Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 845 SUB-COHORT 12X4208 1208845 09/30/2026 01992 6.729998400 3,590,000.0000 100,669.56 02/28/2011 12X4208 1208845 09/30/2027 01992 6.729998400 52,970,000.0000 1,485,366.73 02/28/2011 12X4208 1208845 09/30/2044 01992 6.729998400 16,216,000.0000 454,723.56 02/28/2011 12X4208 1208845 09/30/2027 01993 6.599998800 5,284,000.0000 145,309.97 02/28/2011 12X4208 1208845 09/30/2028 01993 6.599998800 48,261,000.0000 1,327,177.26 02/28/2011 12X4208 1208845 09/30/2042 01993 6.599998800 6,825,000.0000 187,687.47 02/28/2011 12X4208 1208845 09/30/2043 01993 6.599998800 533,000.0000 14,657.50 02/28/2011 12X4208 1208845 09/30/2044 01993 6.599998800 16,561,000.0000 455,427.42 02/28/2011 ------------------------ ---------------------- 150,240,000.0000 4,171,019.47 840 SUB-COHORT 12X4208 1208840 09/30/2027 01992 6.950001600 276,184,000.0000 7,997,830.17 02/28/2011 12X4208 1208840 09/30/2042 01992 6.950001600 585,000.0000 16,940.63 02/28/2011 12X4208 1208840 09/30/2044 01992 6.950001600 19,906,000.0000 0.00 02/28/2011 12X4208 1208840 09/30/2028 01993 6.990001200 393,646,300.0000 11,464,950.46 02/28/2011 12X4208 1208840 09/30/2042 01993 6.990001200 618,000.0000 17,999.25 02/28/2011 12X4208 1208840 09/30/2044 01993 6.990001200 69,500,000.0000 2,024,187.85 02/28/2011 ------------------------ ---------------------- 760,439,300.0000 21,521,908.36 850 SUB-COHORT 12X4208 1208850 09/30/2029 01994 7.040001600 60,672,500.0000 1,779,727.07 02/28/2011 12X4208 1208850 09/30/2042 01994 7.040001600 53,000.0000 1,554.67 02/28/2011 12X4208 1208850 09/30/2043 01994 7.040001600 850,000.0000 24,933.34 02/28/2011 12X4208 1208850 09/30/2030 01995 6.680001600 40,456,000.0000 1,126,025.60 02/28/2011 12X4208 1208850 09/30/2042 01995 6.680001600 44,000.0000 1,224.67 02/28/2011 12X4208 1208850 09/30/2031 01996 6.450001200 57,620,200.0000 1,548,543.16 02/28/2011 12X4208 1208850 09/30/2042 01996 6.450001200 36,000.0000 967.50 02/28/2011 12X4208 1208850 09/30/2043 01996 6.450001200 250,000.0000 6,718.75 02/28/2011 12X4208 1208850 09/30/2032 01997 5.979999600 51,271,200.0000 1,277,507.31 02/28/2011 12X4208 1208850 09/30/2042 01997 5.979999600 4,200.0000 104.65 02/28/2011 12X4208 1208850 09/30/2043 01997 5.979999600 350,000.0000 8,720.83 02/28/2011 12X4208 1208850 09/30/2033 01998 6.000001200 84,790,756.3100 2,119,769.33 02/28/2011 12X4208 1208850 09/30/2042 01998 6.000001200 2,507,000.0000 62,675.01 02/28/2011 12X4208 1208850 09/30/2043 01998 6.000001200 250,000.0000 6,250.00 02/28/2011 12X4208 1208850 09/30/2034 01999 5.919998400 57,631,930.9100 1,421,587.24 02/28/2011 12X4208 1208850 09/30/2043 01999 5.919998400 650,000.0000 16,033.33 02/28/2011 12X4208 1208850 09/30/2035 02000 5.730001200 99,783,400.0000 2,382,329.17 02/28/2011 12X4208 1208850 09/30/2042 02000 5.730001200 20,000.0000 477.50 02/28/2011 12X4208 1208850 09/30/2043 02000 5.730001200 450,000.0000 10,743.75 02/28/2011 12X4208 1208850 09/30/2036 02001 5.000000400 96,003,000.0000 2,000,062.66 02/28/2011 12X4208 1208850 09/30/2043 02001 5.000000400 3,200,000.0000 66,666.67 02/28/2011 12X4208 1208850 09/30/2044 02001 5.000000400 2,000,000.0000 0.00 02/28/2011 12X4208 1208850 09/30/2037 02002 4.790001600 115,512,500.0000 2,305,437.75 02/28/2011 12X4208 1208850 09/30/2042 02002 4.790001600 4,701,000.0000 93,824.16 02/28/2011 12X4208 1208850 09/30/2043 02002 4.790001600 800,000.0000 15,966.67 02/28/2011 12X4208 1208850 09/30/2038 02003 4.709998800 104,240,000.0000 2,045,709.48 02/28/2011 12X4208 1208850 09/30/2042 02003 4.709998800 14,552,000.0000 285,582.93 02/28/2011 12X4208 1208850 09/30/2043 02003 4.709998800 3,345,000.0000 65,645.61 02/28/2011 12X4208 1208850 09/30/2039 02004 4.690000800 197,053,000.0000 3,850,744.70 02/28/2011 12X4208 1208850 09/30/2042 02004 