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 78,547,000.0000 4,902,642.96 07/31/2011 12X4215 1215201 09/30/2027 01992 7.490001600 28,500,000.0000 1,778,875.38 07/31/2011 12X4215 1215201 09/30/2032 01992 7.490001600 13,300,000.0000 830,141.84 07/31/2011 12X4215 1215201 09/30/2034 01992 7.490001600 13,500,000.0000 842,625.18 07/31/2011 12X4215 1215201 09/30/2038 01992 7.490001600 8,613,000.0000 537,594.86 07/31/2011 12X4215 1215201 09/30/2039 01992 7.490001600 4,677,000.0000 291,922.81 07/31/2011 12X4215 1215201 09/30/2040 01992 7.490001600 27,400,000.0000 1,710,217.03 07/31/2011 12X4215 1215201 09/30/2042 01992 7.490001600 36,500,000.0000 2,278,208.82 07/31/2011 12X4215 1215201 09/30/2043 01992 7.490001600 60,152,000.0000 3,754,488.14 07/31/2011 12X4215 1215201 09/30/2026 01993 6.670000800 23,045,600.0000 1,280,951.42 07/31/2011 12X4215 1215201 09/30/2027 01993 6.670000800 163,700,000.0000 9,098,992.76 07/31/2011 12X4215 1215201 09/30/2038 01993 6.670000800 9,728,900.0000 540,764.76 07/31/2011 12X4215 1215201 09/30/2040 01993 6.670000800 30,000,000.0000 1,667,500.20 07/31/2011 12X4215 1215201 09/30/2042 01993 6.670000800 25,200,000.0000 1,400,700.17 07/31/2011 12X4215 1215201 09/30/2043 01993 6.670000800 60,842,000.0000 3,381,801.57 07/31/2011 12X4215 1215201 09/30/2027 01994 6.869998800 111,594,000.0000 6,388,755.38 07/31/2011 12X4215 1215201 09/30/2028 01994 6.869998800 243,300,000.0000 13,928,922.57 07/31/2011 12X4215 1215201 09/30/2037 01994 6.869998800 11,000,000.0000 629,749.89 07/31/2011 12X4215 1215201 09/30/2038 01994 6.869998800 10,900,000.0000 624,024.89 07/31/2011 12X4215 1215201 09/30/2040 01994 6.869998800 45,000,000.0000 2,576,249.55 07/31/2011 12X4215 1215201 09/30/2042 01994 6.869998800 10,450,000.0000 598,262.40 07/31/2011 12X4215 1215201 09/30/2043 01994 6.869998800 2,125,000.0000 121,656.23 07/31/2011 12X4215 1215201 09/30/2028 01995 7.329999600 198,801,500.0000 12,143,457.63 07/31/2011 12X4215 1215201 09/30/2038 01995 7.329999600 4,311,000.0000 263,330.24 07/31/2011 12X4215 1215201 09/30/2039 01995 7.329999600 5,000.0000 305.42 07/31/2011 12X4215 1215201 09/30/2040 01995 7.329999600 27,000,000.0000 1,649,249.91 07/31/2011 12X4215 1215201 09/30/2042 01995 7.329999600 4,650,000.0000 284,037.48 07/31/2011 12X4215 1215201 09/30/2043 01995 7.329999600 20,390,000.0000 1,245,489.10 07/31/2011 12X4215 1215201 09/30/2029 01996 6.789999600 151,932,000.0000 8,596,818.49 07/31/2011 12X4215 1215201 09/30/2030 01996 6.789999600 100,000,000.0000 5,658,333.00 07/31/2011 12X4215 1215201 09/30/2037 01996 6.789999600 4,100,000.0000 231,991.65 07/31/2011 12X4215 1215201 09/30/2038 01996 6.789999600 14,424,700.0000 816,197.56 07/31/2011 12X4215 1215201 09/30/2040 01996 6.789999600 28,400,000.0000 1,606,966.57 07/31/2011 12X4215 1215201 09/30/2042 01996 6.789999600 2,000,000.0000 113,166.66 07/31/2011 12X4215 1215201 09/30/2043 01996 6.789999600 1,594,000.0000 90,193.83 07/31/2011 12X4215 1215201 09/30/2030 01997 6.660000000 30,915,700.0000 1,715,821.35 07/31/2011 12X4215 1215201 09/30/2031 01997 6.660000000 138,200,000.0000 7,670,100.00 07/31/2011 12X4215 1215201 09/30/2032 01997 6.660000000 5,500,000.0000 305,250.00 07/31/2011 12X4215 1215201 09/30/2037 01997 6.660000000 4,200,000.0000 233,100.00 07/31/2011 12X4215 1215201 09/30/2038 01997 6.660000000 6,367,000.0000 353,368.50 07/31/2011 12X4215 1215201 09/30/2040 01997 6.660000000 20,300,000.0000 1,126,650.00 07/31/2011 12X4215 1215201 09/30/2041 01997 6.660000000 51,000.0000 2,830.50 07/31/2011 12X4215 1215201 09/30/2042 01997 6.660000000 12,150,000.0000 674,325.00 07/31/2011 12X4215 1215201 09/30/2043 01997 6.660000000 1,121,000.0000 62,215.50 07/31/2011 12X4215 1215201 09/30/2031 01998 5.940000000 89,870,700.0000 4,448,599.65 07/31/2011 12X4215 1215201 09/30/2032 01998 5.940000000 172,100,000.0000 8,518,950.00 07/31/2011 12X4215 1215201 09/30/2033 01998 5.940000000 7,200,000.0000 356,400.00 07/31/2011 12X4215 1215201 09/30/2037 01998 5.940000000 20,500,000.0000 1,014,750.00 07/31/2011 12X4215 1215201 09/30/2038 01998 5.940000000 9,722,000.0000 481,239.00 07/31/2011 12X4215 1215201 09/30/2040 01998 5.940000000 27,400,000.0000 1,356,300.00 07/31/2011 12X4215 1215201 09/30/2042 01998 5.940000000 40,200,000.0000 1,989,900.00 07/31/2011 12X4215 1215201 09/30/2043 01998 5.940000000 1,614,000.0000 79,893.00 07/31/2011 12X4215 1215201 09/30/2032 01999 5.950000800 65,125,300.0000 3,229,129.89 07/31/2011 12X4215 1215201 09/30/2033 01999 5.950000800 199,000,000.0000 9,867,084.66 07/31/2011 12X4215 1215201 09/30/2034 01999 5.950000800 9,000,000.0000 446,250.06 07/31/2011 12X4215 1215201 09/30/2037 01999 5.950000800 24,200,000.0000 1,199,916.83 07/31/2011 12X4215 