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 4,104,090.20 04/30/2011 12X4215 1215201 09/30/2027 01992 7.490001600 28,500,000.0000 1,245,212.77 04/30/2011 12X4215 1215201 09/30/2032 01992 7.490001600 13,300,000.0000 581,099.29 04/30/2011 12X4215 1215201 09/30/2034 01992 7.490001600 13,500,000.0000 589,837.63 04/30/2011 12X4215 1215201 09/30/2038 01992 7.490001600 8,613,000.0000 376,316.41 04/30/2011 12X4215 1215201 09/30/2039 01992 7.490001600 4,677,000.0000 204,345.97 04/30/2011 12X4215 1215201 09/30/2040 01992 7.490001600 27,400,000.0000 1,197,151.92 04/30/2011 12X4215 1215201 09/30/2042 01992 7.490001600 36,500,000.0000 1,594,746.17 04/30/2011 12X4215 1215201 09/30/2043 01992 7.490001600 60,152,000.0000 2,628,141.69 04/30/2011 12X4215 1215201 09/30/2026 01993 6.670000800 38,818,600.0000 1,510,367.21 04/30/2011 12X4215 1215201 09/30/2027 01993 6.670000800 163,700,000.0000 6,369,294.93 04/30/2011 12X4215 1215201 09/30/2038 01993 6.670000800 9,728,900.0000 378,535.33 04/30/2011 12X4215 1215201 09/30/2040 01993 6.670000800 30,000,000.0000 1,167,250.14 04/30/2011 12X4215 1215201 09/30/2042 01993 6.670000800 25,200,000.0000 980,490.12 04/30/2011 12X4215 1215201 09/30/2043 01993 6.670000800 60,842,000.0000 2,367,261.10 04/30/2011 12X4215 1215201 09/30/2027 01994 6.869998800 122,292,000.0000 4,900,851.04 04/30/2011 12X4215 1215201 09/30/2028 01994 6.869998800 243,300,000.0000 9,750,245.80 04/30/2011 12X4215 1215201 09/30/2037 01994 6.869998800 11,000,000.0000 440,824.92 04/30/2011 12X4215 1215201 09/30/2038 01994 6.869998800 10,900,000.0000 436,817.42 04/30/2011 12X4215 1215201 09/30/2040 01994 6.869998800 45,000,000.0000 1,803,374.69 04/30/2011 12X4215 1215201 09/30/2042 01994 6.869998800 10,450,000.0000 418,783.68 04/30/2011 12X4215 1215201 09/30/2043 01994 6.869998800 2,125,000.0000 85,159.36 04/30/2011 12X4215 1215201 09/30/2028 01995 7.329999600 213,518,500.0000 9,129,694.70 04/30/2011 12X4215 1215201 09/30/2038 01995 7.329999600 4,311,000.0000 184,331.16 04/30/2011 12X4215 1215201 09/30/2039 01995 7.329999600 5,000.0000 213.79 04/30/2011 12X4215 1215201 09/30/2040 01995 7.329999600 27,000,000.0000 1,154,474.94 04/30/2011 12X4215 1215201 09/30/2042 01995 7.329999600 4,650,000.0000 198,826.24 04/30/2011 12X4215 1215201 09/30/2043 01995 7.329999600 20,390,000.0000 871,842.37 04/30/2011 12X4215 1215201 09/30/2029 01996 6.789999600 162,372,000.0000 6,431,283.92 04/30/2011 12X4215 1215201 09/30/2030 01996 6.789999600 100,000,000.0000 3,960,833.10 04/30/2011 12X4215 1215201 09/30/2037 01996 6.789999600 4,100,000.0000 162,394.16 04/30/2011 12X4215 1215201 09/30/2038 01996 6.789999600 14,424,700.0000 571,338.29 04/30/2011 12X4215 1215201 09/30/2040 01996 6.789999600 28,400,000.0000 1,124,876.60 04/30/2011 12X4215 1215201 09/30/2042 01996 6.789999600 2,000,000.0000 79,216.66 04/30/2011 12X4215 1215201 09/30/2043 01996 6.789999600 1,594,000.0000 63,135.68 04/30/2011 12X4215 1215201 09/30/2030 01997 6.660000000 42,488,700.0000 1,650,686.00 04/30/2011 12X4215 1215201 09/30/2031 01997 6.660000000 138,200,000.0000 5,369,070.00 04/30/2011 12X4215 1215201 09/30/2032 01997 6.660000000 5,500,000.0000 213,675.00 04/30/2011 12X4215 1215201 09/30/2037 01997 6.660000000 4,200,000.0000 163,170.00 04/30/2011 12X4215 1215201 09/30/2038 01997 6.660000000 6,367,000.0000 247,357.95 04/30/2011 12X4215 1215201 09/30/2040 01997 6.660000000 20,300,000.0000 788,655.00 04/30/2011 12X4215 1215201 09/30/2041 01997 6.660000000 51,000.0000 1,981.35 04/30/2011 12X4215 1215201 09/30/2042 01997 6.660000000 12,150,000.0000 472,027.50 04/30/2011 12X4215 1215201 09/30/2043 01997 6.660000000 1,121,000.0000 43,550.85 04/30/2011 12X4215 1215201 09/30/2031 01998 5.940000000 99,857,700.0000 3,460,069.31 04/30/2011 12X4215 1215201 09/30/2032 01998 5.940000000 172,100,000.0000 5,963,265.00 04/30/2011 12X4215 1215201 09/30/2033 01998 5.940000000 7,200,000.0000 249,480.00 04/30/2011 12X4215 1215201 09/30/2037 01998 5.940000000 20,500,000.0000 710,325.00 04/30/2011 12X4215 1215201 09/30/2038 01998 5.940000000 9,722,000.0000 336,867.30 04/30/2011 12X4215 1215201 09/30/2040 01998 5.940000000 27,400,000.0000 949,410.00 04/30/2011 12X4215 1215201 09/30/2042 01998 5.940000000 40,200,000.0000 1,392,930.00 04/30/2011 12X4215 1215201 09/30/2043 01998 5.940000000 1,614,000.0000 55,925.10 04/30/2011 12X4215 1215201 09/30/2032 01999 5.950000800 74,447,300.0000 2,583,942.05 04/30/2011 12X4215 1215201 09/30/2033 01999 5.950000800 199,000,000.0000 6,906,959.26 04/30/2011 12X4215 1215201 09/30/2034 01999 5.950000800 9,000,000.0000 312,375.04 04/30/2011 12X4215 1215201 09/30/2037 01999 5.950000800 24,200,000.0000 839,941.78 04/30/2011 12X4215 1215201 09/30/2038 01999 5.950000800 10,483,500.0000 363,864.86 04/30/2011 12X4215 1215201 09/30/2040 01999 5.950000800 27,800,000.0000 964,891.80 04/30/2011 12X4215 1215201 09/30/2042 01999 5.950000800 42,850,000.0000 1,487,252.28 04/30/2011 12X4215 1215201 09/30/2043 01999 5.950000800 2,021,000.0000 70,145.55 04/30/2011 12X4215 1215201 09/30/2033 02000 6.210000000 118,928,100.0000 4,308,170.42 04/30/2011 12X4215 1215201 09/30/2034 02000 6.210000000 236,600,000.0000 8,570,835.00 04/30/2011 12X4215 1215201 09/30/2035 02000 6.210000000 15,000,000.0000 543,375.00 04/30/2011 12X4215 1215201 09/30/2037 02000 6.210000000 3,000,000.0000 108,675.00 04/30/2011 12X4215 1215201 09/30/2038 02000 6.210000000 8,800,500.0000 318,798.11 04/30/2011 12X4215 1215201 09/30/2040 02000 6.210000000 35,700,000.0000 1,293,232.50 04/30/2011 12X4215 1215201 09/30/2042 02000 6.210000000 76,050,000.0000 2,754,911.25 04/30/2011 12X4215 1215201 09/30/2043 02000 6.210000000 2,303,000.0000 83,426.18 04/30/2011 12X4215 1215201 09/30/2034 02001 5.289998400 180,970,600.0000 5,584,449.41 04/30/2011 12X4215 1215201 09/30/2035 02001 5.289998400 236,000,000.0000 7,282,564.46 04/30/2011 12X4215 1215201 09/30/2036 02001 5.289998400 10,000,000.0000 308,583.24 04/30/2011 12X4215 1215201 09/30/2037 02001 5.289998400 13,200,000.0000 