4.690000800 28,673,000.0000 560,318.30 02/28/2011 12X4208 1208850 09/30/2043 02004 4.690000800 12,153,000.0000 237,489.92 02/28/2011 12X4208 1208850 09/30/2044 02004 4.690000800 2,674,000.0000 52,254.43 02/28/2011 12X4208 1208850 09/30/2040 02005 4.569998400 69,294,700.0000 1,319,486.12 02/28/2011 12X4208 1208850 09/30/2042 02005 4.569998400 24,581,000.0000 468,063.04 02/28/2011 12X4208 1208850 09/30/2043 02005 4.569998400 14,791,000.0000 281,645.19 02/28/2011 12X4208 1208850 09/30/2044 02005 4.569998400 15,935,000.0000 303,428.85 02/28/2011 12X4208 1208850 09/30/2041 02006 4.659998400 48,973,000.0000 950,892.09 02/28/2011 12X4208 1208850 09/30/2042 02006 4.659998400 18,447,000.0000 358,179.13 02/28/2011 12X4208 1208850 09/30/2043 02006 4.659998400 20,276,000.0000 393,692.20 02/28/2011 12X4208 1208850 09/30/2044 02006 4.659998400 4,822,000.0000 93,627.13 02/28/2011 12X4208 1208850 09/30/2042 02007 4.550000400 55,075,000.0000 1,044,130.30 02/28/2011 12X4208 1208850 09/30/2043 02007 4.550000400 19,802,000.0000 375,412.95 02/28/2011 12X4208 1208850 09/30/2044 02007 4.550000400 12,186,000.0000 231,026.27 02/28/2011 12X4208 1208850 09/30/2045 02007 4.550000400 967,000.0000 0.00 02/28/2011 12X4208 1208850 09/30/2043 02008 4.380001200 43,500,000.0000 793,875.22 02/28/2011 12X4208 1208850 09/30/2044 02008 4.380001200 20,387,000.0000 372,062.85 02/28/2011 12X4208 1208850 09/30/2045 02008 4.380001200 5,602,000.0000 102,236.53 02/28/2011 12X4208 1208850 09/30/2043 02009 4.820000400 5,230,000.0000 105,035.84 02/28/2011 12X4208 1208850 09/30/2044 02009 4.820000400 14,621,000.0000 293,638.44 02/28/2011 12X4208 1208850 09/30/2045 02009 4.820000400 8,712,000.0000 0.00 02/28/2011 ------------------------ ---------------------- 1,445,798,387.2200 30,862,028.31 810 SUB-COHORT 12X4208 1208810 09/30/2029 01994 6.909998400 191,444,000.0000 5,511,990.56 02/28/2011 12X4208 1208810 09/30/2042 01994 6.909998400 13,700,000.0000 394,445.74 02/28/2011 12X4208 1208810 09/30/2030 01995 6.559999200 252,848,000.0000 6,911,177.82 02/28/2011 12X4208 1208810 09/30/2042 01995 6.559999200 15,300,000.0000 418,199.95 02/28/2011 12X4208 1208810 09/30/2031 01996 6.320001600 322,976,000.0000 8,505,036.82 02/28/2011 12X4208 1208810 09/30/2042 01996 6.320001600 9,000,000.0000 237,000.06 02/28/2011 12X4208 1208810 09/30/2043 01996 6.320001600 6,700,000.0000 176,433.38 02/28/2011 12X4208 1208810 09/30/2044 01996 6.320001600 1,850,000.0000 48,716.68 02/28/2011 12X4208 1208810 09/30/2032 01997 6.140001600 290,888,000.0000 7,441,886.61 02/28/2011 12X4208 1208810 09/30/2042 01997 6.140001600 10,800,000.0000 276,300.07 02/28/2011 12X4208 1208810 09/30/2043 01997 6.140001600 4,400,000.0000 112,566.70 02/28/2011 12X4208 1208810 09/30/2044 01997 6.140001600 1,501,000.0000 38,400.59 02/28/2011 12X4208 1208810 09/30/2033 01998 5.919998400 343,632,000.0000 8,476,253.71 02/28/2011 12X4208 1208810 09/30/2042 01998 5.919998400 7,400,000.0000 182,533.28 02/28/2011 12X4208 1208810 09/30/2043 01998 5.919998400 8,450,000.0000 208,433.28 02/28/2011 12X4208 1208810 09/30/2044 01998 5.919998400 1,326,000.0000 32,707.99 02/28/2011 12X4208 1208810 09/30/2034 01999 5.889999600 217,418,000.0000 5,335,799.72 02/28/2011 12X4208 1208810 09/30/2042 01999 5.889999600 2,400,000.0000 58,900.00 02/28/2011 12X4208 1208810 09/30/2043 01999 5.889999600 6,200,000.0000 152,158.32 02/28/2011 12X4208 1208810 09/30/2035 02000 5.879998800 199,425,000.0000 4,885,911.50 02/28/2011 12X4208 1208810 09/30/2042 02000 5.879998800 7,100,000.0000 173,949.96 02/28/2011 12X4208 1208810 09/30/2043 02000 5.879998800 5,850,000.0000 143,324.97 02/28/2011 12X4208 1208810 09/30/2044 02000 5.879998800 2,273,000.0000 55,688.49 02/28/2011 12X4208 1208810 09/30/2036 02001 5.150001600 204,651,000.0000 4,391,470.74 02/28/2011 12X4208 