1215201 09/30/2038 01999 5.950000800 10,483,500.0000 519,806.94 07/31/2011 12X4215 1215201 09/30/2040 01999 5.950000800 27,800,000.0000 1,378,416.85 07/31/2011 12X4215 1215201 09/30/2042 01999 5.950000800 42,850,000.0000 2,124,646.12 07/31/2011 12X4215 1215201 09/30/2043 01999 5.950000800 2,021,000.0000 100,207.93 07/31/2011 12X4215 1215201 09/30/2033 02000 6.210000000 109,107,100.0000 5,646,292.43 07/31/2011 12X4215 1215201 09/30/2034 02000 6.210000000 236,600,000.0000 12,244,050.00 07/31/2011 12X4215 1215201 09/30/2035 02000 6.210000000 15,000,000.0000 776,250.00 07/31/2011 12X4215 1215201 09/30/2037 02000 6.210000000 3,000,000.0000 155,250.00 07/31/2011 12X4215 1215201 09/30/2038 02000 6.210000000 8,800,500.0000 455,425.88 07/31/2011 12X4215 1215201 09/30/2040 02000 6.210000000 35,700,000.0000 1,847,475.00 07/31/2011 12X4215 1215201 09/30/2042 02000 6.210000000 76,050,000.0000 3,935,587.50 07/31/2011 12X4215 1215201 09/30/2043 02000 6.210000000 2,303,000.0000 119,180.25 07/31/2011 12X4215 1215201 09/30/2034 02001 5.289998400 171,008,600.0000 7,538,626.84 07/31/2011 12X4215 1215201 09/30/2035 02001 5.289998400 236,000,000.0000 10,403,663.52 07/31/2011 12X4215 1215201 09/30/2036 02001 5.289998400 10,000,000.0000 440,833.20 07/31/2011 12X4215 1215201 09/30/2037 02001 5.289998400 13,200,000.0000 581,899.82 07/31/2011 12X4215 1215201 09/30/2038 02001 5.289998400 8,686,000.0000 382,907.72 07/31/2011 12X4215 1215201 09/30/2040 02001 5.289998400 37,800,000.0000 1,666,349.50 07/31/2011 12X4215 1215201 09/30/2042 02001 5.289998400 55,400,000.0000 2,442,215.93 07/31/2011 12X4215 1215201 09/30/2043 02001 5.289998400 2,582,000.0000 113,823.13 07/31/2011 12X4215 1215201 09/30/2035 02002 4.860000000 202,122,600.0000 8,185,965.30 07/31/2011 12X4215 1215201 09/30/2036 02002 4.860000000 233,000,000.0000 9,436,500.00 07/31/2011 12X4215 1215201 09/30/2037 02002 4.860000000 52,000,000.0000 2,106,000.00 07/31/2011 12X4215 1215201 09/30/2038 02002 4.860000000 46,350,100.0000 1,877,179.05 07/31/2011 12X4215 1215201 09/30/2039 02002 4.860000000 4,000.0000 162.00 07/31/2011 12X4215 1215201 09/30/2040 02002 4.860000000 36,200,000.0000 1,466,100.00 07/31/2011 12X4215 1215201 09/30/2042 02002 4.860000000 30,370,000.0000 1,229,985.00 07/31/2011 12X4215 1215201 09/30/2043 02002 4.860000000 10,234,000.0000 414,477.00 07/31/2011 12X4215 1215201 09/30/2044 02002 4.860000000 6,000.0000 243.00 07/31/2011 12X4215 1215201 09/30/2036 02003 4.500000000 218,216,100.0000 8,183,103.75 07/31/2011 12X4215 1215201 09/30/2037 02003 4.500000000 271,000,000.0000 10,162,500.00 07/31/2011 12X4215 1215201 09/30/2038 02003 4.500000000 115,557,000.0000 4,333,387.50 07/31/2011 12X4215 1215201 09/30/2039 02003 4.500000000 10,675,000.0000 400,312.50 07/31/2011 12X4215 1215201 09/30/2040 02003 4.500000000 25,831,000.0000 968,662.50 07/31/2011 12X4215 1215201 09/30/2041 02003 4.500000000 6,000,000.0000 225,000.00 07/31/2011 12X4215 1215201 09/30/2042 02003 4.500000000 19,900,000.0000 746,250.00 07/31/2011 12X4215 1215201 09/30/2043 02003 4.500000000 3,515,000.0000 131,812.50 07/31/2011 12X4215 1215201 09/30/2037 02004 4.669999200 430,195,200.0000 16,741,760.33 07/31/2011 12X4215 1215201 09/30/2038 02004 4.669999200 330,310,000.0000 12,854,561.96 07/31/2011 12X4215 1215201 09/30/2039 02004 4.669999200 17,413,000.0000 677,655.80 07/31/2011 12X4215 1215201 09/30/2040 02004 4.669999200 50,009,000.0000 1,946,183.25 07/31/2011 12X4215 1215201 09/30/2041 02004 4.669999200 3,753,000.0000 146,054.22 07/31/2011 12X4215 1215201 09/30/2042 02004 4.669999200 114,750,000.0000 4,465,686.74 07/31/2011 12X4215 1215201 09/30/2043 02004 4.669999200 4,432,000.0000 172,478.64 07/31/2011 12X4215 1215201 09/30/2038 02005 4.560001200 539,883,100.0000 20,515,563.20 07/31/2011 12X4215 1215201 09/30/2039 02005 4.560001200 278,957,000.0000 10,600,368.79 07/31/2011 12X4215 1215201 09/30/2040 02005 4.560001200 57,158,000.0000 2,172,004.57 07/31/2011 12X4215 1215201 09/30/2041 02005 4.560001200 3,802,000.0000 144,476.04 07/31/2011 12X4215 1215201 09/30/2042 02005 4.560001200 8,145,000.0000 309,510.08 07/31/2011 12X4215 1215201 09/30/2043 02005 4.560001200 3,895,000.0000 148,010.04 07/31/2011 12X4215 1215201 09/30/2039 02006 4.870000800 714,113,000.0000 28,981,090.68 07/31/2011 12X4215 1215201 09/30/2040 02006 4.870000800 229,682,000.0000 9,321,262.70 07/31/2011 12X4215 1215201 09/30/2041 02006 4.870000800 13,170,000.0000 534,482.59 07/31/2011 12X4215 1215201 09/30/2042 02006 4.870000800 47,654,900.0000 1,933,995.01 07/31/2011 12X4215 1215201 09/30/2043 02006 4.870000800 4,128,000.0000 167,528.03 07/31/2011 12X4215 1215201 09/30/2040 02007 4.780000800 850,894,000.0000 33,893,950.01 07/31/2011 12X4215 