407,329.88 04/30/2011 12X4215 1215201 09/30/2038 02001 5.289998400 8,686,000.0000 268,035.40 04/30/2011 12X4215 1215201 09/30/2040 02001 5.289998400 37,800,000.0000 1,166,444.65 04/30/2011 12X4215 1215201 09/30/2042 02001 5.289998400 55,400,000.0000 1,709,551.15 04/30/2011 12X4215 1215201 09/30/2043 02001 5.289998400 2,582,000.0000 79,676.19 04/30/2011 12X4215 1215201 09/30/2035 02002 4.860000000 210,709,600.0000 5,973,617.16 04/30/2011 12X4215 1215201 09/30/2036 02002 4.860000000 233,000,000.0000 6,605,550.00 04/30/2011 12X4215 1215201 09/30/2037 02002 4.860000000 52,000,000.0000 1,474,200.00 04/30/2011 12X4215 1215201 09/30/2038 02002 4.860000000 46,350,100.0000 1,314,025.34 04/30/2011 12X4215 1215201 09/30/2039 02002 4.860000000 4,000.0000 113.40 04/30/2011 12X4215 1215201 09/30/2040 02002 4.860000000 36,200,000.0000 1,026,270.00 04/30/2011 12X4215 1215201 09/30/2042 02002 4.860000000 30,370,000.0000 860,989.50 04/30/2011 12X4215 1215201 09/30/2043 02002 4.860000000 10,234,000.0000 290,133.90 04/30/2011 12X4215 1215201 09/30/2044 02002 4.860000000 6,000.0000 170.10 04/30/2011 12X4215 1215201 09/30/2036 02003 4.500000000 227,723,100.0000 5,977,731.38 04/30/2011 12X4215 1215201 09/30/2037 02003 4.500000000 271,000,000.0000 7,113,750.00 04/30/2011 12X4215 1215201 09/30/2038 02003 4.500000000 115,557,000.0000 3,033,371.25 04/30/2011 12X4215 1215201 09/30/2039 02003 4.500000000 10,675,000.0000 280,218.75 04/30/2011 12X4215 1215201 09/30/2040 02003 4.500000000 25,831,000.0000 678,063.75 04/30/2011 12X4215 1215201 09/30/2041 02003 4.500000000 6,000,000.0000 157,500.00 04/30/2011 12X4215 1215201 09/30/2042 02003 4.500000000 19,900,000.0000 522,375.00 04/30/2011 12X4215 1215201 09/30/2043 02003 4.500000000 3,515,000.0000 92,268.75 04/30/2011 12X4215 1215201 09/30/2037 02004 4.669999200 441,372,200.0000 12,023,712.29 04/30/2011 12X4215 1215201 09/30/2038 02004 4.669999200 330,310,000.0000 8,998,193.38 04/30/2011 12X4215 1215201 09/30/2039 02004 4.669999200 17,413,000.0000 474,359.06 04/30/2011 12X4215 1215201 09/30/2040 02004 4.669999200 50,009,000.0000 1,362,328.27 04/30/2011 12X4215 1215201 09/30/2041 02004 4.669999200 3,753,000.0000 102,237.96 04/30/2011 12X4215 1215201 09/30/2042 02004 4.669999200 114,750,000.0000 3,125,980.71 04/30/2011 12X4215 1215201 09/30/2043 02004 4.669999200 4,432,000.0000 120,735.05 04/30/2011 12X4215 1215201 09/30/2038 02005 4.560001200 549,314,100.0000 14,611,758.91 04/30/2011 12X4215 1215201 09/30/2039 02005 4.560001200 278,957,000.0000 7,420,258.15 04/30/2011 12X4215 1215201 09/30/2040 02005 4.560001200 57,158,000.0000 1,520,403.20 04/30/2011 12X4215 1215201 09/30/2041 02005 4.560001200 3,802,000.0000 101,133.23 04/30/2011 12X4215 1215201 09/30/2042 02005 4.560001200 8,145,000.0000 216,657.06 04/30/2011 12X4215 1215201 09/30/2043 02005 4.560001200 3,895,000.0000 103,607.03 04/30/2011 12X4215 1215201 09/30/2039 02006 4.870000800 724,445,000.0000 20,580,278.42 04/30/2011 12X4215 1215201 09/30/2040 02006 4.870000800 229,682,000.0000 6,524,883.89 04/30/2011 12X4215 1215201 09/30/2041 02006 4.870000800 13,170,000.0000 374,137.81 04/30/2011 12X4215 1215201 09/30/2042 02006 4.870000800 47,654,900.0000 1,353,796.51 04/30/2011 12X4215 1215201 09/30/2043 02006 4.870000800 4,128,000.0000 117,269.62 04/30/2011 12X4215 1215201 09/30/2040 02007 4.780000800 869,368,000.0000 24,240,881.79 04/30/2011 12X4215 1215201 09/30/2041 02007 4.780000800 166,241,000.0000 4,635,353.99 04/30/2011 12X4215 1215201 09/30/2042 02007 4.780000800 47,218,000.0000 1,316,595.45 04/30/2011 12X4215 1215201 09/30/2043 02007 4.780000800 4,580,000.0000 127,705.69 04/30/2011 12X4215 1215201 09/30/2044 02007 4.780000800 27,000.0000 752.85 04/30/2011 12X4215 1215201 09/30/2041 02008 4.200001200 853,356,000.0000 20,907,227.97 04/30/2011 12X4215 1215201 09/30/2042 02008 4.200001200 201,621,197.0000 4,939,720.74 04/30/2011 12X4215 1215201 09/30/2043 02008 4.200001200 19,995,000.0000 489,877.64 04/30/2011 12X4215 1215201 09/30/2044 02008 4.200001200 258,000.0000 6,321.00 04/30/2011 12X4215 1215201 09/30/2042 02009 3.620001600 1,108,465,818.0000 23,407,113.54 04/30/2011 12X4215 1215201 09/30/2043 02009 3.620001600 274,331,000.0000 5,792,958.84 04/30/2011 12X4215 1215201 09/30/2044 02009 3.620001600 2,896,000.0000 61,153.89 04/30/2011 12X4215 1215201 09/30/2043 02010 3.729999600 1,710,254,000.0000 37,212,272.63 04/30/2011 12X4215 1215201 09/30/2044 02010 3.729999600 310,799,000.0000 6,762,467.52 04/30/2011 12X4215 1215201 09/30/2044 02011 3.729999600 378,521,000.0000 8,235,985.21 04/30/2011 ------------------------ ---------------------- 13,811,886,115.0000 390,117,002.80 202 SUB-COHORT 12X4215 1215202 09/30/2021 01992 7.490001600 135,726.0000 5,930.10 04/30/2011 12X4215 1215202 09/30/2022 01992 7.490001600 20,000.0000 873.83 04/30/2011 12X4215 1215202 09/30/2027 01992 7.490001600 76,700.0000 3,351.15 04/30/2011 12X4215 1215202 09/30/2029 01992 7.490001600 3,000.0000 131.08 04/30/2011 12X4215 1215202 09/30/2021 01993 6.660000000 231,000.0000 8,974.35 04/30/2011 12X4215 1215202 09/30/2026 01993 6.660000000 18,000.0000 699.30 04/30/2011 12X4215 1215202 09/30/2027 01993 6.660000000 72,900.0000 2,832.17 04/30/2011 12X4215 1215202 09/30/2029 01993 6.660000000 110,000.0000 4,273.50 04/30/2011 12X4215 1215202 09/30/2019 01994 6.819998400 1,395,000.0000 55,497.74 04/30/2011 12X4215 1215202 09/30/2026 01994 6.819998400 303,000.0000 12,054.35 04/30/2011 12X4215 1215202 09/30/2029 01994 6.819998400 1,450,000.0000 57,685.82 04/30/2011 12X4215 1215202 09/30/2019 01995 7.189999200 254,800.0000 10,686.74 04/30/2011 12X4215 1215202 09/30/2026 01995 7.189999200 475,000.0000 19,922.29 04/30/2011 12X4215 1215202 09/30/2027 01995 7.189999200 300,000.0000 12,582.50 04/30/2011 12X4215 1215202 09/30/2029 01995 7.189999200 1,550,000.0000 65,009.58 04/30/2011 12X4215 1215202 09/30/2030 01995 7.189999200 244,000.0000 10,233.77 04/30/2011 12X4215 1215202 09/30/2020 01996 6.649999200 1,114,000.0000 43,213.91 04/30/2011 