1208810 09/30/2042 02001 5.150001600 2,600,000.0000 55,791.68 02/28/2011 12X4208 1208810 09/30/2043 02001 5.150001600 6,900,000.0000 148,062.55 02/28/2011 12X4208 1208810 09/30/2044 02001 5.150001600 2,175,000.0000 46,671.89 02/28/2011 12X4208 1208810 09/30/2037 02002 4.680000000 405,453,000.0000 7,906,333.50 02/28/2011 12X4208 1208810 09/30/2042 02002 4.680000000 5,601,000.0000 109,219.50 02/28/2011 12X4208 1208810 09/30/2044 02002 4.680000000 1,858,000.0000 36,231.00 02/28/2011 12X4208 1208810 09/30/2038 02003 4.719999600 74,450,000.0000 1,464,183.21 02/28/2011 12X4208 1208810 09/30/2042 02003 4.719999600 8,241,000.0000 162,072.99 02/28/2011 12X4208 1208810 09/30/2043 02003 4.719999600 12,082,000.0000 237,612.65 02/28/2011 12X4208 1208810 09/30/2039 02004 4.579999200 393,715,000.0000 7,513,393.27 02/28/2011 12X4208 1208810 09/30/2042 02004 4.579999200 83,261,000.0000 1,588,897.14 02/28/2011 12X4208 1208810 09/30/2043 02004 4.579999200 77,198,000.0000 1,473,194.91 02/28/2011 12X4208 1208810 09/30/2044 02004 4.579999200 15,517,000.0000 296,116.03 02/28/2011 12X4208 1208810 09/30/2040 02005 4.550000400 43,719,800.0000 828,854.61 02/28/2011 12X4208 1208810 09/30/2042 02005 4.550000400 21,472,000.0000 407,073.37 02/28/2011 12X4208 1208810 09/30/2043 02005 4.550000400 15,572,000.0000 295,219.19 02/28/2011 12X4208 1208810 09/30/2044 02005 4.550000400 8,770,000.0000 166,264.60 02/28/2011 12X4208 1208810 09/30/2045 02005 4.550000400 2,727,000.0000 51,699.38 02/28/2011 12X4208 1208810 09/30/2041 02006 4.579999200 38,859,000.0000 741,559.12 02/28/2011 12X4208 1208810 09/30/2042 02006 4.579999200 20,317,000.0000 387,716.02 02/28/2011 12X4208 1208810 09/30/2043 02006 4.579999200 12,982,000.0000 247,739.79 02/28/2011 12X4208 1208810 09/30/2044 02006 4.579999200 19,298,000.0000 368,270.10 02/28/2011 12X4208 1208810 09/30/2045 02006 4.579999200 1,336,000.0000 25,495.33 02/28/2011 12X4208 1208810 09/30/2042 02007 4.439998800 40,896,800.0000 756,590.60 02/28/2011 12X4208 1208810 09/30/2043 02007 4.439998800 27,018,000.0000 499,832.86 02/28/2011 12X4208 1208810 09/30/2044 02007 4.439998800 8,252,000.0000 152,661.96 02/28/2011 12X4208 1208810 09/30/2045 02007 4.439998800 6,994,000.0000 129,388.97 02/28/2011 ------------------------ ---------------------- 3,484,796,600.0000 80,265,433.16 855 SUB-COHORT 12X4208 1208855 09/30/2029 01994 6.440000400 16,306,200.0000 437,549.73 02/28/2011 12X4208 1208855 09/30/2042 01994 6.440000400 2,028,000.0000 54,418.00 02/28/2011 12X4208 1208855 09/30/2044 01994 6.440000400 146,000.0000 3,917.67 02/28/2011 12X4208 1208855 09/30/2029 01995 6.009998400 370,000.0000 9,265.41 02/28/2011 12X4208 1208855 09/30/2030 01995 6.009998400 18,189,000.0000 455,482.75 02/28/2011 12X4208 1208855 09/30/2042 01995 6.009998400 80,000.0000 2,003.33 02/28/2011 12X4208 1208855 09/30/2044 01995 6.009998400 1,168,000.0000 29,248.66 02/28/2011 12X4208 1208855 09/30/2029 01996 6.009998400 499,000.0000 12,495.79 02/28/2011 12X4208 1208855 09/30/2031 01996 6.009998400 22,687,000.0000 568,120.14 02/28/2011 12X4208 1208855 09/30/2042 01996 6.009998400 2,763,000.0000 69,190.11 02/28/2011 12X4208 1208855 09/30/2043 01996 6.009998400 349,000.0000 8,739.54 02/28/2011 12X4208 1208855 09/30/2044 01996 6.009998400 193,000.0000 4,833.04 02/28/2011 12X4208 1208855 09/30/2032 01997 5.670000000 26,577,946.5100 627,903.99 02/28/2011 12X4208 1208855 09/30/2042 01997 5.670000000 1,138,000.0000 26,885.25 02/28/2011 12X4208 1208855 09/30/2044 01997 5.670000000 76,000.0000 1,795.50 02/28/2011 12X4208 1208855 09/30/2033 01998 5.739998400 26,099,000.0000 624,200.91 02/28/2011 12X4208 1208855 09/30/2042 01998 5.739998400 3,509,000.0000 83,923.56 02/28/2011 12X4208 1208855 09/30/2044 01998 5.739998400 79,000.0000 1,889.42 02/28/2011 12X4208 1208855 09/30/2034 