1215201 09/30/2041 02007 4.780000800 166,241,000.0000 6,621,934.27 07/31/2011 12X4215 1215201 09/30/2042 02007 4.780000800 47,218,000.0000 1,880,850.65 07/31/2011 12X4215 1215201 09/30/2043 02007 4.780000800 4,580,000.0000 182,436.70 07/31/2011 12X4215 1215201 09/30/2044 02007 4.780000800 27,000.0000 1,075.50 07/31/2011 12X4215 1215201 09/30/2041 02008 4.200001200 837,939,000.0000 29,327,873.38 07/31/2011 12X4215 1215201 09/30/2042 02008 4.200001200 201,621,197.0000 7,056,743.91 07/31/2011 12X4215 1215201 09/30/2043 02008 4.200001200 19,995,000.0000 699,825.20 07/31/2011 12X4215 1215201 09/30/2044 02008 4.200001200 286,000.0000 10,010.00 07/31/2011 12X4215 1215201 09/30/2042 02009 3.620001600 1,078,066,818.0000 32,521,696.72 07/31/2011 12X4215 1215201 09/30/2043 02009 3.620001600 274,331,000.0000 8,275,655.49 07/31/2011 12X4215 1215201 09/30/2044 02009 3.620001600 23,667,000.0000 713,954.82 07/31/2011 12X4215 1215201 09/30/2043 02010 3.729999600 1,694,508,000.0000 52,670,951.35 07/31/2011 12X4215 1215201 09/30/2044 02010 3.729999600 321,666,000.0000 9,998,450.43 07/31/2011 12X4215 1215201 09/30/2044 02011 3.729999600 589,453,000.0000 18,322,162.12 07/31/2011 ------------------------ ---------------------- 13,807,735,115.0000 553,747,452.17 202 SUB-COHORT 12X4215 1215202 09/30/2021 01992 7.490001600 30,726.0000 1,917.81 07/31/2011 12X4215 1215202 09/30/2022 01992 7.490001600 20,000.0000 1,248.33 07/31/2011 12X4215 1215202 09/30/2027 01992 7.490001600 76,700.0000 4,787.36 07/31/2011 12X4215 1215202 09/30/2029 01992 7.490001600 3,000.0000 187.25 07/31/2011 12X4215 1215202 09/30/2021 01993 6.660000000 76,000.0000 4,218.00 07/31/2011 12X4215 1215202 09/30/2026 01993 6.660000000 18,000.0000 999.00 07/31/2011 12X4215 1215202 09/30/2027 01993 6.660000000 72,900.0000 4,045.95 07/31/2011 12X4215 1215202 09/30/2029 01993 6.660000000 110,000.0000 6,105.00 07/31/2011 12X4215 1215202 09/30/2019 01994 6.819998400 1,058,000.0000 60,129.65 07/31/2011 12X4215 1215202 09/30/2026 01994 6.819998400 303,000.0000 17,220.50 07/31/2011 12X4215 1215202 09/30/2029 01994 6.819998400 1,450,000.0000 82,408.31 07/31/2011 12X4215 1215202 09/30/2027 01995 7.189999200 35,800.0000 2,145.02 07/31/2011 12X4215 1215202 09/30/2029 01995 7.189999200 1,550,000.0000 92,870.82 07/31/2011 12X4215 1215202 09/30/2030 01995 7.189999200 244,000.0000 14,619.67 07/31/2011 12X4215 1215202 09/30/2026 01996 6.649999200 256,000.0000 14,186.66 07/31/2011 12X4215 1215202 09/30/2029 01996 6.649999200 2,500,000.0000 138,541.65 07/31/2011 12X4215 1215202 09/30/2026 01997 6.670000800 562,400.0000 31,260.07 07/31/2011 12X4215 1215202 09/30/2027 01997 6.670000800 300,000.0000 16,675.00 07/31/2011 12X4215 1215202 09/30/2029 01997 6.670000800 2,450,000.0000 136,179.18 07/31/2011 12X4215 1215202 09/30/2019 01998 5.829998400 691,000.0000 33,571.07 07/31/2011 12X4215 1215202 09/30/2026 01998 5.829998400 2,123,000.0000 103,142.39 07/31/2011 12X4215 1215202 09/30/2029 01998 5.829998400 1,350,000.0000 65,587.48 07/31/2011 12X4215 1215202 09/30/2031 01998 5.829998400 11,000.0000 534.42 07/31/2011 12X4215 1215202 09/30/2019 01999 5.789998800 713,000.0000 34,402.24 07/31/2011 12X4215 1215202 09/30/2025 01999 5.789998800 60,000.0000 2,895.00 07/31/2011 12X4215 1215202 09/30/2026 01999 5.789998800 2,273,000.0000 109,672.23 07/31/2011 12X4215 1215202 09/30/2027 01999 5.789998800 7,000.0000 337.75 07/31/2011 12X4215 1215202 09/30/2029 01999 5.789998800 1,350,000.0000 65,137.49 07/31/2011 12X4215 1215202 09/30/2021 02000 6.239998800 781,000.0000 40,611.99 07/31/2011 12X4215 1215202 09/30/2026 02000 6.239998800 2,974,000.0000 154,647.97 07/31/2011 12X4215 1215202 09/30/2027 02000 6.239998800 300,000.0000 15,600.00 07/31/2011 12X4215 1215202 09/30/2029 02000 6.239998800 1,400,000.0000 72,799.99 07/31/2011 12X4215 1215202 09/30/2021 02001 5.169999600 114,800.0000 4,945.97 07/31/2011 12X4215 1215202 09/30/2022 02001 5.169999600 3,000,000.0000 129,249.99 07/31/2011 12X4215 1215202 09/30/2024 02001 5.169999600 920,000.0000 39,636.66 07/31/2011 12X4215 1215202 09/30/2025 02001 5.169999600 21,400.0000 921.98 07/31/2011 12X4215 1215202 09/30/2026 02001 5.169999600 1,580,000.0000 68,071.66 07/31/2011 12X4215 1215202 09/30/2027 02001 5.169999600 400,000.0000 17,233.33 07/31/2011 12X4215 1215202 09/30/2029 02001 5.169999600 1,650,000.0000 71,087.49 07/31/2011 12X4215 1215202 09/30/2023 02002 4.770000000 3,227,000.0000 128,273.25 07/31/2011 12X4215 1215202 09/30/2024 02002 4.770000000 1,862,000.0000 74,014.50 07/31/2011 12X4215 1215202 09/30/2025 02002 4.770000000 5,900.0000 234.53 07/31/2011 12X4215 1215202 09/30/2026 02002 4.770000000 1,697,400.0000 67,471.65 07/31/2011 12X4215 1215202 09/30/2027 