900,000.0000 374,414.93 03/31/2011 12X4215 1215201 09/30/2040 01994 6.869998800 45,000,000.0000 1,545,749.73 03/31/2011 12X4215 1215201 09/30/2042 01994 6.869998800 10,450,000.0000 358,957.44 03/31/2011 12X4215 1215201 09/30/2043 01994 6.869998800 2,125,000.0000 72,993.74 03/31/2011 12X4215 1215201 09/30/2028 01995 7.329999600 213,518,500.0000 7,825,452.60 03/31/2011 12X4215 1215201 09/30/2038 01995 7.329999600 4,311,000.0000 157,998.14 03/31/2011 12X4215 1215201 09/30/2039 01995 7.329999600 5,000.0000 183.25 03/31/2011 12X4215 1215201 09/30/2040 01995 7.329999600 27,000,000.0000 989,549.95 03/31/2011 12X4215 1215201 09/30/2042 01995 7.329999600 4,650,000.0000 170,422.49 03/31/2011 12X4215 1215201 09/30/2043 01995 7.329999600 20,390,000.0000 747,293.46 03/31/2011 12X4215 1215201 09/30/2029 01996 6.789999600 162,372,000.0000 5,512,529.08 03/31/2011 12X4215 1215201 09/30/2030 01996 6.789999600 100,000,000.0000 3,394,999.80 03/31/2011 12X4215 1215201 09/30/2037 01996 6.789999600 4,100,000.0000 139,194.99 03/31/2011 12X4215 1215201 09/30/2038 01996 6.789999600 14,424,700.0000 489,718.54 03/31/2011 12X4215 1215201 09/30/2040 01996 6.789999600 28,400,000.0000 964,179.94 03/31/2011 12X4215 1215201 09/30/2042 01996 6.789999600 2,000,000.0000 67,900.00 03/31/2011 12X4215 1215201 09/30/2043 01996 6.789999600 1,594,000.0000 54,116.30 03/31/2011 12X4215 1215201 09/30/2030 01997 6.660000000 42,488,700.0000 1,414,873.71 03/31/2011 12X4215 1215201 09/30/2031 01997 6.660000000 138,200,000.0000 4,602,060.00 03/31/2011 12X4215 1215201 09/30/2032 01997 6.660000000 5,500,000.0000 183,150.00 03/31/2011 12X4215 1215201 09/30/2037 01997 6.660000000 4,200,000.0000 139,860.00 03/31/2011 12X4215 1215201 09/30/2038 01997 6.660000000 6,367,000.0000 212,021.10 03/31/2011 12X4215 1215201 09/30/2040 01997 6.660000000 20,300,000.0000 675,990.00 03/31/2011 12X4215 1215201 09/30/2041 01997 6.660000000 51,000.0000 1,698.30 03/31/2011 12X4215 1215201 09/30/2042 01997 6.660000000 12,150,000.0000 404,595.00 03/31/2011 12X4215 1215201 09/30/2043 01997 6.660000000 1,121,000.0000 37,329.30 03/31/2011 12X4215 1215201 09/30/2031 01998 5.940000000 99,857,700.0000 2,965,773.69 03/31/2011 12X4215 1215201 09/30/2032 01998 5.940000000 172,100,000.0000 5,111,370.00 03/31/2011 12X4215 1215201 09/30/2033 01998 5.940000000 7,200,000.0000 213,840.00 03/31/2011 12X4215 1215201 09/30/2037 01998 5.940000000 20,500,000.0000 608,850.00 03/31/2011 12X4215 1215201 09/30/2038 01998 5.940000000 9,722,000.0000 288,743.40 03/31/2011 12X4215 1215201 09/30/2040 01998 5.940000000 27,400,000.0000 813,780.00 03/31/2011 12X4215 1215201 09/30/2042 01998 5.940000000 40,200,000.0000 1,193,940.00 03/31/2011 12X4215 1215201 09/30/2043 01998 5.940000000 1,614,000.0000 47,935.80 03/31/2011 12X4215 1215201 09/30/2032 01999 5.950000800 74,447,300.0000 2,214,807.47 03/31/2011 12X4215 1215201 09/30/2033 01999 5.950000800 199,000,000.0000 5,920,250.80 03/31/2011 12X4215 1215201 09/30/2034 01999 5.950000800 9,000,000.0000 267,750.04 03/31/2011 12X4215 1215201 09/30/2037 01999 5.950000800 24,200,000.0000 719,950.10 03/31/2011 12X4215 1215201 09/30/2038 01999 5.950000800 10,483,500.0000 311,884.17 03/31/2011 12X4215 1215201 09/30/2040 01999 5.950000800 27,800,000.0000 827,050.11 03/31/2011 12X4215 1215201 09/30/2042 01999 5.950000800 42,850,000.0000 1,274,787.67 03/31/2011 12X4215 1215201 09/30/2043 01999 5.950000800 2,021,000.0000 60,124.76 03/31/2011 12X4215 1215201 09/30/2033 02000 6.210000000 118,928,100.0000 3,692,717.51 03/31/2011 12X4215 1215201 09/30/2034 02000 6.210000000 236,600,000.0000 7,346,430.00 03/31/2011 12X4215 1215201 09/30/2035 02000 6.210000000 15,000,000.0000 465,750.00 03/31/2011 12X4215 1215201 09/30/2037 02000 6.210000000 3,000,000.0000 93,150.00 03/31/2011 12X4215 1215201 09/30/2038 02000 6.210000000 8,800,500.0000 273,255.53 03/31/2011 12X4215 1215201 09/30/2040 02000 6.210000000 35,700,000.0000 1,108,485.00 03/31/2011 12X4215 1215201 09/30/2042 02000 6.210000000 76,050,000.0000 2,361,352.50 03/31/2011 12X4215 1215201 09/30/2043 02000 6.210000000 2,303,000.0000 71,508.15 03/31/2011 12X4215 1215201 09/30/2034 02001 5.289998400 180,970,600.0000 4,786,670.92 03/31/2011 12X4215 1215201 09/30/2035 02001 5.289998400 236,000,000.0000 6,242,198.11 03/31/2011 12X4215 1215201 09/30/2036 02001 5.289998400 10,000,000.0000 264,499.92 03/31/2011 12X4215 1215201 09/30/2037 02001 5.289998400 13,200,000.0000 349,139.89 03/31/2011 12X4215 1215201 09/30/2038 02001 5.289998400 8,686,000.0000 229,744.63 03/31/2011 12X4215 1215201 09/30/2040 02001 5.289998400 37,800,000.0000 999,809.70 03/31/2011 12X4215 1215201 09/30/2042 02001 5.289998400 55,400,000.0000 1,465,329.56 03/31/2011 12X4215 1215201 09/30/2043 02001 5.289998400 2,582,000.0000 68,293.88 03/31/2011 12X4215 1215201 09/30/2035 02002 4.860000000 210,709,600.0000 5,120,243.28 03/31/2011 12X4215 1215201 09/30/2036 02002 4.860000000 233,000,000.0000 5,661,900.00 03/31/2011 12X4215 1215201 09/30/2037 02002 4.860000000 52,000,000.0000 1,263,600.00 03/31/2011 12X4215 1215201 09/30/2038 02002 4.860000000 46,350,100.0000 1,126,307.43 03/31/2011 12X4215 1215201 09/30/2039 02002 4.860000000 4,000.0000 97.20 03/31/2011 12X4215 1215201 09/30/2040 02002 4.860000000 36,200,000.0000 879,660.00 03/31/2011 12X4215 1215201 09/30/2042 02002 4.860000000 30,370,000.0000 737,991.00 03/31/2011 12X4215 1215201 09/30/2043 02002 4.860000000 10,234,000.0000 248,686.20 03/31/2011 12X4215 1215201 09/30/2044 02002 4.860000000 6,000.0000 145.80 03/31/2011 12X4215 1215201 09/30/2036 02003 4.500000000 227,723,100.0000 5,123,769.75 03/31/2011 12X4215 1215201 09/30/2037 02003 4.500000000 271,000,000.0000 6,097,500.00 03/31/2011 12X4215 1215201 09/30/2038 02003 4.500000000 115,557,000.0000 2,600,032.50 03/31/2011 12X4215 