01999 5.450000400 29,643,000.0000 673,143.17 02/28/2011 12X4208 1208855 09/30/2042 01999 5.450000400 2,094,000.0000 47,551.25 02/28/2011 12X4208 1208855 09/30/2043 01999 5.450000400 2,083,000.0000 47,301.46 02/28/2011 12X4208 1208855 09/30/2044 01999 5.450000400 254,000.0000 5,767.92 02/28/2011 12X4208 1208855 09/30/2045 01999 5.450000400 372,000.0000 0.00 02/28/2011 12X4208 1208855 09/30/2029 02000 4.939999200 666,000.0000 13,708.50 02/28/2011 12X4208 1208855 09/30/2035 02000 4.939999200 28,789,000.0000 592,573.49 02/28/2011 12X4208 1208855 09/30/2042 02000 4.939999200 11,000.0000 226.42 02/28/2011 12X4208 1208855 09/30/2043 02000 4.939999200 29,000.0000 596.92 02/28/2011 12X4208 1208855 09/30/2044 02000 4.939999200 7,507,000.0000 154,519.06 02/28/2011 12X4208 1208855 09/30/2045 02000 4.939999200 262,000.0000 0.00 02/28/2011 12X4208 1208855 09/30/2036 02001 5.230000800 25,852,000.0000 563,358.25 02/28/2011 12X4208 1208855 09/30/2042 02001 5.230000800 1,503,000.0000 32,752.88 02/28/2011 12X4208 1208855 09/30/2043 02001 5.230000800 1,700,000.0000 37,045.84 02/28/2011 12X4208 1208855 09/30/2044 02001 5.230000800 501,000.0000 10,917.63 02/28/2011 12X4208 1208855 09/30/2037 02002 4.399999200 18,474,000.0000 338,689.94 02/28/2011 12X4208 1208855 09/30/2042 02002 4.399999200 9,997,000.0000 183,278.30 02/28/2011 12X4208 1208855 09/30/2043 02002 4.399999200 5,664,000.0000 103,839.98 02/28/2011 12X4208 1208855 09/30/2044 02002 4.399999200 4,340,000.0000 79,566.65 02/28/2011 12X4208 1208855 09/30/2038 02003 4.230000000 27,867,300.0000 491,161.16 02/28/2011 12X4208 1208855 09/30/2042 02003 4.230000000 9,385,000.0000 165,410.63 02/28/2011 12X4208 1208855 09/30/2043 02003 4.230000000 4,516,000.0000 79,594.50 02/28/2011 12X4208 1208855 09/30/2044 02003 4.230000000 2,241,000.0000 39,497.63 02/28/2011 12X4208 1208855 09/30/2045 02003 4.230000000 88,000.0000 1,551.00 02/28/2011 12X4208 1208855 09/30/2039 02004 4.410000000 40,146,000.0000 737,682.75 02/28/2011 12X4208 1208855 09/30/2042 02004 4.410000000 6,767,000.0000 124,343.63 02/28/2011 12X4208 1208855 09/30/2043 02004 4.410000000 752,000.0000 13,818.00 02/28/2011 12X4208 1208855 09/30/2044 02004 4.410000000 6,433,000.0000 118,206.38 02/28/2011 12X4208 1208855 09/30/2045 02004 4.410000000 1,695,000.0000 31,145.63 02/28/2011 12X4208 1208855 09/30/2040 02005 4.510000800 48,227,000.0000 906,265.87 02/28/2011 12X4208 1208855 09/30/2042 02005 4.510000800 27,745,000.0000 521,374.88 02/28/2011 12X4208 1208855 09/30/2043 02005 4.510000800 9,090,000.0000 170,816.28 02/28/2011 12X4208 1208855 09/30/2044 02005 4.510000800 7,620,000.0000 143,192.53 02/28/2011 12X4208 1208855 09/30/2045 02005 4.510000800 2,330,000.0000 43,784.59 02/28/2011 12X4208 1208855 09/30/2041 02006 4.290001200 13,174,000.0000 235,485.32 02/28/2011 12X4208 1208855 09/30/2042 02006 4.290001200 36,134,000.0000 645,895.43 02/28/2011 12X4208 1208855 09/30/2043 02006 4.290001200 12,881,000.0000 230,247.94 02/28/2011 12X4208 1208855 09/30/2044 02006 4.290001200 19,119,000.0000 341,752.22 02/28/2011 12X4208 1208855 09/30/2045 02006 4.290001200 10,040,000.0000 179,465.05 02/28/2011 12X4208 1208855 09/30/2042 02007 4.290001200 17,909,100.0000 320,125.25 02/28/2011 12X4208 1208855 09/30/2043 02007 4.290001200 14,902,000.0000 266,373.32 02/28/2011 12X4208 1208855 09/30/2044 02007 4.290001200 13,252,000.0000 236,879.57 02/28/2011 12X4208 1208855 09/30/2045 02007 4.290001200 699,000.0000 12,494.63 02/28/2011 12X4208 1208855 09/30/2042 02008 4.830001200 235,400.0000 4,737.43 02/28/2011 12X4208 1208855 09/30/2043 02008 4.830001200 8,905,000.0000 179,213.17 02/28/2011 12X4208 1208855 09/30/2044 02008 4.830001200 14,758,000.0000 297,004.82 02/28/2011 12X4208 1208855 09/30/2045 02008 4.830001200 6,288,000.0000 126,546.03 02/28/2011 12X4208 