12X4215 1215202 09/30/2026 01996 6.649999200 1,125,000.0000 43,640.62 04/30/2011 12X4215 1215202 09/30/2029 01996 6.649999200 2,500,000.0000 96,979.16 04/30/2011 12X4215 1215202 09/30/2019 01997 6.670000800 815,400.0000 31,725.86 04/30/2011 12X4215 1215202 09/30/2026 01997 6.670000800 1,397,000.0000 54,354.95 04/30/2011 12X4215 1215202 09/30/2027 01997 6.670000800 300,000.0000 11,672.50 04/30/2011 12X4215 1215202 09/30/2029 01997 6.670000800 2,450,000.0000 95,325.43 04/30/2011 12X4215 1215202 09/30/2019 01998 5.829998400 2,487,000.0000 84,578.70 04/30/2011 12X4215 1215202 09/30/2026 01998 5.829998400 2,123,000.0000 72,199.67 04/30/2011 12X4215 1215202 09/30/2029 01998 5.829998400 1,350,000.0000 45,911.24 04/30/2011 12X4215 1215202 09/30/2019 01999 5.789998800 2,136,000.0000 72,143.39 04/30/2011 12X4215 1215202 09/30/2025 01999 5.789998800 60,000.0000 2,026.50 04/30/2011 12X4215 1215202 09/30/2026 01999 5.789998800 2,273,000.0000 76,770.56 04/30/2011 12X4215 1215202 09/30/2027 01999 5.789998800 7,000.0000 236.42 04/30/2011 12X4215 1215202 09/30/2029 01999 5.789998800 1,350,000.0000 45,596.24 04/30/2011 12X4215 1215202 09/30/2020 02000 6.239998800 431,000.0000 15,688.40 04/30/2011 12X4215 1215202 09/30/2021 02000 6.239998800 2,100,000.0000 76,439.99 04/30/2011 12X4215 1215202 09/30/2026 02000 6.239998800 2,974,000.0000 108,253.58 04/30/2011 12X4215 1215202 09/30/2027 02000 6.239998800 300,000.0000 10,920.00 04/30/2011 12X4215 1215202 09/30/2029 02000 6.239998800 1,400,000.0000 50,959.99 04/30/2011 12X4215 1215202 09/30/2021 02001 5.169999600 1,920,800.0000 57,928.12 04/30/2011 12X4215 1215202 09/30/2022 02001 5.169999600 3,000,000.0000 90,474.99 04/30/2011 12X4215 1215202 09/30/2024 02001 5.169999600 920,000.0000 27,745.66 04/30/2011 12X4215 1215202 09/30/2025 02001 5.169999600 21,400.0000 645.39 04/30/2011 12X4215 1215202 09/30/2026 02001 5.169999600 1,580,000.0000 47,650.16 04/30/2011 12X4215 1215202 09/30/2027 02001 5.169999600 400,000.0000 12,063.33 04/30/2011 12X4215 1215202 09/30/2029 02001 5.169999600 1,650,000.0000 49,761.25 04/30/2011 12X4215 1215202 09/30/2022 02002 4.770000000 1,891,000.0000 52,617.08 04/30/2011 12X4215 1215202 09/30/2023 02002 4.770000000 4,000,000.0000 111,300.00 04/30/2011 12X4215 1215202 09/30/2024 02002 4.770000000 1,862,000.0000 51,810.15 04/30/2011 12X4215 1215202 09/30/2025 02002 4.770000000 5,900.0000 164.17 04/30/2011 12X4215 1215202 09/30/2026 02002 4.770000000 1,697,400.0000 47,230.16 04/30/2011 12X4215 1215202 09/30/2027 02002 4.770000000 500,000.0000 13,912.50 04/30/2011 12X4215 1215202 09/30/2029 02002 4.770000000 2,400,000.0000 66,780.00 04/30/2011 12X4215 1215202 09/30/2023 02003 4.110001200 3,236,000.0000 77,583.12 04/30/2011 12X4215 1215202 09/30/2024 02003 4.110001200 6,500,000.0000 155,837.55 04/30/2011 12X4215 1215202 09/30/2025 02003 4.110001200 670,000.0000 16,063.25 04/30/2011 12X4215 1215202 09/30/2026 02003 4.110001200 703,000.0000 16,854.43 04/30/2011 12X4215 1215202 09/30/2027 02003 4.110001200 500,000.0000 11,987.50 04/30/2011 12X4215 1215202 09/30/2029 02003 4.110001200 2,400,000.0000 57,540.02 04/30/2011 12X4215 1215202 09/30/2024 02004 4.309999200 8,061,000.0000 202,666.94 04/30/2011 12X4215 1215202 09/30/2025 02004 4.309999200 3,560,000.0000 89,504.32 04/30/2011 12X4215 1215202 09/30/2026 02004 4.309999200 1,006,000.0000 25,292.51 04/30/2011 12X4215 1215202 09/30/2027 02004 4.309999200 500,000.0000 12,570.83 04/30/2011 12X4215 1215202 09/30/2029 02004 4.309999200 3,250,000.0000 81,710.40 04/30/2011 12X4215 1215202 09/30/2025 02005 4.330000800 11,883,900.0000 300,167.56 04/30/2011 12X4215 1215202 09/30/2026 02005 4.330000800 4,005,000.0000 101,159.64 04/30/2011 12X4215 1215202 09/30/2027 02005 4.330000800 773,000.0000 19,524.70 04/30/2011 12X4215 1215202 09/30/2028 02005 4.330000800 15,000.0000 378.88 04/30/2011 12X4215 1215202 09/30/2029 02005 4.330000800 3,550,000.0000 89,667.10 04/30/2011 12X4215 1215202 09/30/2026 02006 4.820000400 12,630,400.0000 355,124.78 04/30/2011 12X4215 1215202 09/30/2027 02006 4.820000400 3,101,000.0000 87,189.79 04/30/2011 12X4215 1215202 09/30/2029 02006 4.820000400 6,275,000.0000 176,432.10 04/30/2011 12X4215 1215202 09/30/2027 02007 4.700001600 12,903,000.0000 353,757.37 04/30/2011 12X4215 1215202 09/30/2028 02007 4.700001600 1,078,000.0000 29,555.18 04/30/2011 12X4215 1215202 09/30/2029 02007 4.700001600 11,439,000.0000 313,619.36 04/30/2011 12X4215 1215202 09/30/2030 02007 4.700001600 20,000.0000 548.33 04/30/2011 12X4215 1215202 09/30/2028 02008 3.849998400 13,265,000.0000 297,909.67 04/30/2011 12X4215 1215202 09/30/2029 02008 3.849998400 6,108,442.0000 137,185.37 04/30/2011 12X4215 1215202 09/30/2030 02008 3.849998400 2,265,000.0000 50,868.10 04/30/2011 12X4215 1215202 09/30/2029 02009 3.309998400 16,449,000.0000 317,602.62 04/30/2011 12X4215 1215202 09/30/2030 02009 3.309998400 3,996,000.0000 77,156.06 04/30/2011 12X4215 1215202 09/30/2031 02009 3.309998400 20,000.0000 386.17 04/30/2011 12X4215 1215202 09/30/2030 02010 3.309998400 20,693,800.0000 399,562.60 04/30/2011 12X4215 1215202 09/30/2031 02010 3.309998400 2,066,000.0000 39,891.00 04/30/2011 12X4215 1215202 09/30/2031 02011 3.039998400 7,316,000.0000 129,737.00 04/30/2011 ------------------------ ---------------------- 227,418,568.0000 5,964,492.59 203 SUB-COHORT 12X4215 1215203 09/30/2042 01992 7.570000800 30,280,000.0000 1,337,114.47 04/30/2011 12X4215 1215203 09/30/2040 01993 6.660000000 204,000.0000 7,925.40 04/30/2011 12X4215 1215203 09/30/2042 01993 6.660000000 32,758,000.0000 1,272,648.30 04/30/2011 12X4215 1215203 09/30/2043 01993 6.660000000 220,000.0000 8,547.00 04/30/2011 12X4215 1215203 09/30/2042 01994 6.789999600 28,944,000.0000 1,146,423.53 04/30/2011 12X4215 1215203 09/30/2043 01994 6.789999600 198,000.0000 7,842.45 04/30/2011 12X4215 1215203 09/30/2043 01997 6.660000000 9,028,000.0000 350,737.80 04/30/2011 12X4215 1215203 09/30/2031 01998 5.979999600 2,440,000.0000 85,115.33 04/30/2011 12X4215 