1215201 09/30/2039 02003 4.500000000 10,675,000.0000 240,187.50 03/31/2011 12X4215 1215201 09/30/2040 02003 4.500000000 25,831,000.0000 581,197.50 03/31/2011 12X4215 1215201 09/30/2041 02003 4.500000000 6,000,000.0000 135,000.00 03/31/2011 12X4215 1215201 09/30/2042 02003 4.500000000 19,900,000.0000 447,750.00 03/31/2011 12X4215 1215201 09/30/2043 02003 4.500000000 3,515,000.0000 79,087.50 03/31/2011 12X4215 1215201 09/30/2037 02004 4.669999200 441,372,200.0000 10,306,039.10 03/31/2011 12X4215 1215201 09/30/2038 02004 4.669999200 330,310,000.0000 7,712,737.18 03/31/2011 12X4215 1215201 09/30/2039 02004 4.669999200 17,413,000.0000 406,593.48 03/31/2011 12X4215 1215201 09/30/2040 02004 4.669999200 50,009,000.0000 1,167,709.95 03/31/2011 12X4215 1215201 09/30/2041 02004 4.669999200 3,753,000.0000 87,632.53 03/31/2011 12X4215 1215201 09/30/2042 02004 4.669999200 114,750,000.0000 2,679,412.04 03/31/2011 12X4215 1215201 09/30/2043 02004 4.669999200 4,432,000.0000 103,487.18 03/31/2011 12X4215 1215201 09/30/2038 02005 4.560001200 549,314,100.0000 12,524,364.78 03/31/2011 12X4215 1215201 09/30/2039 02005 4.560001200 278,957,000.0000 6,360,221.27 03/31/2011 12X4215 1215201 09/30/2040 02005 4.560001200 57,158,000.0000 1,303,202.74 03/31/2011 12X4215 1215201 09/30/2041 02005 4.560001200 3,802,000.0000 86,685.62 03/31/2011 12X4215 1215201 09/30/2042 02005 4.560001200 8,145,000.0000 185,706.05 03/31/2011 12X4215 1215201 09/30/2043 02005 4.560001200 3,895,000.0000 88,806.02 03/31/2011 12X4215 1215201 09/30/2039 02006 4.870000800 724,445,000.0000 17,640,238.65 03/31/2011 12X4215 1215201 09/30/2040 02006 4.870000800 229,682,000.0000 5,592,757.62 03/31/2011 12X4215 1215201 09/30/2041 02006 4.870000800 13,170,000.0000 320,689.55 03/31/2011 12X4215 1215201 09/30/2042 02006 4.870000800 47,654,900.0000 1,160,397.01 03/31/2011 12X4215 1215201 09/30/2043 02006 4.870000800 4,128,000.0000 100,516.82 03/31/2011 12X4215 1215201 09/30/2040 02007 4.780000800 869,368,000.0000 20,777,898.68 03/31/2011 12X4215 1215201 09/30/2041 02007 4.780000800 166,241,000.0000 3,973,160.56 03/31/2011 12X4215 1215201 09/30/2042 02007 4.780000800 47,218,000.0000 1,128,510.39 03/31/2011 12X4215 1215201 09/30/2043 02007 4.780000800 4,580,000.0000 109,462.02 03/31/2011 12X4215 1215201 09/30/2044 02007 4.780000800 27,000.0000 645.30 03/31/2011 12X4215 1215201 09/30/2041 02008 4.200001200 853,356,000.0000 17,920,481.12 03/31/2011 12X4215 1215201 09/30/2042 02008 4.200001200 201,621,197.0000 4,234,046.35 03/31/2011 12X4215 1215201 09/30/2043 02008 4.200001200 19,995,000.0000 419,895.12 03/31/2011 12X4215 1215201 09/30/2044 02008 4.200001200 258,000.0000 5,418.00 03/31/2011 12X4215 1215201 09/30/2042 02009 3.620001600 1,108,465,818.0000 20,063,240.17 03/31/2011 12X4215 1215201 09/30/2043 02009 3.620001600 274,331,000.0000 4,965,393.29 03/31/2011 12X4215 1215201 09/30/2044 02009 3.620001600 2,896,000.0000 52,417.62 03/31/2011 12X4215 1215201 09/30/2043 02010 3.729999600 1,710,254,000.0000 31,896,233.68 03/31/2011 12X4215 1215201 09/30/2044 02010 3.729999600 302,788,000.0000 5,646,995.59 03/31/2011 12X4215 1215201 09/30/2044 02011 3.729999600 272,913,000.0000 5,089,826.90 03/31/2011 ------------------------ ---------------------- 13,698,267,115.0000 332,267,008.26 202 SUB-COHORT 12X4215 1215202 09/30/2021 01992 7.490001600 135,726.0000 5,082.94 03/31/2011 12X4215 1215202 09/30/2022 01992 7.490001600 20,000.0000 749.00 03/31/2011 12X4215 1215202 09/30/2027 01992 7.490001600 76,700.0000 2,872.42 03/31/2011 12X4215 1215202 09/30/2029 01992 7.490001600 3,000.0000 112.35 03/31/2011 12X4215 1215202 09/30/2021 01993 6.660000000 231,000.0000 7,692.30 03/31/2011 12X4215 1215202 09/30/2026 01993 6.660000000 18,000.0000 599.40 03/31/2011 12X4215 1215202 09/30/2027 01993 6.660000000 72,900.0000 2,427.57 03/31/2011 12X4215 1215202 09/30/2029 01993 6.660000000 110,000.0000 3,663.00 03/31/2011 12X4215 1215202 09/30/2019 01994 6.819998400 1,395,000.0000 47,569.49 03/31/2011 12X4215 1215202 09/30/2026 01994 6.819998400 303,000.0000 10,332.30 03/31/2011 12X4215 1215202 09/30/2029 01994 6.819998400 1,450,000.0000 49,444.99 03/31/2011 12X4215 1215202 09/30/2019 01995 7.189999200 254,800.0000 9,160.06 03/31/2011 12X4215 1215202 09/30/2026 01995 7.189999200 475,000.0000 17,076.25 03/31/2011 12X4215 1215202 09/30/2027 01995 7.189999200 300,000.0000 10,785.00 03/31/2011 12X4215 1215202 09/30/2029 01995 7.189999200 1,550,000.0000 55,722.49 03/31/2011 12X4215 1215202 09/30/2030 01995 7.189999200 244,000.0000 8,771.80 03/31/2011 12X4215 1215202 09/30/2020 01996 6.649999200 1,114,000.0000 37,040.50 03/31/2011 12X4215 1215202 09/30/2026 01996 6.649999200 1,125,000.0000 37,406.25 03/31/2011 12X4215 1215202 09/30/2029 01996 6.649999200 2,500,000.0000 83,124.99 03/31/2011 12X4215 1215202 09/30/2019 01997 6.670000800 815,400.0000 27,193.59 03/31/2011 12X4215 1215202 09/30/2026 01997 6.670000800 1,397,000.0000 46,589.96 03/31/2011 12X4215 1215202 09/30/2027 01997 6.670000800 300,000.0000 10,005.00 03/31/2011 12X4215 1215202 09/30/2029 01997 6.670000800 2,450,000.0000 81,707.51 03/31/2011 12X4215 1215202 09/30/2019 01998 5.829998400 2,487,000.0000 72,496.03 03/31/2011 12X4215 1215202 09/30/2026 01998 5.829998400 2,123,000.0000 61,885.43 03/31/2011 12X4215 1215202 09/30/2029 01998 5.829998400 1,350,000.0000 39,352.49 03/31/2011 12X4215 1215202 09/30/2019 01999 5.789998800 2,136,000.0000 61,837.19 03/31/2011 12X4215 1215202 09/30/2025 01999 5.789998800 60,000.0000 1,737.00 03/31/2011 12X4215 1215202 09/30/2026 01999 5.789998800 2,273,000.0000 65,803.34 03/31/2011 12X4215 1215202 09/30/2027 01999 5.789998800 7,000.0000 202.65 03/31/2011 12X4215 1215202 09/30/2029 01999 5.789998800 1,350,000.0000 39,082.49 03/31/2011 12X4215 1215202 09/30/2020 02000 6.239998800 