1208855 09/30/2043 02009 4.569998400 24,708,900.0000 470,498.47 02/28/2011 12X4208 1208855 09/30/2044 02009 4.569998400 6,330,000.0000 120,533.71 02/28/2011 12X4208 1208855 09/30/2045 02009 4.569998400 2,229,000.0000 42,443.86 02/28/2011 12X4208 1208855 09/30/2044 02010 2.279998800 20,113,000.0000 191,073.40 02/28/2011 12X4208 1208855 09/30/2045 02010 2.279998800 1,588,000.0000 0.00 02/28/2011 ------------------------ ---------------------- 680,165,846.5100 13,395,315.54 815 SUB-COHORT 12X4208 1208815 09/30/2029 01994 6.710000400 25,475,300.0000 712,246.97 02/28/2011 12X4208 1208815 09/30/2032 01994 6.710000400 500,000.0000 13,979.17 02/28/2011 12X4208 1208815 09/30/2030 01995 5.910001200 34,379,500.0000 846,595.36 02/28/2011 12X4208 1208815 09/30/2032 01995 5.910001200 1,990,000.0000 49,003.76 02/28/2011 12X4208 1208815 09/30/2033 01995 5.910001200 350,000.0000 8,618.75 02/28/2011 12X4208 1208815 09/30/2031 01996 6.090001200 25,361,000.0000 643,535.50 02/28/2011 12X4208 1208815 09/30/2032 01996 6.090001200 2,185,000.0000 55,444.39 02/28/2011 12X4208 1208815 09/30/2033 01996 6.090001200 1,000,000.0000 25,375.01 02/28/2011 12X4208 1208815 09/30/2034 01996 6.090001200 451,000.0000 11,444.13 02/28/2011 12X4208 1208815 09/30/2032 01997 5.580000000 40,617,000.0000 944,345.25 02/28/2011 12X4208 1208815 09/30/2033 01997 5.580000000 1,723,000.0000 40,059.75 02/28/2011 12X4208 1208815 09/30/2032 01998 5.490000000 4,955,000.0000 113,345.63 02/28/2011 12X4208 1208815 09/30/2033 01998 5.490000000 68,091,000.0000 1,557,581.63 02/28/2011 12X4208 1208815 09/30/2034 01998 5.490000000 3,419,000.0000 78,209.63 02/28/2011 12X4208 1208815 09/30/2035 01998 5.490000000 278,000.0000 6,359.25 02/28/2011 12X4208 1208815 09/30/2032 01999 5.259999600 5,079,000.0000 111,314.74 02/28/2011 12X4208 1208815 09/30/2033 01999 5.259999600 2,371,000.0000 51,964.41 02/28/2011 12X4208 1208815 09/30/2034 01999 5.259999600 74,622,000.0000 1,635,465.38 02/28/2011 12X4208 1208815 09/30/2032 02000 4.950000000 25,447,000.0000 524,844.38 02/28/2011 12X4208 1208815 09/30/2033 02000 4.950000000 4,929,000.0000 101,660.63 02/28/2011 12X4208 1208815 09/30/2034 02000 4.950000000 5,200,000.0000 0.00 02/28/2011 12X4208 1208815 09/30/2035 02000 4.950000000 76,911,000.0000 1,586,289.38 02/28/2011 12X4208 1208815 09/30/2032 02001 4.550000400 23,543,000.0000 446,336.08 02/28/2011 12X4208 1208815 09/30/2033 02001 4.550000400 21,368,700.0000 405,114.97 02/28/2011 12X4208 1208815 09/30/2034 02001 4.550000400 16,929,000.0000 320,945.65 02/28/2011 12X4208 1208815 09/30/2036 02001 4.550000400 80,452,000.0000 1,525,235.97 02/28/2011 12X4208 1208815 09/30/2032 02002 4.389998400 29,550,000.0000 540,518.55 02/28/2011 12X4208 1208815 09/30/2033 02002 4.389998400 16,198,000.0000 296,288.31 02/28/2011 12X4208 1208815 09/30/2034 02002 4.389998400 15,892,000.0000 290,691.06 02/28/2011 12X4208 1208815 09/30/2035 02002 4.389998400 1,190,000.0000 21,767.08 02/28/2011 12X4208 1208815 09/30/2037 02002 4.389998400 58,966,000.0000 1,078,586.02 02/28/2011 12X4208 1208815 09/30/2032 02003 4.259998800 21,833,000.0000 387,535.64 02/28/2011 12X4208 1208815 09/30/2033 02003 4.259998800 14,299,000.0000 253,807.18 02/28/2011 12X4208 1208815 09/30/2034 02003 4.259998800 8,895,000.0000 157,886.21 02/28/2011 12X4208 1208815 09/30/2035 02003 4.259998800 2,598,000.0000 46,114.49 02/28/2011 12X4208 1208815 09/30/2038 02003 4.259998800 79,453,000.0000 1,410,290.35 02/28/2011 12X4208 1208815 09/30/2032 02004 3.920000400 1,426,000.0000 23,291.34 02/28/2011 12X4208 1208815 09/30/2033 02004 3.920000400 553,000.0000 9,032.33 02/28/2011 12X4208 1208815 09/30/2034 02004 3.920000400 639,000.0000 10,437.00 02/28/2011 12X4208 1208815 09/30/2035 02004 3.920000400 253,000.0000 4,132.33 02/28/2011 12X4208 1208815 09/30/2039 02004 