02002 4.770000000 500,000.0000 19,875.00 07/31/2011 12X4215 1215202 09/30/2029 02002 4.770000000 2,400,000.0000 95,400.00 07/31/2011 12X4215 1215202 09/30/2023 02003 4.110001200 608,000.0000 20,824.01 07/31/2011 12X4215 1215202 09/30/2024 02003 4.110001200 6,500,000.0000 222,625.07 07/31/2011 12X4215 1215202 09/30/2025 02003 4.110001200 670,000.0000 22,947.51 07/31/2011 12X4215 1215202 09/30/2026 02003 4.110001200 703,000.0000 24,077.76 07/31/2011 12X4215 1215202 09/30/2027 02003 4.110001200 500,000.0000 17,125.01 07/31/2011 12X4215 1215202 09/30/2029 02003 4.110001200 2,400,000.0000 82,200.02 07/31/2011 12X4215 1215202 09/30/2024 02004 4.309999200 5,335,000.0000 191,615.38 07/31/2011 12X4215 1215202 09/30/2025 02004 4.309999200 3,560,000.0000 127,863.31 07/31/2011 12X4215 1215202 09/30/2026 02004 4.309999200 1,006,000.0000 36,132.16 07/31/2011 12X4215 1215202 09/30/2027 02004 4.309999200 500,000.0000 17,958.33 07/31/2011 12X4215 1215202 09/30/2029 02004 4.309999200 3,250,000.0000 116,729.15 07/31/2011 12X4215 1215202 09/30/2025 02005 4.330000800 8,547,900.0000 308,436.78 07/31/2011 12X4215 1215202 09/30/2026 02005 4.330000800 4,005,000.0000 144,513.78 07/31/2011 12X4215 1215202 09/30/2027 02005 4.330000800 773,000.0000 27,892.42 07/31/2011 12X4215 1215202 09/30/2028 02005 4.330000800 15,000.0000 541.25 07/31/2011 12X4215 1215202 09/30/2029 02005 4.330000800 3,550,000.0000 128,095.86 07/31/2011 12X4215 1215202 09/30/2026 02006 4.820000400 8,906,400.0000 357,740.43 07/31/2011 12X4215 1215202 09/30/2027 02006 4.820000400 3,101,000.0000 124,556.84 07/31/2011 12X4215 1215202 09/30/2029 02006 4.820000400 6,275,000.0000 252,045.85 07/31/2011 12X4215 1215202 09/30/2027 02007 4.700001600 8,217,000.0000 321,832.61 07/31/2011 12X4215 1215202 09/30/2028 02007 4.700001600 1,078,000.0000 42,221.68 07/31/2011 12X4215 1215202 09/30/2029 02007 4.700001600 11,439,000.0000 448,027.65 07/31/2011 12X4215 1215202 09/30/2030 02007 4.700001600 20,000.0000 783.33 07/31/2011 12X4215 1215202 09/30/2028 02008 3.849998400 10,899,000.0000 349,676.10 07/31/2011 12X4215 1215202 09/30/2029 02008 3.849998400 6,108,442.0000 195,979.10 07/31/2011 12X4215 1215202 09/30/2030 02008 3.849998400 2,265,000.0000 72,668.72 07/31/2011 12X4215 1215202 09/30/2031 02008 3.849998400 477,000.0000 15,303.74 07/31/2011 12X4215 1215202 09/30/2029 02009 3.309998400 14,146,000.0000 390,193.64 07/31/2011 12X4215 1215202 09/30/2030 02009 3.309998400 3,996,000.0000 110,222.95 07/31/2011 12X4215 1215202 09/30/2031 02009 3.309998400 1,351,000.0000 37,265.07 07/31/2011 12X4215 1215202 09/30/2030 02010 3.309998400 19,723,800.0000 544,047.89 07/31/2011 12X4215 1215202 09/30/2031 02010 3.309998400 2,596,000.0000 71,606.30 07/31/2011 12X4215 1215202 09/30/2031 02011 3.039998400 9,995,000.0000 253,206.53 07/31/2011 ------------------------ ---------------------- 195,044,568.0000 7,122,057.49 203 SUB-COHORT 12X4215 1215203 09/30/2042 01992 7.570000800 27,119,000.0000 1,710,757.10 07/31/2011 12X4215 1215203 09/30/2044 01992 7.570000800 1,963,000.0000 123,832.60 07/31/2011 12X4215 1215203 09/30/2042 01993 6.660000000 28,616,000.0000 1,588,188.00 07/31/2011 12X4215 1215203 09/30/2043 01993 6.660000000 220,000.0000 12,210.00 07/31/2011 12X4215 1215203 09/30/2044 01993 6.660000000 2,079,000.0000 115,384.50 07/31/2011 12X4215 1215203 09/30/2042 01994 6.789999600 24,876,000.0000 1,407,566.92 07/31/2011 12X4215 1215203 09/30/2043 01994 6.789999600 198,000.0000 11,203.50 07/31/2011 12X4215 1215203 09/30/2044 01994 6.789999600 18,000.0000 1,018.50 07/31/2011 12X4215 1215203 09/30/2043 01997 6.660000000 4,445,000.0000 246,697.50 07/31/2011 12X4215 1215203 09/30/2044 01997 6.660000000 188,000.0000 10,434.00 07/31/2011 12X4215 1215203 09/30/2031 01998 5.979999600 438,000.0000 21,827.00 07/31/2011 12X4215 1215203 09/30/2032 01998 5.979999600 963,000.0000 47,989.50 07/31/2011 12X4215 1215203 09/30/2038 01998 5.979999600 2,700.0000 134.55 07/31/2011 12X4215 1215203 09/30/2042 01998 5.979999600 4,050,000.0000 201,824.99 07/31/2011 12X4215 1215203 09/30/2043 01998 5.979999600 6,000.0000 299.00 07/31/2011 12X4215 1215203 09/30/2044 01998 5.979999600 127,000.0000 6,328.83 07/31/2011 12X4215 1215203 09/30/2042 01999 5.810000400 4,165,000.0000 201,655.43 07/31/2011 12X4215 1215203 09/30/2043 01999 5.810000400 674,000.0000 32,632.84 07/31/2011 12X4215 1215203 09/30/2044 01999 5.810000400 34,000.0000 1,646.17 07/31/2011 12X4215 1215203 09/30/2033 02000 6.350000400 1,623,000.0000 85,883.76 07/31/2011 12X4215 1215203 09/30/2042 02000 6.350000400 627,000.0000 33,178.75 07/31/2011 12X4215 1215203 09/30/2043 02000 6.350000400 118,000.0000 6,244.17 07/31/2011 12X4215 1215203 09/30/2044 02000 6.350000400 49,000.0000 