431,000.0000 13,447.20 03/31/2011 12X4215 1215202 09/30/2021 02000 6.239998800 2,100,000.0000 65,519.99 03/31/2011 12X4215 1215202 09/30/2026 02000 6.239998800 2,974,000.0000 92,788.78 03/31/2011 12X4215 1215202 09/30/2027 02000 6.239998800 300,000.0000 9,360.00 03/31/2011 12X4215 1215202 09/30/2029 02000 6.239998800 1,400,000.0000 43,679.99 03/31/2011 12X4215 1215202 09/30/2021 02001 5.169999600 1,920,800.0000 49,652.68 03/31/2011 12X4215 1215202 09/30/2022 02001 5.169999600 3,000,000.0000 77,549.99 03/31/2011 12X4215 1215202 09/30/2024 02001 5.169999600 920,000.0000 23,782.00 03/31/2011 12X4215 1215202 09/30/2025 02001 5.169999600 21,400.0000 553.19 03/31/2011 12X4215 1215202 09/30/2026 02001 5.169999600 1,580,000.0000 40,843.00 03/31/2011 12X4215 1215202 09/30/2027 02001 5.169999600 400,000.0000 10,340.00 03/31/2011 12X4215 1215202 09/30/2029 02001 5.169999600 1,650,000.0000 42,652.50 03/31/2011 12X4215 1215202 09/30/2022 02002 4.770000000 1,891,000.0000 45,100.35 03/31/2011 12X4215 1215202 09/30/2023 02002 4.770000000 4,000,000.0000 95,400.00 03/31/2011 12X4215 1215202 09/30/2024 02002 4.770000000 1,862,000.0000 44,408.70 03/31/2011 12X4215 1215202 09/30/2025 02002 4.770000000 5,900.0000 140.72 03/31/2011 12X4215 1215202 09/30/2026 02002 4.770000000 1,697,400.0000 40,482.99 03/31/2011 12X4215 1215202 09/30/2027 02002 4.770000000 500,000.0000 11,925.00 03/31/2011 12X4215 1215202 09/30/2029 02002 4.770000000 2,400,000.0000 57,240.00 03/31/2011 12X4215 1215202 09/30/2023 02003 4.110001200 3,236,000.0000 66,499.82 03/31/2011 12X4215 1215202 09/30/2024 02003 4.110001200 6,500,000.0000 133,575.04 03/31/2011 12X4215 1215202 09/30/2025 02003 4.110001200 670,000.0000 13,768.50 03/31/2011 12X4215 1215202 09/30/2026 02003 4.110001200 703,000.0000 14,446.65 03/31/2011 12X4215 1215202 09/30/2027 02003 4.110001200 500,000.0000 10,275.00 03/31/2011 12X4215 1215202 09/30/2029 02003 4.110001200 2,400,000.0000 49,320.01 03/31/2011 12X4215 1215202 09/30/2024 02004 4.309999200 8,061,000.0000 173,714.52 03/31/2011 12X4215 1215202 09/30/2025 02004 4.309999200 3,560,000.0000 76,717.99 03/31/2011 12X4215 1215202 09/30/2026 02004 4.309999200 1,006,000.0000 21,679.30 03/31/2011 12X4215 1215202 09/30/2027 02004 4.309999200 500,000.0000 10,775.00 03/31/2011 12X4215 1215202 09/30/2029 02004 4.309999200 3,250,000.0000 70,037.49 03/31/2011 12X4215 1215202 09/30/2025 02005 4.330000800 11,883,900.0000 257,286.48 03/31/2011 12X4215 1215202 09/30/2026 02005 4.330000800 4,005,000.0000 86,708.27 03/31/2011 12X4215 1215202 09/30/2027 02005 4.330000800 773,000.0000 16,735.45 03/31/2011 12X4215 1215202 09/30/2028 02005 4.330000800 15,000.0000 324.75 03/31/2011 12X4215 1215202 09/30/2029 02005 4.330000800 3,550,000.0000 76,857.51 03/31/2011 12X4215 1215202 09/30/2026 02006 4.820000400 12,630,400.0000 304,392.67 03/31/2011 12X4215 1215202 09/30/2027 02006 4.820000400 3,101,000.0000 74,734.11 03/31/2011 12X4215 1215202 09/30/2029 02006 4.820000400 6,275,000.0000 151,227.51 03/31/2011 12X4215 1215202 09/30/2027 02007 4.700001600 12,903,000.0000 303,220.60 03/31/2011 12X4215 1215202 09/30/2028 02007 4.700001600 1,078,000.0000 25,333.01 03/31/2011 12X4215 1215202 09/30/2029 02007 4.700001600 11,439,000.0000 268,816.59 03/31/2011 12X4215 1215202 09/30/2030 02007 4.700001600 20,000.0000 470.00 03/31/2011 12X4215 1215202 09/30/2028 02008 3.849998400 13,265,000.0000 255,351.14 03/31/2011 12X4215 1215202 09/30/2029 02008 3.849998400 6,108,442.0000 117,587.46 03/31/2011 12X4215 1215202 09/30/2030 02008 3.849998400 2,265,000.0000 43,601.23 03/31/2011 12X4215 1215202 09/30/2029 02009 3.309998400 16,449,000.0000 272,230.82 03/31/2011 12X4215 1215202 09/30/2030 02009 3.309998400 3,996,000.0000 66,133.77 03/31/2011 12X4215 1215202 09/30/2031 02009 3.309998400 20,000.0000 331.00 03/31/2011 12X4215 1215202 09/30/2030 02010 3.309998400 20,693,800.0000 342,482.22 03/31/2011 12X4215 1215202 09/30/2031 02010 3.309998400 2,066,000.0000 34,192.28 03/31/2011 12X4215 1215202 09/30/2031 02011 3.039998400 6,109,000.0000 92,856.75 03/31/2011 ------------------------ ---------------------- 226,211,568.0000 5,094,075.80 203 SUB-COHORT 12X4215 1215203 09/30/2042 01992 7.570000800 30,280,000.0000 1,146,098.12 03/31/2011 12X4215 1215203 09/30/2040 01993 6.660000000 204,000.0000 6,793.20 03/31/2011 12X4215 1215203 09/30/2042 01993 6.660000000 32,758,000.0000 1,090,841.40 03/31/2011 12X4215 1215203 09/30/2043 01993 6.660000000 220,000.0000 7,326.00 03/31/2011 12X4215 1215203 09/30/2042 01994 6.789999600 28,944,000.0000 982,648.74 03/31/2011 12X4215 1215203 09/30/2043 01994 6.789999600 198,000.0000 6,722.10 03/31/2011 12X4215 1215203 09/30/2043 01997 6.660000000 9,028,000.0000 300,632.40 03/31/2011 12X4215 1215203 09/30/2031 01998 5.979999600 2,440,000.0000 72,956.00 03/31/2011 12X4215 1215203 09/30/2032 01998 5.979999600 963,000.0000 28,793.70 03/31/2011 12X4215 1215203 09/30/2038 01998 5.979999600 2,700.0000 80.73 03/31/2011 12X4215 1215203 09/30/2042 01998 5.979999600 4,050,000.0000 121,094.99 03/31/2011 12X4215 1215203 09/30/2043 01998 5.979999600 6,000.0000 179.40 03/31/2011 12X4215 1215203 09/30/2032 01999 5.810000400 613,000.0000 17,807.65 03/31/2011 12X4215 1215203 09/30/2042 01999 5.810000400 5,000,000.0000 145,250.01 03/31/2011 12X4215 1215203 09/30/2043 01999 5.810000400 674,000.0000 19,579.70 03/31/2011 12X4215 1215203 09/30/2033 02000 6.350000400 2,346,000.0000 74,485.50 03/31/2011 12X4215 1215203 09/30/2042 02000 6.350000400 627,000.0000 19,907.25 03/31/2011 12X4215 1215203 09/30/2043 02000 6.350000400 118,000.0000 3,746.50 03/31/2011 12X4215 1215203 09/30/2034 02001 4.730000400 335,000.0000 7,922.75 03/31/2011 12X4215 1215203 09/30/2042 02001 4.730000400 600,000.0000 14,190.00 03/31/2011 12X4215 1215203 09/30/2035 02002 