3.920000400 23,166,000.0000 378,378.04 02/28/2011 12X4208 1208815 09/30/2032 02005 4.399999200 39,012,000.0000 715,219.87 02/28/2011 12X4208 1208815 09/30/2033 02005 4.399999200 18,132,000.0000 332,419.94 02/28/2011 12X4208 1208815 09/30/2034 02005 4.399999200 2,741,000.0000 50,251.66 02/28/2011 12X4208 1208815 09/30/2040 02005 4.399999200 98,512,000.0000 1,806,053.00 02/28/2011 12X4208 1208815 09/30/2032 02006 4.430001600 62,254,000.0000 1,149,105.50 02/28/2011 12X4208 1208815 09/30/2033 02006 4.430001600 33,139,000.0000 611,690.93 02/28/2011 12X4208 1208815 09/30/2034 02006 4.430001600 21,772,000.0000 401,874.98 02/28/2011 12X4208 1208815 09/30/2035 02006 4.430001600 1,785,000.0000 32,948.14 02/28/2011 12X4208 1208815 09/30/2041 02006 4.430001600 102,759,000.0000 1,896,760.56 02/28/2011 12X4208 1208815 09/30/2032 02007 4.470001200 21,601,000.0000 402,318.73 02/28/2011 12X4208 1208815 09/30/2033 02007 4.470001200 35,569,000.0000 662,472.80 02/28/2011 12X4208 1208815 09/30/2034 02007 4.470001200 36,973,000.0000 688,622.31 02/28/2011 12X4208 1208815 09/30/2035 02007 4.470001200 7,537,000.0000 140,376.66 02/28/2011 12X4208 1208815 09/30/2033 02008 4.140000000 75,296,500.0000 1,298,864.63 02/28/2011 12X4208 1208815 09/30/2034 02008 4.140000000 88,301,000.0000 1,523,192.25 02/28/2011 12X4208 1208815 09/30/2035 02008 4.140000000 26,161,000.0000 451,277.25 02/28/2011 12X4208 1208815 09/30/2033 02009 4.449999600 6,016,300.0000 111,552.22 02/28/2011 12X4208 1208815 09/30/2034 02009 4.449999600 47,180,000.0000 874,795.75 02/28/2011 12X4208 1208815 09/30/2035 02009 4.449999600 24,135,000.0000 447,503.08 02/28/2011 12X4208 1208815 09/30/2034 02010 2.900001600 3,976,500.0000 48,049.40 02/28/2011 12X4208 1208815 09/30/2035 02010 2.900001600 13,477,000.0000 162,847.17 02/28/2011 ------------------------ ---------------------- 1,588,866,800.0000 30,532,268.53 870 SUB-COHORT 12X4208 1208870 09/30/2036 02001 5.109998400 442,387,000.0000 9,419,153.59 02/28/2011 12X4208 1208870 09/30/2040 02001 5.109998400 3,110,000.0000 66,217.06 02/28/2011 12X4208 1208870 09/30/2037 02002 4.790001600 671,207,000.0000 13,396,177.52 02/28/2011 12X4208 1208870 09/30/2040 02002 4.790001600 3,538,000.0000 70,612.61 02/28/2011 12X4208 1208870 09/30/2042 02002 4.790001600 2,360,000.0000 47,101.68 02/28/2011 12X4208 1208870 09/30/2038 02003 4.730000400 911,420,000.0000 17,962,570.69 02/28/2011 12X4208 1208870 09/30/2040 02003 4.730000400 176,784,000.0000 3,484,118.29 02/28/2011 12X4208 1208870 09/30/2041 02003 4.730000400 7,978,000.0000 157,233.10 02/28/2011 12X4208 1208870 09/30/2039 02004 4.629999600 757,823,000.0000 14,619,667.45 02/28/2011 12X4208 1208870 09/30/2040 02004 4.629999600 264,671,000.0000 5,105,944.27 02/28/2011 12X4208 1208870 09/30/2041 02004 4.629999600 104,748,000.0000 2,020,763.33 02/28/2011 12X4208 1208870 09/30/2042 02004 4.629999600 14,107,000.0000 272,147.52 02/28/2011 12X4208 1208870 09/30/2040 02005 4.600000800 739,036,200.0000 14,164,862.96 02/28/2011 12X4208 1208870 09/30/2041 02005 4.600000800 164,058,000.0000 3,144,445.55 02/28/2011 12X4208 1208870 09/30/2042 02005 4.600000800 45,586,000.0000 873,731.82 02/28/2011 12X4208 1208870 09/30/2043 02005 4.600000800 15,047,000.0000 288,400.88 02/28/2011 12X4208 1208870 09/30/2040 02006 4.529998800 248,076,000.0000 4,682,433.26 02/28/2011 12X4208 1208870 09/30/2041 02006 4.529998800 580,746,000.0000 10,961,577.85 02/28/2011 12X4208 1208870 09/30/2042 02006 4.529998800 88,142,000.0000 1,663,679.81 02/28/2011 12X4208 1208870 09/30/2043 02006 4.529998800 19,825,000.0000 374,196.78 02/28/2011 12X4208 1208870 09/30/2040 02007 4.290001200 358,800,000.0000 6,413,551.79 02/28/2011 12X4208 1208870 09/30/2041 02007 4.290001200 419,484,000.0000 7,498,278.60 02/28/2011 12X4208 1208870 09/30/2042 02007 