2,592.92 07/31/2011 12X4215 1215203 09/30/2042 02001 4.730000400 463,000.0000 18,249.92 07/31/2011 12X4215 1215203 09/30/2042 02002 4.939999200 258,000.0000 10,621.00 07/31/2011 12X4215 1215203 09/30/2044 02002 4.939999200 40,000.0000 1,646.67 07/31/2011 12X4215 1215203 09/30/2036 02003 4.100000400 135,000.0000 4,612.50 07/31/2011 12X4215 1215203 09/30/2042 02003 4.100000400 105,000.0000 3,587.50 07/31/2011 12X4215 1215203 09/30/2037 02004 3.949999200 207,000.0000 6,813.75 07/31/2011 12X4215 1215203 09/30/2042 02004 3.949999200 72,000.0000 2,370.00 07/31/2011 12X4215 1215203 09/30/2038 02005 3.880000800 68,000.0000 2,198.67 07/31/2011 12X4215 1215203 09/30/2042 02005 3.880000800 220,000.0000 7,113.33 07/31/2011 12X4215 1215203 09/30/2039 02006 4.839998400 254,000.0000 10,244.66 07/31/2011 12X4215 1215203 09/30/2042 02006 4.839998400 55,000.0000 2,218.33 07/31/2011 12X4215 1215203 09/30/2040 02007 4.880001600 124,000.0000 5,042.67 07/31/2011 12X4215 1215203 09/30/2042 02007 4.880001600 37,000.0000 1,504.67 07/31/2011 12X4215 1215203 09/30/2043 02007 4.880001600 9,200.0000 0.00 07/31/2011 12X4215 1215203 09/30/2041 02008 3.489998400 141,000.0000 4,100.75 07/31/2011 12X4215 1215203 09/30/2042 02008 3.489998400 42,000.0000 1,221.50 07/31/2011 12X4215 1215203 09/30/2042 02009 3.089998800 822,900.0000 21,189.67 07/31/2011 12X4215 1215203 09/30/2043 02009 3.089998800 127,600.0000 3,285.70 07/31/2011 12X4215 1215203 09/30/2044 02009 3.089998800 47,000.0000 1,210.25 07/31/2011 12X4215 1215203 09/30/2043 02010 3.089998800 1,273,800.0000 32,800.34 07/31/2011 12X4215 1215203 09/30/2044 02011 3.089998800 513,000.0000 13,209.74 07/31/2011 ------------------------ ---------------------- 107,613,200.0000 6,022,772.15 206 SUB-COHORT 12X4215 1215206 09/30/2028 01992 6.919999200 435,000.0000 25,085.00 07/31/2011 12X4215 1215206 09/30/2029 01992 6.919999200 1,800,000.0000 103,799.99 07/31/2011 12X4215 1215206 09/30/2035 01992 6.919999200 1,600,000.0000 92,266.66 07/31/2011 12X4215 1215206 09/30/2037 01992 6.919999200 39,000.0000 2,249.00 07/31/2011 12X4215 1215206 09/30/2038 01992 6.919999200 360,000.0000 20,760.00 07/31/2011 12X4215 1215206 09/30/2042 01992 6.919999200 781,000.0000 45,037.66 07/31/2011 12X4215 1215206 09/30/2044 01992 6.919999200 51,000.0000 2,941.00 07/31/2011 12X4215 1215206 09/30/2028 01993 7.049998800 747,000.0000 43,886.24 07/31/2011 12X4215 1215206 09/30/2029 01993 7.049998800 1,993,000.0000 117,088.73 07/31/2011 12X4215 1215206 09/30/2030 01993 7.049998800 1,300,000.0000 76,374.99 07/31/2011 12X4215 1215206 09/30/2038 01993 7.049998800 488,000.0000 28,670.00 07/31/2011 12X4215 1215206 09/30/2042 01993 7.049998800 1,300,000.0000 76,374.99 07/31/2011 12X4215 1215206 09/30/2044 01993 7.049998800 21,000.0000 1,233.75 07/31/2011 12X4215 1215206 09/30/2043 01994 6.990001200 5,291,200.0000 308,212.45 07/31/2011 12X4215 1215206 09/30/2044 01994 6.990001200 11,000.0000 640.75 07/31/2011 12X4215 1215206 09/30/2029 01995 6.950001600 326,000.0000 18,880.84 07/31/2011 12X4215 1215206 09/30/2030 01995 6.950001600 2,000,000.0000 115,833.36 07/31/2011 12X4215 1215206 09/30/2033 01995 6.950001600 1,200,000.0000 69,500.02 07/31/2011 12X4215 1215206 09/30/2035 01995 6.950001600 310,000.0000 17,954.17 07/31/2011 12X4215 1215206 09/30/2038 01995 6.950001600 195,000.0000 11,293.75 07/31/2011 12X4215 1215206 09/30/2042 01995 6.950001600 1,600,000.0000 92,666.69 07/31/2011 12X4215 1215206 09/30/2031 01996 6.419998800 461,000.0000 24,663.50 07/31/2011 12X4215 1215206 09/30/2032 01996 6.419998800 2,000,000.0000 106,999.98 07/31/2011 12X4215 1215206 09/30/2034 01996 6.419998800 50,000.0000 2,675.00 07/31/2011 12X4215 1215206 09/30/2035 01996 6.419998800 400,000.0000 21,400.00 07/31/2011 12X4215 1215206 09/30/2038 01996 6.419998800 437,000.0000 23,379.50 07/31/2011 12X4215 1215206 09/30/2042 01996 6.419998800 2,550,000.0000 136,424.97 07/31/2011 12X4215 1215206 09/30/2031 01997 6.040000800 2,120,800.0000 106,746.95 07/31/2011 12X4215 1215206 09/30/2032 01997 6.040000800 1,000,000.0000 50,333.34 07/31/2011 12X4215 1215206 09/30/2033 01997 6.040000800 700,000.0000 35,233.34 07/31/2011 12X4215 1215206 09/30/2035 01997 6.040000800 400,000.0000 20,133.34 07/31/2011 12X4215 1215206 09/30/2038 01997 6.040000800 317,000.0000 15,955.67 07/31/2011 12X4215 1215206 09/30/2042 01997 6.040000800 2,100,000.0000 105,700.01 07/31/2011 12X4215 1215206 09/30/2032 01998 5.979999600 2,269,600.0000 113,101.73 07/31/2011 12X4215 1215206 09/30/2033 01998 5.979999600 800,000.0000 39,866.66 07/31/2011 12X4215 1215206 09/30/2035 01998 5.979999600 1,000,000.0000 49,833.33 07/31/2011 12X4215 1215206 09/30/2038 01998 5.979999600 257,000.0000 12,807.17 07/31/2011 