4.939999200 221,000.0000 5,458.70 03/31/2011 12X4215 1215203 09/30/2042 02002 4.939999200 262,000.0000 6,471.40 03/31/2011 12X4215 1215203 09/30/2036 02003 4.100000400 372,000.0000 7,626.00 03/31/2011 12X4215 1215203 09/30/2042 02003 4.100000400 105,000.0000 2,152.50 03/31/2011 12X4215 1215203 09/30/2037 02004 3.949999200 316,000.0000 6,241.00 03/31/2011 12X4215 1215203 09/30/2042 02004 3.949999200 72,000.0000 1,422.00 03/31/2011 12X4215 1215203 09/30/2038 02005 3.880000800 582,000.0000 11,290.80 03/31/2011 12X4215 1215203 09/30/2042 02005 3.880000800 220,000.0000 4,268.00 03/31/2011 12X4215 1215203 09/30/2039 02006 4.839998400 388,000.0000 9,389.60 03/31/2011 12X4215 1215203 09/30/2042 02006 4.839998400 55,000.0000 1,331.00 03/31/2011 12X4215 1215203 09/30/2040 02007 4.880001600 146,000.0000 3,562.40 03/31/2011 12X4215 1215203 09/30/2042 02007 4.880001600 37,000.0000 902.80 03/31/2011 12X4215 1215203 09/30/2043 02007 4.880001600 9,200.0000 0.00 03/31/2011 12X4215 1215203 09/30/2041 02008 3.489998400 312,000.0000 5,444.40 03/31/2011 12X4215 1215203 09/30/2042 02008 3.489998400 42,000.0000 732.90 03/31/2011 12X4215 1215203 09/30/2042 02009 3.089998800 938,000.0000 14,492.09 03/31/2011 12X4215 1215203 09/30/2043 02009 3.089998800 127,600.0000 1,971.42 03/31/2011 12X4215 1215203 09/30/2043 02010 3.089998800 1,594,800.0000 24,639.65 03/31/2011 12X4215 1215203 09/30/2044 02011 3.089998800 311,000.0000 4,804.95 03/31/2011 ------------------------ ---------------------- 125,517,300.0000 4,179,257.75 206 SUB-COHORT 12X4215 1215206 09/30/2027 01992 6.919999200 494,000.0000 17,092.40 03/31/2011 12X4215 1215206 09/30/2028 01992 6.919999200 1,000,000.0000 34,600.00 03/31/2011 12X4215 1215206 09/30/2029 01992 6.919999200 1,800,000.0000 62,279.99 03/31/2011 12X4215 1215206 09/30/2035 01992 6.919999200 1,600,000.0000 55,359.99 03/31/2011 12X4215 1215206 09/30/2037 01992 6.919999200 39,000.0000 1,349.40 03/31/2011 12X4215 1215206 09/30/2038 01992 6.919999200 360,000.0000 12,456.00 03/31/2011 12X4215 1215206 09/30/2042 01992 6.919999200 781,000.0000 27,022.60 03/31/2011 12X4215 1215206 09/30/2028 01993 7.049998800 1,878,000.0000 66,199.49 03/31/2011 12X4215 1215206 09/30/2029 01993 7.049998800 1,993,000.0000 70,253.24 03/31/2011 12X4215 1215206 09/30/2030 01993 7.049998800 1,300,000.0000 45,824.99 03/31/2011 12X4215 1215206 09/30/2038 01993 7.049998800 488,000.0000 17,202.00 03/31/2011 12X4215 1215206 09/30/2042 01993 7.049998800 1,300,000.0000 45,824.99 03/31/2011 12X4215 1215206 09/30/2043 01994 6.990001200 6,948,200.0000 242,839.63 03/31/2011 12X4215 1215206 09/30/2029 01995 6.950001600 1,448,000.0000 50,318.01 03/31/2011 12X4215 1215206 09/30/2030 01995 6.950001600 2,000,000.0000 69,500.02 03/31/2011 12X4215 1215206 09/30/2033 01995 6.950001600 1,200,000.0000 41,700.01 03/31/2011 12X4215 1215206 09/30/2035 01995 6.950001600 310,000.0000 10,772.50 03/31/2011 12X4215 1215206 09/30/2038 01995 6.950001600 195,000.0000 6,776.25 03/31/2011 12X4215 1215206 09/30/2042 01995 6.950001600 1,600,000.0000 55,600.01 03/31/2011 12X4215 1215206 09/30/2030 01996 6.419998800 987,000.0000 31,682.69 03/31/2011 12X4215 1215206 09/30/2031 01996 6.419998800 1,375,000.0000 44,137.49 03/31/2011 12X4215 1215206 09/30/2032 01996 6.419998800 2,000,000.0000 64,199.99 03/31/2011 12X4215 1215206 09/30/2034 01996 6.419998800 50,000.0000 1,605.00 03/31/2011 12X4215 1215206 09/30/2035 01996 6.419998800 400,000.0000 12,840.00 03/31/2011 12X4215 1215206 09/30/2038 01996 6.419998800 437,000.0000 14,027.70 03/31/2011 12X4215 1215206 09/30/2042 01996 6.419998800 2,550,000.0000 81,854.98 03/31/2011 12X4215 1215206 09/30/2030 01997 6.040000800 734,800.0000 22,190.96 03/31/2011 12X4215 1215206 09/30/2031 01997 6.040000800 3,000,000.0000 90,600.01 03/31/2011 12X4215 1215206 09/30/2032 01997 6.040000800 1,000,000.0000 30,200.00 03/31/2011 12X4215 1215206 09/30/2033 01997 6.040000800 700,000.0000 21,140.00 03/31/2011 12X4215 1215206 09/30/2035 01997 6.040000800 400,000.0000 12,080.00 03/31/2011 12X4215 1215206 09/30/2038 01997 6.040000800 317,000.0000 9,573.40 03/31/2011 12X4215 1215206 09/30/2042 01997 6.040000800 2,100,000.0000 63,420.01 03/31/2011 12X4215 1215206 09/30/2032 01998 5.979999600 2,918,600.0000 87,266.13 03/31/2011 12X4215 1215206 09/30/2033 01998 5.979999600 800,000.0000 23,920.00 03/31/2011 12X4215 1215206 09/30/2035 01998 5.979999600 1,000,000.0000 29,900.00 03/31/2011 12X4215 1215206 09/30/2038 01998 5.979999600 257,000.0000 7,684.30 03/31/2011 12X4215 1215206 09/30/2040 01998 5.979999600 827,000.0000 24,727.30 03/31/2011 12X4215 1215206 09/30/2042 01998 5.979999600 706,000.0000 21,109.40 03/31/2011 12X4215 1215206 09/30/2043 01998 5.979999600 782,000.0000 23,381.80 03/31/2011 12X4215 1215206 09/30/2034 01999 5.690001600 224,000.0000 6,372.80 03/31/2011 12X4215 1215206 09/30/2035 01999 5.690001600 3,000,000.0000 85,350.02 03/31/2011 12X4215 1215206 09/30/2036 01999 5.690001600 1,000,000.0000 28,450.01 03/31/2011 12X4215 1215206 09/30/2037 01999 5.690001600 3,400,000.0000 96,730.03 03/31/2011 12X4215 1215206 09/30/2038 01999 5.690001600 755,000.0000 21,479.76 03/31/2011 12X4215 1215206 09/30/2040 01999 5.690001600 400,000.0000 11,380.00 03/31/2011 12X4215 1215206 09/30/2042 01999 5.690001600 1,250,000.0000 35,562.51 03/31/2011 12X4215 1215206 09/30/2035 02000 5.349999600 3,454,000.0000 92,394.49 03/31/2011 12X4215 1215206 09/30/2036 02000 5.349999600 3,700,000.0000 98,974.99 03/31/2011 12X4215 1215206 09/30/2037 02000 5.349999600 2,616,000.0000 69,977.99 03/31/2011 12X4215 1215206 09/30/2038 02000 5.349999600 628,000.0000 16,799.00 03/31/2011 12X4215 1215206 09/30/2039 02000 5.349999600 2,071,000.0000 55,399.25 03/31/2011 12X4215 1215206 09/30/2042 02000 5.349999600 2,450,000.0000 65,537.50 03/31/2011 12X4215 