1215203 09/30/2032 01998 5.979999600 963,000.0000 33,592.65 04/30/2011 12X4215 1215203 09/30/2038 01998 5.979999600 2,700.0000 94.18 04/30/2011 12X4215 1215203 09/30/2042 01998 5.979999600 4,050,000.0000 141,277.49 04/30/2011 12X4215 1215203 09/30/2043 01998 5.979999600 6,000.0000 209.30 04/30/2011 12X4215 1215203 09/30/2032 01999 5.810000400 613,000.0000 20,775.59 04/30/2011 12X4215 1215203 09/30/2042 01999 5.810000400 5,000,000.0000 169,458.35 04/30/2011 12X4215 1215203 09/30/2043 01999 5.810000400 674,000.0000 22,842.98 04/30/2011 12X4215 1215203 09/30/2033 02000 6.350000400 2,346,000.0000 86,899.76 04/30/2011 12X4215 1215203 09/30/2042 02000 6.350000400 627,000.0000 23,225.13 04/30/2011 12X4215 1215203 09/30/2043 02000 6.350000400 118,000.0000 4,370.92 04/30/2011 12X4215 1215203 09/30/2034 02001 4.730000400 335,000.0000 9,243.21 04/30/2011 12X4215 1215203 09/30/2042 02001 4.730000400 600,000.0000 16,555.00 04/30/2011 12X4215 1215203 09/30/2035 02002 4.939999200 221,000.0000 6,368.48 04/30/2011 12X4215 1215203 09/30/2042 02002 4.939999200 262,000.0000 7,549.97 04/30/2011 12X4215 1215203 09/30/2036 02003 4.100000400 372,000.0000 8,897.00 04/30/2011 12X4215 1215203 09/30/2042 02003 4.100000400 105,000.0000 2,511.25 04/30/2011 12X4215 1215203 09/30/2037 02004 3.949999200 316,000.0000 7,281.17 04/30/2011 12X4215 1215203 09/30/2042 02004 3.949999200 72,000.0000 1,659.00 04/30/2011 12X4215 1215203 09/30/2038 02005 3.880000800 582,000.0000 13,172.60 04/30/2011 12X4215 1215203 09/30/2042 02005 3.880000800 220,000.0000 4,979.33 04/30/2011 12X4215 1215203 09/30/2039 02006 4.839998400 388,000.0000 10,954.53 04/30/2011 12X4215 1215203 09/30/2042 02006 4.839998400 55,000.0000 1,552.83 04/30/2011 12X4215 1215203 09/30/2040 02007 4.880001600 146,000.0000 4,156.13 04/30/2011 12X4215 1215203 09/30/2042 02007 4.880001600 37,000.0000 1,053.27 04/30/2011 12X4215 1215203 09/30/2043 02007 4.880001600 9,200.0000 0.00 04/30/2011 12X4215 1215203 09/30/2041 02008 3.489998400 312,000.0000 6,351.80 04/30/2011 12X4215 1215203 09/30/2042 02008 3.489998400 42,000.0000 855.05 04/30/2011 12X4215 1215203 09/30/2042 02009 3.089998800 938,000.0000 16,907.44 04/30/2011 12X4215 1215203 09/30/2043 02009 3.089998800 127,600.0000 2,299.99 04/30/2011 12X4215 1215203 09/30/2043 02010 3.089998800 1,594,800.0000 28,746.26 04/30/2011 12X4215 1215203 09/30/2044 02011 3.089998800 501,000.0000 9,030.52 04/30/2011 ------------------------ ---------------------- 125,707,300.0000 4,879,225.46 206 SUB-COHORT 12X4215 1215206 09/30/2027 01992 6.919999200 494,000.0000 19,941.13 04/30/2011 12X4215 1215206 09/30/2028 01992 6.919999200 1,000,000.0000 40,366.66 04/30/2011 12X4215 1215206 09/30/2029 01992 6.919999200 1,800,000.0000 72,659.99 04/30/2011 12X4215 1215206 09/30/2035 01992 6.919999200 1,600,000.0000 64,586.66 04/30/2011 12X4215 1215206 09/30/2037 01992 6.919999200 39,000.0000 1,574.30 04/30/2011 12X4215 1215206 09/30/2038 01992 6.919999200 360,000.0000 14,532.00 04/30/2011 12X4215 1215206 09/30/2042 01992 6.919999200 781,000.0000 31,526.36 04/30/2011 12X4215 1215206 09/30/2028 01993 7.049998800 1,878,000.0000 77,232.74 04/30/2011 12X4215 1215206 09/30/2029 01993 7.049998800 1,993,000.0000 81,962.11 04/30/2011 12X4215 1215206 09/30/2030 01993 7.049998800 1,300,000.0000 53,462.49 04/30/2011 12X4215 1215206 09/30/2038 01993 7.049998800 488,000.0000 20,069.00 04/30/2011 12X4215 1215206 09/30/2042 01993 7.049998800 1,300,000.0000 53,462.49 04/30/2011 12X4215 1215206 09/30/2043 01994 6.990001200 6,948,200.0000 283,312.90 04/30/2011 12X4215 1215206 09/30/2029 01995 6.950001600 1,448,000.0000 58,704.35 04/30/2011 12X4215 1215206 09/30/2030 01995 6.950001600 2,000,000.0000 81,083.35 04/30/2011 12X4215 1215206 09/30/2033 01995 6.950001600 1,200,000.0000 48,650.01 04/30/2011 12X4215 1215206 09/30/2035 01995 6.950001600 310,000.0000 12,567.92 04/30/2011 12X4215 1215206 09/30/2038 01995 6.950001600 195,000.0000 7,905.63 04/30/2011 12X4215 1215206 09/30/2042 01995 6.950001600 1,600,000.0000 64,866.68 04/30/2011 12X4215 1215206 09/30/2030 01996 6.419998800 987,000.0000 36,963.14 04/30/2011 12X4215 1215206 09/30/2031 01996 6.419998800 1,375,000.0000 51,493.74 04/30/2011 12X4215 1215206 09/30/2032 01996 6.419998800 2,000,000.0000 74,899.99 04/30/2011 12X4215 1215206 09/30/2034 01996 6.419998800 50,000.0000 1,872.50 04/30/2011 12X4215 1215206 09/30/2035 01996 6.419998800 400,000.0000 14,980.00 04/30/2011 12X4215 1215206 09/30/2038 01996 6.419998800 437,000.0000 16,365.65 04/30/2011 12X4215 1215206 09/30/2042 01996 6.419998800 2,550,000.0000 95,497.48 04/30/2011 12X4215 1215206 09/30/2030 01997 6.040000800 734,800.0000 25,889.46 04/30/2011 12X4215 1215206 09/30/2031 01997 6.040000800 3,000,000.0000 105,700.01 04/30/2011 12X4215 1215206 09/30/2032 01997 6.040000800 1,000,000.0000 35,233.34 04/30/2011 12X4215 1215206 09/30/2033 01997 6.040000800 700,000.0000 24,663.34 04/30/2011 12X4215 1215206 09/30/2035 01997 6.040000800 400,000.0000 14,093.34 04/30/2011 12X4215 1215206 09/30/2038 01997 6.040000800 317,000.0000 11,168.97 04/30/2011 12X4215 1215206 09/30/2042 01997 6.040000800 2,100,000.0000 73,990.01 04/30/2011 12X4215 1215206 09/30/2032 01998 5.979999600 2,918,600.0000 101,810.49 04/30/2011 12X4215 1215206 09/30/2033 01998 5.979999600 800,000.0000 27,906.66 04/30/2011 12X4215 1215206 09/30/2035 01998 5.979999600 1,000,000.0000 34,883.33 04/30/2011 12X4215 1215206 09/30/2038 01998 5.979999600 257,000.0000 8,965.02 04/30/2011 12X4215 1215206 09/30/2040 01998 5.979999600 827,000.0000 28,848.51 04/30/2011 12X4215 1215206 09/30/2042 01998 5.979999600 706,000.0000 24,627.63 04/30/2011 12X4215 1215206 09/30/2043 01998 5.979999600 782,000.0000 27,278.76 04/30/2011 12X4215 1215206 09/30/2034 01999 5.690001600 224,000.0000 7,434.94 04/30/2011 12X4215 1215206 09/30/2035 01999 5.690001600 3,000,000.0000 99,575.03 04/30/2011 12X4215 1215206 09/30/2036 01999 5.690001600 1,000,000.0000 33,191.68 04/30/2011 12X4215 1215206 09/30/2037 01999 