12X4215 1215206 09/30/2040 01998 5.979999600 827,000.0000 41,212.16 07/31/2011 12X4215 1215206 09/30/2042 01998 5.979999600 706,000.0000 35,182.33 07/31/2011 12X4215 1215206 09/30/2043 01998 5.979999600 782,000.0000 38,969.66 07/31/2011 12X4215 1215206 09/30/2044 01998 5.979999600 797,000.0000 39,717.16 07/31/2011 12X4215 1215206 09/30/2035 01999 5.690001600 1,978,000.0000 93,790.19 07/31/2011 12X4215 1215206 09/30/2036 01999 5.690001600 1,000,000.0000 47,416.68 07/31/2011 12X4215 1215206 09/30/2037 01999 5.690001600 3,400,000.0000 161,216.71 07/31/2011 12X4215 1215206 09/30/2038 01999 5.690001600 755,000.0000 35,799.59 07/31/2011 12X4215 1215206 09/30/2040 01999 5.690001600 400,000.0000 18,966.67 07/31/2011 12X4215 1215206 09/30/2042 01999 5.690001600 1,250,000.0000 59,270.85 07/31/2011 12X4215 1215206 09/30/2035 02000 5.349999600 2,263,000.0000 100,892.08 07/31/2011 12X4215 1215206 09/30/2036 02000 5.349999600 3,700,000.0000 164,958.32 07/31/2011 12X4215 1215206 09/30/2037 02000 5.349999600 2,616,000.0000 116,629.99 07/31/2011 12X4215 1215206 09/30/2038 02000 5.349999600 628,000.0000 27,998.33 07/31/2011 12X4215 1215206 09/30/2039 02000 5.349999600 2,071,000.0000 92,332.08 07/31/2011 12X4215 1215206 09/30/2042 02000 5.349999600 2,450,000.0000 109,229.16 07/31/2011 12X4215 1215206 09/30/2037 02001 5.159998800 5,239,000.0000 225,276.95 07/31/2011 12X4215 1215206 09/30/2038 02001 5.159998800 2,748,000.0000 118,163.97 07/31/2011 12X4215 1215206 09/30/2039 02001 5.159998800 1,593,000.0000 68,498.98 07/31/2011 12X4215 1215206 09/30/2040 02001 5.159998800 388,000.0000 16,684.00 07/31/2011 12X4215 1215206 09/30/2041 02001 5.159998800 148,000.0000 6,364.00 07/31/2011 12X4215 1215206 09/30/2042 02001 5.159998800 3,287,000.0000 141,340.97 07/31/2011 12X4215 1215206 09/30/2043 02001 5.159998800 1,370,000.0000 58,909.99 07/31/2011 12X4215 1215206 09/30/2044 02001 5.159998800 398,000.0000 17,114.00 07/31/2011 12X4215 1215206 09/30/2037 02002 4.960000800 2,583,000.0000 106,764.02 07/31/2011 12X4215 1215206 09/30/2038 02002 4.960000800 7,200,000.0000 297,600.05 07/31/2011 12X4215 1215206 09/30/2039 02002 4.960000800 1,572,000.0000 64,976.01 07/31/2011 12X4215 1215206 09/30/2040 02002 4.960000800 1,812,000.0000 74,896.01 07/31/2011 12X4215 1215206 09/30/2041 02002 4.960000800 105,000.0000 4,340.00 07/31/2011 12X4215 1215206 09/30/2042 02002 4.960000800 2,950,000.0000 121,933.35 07/31/2011 12X4215 1215206 09/30/2043 02002 4.960000800 942,000.0000 38,936.01 07/31/2011 12X4215 1215206 09/30/2044 02002 4.960000800 1,164,000.0000 48,112.01 07/31/2011 12X4215 1215206 09/30/2038 02003 4.780000800 938,000.0000 37,363.67 07/31/2011 12X4215 1215206 09/30/2039 02003 4.780000800 4,394,000.0000 175,027.70 07/31/2011 12X4215 1215206 09/30/2040 02003 4.780000800 1,085,000.0000 43,219.17 07/31/2011 12X4215 1215206 09/30/2041 02003 4.780000800 5,590,000.0000 222,668.37 07/31/2011 12X4215 1215206 09/30/2042 02003 4.780000800 7,405,200.0000 294,973.85 07/31/2011 12X4215 1215206 09/30/2043 02003 4.780000800 1,036,000.0000 41,267.34 07/31/2011 12X4215 1215206 09/30/2044 02003 4.780000800 1,579,000.0000 62,896.84 07/31/2011 12X4215 1215206 09/30/2039 02004 4.579999200 1,700,000.0000 64,883.32 07/31/2011 12X4215 1215206 09/30/2040 02004 4.579999200 6,584,000.0000 251,289.29 07/31/2011 12X4215 1215206 09/30/2041 02004 4.579999200 1,165,000.0000 44,464.16 07/31/2011 12X4215 1215206 09/30/2042 02004 4.579999200 5,043,000.0000 192,474.47 07/31/2011 12X4215 1215206 09/30/2043 02004 4.579999200 1,126,000.0000 42,975.66 07/31/2011 12X4215 1215206 09/30/2040 02005 4.770000000 3,528,300.0000 140,249.93 07/31/2011 12X4215 1215206 09/30/2041 02005 4.770000000 4,534,000.0000 180,226.50 07/31/2011 12X4215 1215206 09/30/2042 02005 4.770000000 3,033,000.0000 120,561.75 07/31/2011 12X4215 1215206 09/30/2043 02005 4.770000000 1,950,000.0000 77,512.50 07/31/2011 12X4215 1215206 09/30/2044 02005 4.770000000 410,000.0000 0.00 07/31/2011 12X4215 1215206 09/30/2040 02006 4.929998400 414,700.0000 17,037.25 07/31/2011 12X4215 1215206 09/30/2041 02006 4.929998400 2,027,000.0000 83,275.89 07/31/2011 12X4215 1215206 09/30/2042 02006 4.929998400 1,482,000.0000 60,885.48 07/31/2011 12X4215 1215206 09/30/2043 02006 4.929998400 2,763,000.0000 113,513.21 07/31/2011 12X4215 1215206 09/30/2044 02006 4.929998400 580,000.0000 0.00 07/31/2011 12X4215 1215206 09/30/2042 02007 5.150001600 846,300.0000 36,320.39 07/31/2011 12X4215 1215206 09/30/2043 02007 5.150001600 7,216,000.0000 309,686.76 07/31/2011 12X4215 1215206 09/30/2044 02007 5.150001600 2,236,000.0000 95,961.70 07/31/2011 12X4215 1215206 09/30/2042 02008 5.100001200 378,700.0000 16,094.75 07/31/2011 12X4215 1215206 09/30/2043 