4.290001200 126,395,000.0000 2,259,311.26 02/28/2011 12X4208 1208870 09/30/2043 02007 4.290001200 36,815,000.0000 658,068.31 02/28/2011 ------------------------ ---------------------- 6,202,143,200.0000 119,604,245.98 820 SUB-COHORT 12X4208 1208820 09/30/2043 01993 6.649999200 2,578,410.0000 71,443.44 02/28/2011 12X4208 1208820 09/30/2043 01994 5.900000400 1,750,000.0000 43,020.84 02/28/2011 12X4208 1208820 09/30/2043 01995 5.990000400 2,700,000.0000 67,387.50 02/28/2011 12X4208 1208820 09/30/2044 01996 5.950000800 1,500,000.0000 37,187.51 02/28/2011 12X4208 1208820 09/30/2032 01997 5.749999200 3,445,000.0000 82,536.45 02/28/2011 12X4208 1208820 09/30/2042 01997 5.749999200 515,000.0000 12,338.54 02/28/2011 12X4208 1208820 09/30/2043 01998 5.799999600 2,050,000.0000 49,541.66 02/28/2011 12X4208 1208820 09/30/2043 02001 4.889998800 33,400,000.0000 680,524.83 02/28/2011 12X4208 1208820 09/30/2043 02002 4.610001600 49,190,700.0000 944,871.69 02/28/2011 12X4208 1208820 09/30/2044 02002 4.610001600 57,000.0000 1,094.88 02/28/2011 12X4208 1208820 09/30/2038 02003 4.700001600 18,113,000.0000 354,713.04 02/28/2011 12X4208 1208820 09/30/2042 02003 4.700001600 1,303,000.0000 25,517.09 02/28/2011 12X4208 1208820 09/30/2043 02003 4.700001600 44,813,000.0000 877,588.22 02/28/2011 12X4208 1208820 09/30/2044 02003 4.700001600 759,000.0000 14,863.76 02/28/2011 12X4208 1208820 09/30/2045 02003 4.700001600 199,000.0000 3,897.08 02/28/2011 12X4208 1208820 09/30/2039 02004 4.610001600 18,646,000.0000 358,158.71 02/28/2011 12X4208 1208820 09/30/2042 02004 4.610001600 2,043,000.0000 39,242.64 02/28/2011 12X4208 1208820 09/30/2043 02004 4.610001600 29,787,000.0000 572,158.82 02/28/2011 12X4208 1208820 09/30/2044 02004 4.610001600 11,476,000.0000 220,434.91 02/28/2011 12X4208 1208820 09/30/2040 02005 4.560001200 24,426,302.0000 464,099.86 02/28/2011 12X4208 1208820 09/30/2042 02005 4.560001200 10,465,000.0000 198,835.05 02/28/2011 12X4208 1208820 09/30/2043 02005 4.560001200 22,537,000.0000 428,203.11 02/28/2011 12X4208 1208820 09/30/2044 02005 4.560001200 26,259,000.0000 498,921.13 02/28/2011 12X4208 1208820 09/30/2045 02005 4.560001200 397,000.0000 7,543.00 02/28/2011 12X4208 1208820 09/30/2045 02006 4.560001200 379,000.0000 7,201.00 02/28/2011 12X4208 1208820 09/30/2045 02007 4.560001200 2,753,000.0000 52,307.01 02/28/2011 12X4208 1208820 09/30/2045 02008 4.560001200 4,549,000.0000 86,431.02 02/28/2011 12X4208 1208820 09/30/2043 02009 4.700001600 2,713,000.0000 53,129.60 02/28/2011 12X4208 1208820 09/30/2044 02009 4.700001600 38,354,000.0000 751,099.42 02/28/2011 12X4208 1208820 09/30/2045 02009 4.700001600 17,234,000.0000 337,499.28 02/28/2011 12X4208 1208820 09/30/2044 02010 2.919999600 2,600,000.0000 31,633.33 02/28/2011 12X4208 1208820 09/30/2045 02010 2.919999600 5,332,000.0000 64,872.66 02/28/2011 ------------------------ ---------------------- 382,323,412.0000 7,438,297.08 825 SUB-COHORT 12X4208 1208825 09/30/2028 01993 6.810001200 2,390,000.0000 67,816.26 02/28/2011 12X4208 1208825 09/30/2043 01995 6.069999600 1,627,000.0000 41,149.54 02/28/2011 12X4208 1208825 09/30/2043 01996 6.050001600 2,100,000.0000 52,937.51 02/28/2011 12X4208 1208825 09/30/2043 01997 4.820000400 850,000.0000 17,070.83 02/28/2011 12X4208 1208825 09/30/2043 01999 5.199998400 773,000.0000 16,748.33 02/28/2011 12X4208 1208825 09/30/2045 01999 5.199998400 6,000.0000 130.00 02/28/2011 12X4208 1208825 09/30/2043 02000 4.929998400 1,400,000.0000 28,758.32 02/28/2011 12X4208 1208825 09/30/2043 02001 4.410000000 850,000.0000 15,618.75 02/28/2011 12X4208 1208825 09/30/2044 02001 4.410000000 150,000.0000 2,756.25 02/28/2011 12X4208 1208825 09/30/2045 02001 4.410000000 50,000.0000 918.75 02/28/2011 12X4208 1208825 09/30/2043 02002 4.439998800 1,400,000.0000 25,899.99 02/28/2011 