5.690001600 3,400,000.0000 112,851.70 04/30/2011 12X4215 1215206 09/30/2038 01999 5.690001600 755,000.0000 25,059.72 04/30/2011 12X4215 1215206 09/30/2040 01999 5.690001600 400,000.0000 13,276.67 04/30/2011 12X4215 1215206 09/30/2042 01999 5.690001600 1,250,000.0000 41,489.60 04/30/2011 12X4215 1215206 09/30/2035 02000 5.349999600 3,454,000.0000 107,793.58 04/30/2011 12X4215 1215206 09/30/2036 02000 5.349999600 3,700,000.0000 115,470.82 04/30/2011 12X4215 1215206 09/30/2037 02000 5.349999600 2,616,000.0000 81,640.99 04/30/2011 12X4215 1215206 09/30/2038 02000 5.349999600 628,000.0000 19,598.83 04/30/2011 12X4215 1215206 09/30/2039 02000 5.349999600 2,071,000.0000 64,632.45 04/30/2011 12X4215 1215206 09/30/2042 02000 5.349999600 2,450,000.0000 76,460.41 04/30/2011 12X4215 1215206 09/30/2036 02001 5.159998800 1,124,000.0000 33,832.39 04/30/2011 12X4215 1215206 09/30/2037 02001 5.159998800 6,400,000.0000 192,639.96 04/30/2011 12X4215 1215206 09/30/2038 02001 5.159998800 2,748,000.0000 82,714.78 04/30/2011 12X4215 1215206 09/30/2039 02001 5.159998800 1,593,000.0000 47,949.29 04/30/2011 12X4215 1215206 09/30/2040 02001 5.159998800 388,000.0000 11,678.80 04/30/2011 12X4215 1215206 09/30/2041 02001 5.159998800 148,000.0000 4,454.80 04/30/2011 12X4215 1215206 09/30/2042 02001 5.159998800 3,287,000.0000 98,938.68 04/30/2011 12X4215 1215206 09/30/2043 02001 5.159998800 1,370,000.0000 41,236.99 04/30/2011 12X4215 1215206 09/30/2044 02001 5.159998800 103,000.0000 3,100.30 04/30/2011 12X4215 1215206 09/30/2037 02002 4.960000800 3,756,000.0000 108,673.62 04/30/2011 12X4215 1215206 09/30/2038 02002 4.960000800 7,200,000.0000 208,320.03 04/30/2011 12X4215 1215206 09/30/2039 02002 4.960000800 1,572,000.0000 45,483.21 04/30/2011 12X4215 1215206 09/30/2040 02002 4.960000800 1,812,000.0000 52,427.21 04/30/2011 12X4215 1215206 09/30/2041 02002 4.960000800 105,000.0000 3,038.00 04/30/2011 12X4215 1215206 09/30/2042 02002 4.960000800 2,950,000.0000 85,353.35 04/30/2011 12X4215 1215206 09/30/2043 02002 4.960000800 942,000.0000 27,255.20 04/30/2011 12X4215 1215206 09/30/2044 02002 4.960000800 1,164,000.0000 33,678.41 04/30/2011 12X4215 1215206 09/30/2037 02003 4.780000800 947,000.0000 26,405.52 04/30/2011 12X4215 1215206 09/30/2038 02003 4.780000800 1,787,000.0000 49,827.53 04/30/2011 12X4215 1215206 09/30/2039 02003 4.780000800 4,394,000.0000 122,519.39 04/30/2011 12X4215 1215206 09/30/2040 02003 4.780000800 1,085,000.0000 30,253.42 04/30/2011 12X4215 1215206 09/30/2041 02003 4.780000800 5,590,000.0000 155,867.86 04/30/2011 12X4215 1215206 09/30/2042 02003 4.780000800 7,405,200.0000 206,481.69 04/30/2011 12X4215 1215206 09/30/2043 02003 4.780000800 1,036,000.0000 28,887.14 04/30/2011 12X4215 1215206 09/30/2044 02003 4.780000800 1,366,000.0000 38,088.64 04/30/2011 12X4215 1215206 09/30/2038 02004 4.579999200 72,000.0000 1,923.60 04/30/2011 12X4215 1215206 09/30/2039 02004 4.579999200 2,959,000.0000 79,054.60 04/30/2011 12X4215 1215206 09/30/2040 02004 4.579999200 6,584,000.0000 175,902.50 04/30/2011 12X4215 1215206 09/30/2041 02004 4.579999200 1,165,000.0000 31,124.91 04/30/2011 12X4215 1215206 09/30/2042 02004 4.579999200 5,043,000.0000 134,732.13 04/30/2011 12X4215 1215206 09/30/2043 02004 4.579999200 1,126,000.0000 30,082.96 04/30/2011 12X4215 1215206 09/30/2038 02005 4.770000000 226,300.0000 6,296.80 04/30/2011 12X4215 1215206 09/30/2039 02005 4.770000000 586,000.0000 16,305.45 04/30/2011 12X4215 1215206 09/30/2040 02005 4.770000000 5,203,000.0000 144,773.48 04/30/2011 12X4215 1215206 09/30/2041 02005 4.770000000 4,534,000.0000 126,158.55 04/30/2011 12X4215 1215206 09/30/2042 02005 4.770000000 3,033,000.0000 84,393.23 04/30/2011 12X4215 1215206 09/30/2043 02005 4.770000000 1,950,000.0000 54,258.75 04/30/2011 12X4215 1215206 09/30/2044 02005 4.770000000 264,000.0000 0.00 04/30/2011 12X4215 1215206 09/30/2040 02006 4.929998400 1,875,700.0000 53,941.99 04/30/2011 12X4215 1215206 09/30/2041 02006 4.929998400 2,027,000.0000 58,293.12 04/30/2011 12X4215 1215206 09/30/2042 02006 4.929998400 1,482,000.0000 42,619.84 04/30/2011 12X4215 1215206 09/30/2043 02006 4.929998400 2,763,000.0000 79,459.25 04/30/2011 12X4215 1215206 09/30/2044 02006 4.929998400 342,000.0000 0.00 04/30/2011 12X4215 1215206 09/30/2040 02007 5.150001600 1,115,300.0000 33,505.48 04/30/2011 12X4215 1215206 09/30/2041 02007 5.150001600 1,027,000.0000 30,852.80 04/30/2011 12X4215 1215206 09/30/2042 02007 5.150001600 2,071,000.0000 62,216.31 04/30/2011 12X4215 1215206 09/30/2043 02007 5.150001600 7,216,000.0000 216,780.73 04/30/2011 12X4215 1215206 09/30/2044 02007 5.150001600 1,015,000.0000 30,492.30 04/30/2011 12X4215 1215206 09/30/2041 02008 5.100001200 652,700.0000 19,417.83 04/30/2011 12X4215 1215206 09/30/2042 02008 5.100001200 484,000.0000 14,399.00 04/30/2011 12X4215 1215206 09/30/2043 02008 5.100001200 254,500.0000 7,571.38 04/30/2011 12X4215 1215206 09/30/2044 02008 5.100001200 104,000.0000 3,094.00 04/30/2011 12X4215 1215206 09/30/2042 02009 4.899999600 2,146,000.0000 61,339.83 04/30/2011 12X4215 1215206 09/30/2043 02009 4.899999600 2,314,000.0000 66,141.83 04/30/2011 12X4215 1215206 09/30/2044 02009 4.899999600 558,000.0000 15,949.50 04/30/2011 12X4215 1215206 09/30/2043 02010 4.899999600 2,175,900.0000 62,194.47 04/30/2011 12X4215 1215206 09/30/2044 02010 4.899999600 258,000.0000 7,374.50 04/30/2011 12X4215 1215206 09/30/2044 02011 4.899999600 324,000.0000 9,261.00 04/30/2011 ------------------------ ---------------------- 198,246,200.0000 6,223,092.89 207 SUB-COHORT 12X4215 1215207 09/30/2043 01992 6.819998400 54,550,000.0000 2,170,180.32 04/30/2011 12X4215 1215207 09/30/2044 01992 6.819998400 78,100,000.0000 3,107,077.60 04/30/2011 12X4215 1215207 09/30/2045 01992 6.819998400 3,000,000.0000 119,349.97 04/30/2011 12X4215 1215207 09/30/2052 01992 6.819998400 31,000,000.0000 1,233,283.04 04/30/2011 12X4215 1215207 09/30/2056 01992 6.819998400 12,945,000.0000 514,995.13 04/30/2011 12X4215 1215207 09/30/2057 01992 6.819998400 