1215206 09/30/2036 02001 5.159998800 1,124,000.0000 28,999.19 03/31/2011 12X4215 1215206 09/30/2037 02001 5.159998800 6,400,000.0000 165,119.96 03/31/2011 12X4215 1215206 09/30/2038 02001 5.159998800 2,748,000.0000 70,898.38 03/31/2011 12X4215 1215206 09/30/2039 02001 5.159998800 1,593,000.0000 41,099.39 03/31/2011 12X4215 1215206 09/30/2040 02001 5.159998800 388,000.0000 10,010.40 03/31/2011 12X4215 1215206 09/30/2041 02001 5.159998800 148,000.0000 3,818.40 03/31/2011 12X4215 1215206 09/30/2042 02001 5.159998800 3,287,000.0000 84,804.58 03/31/2011 12X4215 1215206 09/30/2043 02001 5.159998800 1,370,000.0000 35,345.99 03/31/2011 12X4215 1215206 09/30/2044 02001 5.159998800 57,000.0000 1,470.60 03/31/2011 12X4215 1215206 09/30/2037 02002 4.960000800 3,756,000.0000 93,148.82 03/31/2011 12X4215 1215206 09/30/2038 02002 4.960000800 7,200,000.0000 178,560.03 03/31/2011 12X4215 1215206 09/30/2039 02002 4.960000800 1,572,000.0000 38,985.61 03/31/2011 12X4215 1215206 09/30/2040 02002 4.960000800 1,812,000.0000 44,937.61 03/31/2011 12X4215 1215206 09/30/2041 02002 4.960000800 105,000.0000 2,604.00 03/31/2011 12X4215 1215206 09/30/2042 02002 4.960000800 2,950,000.0000 73,160.01 03/31/2011 12X4215 1215206 09/30/2043 02002 4.960000800 942,000.0000 23,361.60 03/31/2011 12X4215 1215206 09/30/2044 02002 4.960000800 584,000.0000 14,483.20 03/31/2011 12X4215 1215206 09/30/2037 02003 4.780000800 947,000.0000 22,633.30 03/31/2011 12X4215 1215206 09/30/2038 02003 4.780000800 1,787,000.0000 42,709.31 03/31/2011 12X4215 1215206 09/30/2039 02003 4.780000800 4,394,000.0000 105,016.62 03/31/2011 12X4215 1215206 09/30/2040 02003 4.780000800 1,085,000.0000 25,931.50 03/31/2011 12X4215 1215206 09/30/2041 02003 4.780000800 5,590,000.0000 133,601.02 03/31/2011 12X4215 1215206 09/30/2042 02003 4.780000800 7,405,200.0000 176,984.31 03/31/2011 12X4215 1215206 09/30/2043 02003 4.780000800 1,036,000.0000 24,760.40 03/31/2011 12X4215 1215206 09/30/2044 02003 4.780000800 966,000.0000 23,087.40 03/31/2011 12X4215 1215206 09/30/2038 02004 4.579999200 72,000.0000 1,648.80 03/31/2011 12X4215 1215206 09/30/2039 02004 4.579999200 2,959,000.0000 67,761.09 03/31/2011 12X4215 1215206 09/30/2040 02004 4.579999200 6,584,000.0000 150,773.57 03/31/2011 12X4215 1215206 09/30/2041 02004 4.579999200 1,165,000.0000 26,678.50 03/31/2011 12X4215 1215206 09/30/2042 02004 4.579999200 5,043,000.0000 115,484.68 03/31/2011 12X4215 1215206 09/30/2043 02004 4.579999200 1,126,000.0000 25,785.40 03/31/2011 12X4215 1215206 09/30/2038 02005 4.770000000 226,300.0000 5,397.26 03/31/2011 12X4215 1215206 09/30/2039 02005 4.770000000 586,000.0000 13,976.10 03/31/2011 12X4215 1215206 09/30/2040 02005 4.770000000 5,203,000.0000 124,091.55 03/31/2011 12X4215 1215206 09/30/2041 02005 4.770000000 4,534,000.0000 108,135.90 03/31/2011 12X4215 1215206 09/30/2042 02005 4.770000000 3,033,000.0000 72,337.05 03/31/2011 12X4215 1215206 09/30/2043 02005 4.770000000 1,950,000.0000 46,507.50 03/31/2011 12X4215 1215206 09/30/2044 02005 4.770000000 264,000.0000 0.00 03/31/2011 12X4215 1215206 09/30/2040 02006 4.929998400 1,875,700.0000 46,235.99 03/31/2011 12X4215 1215206 09/30/2041 02006 4.929998400 2,027,000.0000 49,965.53 03/31/2011 12X4215 1215206 09/30/2042 02006 4.929998400 1,482,000.0000 36,531.29 03/31/2011 12X4215 1215206 09/30/2043 02006 4.929998400 2,763,000.0000 68,107.93 03/31/2011 12X4215 1215206 09/30/2044 02006 4.929998400 342,000.0000 0.00 03/31/2011 12X4215 1215206 09/30/2040 02007 5.150001600 1,115,300.0000 28,718.98 03/31/2011 12X4215 1215206 09/30/2041 02007 5.150001600 1,027,000.0000 26,445.26 03/31/2011 12X4215 1215206 09/30/2042 02007 5.150001600 2,071,000.0000 53,328.27 03/31/2011 12X4215 1215206 09/30/2043 02007 5.150001600 7,216,000.0000 185,812.06 03/31/2011 12X4215 1215206 09/30/2044 02007 5.150001600 565,000.0000 14,548.75 03/31/2011 12X4215 1215206 09/30/2041 02008 5.100001200 652,700.0000 16,643.85 03/31/2011 12X4215 1215206 09/30/2042 02008 5.100001200 484,000.0000 12,342.00 03/31/2011 12X4215 1215206 09/30/2043 02008 5.100001200 254,500.0000 6,489.75 03/31/2011 12X4215 1215206 09/30/2044 02008 5.100001200 45,000.0000 1,147.50 03/31/2011 12X4215 1215206 09/30/2042 02009 4.899999600 2,146,000.0000 52,577.00 03/31/2011 12X4215 1215206 09/30/2043 02009 4.899999600 2,314,000.0000 56,693.00 03/31/2011 12X4215 1215206 09/30/2044 02009 4.899999600 558,000.0000 13,671.00 03/31/2011 12X4215 1215206 09/30/2043 02010 4.899999600 2,175,900.0000 53,309.55 03/31/2011 12X4215 1215206 09/30/2044 02010 4.899999600 258,000.0000 6,321.00 03/31/2011 12X4215 1215206 09/30/2044 02011 4.899999600 292,000.0000 7,154.00 03/31/2011 ------------------------ ---------------------- 196,679,200.0000 5,295,072.77 207 SUB-COHORT 12X4215 1215207 09/30/2043 01992 6.819998400 54,550,000.0000 1,860,154.56 03/31/2011 12X4215 1215207 09/30/2044 01992 6.819998400 78,100,000.0000 2,663,209.38 03/31/2011 12X4215 1215207 09/30/2045 01992 6.819998400 3,000,000.0000 102,299.98 03/31/2011 12X4215 1215207 09/30/2052 01992 6.819998400 31,000,000.0000 1,057,099.75 03/31/2011 12X4215 1215207 09/30/2056 01992 6.819998400 12,945,000.0000 441,424.40 03/31/2011 12X4215 1215207 09/30/2057 01992 6.819998400 10,000,000.0000 340,999.92 03/31/2011 12X4215 1215207 09/30/2058 01992 6.819998400 122,000.0000 4,160.20 03/31/2011 12X4215 1215207 09/30/2059 01992 6.819998400 1,250,000.0000 42,624.99 03/31/2011 12X4215 1215207 09/30/2060 01992 6.819998400 9,700,000.0000 330,769.92 03/31/2011 12X4215 1215207 09/30/2044 01993 6.890000400 75,785,000.0000 2,610,793.40 03/31/2011 12X4215 1215207 09/30/2045 01993 6.890000400 54,000,000.0000 1,860,300.11 03/31/2011 12X4215 1215207 09/30/2052 01993 6.890000400 34,000,000.0000 1,171,300.07 03/31/2011 12X4215 1215207 09/30/2056 01993 6.890000400 