02008 5.100001200 254,500.0000 10,816.25 07/31/2011 12X4215 1215206 09/30/2044 02008 5.100001200 1,892,000.0000 80,410.02 07/31/2011 12X4215 1215206 09/30/2042 02009 4.899999600 468,000.0000 19,110.00 07/31/2011 12X4215 1215206 09/30/2043 02009 4.899999600 2,314,000.0000 94,488.33 07/31/2011 12X4215 1215206 09/30/2044 02009 4.899999600 903,000.0000 36,872.50 07/31/2011 12X4215 1215206 09/30/2043 02010 4.899999600 1,279,900.0000 52,262.58 07/31/2011 12X4215 1215206 09/30/2044 02010 4.899999600 476,000.0000 19,436.67 07/31/2011 12X4215 1215206 09/30/2044 02011 4.899999600 442,000.0000 18,048.33 07/31/2011 ------------------------ ---------------------- 174,906,200.0000 7,785,771.44 207 SUB-COHORT 12X4215 1215207 09/30/2043 01992 6.819998400 46,396,000.0000 2,636,838.71 07/31/2011 12X4215 1215207 09/30/2044 01992 6.819998400 78,100,000.0000 4,438,682.29 07/31/2011 12X4215 1215207 09/30/2045 01992 6.819998400 3,000,000.0000 170,499.96 07/31/2011 12X4215 1215207 09/30/2052 01992 6.819998400 31,000,000.0000 1,761,832.92 07/31/2011 12X4215 1215207 09/30/2056 01992 6.819998400 12,945,000.0000 735,707.33 07/31/2011 12X4215 1215207 09/30/2057 01992 6.819998400 10,000,000.0000 568,333.20 07/31/2011 12X4215 1215207 09/30/2058 01992 6.819998400 122,000.0000 6,933.67 07/31/2011 12X4215 1215207 09/30/2059 01992 6.819998400 1,250,000.0000 71,041.65 07/31/2011 12X4215 1215207 09/30/2060 01992 6.819998400 9,700,000.0000 551,283.20 07/31/2011 12X4215 1215207 09/30/2061 01992 6.819998400 1,128,000.0000 64,107.98 07/31/2011 12X4215 1215207 09/30/2044 01993 6.890000400 68,186,000.0000 3,915,013.06 07/31/2011 12X4215 1215207 09/30/2045 01993 6.890000400 54,000,000.0000 3,100,500.18 07/31/2011 12X4215 1215207 09/30/2052 01993 6.890000400 34,000,000.0000 1,952,166.78 07/31/2011 12X4215 1215207 09/30/2056 01993 6.890000400 12,513,000.0000 718,454.79 07/31/2011 12X4215 1215207 09/30/2057 01993 6.890000400 9,200,000.0000 528,233.36 07/31/2011 12X4215 1215207 09/30/2058 01993 6.890000400 10,345,000.0000 593,975.45 07/31/2011 12X4215 1215207 09/30/2059 01993 6.890000400 4,750,000.0000 272,729.18 07/31/2011 12X4215 1215207 09/30/2060 01993 6.890000400 3,462,000.0000 198,776.51 07/31/2011 12X4215 1215207 09/30/2061 01993 6.890000400 1,160,000.0000 66,603.34 07/31/2011 12X4215 1215207 09/30/2045 01994 7.089998400 19,624,000.0000 1,159,451.07 07/31/2011 12X4215 1215207 09/30/2046 01994 7.089998400 64,000,000.0000 3,781,332.48 07/31/2011 12X4215 1215207 09/30/2052 01994 7.089998400 29,000,000.0000 1,713,416.28 07/31/2011 12X4215 1215207 09/30/2055 01994 7.089998400 16,510,000.0000 975,465.61 07/31/2011 12X4215 1215207 09/30/2056 01994 7.089998400 9,570,000.0000 565,427.37 07/31/2011 12X4215 1215207 09/30/2057 01994 7.089998400 12,200,000.0000 720,816.50 07/31/2011 12X4215 1215207 09/30/2058 01994 7.089998400 12,651,000.0000 747,463.08 07/31/2011 12X4215 1215207 09/30/2059 01994 7.089998400 7,600,000.0000 449,033.23 07/31/2011 12X4215 1215207 09/30/2060 01994 7.089998400 2,589,000.0000 152,966.72 07/31/2011 12X4215 1215207 09/30/2061 01994 7.089998400 755,000.0000 44,607.91 07/31/2011 12X4215 1215207 09/30/2046 01995 6.710000400 36,789,000.0000 2,057,118.37 07/31/2011 12X4215 1215207 09/30/2048 01995 6.710000400 2,000,000.0000 111,833.34 07/31/2011 12X4215 1215207 09/30/2050 01995 6.710000400 1,000,000.0000 55,916.67 07/31/2011 12X4215 1215207 09/30/2052 01995 6.710000400 14,000,000.0000 782,833.38 07/31/2011 12X4215 1215207 09/30/2055 01995 6.710000400 1,069,000.0000 59,774.92 07/31/2011 12X4215 1215207 09/30/2056 01995 6.710000400 6,695,000.0000 374,362.11 07/31/2011 12X4215 1215207 09/30/2057 01995 6.710000400 2,200,000.0000 123,016.67 07/31/2011 12X4215 1215207 09/30/2058 01995 6.710000400 63,000.0000 3,522.75 07/31/2011 12X4215 1215207 09/30/2059 01995 6.710000400 901,000.0000 50,380.92 07/31/2011 12X4215 1215207 09/30/2060 01995 6.710000400 3,298,000.0000 184,413.18 07/31/2011 12X4215 1215207 09/30/2061 01995 6.710000400 509,000.0000 28,461.59 07/31/2011 12X4215 1215207 09/30/2047 01996 6.459998400 3,267,000.0000 175,873.46 07/31/2011 12X4215 1215207 09/30/2048 01996 6.459998400 29,000,000.0000 1,561,166.28 07/31/2011 12X4215 1215207 09/30/2052 01996 6.459998400 9,000,000.0000 484,499.88 07/31/2011 12X4215 1215207 09/30/2055 01996 6.459998400 667,600.0000 35,939.12 07/31/2011 12X4215 1215207 09/30/2056 01996 6.459998400 5,122,000.0000 275,734.27 07/31/2011 12X4215 1215207 09/30/2057 01996 6.459998400 3,700,000.0000 199,183.28 07/31/2011 12X4215 1215207 09/30/2058 01996 6.459998400 19,000.0000 1,022.83 07/31/2011 12X4215 1215207 09/30/2059 01996 6.459998400 61,000.0000 3,283.83 07/31/2011 12X4215 1215207 09/30/2060 01996 6.459998400 5,851,000.0000 