10,000,000.0000 397,833.24 04/30/2011 12X4215 1215207 09/30/2058 01992 6.819998400 122,000.0000 4,853.57 04/30/2011 12X4215 1215207 09/30/2059 01992 6.819998400 1,250,000.0000 49,729.16 04/30/2011 12X4215 1215207 09/30/2060 01992 6.819998400 9,700,000.0000 385,898.24 04/30/2011 12X4215 1215207 09/30/2044 01993 6.890000400 75,785,000.0000 3,045,925.64 04/30/2011 12X4215 1215207 09/30/2045 01993 6.890000400 54,000,000.0000 2,170,350.13 04/30/2011 12X4215 1215207 09/30/2052 01993 6.890000400 34,000,000.0000 1,366,516.75 04/30/2011 12X4215 1215207 09/30/2056 01993 6.890000400 12,513,000.0000 502,918.35 04/30/2011 12X4215 1215207 09/30/2057 01993 6.890000400 9,200,000.0000 369,763.35 04/30/2011 12X4215 1215207 09/30/2058 01993 6.890000400 10,345,000.0000 415,782.82 04/30/2011 12X4215 1215207 09/30/2059 01993 6.890000400 4,750,000.0000 190,910.43 04/30/2011 12X4215 1215207 09/30/2060 01993 6.890000400 3,462,000.0000 139,143.56 04/30/2011 12X4215 1215207 09/30/2045 01994 7.089998400 26,264,000.0000 1,086,235.02 04/30/2011 12X4215 1215207 09/30/2046 01994 7.089998400 64,000,000.0000 2,646,932.74 04/30/2011 12X4215 1215207 09/30/2052 01994 7.089998400 29,000,000.0000 1,199,391.40 04/30/2011 12X4215 1215207 09/30/2055 01994 7.089998400 16,510,000.0000 682,825.93 04/30/2011 12X4215 1215207 09/30/2056 01994 7.089998400 9,570,000.0000 395,799.16 04/30/2011 12X4215 1215207 09/30/2057 01994 7.089998400 12,200,000.0000 504,571.55 04/30/2011 12X4215 1215207 09/30/2058 01994 7.089998400 12,651,000.0000 523,224.16 04/30/2011 12X4215 1215207 09/30/2059 01994 7.089998400 7,600,000.0000 314,323.26 04/30/2011 12X4215 1215207 09/30/2060 01994 7.089998400 2,589,000.0000 107,076.70 04/30/2011 12X4215 1215207 09/30/2046 01995 6.710000400 41,270,000.0000 1,615,376.68 04/30/2011 12X4215 1215207 09/30/2048 01995 6.710000400 2,000,000.0000 78,283.34 04/30/2011 12X4215 1215207 09/30/2050 01995 6.710000400 1,000,000.0000 39,141.67 04/30/2011 12X4215 1215207 09/30/2052 01995 6.710000400 14,000,000.0000 547,983.37 04/30/2011 12X4215 1215207 09/30/2055 01995 6.710000400 1,069,000.0000 41,842.44 04/30/2011 12X4215 1215207 09/30/2056 01995 6.710000400 6,695,000.0000 262,053.47 04/30/2011 12X4215 1215207 09/30/2057 01995 6.710000400 2,200,000.0000 86,111.67 04/30/2011 12X4215 1215207 09/30/2058 01995 6.710000400 63,000.0000 2,465.93 04/30/2011 12X4215 1215207 09/30/2059 01995 6.710000400 901,000.0000 35,266.64 04/30/2011 12X4215 1215207 09/30/2060 01995 6.710000400 3,298,000.0000 129,089.22 04/30/2011 12X4215 1215207 09/30/2047 01996 6.459998400 7,936,000.0000 299,054.86 04/30/2011 12X4215 1215207 09/30/2048 01996 6.459998400 29,000,000.0000 1,092,816.40 04/30/2011 12X4215 1215207 09/30/2052 01996 6.459998400 9,000,000.0000 339,149.92 04/30/2011 12X4215 1215207 09/30/2055 01996 6.459998400 667,600.0000 25,157.39 04/30/2011 12X4215 1215207 09/30/2056 01996 6.459998400 5,122,000.0000 193,013.99 04/30/2011 12X4215 1215207 09/30/2057 01996 6.459998400 3,700,000.0000 139,428.30 04/30/2011 12X4215 1215207 09/30/2058 01996 6.459998400 19,000.0000 715.98 04/30/2011 12X4215 1215207 09/30/2059 01996 6.459998400 61,000.0000 2,298.68 04/30/2011 12X4215 1215207 09/30/2060 01996 6.459998400 5,851,000.0000 220,485.13 04/30/2011 12X4215 1215207 09/30/2048 01997 5.950000800 18,810,000.0000 652,863.84 04/30/2011 12X4215 1215207 09/30/2049 01997 5.950000800 17,000,000.0000 590,041.75 04/30/2011 12X4215 1215207 09/30/2050 01997 5.950000800 1,000,000.0000 34,708.34 04/30/2011 12X4215 1215207 09/30/2051 01997 5.950000800 1,000,000.0000 34,708.34 04/30/2011 12X4215 1215207 09/30/2052 01997 5.950000800 14,000,000.0000 485,916.73 04/30/2011 12X4215 1215207 09/30/2055 01997 5.950000800 1,557,500.0000 54,058.24 04/30/2011 12X4215 1215207 09/30/2056 01997 5.950000800 5,215,000.0000 181,003.98 04/30/2011 12X4215 1215207 09/30/2057 01997 5.950000800 3,600,000.0000 124,950.02 04/30/2011 12X4215 1215207 09/30/2058 01997 5.950000800 651,000.0000 22,595.13 04/30/2011 12X4215 1215207 09/30/2059 01997 5.950000800 606,000.0000 21,033.25 04/30/2011 12X4215 1215207 09/30/2049 01998 5.870001600 25,700,000.0000 880,011.07 04/30/2011 12X4215 1215207 09/30/2050 01998 5.870001600 19,000,000.0000 650,591.84 04/30/2011 12X4215 1215207 09/30/2051 01998 5.870001600 3,000,000.0000 102,725.03 04/30/2011 12X4215 1215207 09/30/2052 01998 5.870001600 6,000,000.0000 205,450.06 04/30/2011 12X4215 1215207 09/30/2053 01998 5.870001600 13,000,000.0000 445,141.79 04/30/2011 12X4215 1215207 09/30/2055 01998 5.870001600 2,342,000.0000 80,194.01 04/30/2011 12X4215 1215207 09/30/2056 01998 5.870001600 591,000.0000 20,236.83 04/30/2011 12X4215 1215207 09/30/2057 01998 5.870001600 4,500,000.0000 154,087.54 04/30/2011 12X4215 1215207 09/30/2058 01998 5.870001600 735,000.0000 25,167.63 04/30/2011 12X4215 1215207 09/30/2059 01998 5.870001600 1,250,000.0000 42,802.10 04/30/2011 12X4215 1215207 09/30/2060 01998 5.870001600 5,923,000.0000 202,813.45 04/30/2011 12X4215 1215207 09/30/2049 01999 5.839999200 1,033,000.0000 35,190.86 04/30/2011 12X4215 1215207 09/30/2050 01999 5.839999200 23,000,000.0000 783,533.23 04/30/2011 12X4215 1215207 09/30/2051 01999 5.839999200 13,000,000.0000 442,866.61 04/30/2011 12X4215 1215207 09/30/2052 01999 5.839999200 8,000,000.0000 272,533.30 04/30/2011 12X4215 1215207 09/30/2053 01999 5.839999200 4,200,000.0000 143,079.98 04/30/2011 12X4215 1215207 09/30/2055 01999 5.839999200 2,898,200.0000 98,732.00 04/30/2011 12X4215 1215207 09/30/2056 01999 5.839999200 1,455,000.0000 49,566.99 04/30/2011 12X4215 1215207 09/30/2057 01999 5.839999200 4,023,000.0000 137,050.18 04/30/2011 12X4215 1215207 09/30/2058 01999 5.839999200 1,546,000.0000 52,667.06 04/30/2011 12X4215 1215207 09/30/2059 01999 5.839999200 2,154,000.0000 73,379.59 04/30/2011 12X4215 1215207 09/30/2060 01999 5.839999200 1,429,000.0000 48,681.26 04/30/2011 12X4215 1215207 09/30/2051 02000 5.590000800 15,732,000.0000 512,994.37 04/30/2011 12X4215 1215207 09/30/2052 02000 5.590000800 