12,513,000.0000 431,072.88 03/31/2011 12X4215 1215207 09/30/2057 01993 6.890000400 9,200,000.0000 316,940.02 03/31/2011 12X4215 1215207 09/30/2058 01993 6.890000400 10,345,000.0000 356,385.27 03/31/2011 12X4215 1215207 09/30/2059 01993 6.890000400 4,750,000.0000 163,637.51 03/31/2011 12X4215 1215207 09/30/2060 01993 6.890000400 3,462,000.0000 119,265.91 03/31/2011 12X4215 1215207 09/30/2045 01994 7.089998400 26,264,000.0000 931,058.59 03/31/2011 12X4215 1215207 09/30/2046 01994 7.089998400 64,000,000.0000 2,268,799.49 03/31/2011 12X4215 1215207 09/30/2052 01994 7.089998400 29,000,000.0000 1,028,049.77 03/31/2011 12X4215 1215207 09/30/2055 01994 7.089998400 16,510,000.0000 585,279.37 03/31/2011 12X4215 1215207 09/30/2056 01994 7.089998400 9,570,000.0000 339,256.42 03/31/2011 12X4215 1215207 09/30/2057 01994 7.089998400 12,200,000.0000 432,489.90 03/31/2011 12X4215 1215207 09/30/2058 01994 7.089998400 12,651,000.0000 448,477.85 03/31/2011 12X4215 1215207 09/30/2059 01994 7.089998400 7,600,000.0000 269,419.94 03/31/2011 12X4215 1215207 09/30/2060 01994 7.089998400 2,589,000.0000 91,780.03 03/31/2011 12X4215 1215207 09/30/2046 01995 6.710000400 41,270,000.0000 1,384,608.58 03/31/2011 12X4215 1215207 09/30/2048 01995 6.710000400 2,000,000.0000 67,100.00 03/31/2011 12X4215 1215207 09/30/2050 01995 6.710000400 1,000,000.0000 33,550.00 03/31/2011 12X4215 1215207 09/30/2052 01995 6.710000400 14,000,000.0000 469,700.03 03/31/2011 12X4215 1215207 09/30/2055 01995 6.710000400 1,069,000.0000 35,864.95 03/31/2011 12X4215 1215207 09/30/2056 01995 6.710000400 6,695,000.0000 224,617.26 03/31/2011 12X4215 1215207 09/30/2057 01995 6.710000400 2,200,000.0000 73,810.00 03/31/2011 12X4215 1215207 09/30/2058 01995 6.710000400 63,000.0000 2,113.65 03/31/2011 12X4215 1215207 09/30/2059 01995 6.710000400 901,000.0000 30,228.55 03/31/2011 12X4215 1215207 09/30/2060 01995 6.710000400 3,298,000.0000 110,647.91 03/31/2011 12X4215 1215207 09/30/2047 01996 6.459998400 7,936,000.0000 256,332.74 03/31/2011 12X4215 1215207 09/30/2048 01996 6.459998400 29,000,000.0000 936,699.77 03/31/2011 12X4215 1215207 09/30/2052 01996 6.459998400 9,000,000.0000 290,699.93 03/31/2011 12X4215 1215207 09/30/2055 01996 6.459998400 667,600.0000 21,563.47 03/31/2011 12X4215 1215207 09/30/2056 01996 6.459998400 5,122,000.0000 165,440.56 03/31/2011 12X4215 1215207 09/30/2057 01996 6.459998400 3,700,000.0000 119,509.97 03/31/2011 12X4215 1215207 09/30/2058 01996 6.459998400 19,000.0000 613.70 03/31/2011 12X4215 1215207 09/30/2059 01996 6.459998400 61,000.0000 1,970.30 03/31/2011 12X4215 1215207 09/30/2060 01996 6.459998400 5,851,000.0000 188,987.25 03/31/2011 12X4215 1215207 09/30/2048 01997 5.950000800 18,810,000.0000 559,597.58 03/31/2011 12X4215 1215207 09/30/2049 01997 5.950000800 17,000,000.0000 505,750.07 03/31/2011 12X4215 1215207 09/30/2050 01997 5.950000800 1,000,000.0000 29,750.00 03/31/2011 12X4215 1215207 09/30/2051 01997 5.950000800 1,000,000.0000 29,750.00 03/31/2011 12X4215 1215207 09/30/2052 01997 5.950000800 14,000,000.0000 416,500.06 03/31/2011 12X4215 1215207 09/30/2055 01997 5.950000800 1,557,500.0000 46,335.63 03/31/2011 12X4215 1215207 09/30/2056 01997 5.950000800 5,215,000.0000 155,146.27 03/31/2011 12X4215 1215207 09/30/2057 01997 5.950000800 3,600,000.0000 107,100.01 03/31/2011 12X4215 1215207 09/30/2058 01997 5.950000800 651,000.0000 19,367.25 03/31/2011 12X4215 1215207 09/30/2059 01997 5.950000800 606,000.0000 18,028.50 03/31/2011 12X4215 1215207 09/30/2049 01998 5.870001600 25,700,000.0000 754,295.21 03/31/2011 12X4215 1215207 09/30/2050 01998 5.870001600 19,000,000.0000 557,650.15 03/31/2011 12X4215 1215207 09/30/2051 01998 5.870001600 3,000,000.0000 88,050.02 03/31/2011 12X4215 1215207 09/30/2052 01998 5.870001600 6,000,000.0000 176,100.05 03/31/2011 12X4215 1215207 09/30/2053 01998 5.870001600 13,000,000.0000 381,550.10 03/31/2011 12X4215 1215207 09/30/2055 01998 5.870001600 2,342,000.0000 68,737.72 03/31/2011 12X4215 1215207 09/30/2056 01998 5.870001600 591,000.0000 17,345.85 03/31/2011 12X4215 1215207 09/30/2057 01998 5.870001600 4,500,000.0000 132,075.04 03/31/2011 12X4215 1215207 09/30/2058 01998 5.870001600 735,000.0000 21,572.26 03/31/2011 12X4215 1215207 09/30/2059 01998 5.870001600 1,250,000.0000 36,687.51 03/31/2011 12X4215 1215207 09/30/2060 01998 5.870001600 5,923,000.0000 173,840.10 03/31/2011 12X4215 1215207 09/30/2049 01999 5.839999200 1,033,000.0000 30,163.60 03/31/2011 12X4215 1215207 09/30/2050 01999 5.839999200 23,000,000.0000 671,599.91 03/31/2011 12X4215 1215207 09/30/2051 01999 5.839999200 13,000,000.0000 379,599.95 03/31/2011 12X4215 1215207 09/30/2052 01999 5.839999200 8,000,000.0000 233,599.97 03/31/2011 12X4215 1215207 09/30/2053 01999 5.839999200 4,200,000.0000 122,639.98 03/31/2011 12X4215 1215207 09/30/2055 01999 5.839999200 2,898,200.0000 84,627.43 03/31/2011 12X4215 1215207 09/30/2056 01999 5.839999200 1,455,000.0000 42,485.99 03/31/2011 12X4215 1215207 09/30/2057 01999 5.839999200 4,023,000.0000 117,471.58 03/31/2011 12X4215 1215207 09/30/2058 01999 5.839999200 1,546,000.0000 45,143.19 03/31/2011 12X4215 1215207 09/30/2059 01999 5.839999200 2,154,000.0000 62,896.79 03/31/2011 12X4215 1215207 09/30/2060 01999 5.839999200 1,429,000.0000 41,726.79 03/31/2011 12X4215 1215207 09/30/2051 02000 5.590000800 15,732,000.0000 439,709.46 03/31/2011 12X4215 1215207 09/30/2052 02000 5.590000800 24,000,000.0000 670,800.10 03/31/2011 12X4215 1215207 09/30/2053 02000 5.590000800 9,000,000.0000 251,550.04 03/31/2011 12X4215 1215207 09/30/2055 02000 5.590000800 1,420,000.0000 39,689.01 03/31/2011 12X4215 1215207 09/30/2056 02000 5.590000800 2,754,000.0000 76,974.31 03/31/2011 12X4215 1215207 09/30/2057 02000 5.590000800 3,447,000.0000 96,343.66 03/31/2011 12X4215 1215207 09/30/2058 