12X4208 1208825 09/30/2044 02002 4.439998800 5,000.0000 92.50 02/28/2011 12X4208 1208825 09/30/2043 02003 4.309999200 1,794,000.0000 32,217.24 02/28/2011 12X4208 1208825 09/30/2044 02003 4.309999200 7,000.0000 125.71 02/28/2011 12X4208 1208825 09/30/2045 02003 4.309999200 15,000.0000 269.37 02/28/2011 12X4208 1208825 09/30/2039 02004 4.169998800 991,000.0000 17,218.62 02/28/2011 12X4208 1208825 09/30/2042 02004 4.169998800 438,000.0000 7,610.25 02/28/2011 12X4208 1208825 09/30/2043 02004 4.169998800 1,612,000.0000 28,008.49 02/28/2011 12X4208 1208825 09/30/2044 02004 4.169998800 101,000.0000 1,754.87 02/28/2011 12X4208 1208825 09/30/2045 02004 4.169998800 14,000.0000 243.25 02/28/2011 12X4208 1208825 09/30/2040 02005 4.269999600 1,829,500.0000 32,549.85 02/28/2011 12X4208 1208825 09/30/2042 02005 4.269999600 52,000.0000 925.17 02/28/2011 12X4208 1208825 09/30/2043 02005 4.269999600 2,088,000.0000 37,149.00 02/28/2011 12X4208 1208825 09/30/2044 02005 4.269999600 30,000.0000 533.75 02/28/2011 12X4208 1208825 09/30/2045 02005 4.269999600 55,000.0000 978.54 02/28/2011 12X4208 1208825 09/30/2041 02006 4.250001600 699,000.0000 12,378.13 02/28/2011 12X4208 1208825 09/30/2042 02006 4.250001600 490,000.0000 8,677.09 02/28/2011 12X4208 1208825 09/30/2043 02006 4.250001600 1,584,000.0000 28,050.01 02/28/2011 12X4208 1208825 09/30/2044 02006 4.250001600 157,000.0000 2,780.21 02/28/2011 12X4208 1208825 09/30/2045 02006 4.250001600 81,000.0000 1,434.38 02/28/2011 12X4208 1208825 09/30/2042 02007 4.449999600 33,000.0000 611.87 02/28/2011 12X4208 1208825 09/30/2043 02007 4.449999600 31,000.0000 574.79 02/28/2011 12X4208 1208825 09/30/2044 02007 4.449999600 112,000.0000 2,076.67 02/28/2011 12X4208 1208825 09/30/2045 02007 4.449999600 46,000.0000 852.92 02/28/2011 12X4208 1208825 09/30/2043 02008 4.309999200 60,000.0000 1,077.50 02/28/2011 12X4208 1208825 09/30/2043 02009 4.309999200 45,000.0000 808.12 02/28/2011 12X4208 1208825 09/30/2044 02009 4.309999200 865,000.0000 15,533.96 02/28/2011 12X4208 1208825 09/30/2045 02009 4.309999200 218,000.0000 3,914.92 02/28/2011 12X4208 1208825 09/30/2044 02010 2.679998400 109,700.0000 1,224.98 02/28/2011 12X4208 1208825 09/30/2045 02010 2.679998400 175,000.0000 1,954.17 02/28/2011 ------------------------ ---------------------- 25,333,200.0000 511,430.86 881 SUB-COHORT 12X4208 1208881 09/30/2044 02007 4.880001600 37,400,000.0000 760,466.92 02/28/2011 12X4208 1208881 09/30/2045 02007 4.880001600 1,000,000.0000 0.00 02/28/2011 12X4208 1208881-0 09/30/2042 02007 4.880001600 17,984,579.7900 365,686.58 02/28/2011 12X4208 1208881-N 09/30/2042 02007 4.880001600 41,441,126.7000 842,636.52 02/28/2011 12X4208 1208881 09/30/2044 02009 3.510000000 20,704,874.7300 302,808.79 02/28/2011 12X4208 1208881 09/30/2045 02009 3.510000000 25,000,000.0000 365,625.00 02/28/2011 ------------------------ ---------------------- 143,530,581.2200 2,637,223.81 871 SUB-COHORT 12X4208 1208871 09/30/2043 02005 4.759999200 4,650,000.0000 92,224.98 02/28/2011 12X4208 1208871 09/30/2043 02006 4.899999600 7,200,000.0000 146,999.99 02/28/2011 12X4208 1208871 09/30/2044 02008 4.479998400 10,000,000.0000 186,666.60 02/28/2011 ------------------------ ---------------------- 21,850,000.0000 425,891.57 880 SUB-COHORT 12X4208 1208880 09/30/2041 02006 4.849999200 18,759,735.0000 379,102.92 02/28/2011 12X4208 1208880 09/30/2042 02006 4.849999200 1,007,000.0000 20,349.79 02/28/2011 12X4208 1208880 09/30/2043 02006 4.849999200 250,000.0000 5,052.08 02/28/2011 12X4208 1208880 09/30/2044 02006 4.849999200 750,000.0000 15,156.25 02/28/2011 ------------------------ ---------------------- 20,766,735.0000 419,661.04 ======================== ====================== 14,906,254,061.9500 311,784,723.71 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00