24,000,000.0000 782,600.11 04/30/2011 12X4215 1215207 09/30/2053 02000 5.590000800 9,000,000.0000 293,475.04 04/30/2011 12X4215 1215207 09/30/2055 02000 5.590000800 1,420,000.0000 46,303.84 04/30/2011 12X4215 1215207 09/30/2056 02000 5.590000800 2,754,000.0000 89,803.36 04/30/2011 12X4215 1215207 09/30/2057 02000 5.590000800 3,447,000.0000 112,400.94 04/30/2011 12X4215 1215207 09/30/2058 02000 5.590000800 1,053,000.0000 34,336.58 04/30/2011 12X4215 1215207 09/30/2059 02000 5.590000800 4,950,000.0000 161,411.27 04/30/2011 12X4215 1215207 09/30/2060 02000 5.590000800 1,021,000.0000 33,293.11 04/30/2011 12X4215 1215207 09/30/2061 02000 5.590000800 25,000.0000 815.21 04/30/2011 12X4215 1215207 09/30/2052 02001 5.349999600 19,130,000.0000 597,015.37 04/30/2011 12X4215 1215207 09/30/2053 02001 5.349999600 27,300,000.0000 851,987.44 04/30/2011 12X4215 1215207 09/30/2055 02001 5.349999600 5,969,000.0000 186,282.53 04/30/2011 12X4215 1215207 09/30/2056 02001 5.349999600 2,953,000.0000 92,158.20 04/30/2011 12X4215 1215207 09/30/2057 02001 5.349999600 2,629,500.0000 82,062.31 04/30/2011 12X4215 1215207 09/30/2058 02001 5.349999600 6,917,000.0000 215,868.03 04/30/2011 12X4215 1215207 09/30/2059 02001 5.349999600 1,781,000.0000 55,582.04 04/30/2011 12X4215 1215207 09/30/2060 02001 5.349999600 2,187,000.0000 68,252.62 04/30/2011 12X4215 1215207 09/30/2061 02001 5.349999600 405,000.0000 0.00 04/30/2011 12X4215 1215207 09/30/2053 02002 5.060001600 35,581,000.0000 1,050,232.85 04/30/2011 12X4215 1215207 09/30/2055 02002 5.060001600 12,000,000.0000 354,200.11 04/30/2011 12X4215 1215207 09/30/2056 02002 5.060001600 4,665,000.0000 137,695.29 04/30/2011 12X4215 1215207 09/30/2057 02002 5.060001600 6,254,000.0000 184,597.29 04/30/2011 12X4215 1215207 09/30/2058 02002 5.060001600 4,791,000.0000 141,414.39 04/30/2011 12X4215 1215207 09/30/2059 02002 5.060001600 890,000.0000 26,269.84 04/30/2011 12X4215 1215207 09/30/2060 02002 5.060001600 5,139,000.0000 151,686.20 04/30/2011 12X4215 1215207 09/30/2061 02002 5.060001600 573,000.0000 16,913.06 04/30/2011 12X4215 1215207 09/30/2053 02003 4.960000800 20,871,000.0000 603,867.70 04/30/2011 12X4215 1215207 09/30/2055 02003 4.960000800 17,800,000.0000 515,013.42 04/30/2011 12X4215 1215207 09/30/2056 02003 4.960000800 9,498,000.0000 274,808.84 04/30/2011 12X4215 1215207 09/30/2057 02003 4.960000800 3,626,000.0000 104,912.28 04/30/2011 12X4215 1215207 09/30/2058 02003 4.960000800 3,228,000.0000 93,396.82 04/30/2011 12X4215 1215207 09/30/2059 02003 4.960000800 7,756,000.0000 224,406.97 04/30/2011 12X4215 1215207 09/30/2060 02003 4.960000800 7,108,000.0000 205,658.17 04/30/2011 12X4215 1215207 09/30/2061 02003 4.960000800 373,000.0000 0.00 04/30/2011 12X4215 1215207 09/30/2055 02004 4.860000000 18,265,000.0000 517,812.75 04/30/2011 12X4215 1215207 09/30/2056 02004 4.860000000 16,995,000.0000 481,808.25 04/30/2011 12X4215 1215207 09/30/2057 02004 4.860000000 15,297,000.0000 433,669.95 04/30/2011 12X4215 1215207 09/30/2058 02004 4.860000000 3,794,000.0000 107,559.90 04/30/2011 12X4215 1215207 09/30/2059 02004 4.860000000 6,631,111.0000 187,992.00 04/30/2011 12X4215 1215207 09/30/2060 02004 4.860000000 2,760,000.0000 78,246.00 04/30/2011 12X4215 1215207 09/30/2061 02004 4.860000000 129,000.0000 3,657.15 04/30/2011 12X4215 1215207 09/30/2055 02005 4.870000800 1,454,000.0000 41,305.72 04/30/2011 12X4215 1215207 09/30/2056 02005 4.870000800 13,564,000.0000 385,330.70 04/30/2011 12X4215 1215207 09/30/2057 02005 4.870000800 14,206,000.0000 403,568.85 04/30/2011 12X4215 1215207 09/30/2058 02005 4.870000800 13,856,000.0000 393,625.93 04/30/2011 12X4215 1215207 09/30/2059 02005 4.870000800 6,914,000.0000 196,415.25 04/30/2011 12X4215 1215207 09/30/2060 02005 4.870000800 3,158,000.0000 89,713.53 04/30/2011 12X4215 1215207 09/30/2056 02006 4.759999200 885,600.0000 24,590.16 04/30/2011 12X4215 1215207 09/30/2057 02006 4.759999200 13,540,800.0000 375,982.82 04/30/2011 12X4215 1215207 09/30/2058 02006 4.759999200 13,388,000.0000 371,740.07 04/30/2011 12X4215 1215207 09/30/2059 02006 4.759999200 13,287,681.0000 368,954.55 04/30/2011 12X4215 1215207 09/30/2060 02006 4.759999200 8,638,000.0000 239,848.43 04/30/2011 12X4215 1215207 09/30/2061 02006 4.759999200 5,159,000.0000 143,248.21 04/30/2011 12X4215 1215207 09/30/2057 02007 4.560001200 4,903,000.0000 130,419.83 04/30/2011 12X4215 1215207 09/30/2058 02007 4.560001200 11,643,000.0000 309,703.88 04/30/2011 12X4215 1215207 09/30/2059 02007 4.560001200 21,033,000.0000 559,477.95 04/30/2011 12X4215 1215207 09/30/2060 02007 4.560001200 10,666,000.0000 283,715.67 04/30/2011 12X4215 1215207 09/30/2061 02007 4.560001200 2,512,000.0000 66,819.22 04/30/2011 12X4215 1215207 09/30/2058 02008 4.560001200 3,537,600.0000 94,100.18 04/30/2011 12X4215 1215207 09/30/2059 02008 4.560001200 12,259,000.0000 326,089.49 04/30/2011 12X4215 1215207 09/30/2060 02008 4.560001200 13,486,000.0000 358,727.69 04/30/2011 12X4215 1215207 09/30/2061 02008 4.560001200 2,489,000.0000 66,207.42 04/30/2011 12X4215 1215207 09/30/2059 02009 4.780000800 1,897,200.0000 52,900.27 04/30/2011 12X4215 1215207 09/30/2060 02009 4.780000800 16,265,000.0000 453,522.49 04/30/2011 12X4215 1215207 09/30/2061 02009 4.780000800 6,440,000.0000 179,568.70 04/30/2011 12X4215 1215207 09/30/2060 02010 2.959999200 9,524,500.0000 164,456.32 04/30/2011 12X4215 1215207 09/30/2061 02010 2.959999200 4,000,000.0000 69,066.65 04/30/2011 12X4215 1215207 09/30/2061 02011 2.959999200 5,417,000.0000 0.00 04/30/2011 ------------------------ ---------------------- 1,497,998,292.0000 52,204,569.91 208 SUB-COHORT 12X4215 1215208 09/30/2011 02001 3.399998400 1,550,000.0000 30,741.65 04/30/2011 12X4215 1215208 09/30/2012 02001 3.399998400 18,000.0000 357.00 04/30/2011 12X4215 1215208 09/30/2013 02001 3.399998400 535,000.0000 10,610.83 04/30/2011 12X4215 1215208 09/30/2012 02006 3.650000400 516,000.0000 10,986.50 04/30/2011 12X4215 1215208 09/30/2013 02006 3.650000400 25,000.0000 532.29 04/30/2011 