02000 5.590000800 1,053,000.0000 29,431.35 03/31/2011 12X4215 1215207 09/30/2059 02000 5.590000800 4,950,000.0000 138,352.52 03/31/2011 12X4215 1215207 09/30/2060 02000 5.590000800 1,021,000.0000 28,536.95 03/31/2011 12X4215 1215207 09/30/2061 02000 5.590000800 25,000.0000 698.75 03/31/2011 12X4215 1215207 09/30/2052 02001 5.349999600 19,130,000.0000 511,727.46 03/31/2011 12X4215 1215207 09/30/2053 02001 5.349999600 27,300,000.0000 730,274.95 03/31/2011 12X4215 1215207 09/30/2055 02001 5.349999600 5,969,000.0000 159,670.74 03/31/2011 12X4215 1215207 09/30/2056 02001 5.349999600 2,953,000.0000 78,992.74 03/31/2011 12X4215 1215207 09/30/2057 02001 5.349999600 2,629,500.0000 70,339.12 03/31/2011 12X4215 1215207 09/30/2058 02001 5.349999600 6,917,000.0000 185,029.74 03/31/2011 12X4215 1215207 09/30/2059 02001 5.349999600 1,781,000.0000 47,641.75 03/31/2011 12X4215 1215207 09/30/2060 02001 5.349999600 2,187,000.0000 58,502.25 03/31/2011 12X4215 1215207 09/30/2061 02001 5.349999600 405,000.0000 0.00 03/31/2011 12X4215 1215207 09/30/2053 02002 5.060001600 35,581,000.0000 900,199.58 03/31/2011 12X4215 1215207 09/30/2055 02002 5.060001600 12,000,000.0000 303,600.10 03/31/2011 12X4215 1215207 09/30/2056 02002 5.060001600 4,665,000.0000 118,024.54 03/31/2011 12X4215 1215207 09/30/2057 02002 5.060001600 6,254,000.0000 158,226.25 03/31/2011 12X4215 1215207 09/30/2058 02002 5.060001600 4,791,000.0000 121,212.34 03/31/2011 12X4215 1215207 09/30/2059 02002 5.060001600 890,000.0000 22,517.01 03/31/2011 12X4215 1215207 09/30/2060 02002 5.060001600 5,139,000.0000 130,016.74 03/31/2011 12X4215 1215207 09/30/2061 02002 5.060001600 547,000.0000 13,839.10 03/31/2011 12X4215 1215207 09/30/2053 02003 4.960000800 20,871,000.0000 517,600.88 03/31/2011 12X4215 1215207 09/30/2055 02003 4.960000800 17,800,000.0000 441,440.07 03/31/2011 12X4215 1215207 09/30/2056 02003 4.960000800 9,498,000.0000 235,550.44 03/31/2011 12X4215 1215207 09/30/2057 02003 4.960000800 3,626,000.0000 89,924.81 03/31/2011 12X4215 1215207 09/30/2058 02003 4.960000800 3,228,000.0000 80,054.41 03/31/2011 12X4215 1215207 09/30/2059 02003 4.960000800 7,756,000.0000 192,348.83 03/31/2011 12X4215 1215207 09/30/2060 02003 4.960000800 7,108,000.0000 176,278.43 03/31/2011 12X4215 1215207 09/30/2061 02003 4.960000800 356,000.0000 0.00 03/31/2011 12X4215 1215207 09/30/2055 02004 4.860000000 18,265,000.0000 443,839.50 03/31/2011 12X4215 1215207 09/30/2056 02004 4.860000000 16,995,000.0000 412,978.50 03/31/2011 12X4215 1215207 09/30/2057 02004 4.860000000 15,297,000.0000 371,717.10 03/31/2011 12X4215 1215207 09/30/2058 02004 4.860000000 3,794,000.0000 92,194.20 03/31/2011 12X4215 1215207 09/30/2059 02004 4.860000000 6,631,111.0000 161,136.00 03/31/2011 12X4215 1215207 09/30/2060 02004 4.860000000 2,760,000.0000 67,068.00 03/31/2011 12X4215 1215207 09/30/2061 02004 4.860000000 129,000.0000 3,134.70 03/31/2011 12X4215 1215207 09/30/2055 02005 4.870000800 1,454,000.0000 35,404.91 03/31/2011 12X4215 1215207 09/30/2056 02005 4.870000800 13,564,000.0000 330,283.45 03/31/2011 12X4215 1215207 09/30/2057 02005 4.870000800 14,206,000.0000 345,916.16 03/31/2011 12X4215 1215207 09/30/2058 02005 4.870000800 13,856,000.0000 337,393.66 03/31/2011 12X4215 1215207 09/30/2059 02005 4.870000800 6,914,000.0000 168,355.93 03/31/2011 12X4215 1215207 09/30/2060 02005 4.870000800 3,158,000.0000 76,897.31 03/31/2011 12X4215 1215207 09/30/2056 02006 4.759999200 885,600.0000 21,077.28 03/31/2011 12X4215 1215207 09/30/2057 02006 4.759999200 13,540,800.0000 322,270.99 03/31/2011 12X4215 1215207 09/30/2058 02006 4.759999200 13,388,000.0000 318,634.35 03/31/2011 12X4215 1215207 09/30/2059 02006 4.759999200 13,287,681.0000 316,246.75 03/31/2011 12X4215 1215207 09/30/2060 02006 4.759999200 8,638,000.0000 205,584.37 03/31/2011 12X4215 1215207 09/30/2061 02006 4.759999200 4,634,000.0000 110,289.18 03/31/2011 12X4215 1215207 09/30/2057 02007 4.560001200 4,903,000.0000 111,788.43 03/31/2011 12X4215 1215207 09/30/2058 02007 4.560001200 11,643,000.0000 265,460.47 03/31/2011 12X4215 1215207 09/30/2059 02007 4.560001200 21,033,000.0000 479,552.53 03/31/2011 12X4215 1215207 09/30/2060 02007 4.560001200 10,666,000.0000 243,184.86 03/31/2011 12X4215 1215207 09/30/2061 02007 4.560001200 1,754,000.0000 39,991.21 03/31/2011 12X4215 1215207 09/30/2058 02008 4.560001200 3,537,600.0000 80,657.30 03/31/2011 12X4215 1215207 09/30/2059 02008 4.560001200 12,259,000.0000 279,505.27 03/31/2011 12X4215 1215207 09/30/2060 02008 4.560001200 13,486,000.0000 307,480.88 03/31/2011 12X4215 1215207 09/30/2061 02008 4.560001200 2,413,000.0000 55,016.41 03/31/2011 12X4215 1215207 09/30/2059 02009 4.780000800 1,897,200.0000 45,343.09 03/31/2011 12X4215 1215207 09/30/2060 02009 4.780000800 16,265,000.0000 388,733.57 03/31/2011 12X4215 1215207 09/30/2061 02009 4.780000800 6,327,000.0000 151,215.33 03/31/2011 12X4215 1215207 09/30/2060 02010 2.959999200 9,524,500.0000 140,962.56 03/31/2011 12X4215 1215207 09/30/2061 02010 2.959999200 3,321,000.0000 49,150.79 03/31/2011 12X4215 1215207 09/30/2061 02011 2.959999200 5,417,000.0000 0.00 03/31/2011 ------------------------ ---------------------- 1,495,804,292.0000 44,701,856.28 208 SUB-COHORT 12X4215 1215208 09/30/2011 02001 3.399998400 1,550,000.0000 26,349.99 03/31/2011 12X4215 1215208 09/30/2012 02001 3.399998400 18,000.0000 306.00 03/31/2011 12X4215 1215208 09/30/2013 02001 3.399998400 535,000.0000 9,095.00 03/31/2011 12X4215 1215208 09/30/2012 02006 3.650000400 516,000.0000 9,417.00 03/31/2011 12X4215 1215208 09/30/2013 02006 3.650000400 25,000.0000 456.25 03/31/2011 12X4215 1215208 09/30/2011 02007 4.129999200 61,000.0000 1,259.65 03/31/2011 12X4215 1215208 09/30/2012 02007 4.129999200 752,000.0000 15,528.80 03/31/2011 12X4215 1215208 09/30/2013 02007 