12X4215 1215208 09/30/2011 02007 4.129999200 61,000.0000 1,469.59 04/30/2011 12X4215 1215208 09/30/2012 02007 4.129999200 752,000.0000 18,116.93 04/30/2011 12X4215 1215208 09/30/2013 02007 4.129999200 432,000.0000 10,407.60 04/30/2011 12X4215 1215208 09/30/2014 02007 4.129999200 582,000.0000 14,021.35 04/30/2011 12X4215 1215208 09/30/2012 02008 1.440000000 885,000.0000 7,434.00 04/30/2011 12X4215 1215208 09/30/2013 02008 1.440000000 39,000.0000 327.60 04/30/2011 12X4215 1215208 09/30/2012 02009 1.440000000 185,000.0000 1,554.00 04/30/2011 12X4215 1215208 09/30/2013 02009 1.440000000 259,000.0000 2,175.60 04/30/2011 ------------------------ ---------------------- 5,839,000.0000 108,734.94 209 SUB-COHORT 12X4215 1215209 09/30/2060 01992 7.310001600 654,000.0000 27,887.66 04/30/2011 12X4215 1215209 09/30/2057 01993 6.710000400 553,300.0000 21,657.09 04/30/2011 12X4215 1215209 09/30/2057 01994 6.770001600 2,178,700.0000 86,040.51 04/30/2011 12X4215 1215209 09/30/2060 01994 6.770001600 165,000.0000 6,516.13 04/30/2011 12X4215 1215209 09/30/2047 01997 6.890000400 783,000.0000 31,470.08 04/30/2011 12X4215 1215209 09/30/2048 01997 6.890000400 50,000.0000 2,009.58 04/30/2011 12X4215 1215209 09/30/2050 01997 6.890000400 17,000.0000 683.26 04/30/2011 12X4215 1215209 09/30/2052 01997 6.890000400 400,000.0000 16,076.67 04/30/2011 12X4215 1215209 09/30/2055 01997 6.890000400 86,600.0000 3,480.60 04/30/2011 12X4215 1215209 09/30/2056 01997 6.890000400 3,100.0000 124.59 04/30/2011 12X4215 1215209 09/30/2059 01997 6.890000400 81,000.0000 3,255.53 04/30/2011 12X4215 1215209 09/30/2060 01997 6.890000400 6,210,500.0000 249,610.36 04/30/2011 12X4215 1215209 09/30/2059 01998 5.979999600 374,600.0000 13,067.30 04/30/2011 12X4215 1215209 09/30/2060 01998 5.979999600 110,800.0000 3,865.07 04/30/2011 12X4215 1215209 09/30/2059 01999 5.810000400 624,800.0000 21,175.51 04/30/2011 12X4215 1215209 09/30/2060 01999 5.810000400 1,925,900.0000 65,271.97 04/30/2011 12X4215 1215209 09/30/2050 02000 6.360001200 267,500.0000 9,924.25 04/30/2011 12X4215 1215209 09/30/2054 02000 6.360001200 8,500.0000 315.35 04/30/2011 12X4215 1215209 09/30/2055 02000 6.360001200 13,900.0000 515.69 04/30/2011 12X4215 1215209 09/30/2056 02000 6.360001200 1,500.0000 55.65 04/30/2011 12X4215 1215209 09/30/2060 02000 6.360001200 349,100.0000 12,951.61 04/30/2011 12X4215 1215209 09/30/2051 02001 5.670000000 148,200.0000 4,901.72 04/30/2011 12X4215 1215209 09/30/2052 02001 5.670000000 120,000.0000 3,969.00 04/30/2011 12X4215 1215209 09/30/2055 02001 5.670000000 24,700.0000 816.95 04/30/2011 12X4215 1215209 09/30/2056 02001 5.670000000 7,500.0000 248.06 04/30/2011 12X4215 1215209 09/30/2060 02001 5.670000000 692,000.0000 22,887.90 04/30/2011 12X4215 1215209 09/30/2052 02002 5.600001600 590,500.0000 19,289.67 04/30/2011 12X4215 1215209 09/30/2056 02002 5.600001600 5,000.0000 163.33 04/30/2011 12X4215 1215209 09/30/2060 02002 5.600001600 410,000.0000 13,393.34 04/30/2011 12X4215 1215209 09/30/2054 02003 4.899999600 769,600.0000 21,997.73 04/30/2011 12X4215 1215209 09/30/2058 02003 4.899999600 50,000.0000 1,429.17 04/30/2011 12X4215 1215209 09/30/2060 02003 4.899999600 352,000.0000 10,061.33 04/30/2011 12X4215 1215209 09/30/2054 02004 5.190001200 152,800.0000 4,626.02 04/30/2011 12X4215 1215209 09/30/2056 02004 5.190001200 10,000.0000 302.75 04/30/2011 12X4215 1215209 09/30/2060 02004 5.190001200 90,000.0000 2,724.75 04/30/2011 12X4215 1215209 09/30/2055 02005 4.479998400 625,400.0000 16,343.78 04/30/2011 12X4215 1215209 09/30/2056 02005 4.479998400 177,000.0000 4,625.60 04/30/2011 12X4215 1215209 09/30/2060 02005 4.479998400 39,000.0000 1,019.20 04/30/2011 12X4215 1215209 09/30/2057 02006 4.889998800 784,900.0000 22,389.27 04/30/2011 12X4215 1215209 09/30/2059 02006 4.889998800 114,000.0000 3,251.85 04/30/2011 12X4215 1215209 09/30/2060 02006 4.889998800 14,000.0000 399.35 04/30/2011 12X4215 1215209 09/30/2057 02007 4.910000400 809,000.0000 23,171.11 04/30/2011 12X4215 1215209 09/30/2059 02007 4.910000400 66,000.0000 1,890.35 04/30/2011 12X4215 1215209 09/30/2060 02007 4.910000400 36,000.0000 1,031.10 04/30/2011 12X4215 1215209 09/30/2058 02008 4.190000400 929,000.0000 22,706.31 04/30/2011 12X4215 1215209 09/30/2059 02008 4.190000400 39,000.0000 953.23 04/30/2011 12X4215 1215209 09/30/2060 02008 4.190000400 20,000.0000 488.83 04/30/2011 12X4215 1215209 09/30/2059 02009 3.840001200 934,000.0000 20,921.61 04/30/2011 12X4215 1215209 09/30/2060 02009 3.840001200 105,000.0000 2,352.00 04/30/2011 12X4215 1215209 09/30/2060 02010 3.840001200 950,000.0000 21,280.01 04/30/2011 ------------------------ ---------------------- 23,923,400.0000 825,589.78 212 SUB-COHORT 12X4215 1215212 09/30/2011 02001 5.370001200 179,000.0000 5,607.18 04/30/2011 12X4215 1215212 09/30/2012 02001 5.370001200 30,000.0000 939.75 04/30/2011 12X4215 1215212 09/30/2011 02002 5.289998400 252,000.0000 7,776.30 04/30/2011 12X4215 1215212 09/30/2012 02002 5.289998400 4,000.0000 123.43 04/30/2011 12X4215 1215212 09/30/2011 02003 4.250001600 140,000.0000 3,470.83 04/30/2011 ------------------------ ---------------------- 605,000.0000 17,917.49 401 SUB-COHORT 12X4215 1215401 09/30/2011 02000 5.709999600 5,400.0000 179.86 04/30/2011 12X4215 1215401 09/30/2011 02001 3.700000800 1,548,000.0000 33,411.01 04/30/2011 12X4215 1215401 09/30/2011 02003 2.120000400 1,000.0000 12.37 04/30/2011 12X4215 1215401 09/30/2013 02004 3.480001200 1,000.0000 20.30 04/30/2011 12X4215 1215401 09/30/2011 02005 3.620001600 1,414,000.0000 29,858.98 04/30/2011 12X4215 1215401 09/30/2013 02005 3.620001600 270,000.0000 5,701.50 04/30/2011 12X4215 1215401 09/30/2013 02006 3.409999200 750,000.0000 14,918.75 04/30/2011 12X4215 1215401 09/30/2013 02007 3.520000800 83,000.0000 1,704.27 04/30/2011 ------------------------ ---------------------- 4,072,400.0000 85,807.04 ======================== ====================== 15,895,696,275.0000 460,426,432.90 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00