4.129999200 432,000.0000 8,920.80 03/31/2011 12X4215 1215208 09/30/2014 02007 4.129999200 582,000.0000 12,018.30 03/31/2011 12X4215 1215208 09/30/2012 02008 1.440000000 885,000.0000 6,372.00 03/31/2011 12X4215 1215208 09/30/2013 02008 1.440000000 39,000.0000 280.80 03/31/2011 12X4215 1215208 09/30/2012 02009 1.440000000 185,000.0000 1,332.00 03/31/2011 12X4215 1215208 09/30/2013 02009 1.440000000 259,000.0000 1,864.80 03/31/2011 ------------------------ ---------------------- 5,839,000.0000 93,201.39 209 SUB-COHORT 12X4215 1215209 09/30/2060 01992 7.310001600 654,000.0000 23,903.71 03/31/2011 12X4215 1215209 09/30/2057 01993 6.710000400 553,300.0000 18,563.22 03/31/2011 12X4215 1215209 09/30/2057 01994 6.770001600 2,178,700.0000 73,749.01 03/31/2011 12X4215 1215209 09/30/2060 01994 6.770001600 165,000.0000 5,585.25 03/31/2011 12X4215 1215209 09/30/2047 01997 6.890000400 783,000.0000 26,974.35 03/31/2011 12X4215 1215209 09/30/2048 01997 6.890000400 50,000.0000 1,722.50 03/31/2011 12X4215 1215209 09/30/2050 01997 6.890000400 17,000.0000 585.65 03/31/2011 12X4215 1215209 09/30/2052 01997 6.890000400 400,000.0000 13,780.00 03/31/2011 12X4215 1215209 09/30/2055 01997 6.890000400 86,600.0000 2,983.37 03/31/2011 12X4215 1215209 09/30/2056 01997 6.890000400 3,100.0000 106.80 03/31/2011 12X4215 1215209 09/30/2059 01997 6.890000400 81,000.0000 2,790.45 03/31/2011 12X4215 1215209 09/30/2060 01997 6.890000400 6,210,500.0000 213,951.74 03/31/2011 12X4215 1215209 09/30/2059 01998 5.979999600 374,600.0000 11,200.54 03/31/2011 12X4215 1215209 09/30/2060 01998 5.979999600 110,800.0000 3,312.92 03/31/2011 12X4215 1215209 09/30/2059 01999 5.810000400 624,800.0000 18,150.44 03/31/2011 12X4215 1215209 09/30/2060 01999 5.810000400 1,925,900.0000 55,947.40 03/31/2011 12X4215 1215209 09/30/2050 02000 6.360001200 267,500.0000 8,506.50 03/31/2011 12X4215 1215209 09/30/2054 02000 6.360001200 8,500.0000 270.30 03/31/2011 12X4215 1215209 09/30/2055 02000 6.360001200 13,900.0000 442.02 03/31/2011 12X4215 1215209 09/30/2056 02000 6.360001200 1,500.0000 47.70 03/31/2011 12X4215 1215209 09/30/2060 02000 6.360001200 349,100.0000 11,101.38 03/31/2011 12X4215 1215209 09/30/2051 02001 5.670000000 148,200.0000 4,201.47 03/31/2011 12X4215 1215209 09/30/2052 02001 5.670000000 120,000.0000 3,402.00 03/31/2011 12X4215 1215209 09/30/2055 02001 5.670000000 24,700.0000 700.25 03/31/2011 12X4215 1215209 09/30/2056 02001 5.670000000 7,500.0000 212.63 03/31/2011 12X4215 1215209 09/30/2060 02001 5.670000000 692,000.0000 19,618.20 03/31/2011 12X4215 1215209 09/30/2052 02002 5.600001600 590,500.0000 16,534.00 03/31/2011 12X4215 1215209 09/30/2056 02002 5.600001600 5,000.0000 140.00 03/31/2011 12X4215 1215209 09/30/2060 02002 5.600001600 410,000.0000 11,480.00 03/31/2011 12X4215 1215209 09/30/2054 02003 4.899999600 769,600.0000 18,855.20 03/31/2011 12X4215 1215209 09/30/2058 02003 4.899999600 50,000.0000 1,225.00 03/31/2011 12X4215 1215209 09/30/2060 02003 4.899999600 352,000.0000 8,624.00 03/31/2011 12X4215 1215209 09/30/2054 02004 5.190001200 152,800.0000 3,965.16 03/31/2011 12X4215 1215209 09/30/2056 02004 5.190001200 10,000.0000 259.50 03/31/2011 12X4215 1215209 09/30/2060 02004 5.190001200 90,000.0000 2,335.50 03/31/2011 12X4215 1215209 09/30/2055 02005 4.479998400 625,400.0000 14,008.95 03/31/2011 12X4215 1215209 09/30/2056 02005 4.479998400 177,000.0000 3,964.80 03/31/2011 12X4215 1215209 09/30/2060 02005 4.479998400 39,000.0000 873.60 03/31/2011 12X4215 1215209 09/30/2057 02006 4.889998800 784,900.0000 19,190.80 03/31/2011 12X4215 1215209 09/30/2059 02006 4.889998800 114,000.0000 2,787.30 03/31/2011 12X4215 1215209 09/30/2060 02006 4.889998800 14,000.0000 342.30 03/31/2011 12X4215 1215209 09/30/2057 02007 4.910000400 809,000.0000 19,860.95 03/31/2011 12X4215 1215209 09/30/2059 02007 4.910000400 66,000.0000 1,620.30 03/31/2011 12X4215 1215209 09/30/2060 02007 4.910000400 36,000.0000 883.80 03/31/2011 12X4215 1215209 09/30/2058 02008 4.190000400 929,000.0000 19,462.55 03/31/2011 12X4215 1215209 09/30/2059 02008 4.190000400 39,000.0000 817.05 03/31/2011 12X4215 1215209 09/30/2060 02008 4.190000400 20,000.0000 419.00 03/31/2011 12X4215 1215209 09/30/2059 02009 3.840001200 934,000.0000 17,932.81 03/31/2011 12X4215 1215209 09/30/2060 02009 3.840001200 105,000.0000 2,016.00 03/31/2011 12X4215 1215209 09/30/2060 02010 3.840001200 950,000.0000 18,240.01 03/31/2011 ------------------------ ---------------------- 23,923,400.0000 707,648.38 212 SUB-COHORT 12X4215 1215212 09/30/2011 02001 5.370001200 179,000.0000 4,806.15 03/31/2011 12X4215 1215212 09/30/2012 02001 5.370001200 30,000.0000 805.50 03/31/2011 12X4215 1215212 09/30/2011 02002 5.289998400 252,000.0000 6,665.40 03/31/2011 12X4215 1215212 09/30/2012 02002 5.289998400 4,000.0000 105.80 03/31/2011 12X4215 1215212 09/30/2011 02003 4.250001600 140,000.0000 2,975.00 03/31/2011 ------------------------ ---------------------- 605,000.0000 15,357.85 401 SUB-COHORT 12X4215 1215401 09/30/2011 02000 5.709999600 5,400.0000 154.17 03/31/2011 12X4215 1215401 09/30/2011 02001 3.700000800 1,548,000.0000 28,638.01 03/31/2011 12X4215 1215401 09/30/2011 02003 2.120000400 1,000.0000 10.60 03/31/2011 12X4215 1215401 09/30/2013 02004 3.480001200 1,000.0000 17.40 03/31/2011 12X4215 1215401 09/30/2011 02005 3.620001600 1,414,000.0000 25,593.41 03/31/2011 12X4215 1215401 09/30/2013 02005 3.620001600 270,000.0000 4,887.00 03/31/2011 12X4215 1215401 09/30/2013 02006 3.409999200 750,000.0000 12,787.50 03/31/2011 12X4215 1215401 09/30/2013 02007 3.520000800 83,000.0000 1,460.80 03/31/2011 ------------------------ ---------------------- 4,072,400.0000 73,548.89 ======================== ====================== 15,776,919,275.0000 392,427,027.37 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00