314,978.76 07/31/2011 12X4215 1215207 09/30/2061 01996 6.459998400 162,000.0000 8,721.00 07/31/2011 12X4215 1215207 09/30/2048 01997 5.950000800 16,387,000.0000 812,522.19 07/31/2011 12X4215 1215207 09/30/2049 01997 5.950000800 17,000,000.0000 842,916.78 07/31/2011 12X4215 1215207 09/30/2050 01997 5.950000800 1,000,000.0000 49,583.34 07/31/2011 12X4215 1215207 09/30/2051 01997 5.950000800 1,000,000.0000 49,583.34 07/31/2011 12X4215 1215207 09/30/2052 01997 5.950000800 14,000,000.0000 694,166.76 07/31/2011 12X4215 1215207 09/30/2055 01997 5.950000800 1,557,500.0000 77,226.05 07/31/2011 12X4215 1215207 09/30/2056 01997 5.950000800 5,215,000.0000 258,577.12 07/31/2011 12X4215 1215207 09/30/2057 01997 5.950000800 3,600,000.0000 178,500.02 07/31/2011 12X4215 1215207 09/30/2058 01997 5.950000800 651,000.0000 32,278.75 07/31/2011 12X4215 1215207 09/30/2059 01997 5.950000800 606,000.0000 30,047.50 07/31/2011 12X4215 1215207 09/30/2061 01997 5.950000800 348,000.0000 17,255.00 07/31/2011 12X4215 1215207 09/30/2049 01998 5.870001600 23,565,000.0000 1,152,721.56 07/31/2011 12X4215 1215207 09/30/2050 01998 5.870001600 19,000,000.0000 929,416.92 07/31/2011 12X4215 1215207 09/30/2051 01998 5.870001600 3,000,000.0000 146,750.04 07/31/2011 12X4215 1215207 09/30/2052 01998 5.870001600 6,000,000.0000 293,500.08 07/31/2011 12X4215 1215207 09/30/2053 01998 5.870001600 13,000,000.0000 635,916.84 07/31/2011 12X4215 1215207 09/30/2055 01998 5.870001600 2,342,000.0000 114,562.86 07/31/2011 12X4215 1215207 09/30/2056 01998 5.870001600 591,000.0000 28,909.76 07/31/2011 12X4215 1215207 09/30/2057 01998 5.870001600 4,500,000.0000 220,125.06 07/31/2011 12X4215 1215207 09/30/2058 01998 5.870001600 735,000.0000 35,953.76 07/31/2011 12X4215 1215207 09/30/2059 01998 5.870001600 1,250,000.0000 61,145.85 07/31/2011 12X4215 1215207 09/30/2060 01998 5.870001600 5,923,000.0000 289,733.50 07/31/2011 12X4215 1215207 09/30/2061 01998 5.870001600 49,000.0000 2,396.92 07/31/2011 12X4215 1215207 09/30/2050 01999 5.839999200 22,761,000.0000 1,107,701.85 07/31/2011 12X4215 1215207 09/30/2051 01999 5.839999200 13,000,000.0000 632,666.58 07/31/2011 12X4215 1215207 09/30/2052 01999 5.839999200 8,000,000.0000 389,333.28 07/31/2011 12X4215 1215207 09/30/2053 01999 5.839999200 4,200,000.0000 204,399.97 07/31/2011 12X4215 1215207 09/30/2055 01999 5.839999200 2,898,200.0000 141,045.71 07/31/2011 12X4215 1215207 09/30/2056 01999 5.839999200 1,455,000.0000 70,809.99 07/31/2011 12X4215 1215207 09/30/2057 01999 5.839999200 4,023,000.0000 195,785.97 07/31/2011 12X4215 1215207 09/30/2058 01999 5.839999200 1,546,000.0000 75,238.66 07/31/2011 12X4215 1215207 09/30/2059 01999 5.839999200 2,154,000.0000 104,827.99 07/31/2011 12X4215 1215207 09/30/2060 01999 5.839999200 1,429,000.0000 69,544.66 07/31/2011 12X4215 1215207 09/30/2061 01999 5.839999200 121,000.0000 5,888.67 07/31/2011 12X4215 1215207 09/30/2051 02000 5.590000800 13,930,000.0000 648,905.93 07/31/2011 12X4215 1215207 09/30/2052 02000 5.590000800 24,000,000.0000 1,118,000.16 07/31/2011 12X4215 1215207 09/30/2053 02000 5.590000800 9,000,000.0000 419,250.06 07/31/2011 12X4215 1215207 09/30/2055 02000 5.590000800 1,420,000.0000 66,148.34 07/31/2011 12X4215 1215207 09/30/2056 02000 5.590000800 2,754,000.0000 128,290.52 07/31/2011 12X4215 1215207 09/30/2057 02000 5.590000800 3,447,000.0000 160,572.77 07/31/2011 12X4215 1215207 09/30/2058 02000 5.590000800 1,053,000.0000 49,052.26 07/31/2011 12X4215 1215207 09/30/2059 02000 5.590000800 4,950,000.0000 230,587.53 07/31/2011 12X4215 1215207 09/30/2060 02000 5.590000800 1,021,000.0000 47,561.59 07/31/2011 12X4215 1215207 09/30/2061 02000 5.590000800 374,000.0000 17,422.17 07/31/2011 12X4215 1215207 09/30/2052 02001 5.349999600 16,224,000.0000 723,319.95 07/31/2011 12X4215 1215207 09/30/2053 02001 5.349999600 27,300,000.0000 1,217,124.91 07/31/2011 12X4215 1215207 09/30/2055 02001 5.349999600 5,969,000.0000 266,117.90 07/31/2011 12X4215 1215207 09/30/2056 02001 5.349999600 2,953,000.0000 131,654.57 07/31/2011 12X4215 1215207 09/30/2057 02001 5.349999600 2,629,500.0000 117,231.87 07/31/2011 12X4215 1215207 09/30/2058 02001 5.349999600 6,917,000.0000 308,382.89 07/31/2011 12X4215 1215207 09/30/2059 02001 5.349999600 1,781,000.0000 79,402.91 07/31/2011 12X4215 1215207 09/30/2060 02001 5.349999600 2,187,000.0000 97,503.74 07/31/2011 12X4215 1215207 09/30/2061 02001 5.349999600 770,000.0000 0.00 07/31/2011 12X4215 1215207 09/30/2053 02002 5.060001600 33,561,000.0000 1,415,155.95 07/31/2011 12X4215 1215207 09/30/2055 02002 5.060001600 12,000,000.0000 506,000.16 07/31/2011 12X4215 1215207 09/30/2056 02002 5.060001600 4,665,000.0000 196,707.56 07/31/2011 12X4215 1215207 09/30/2057 02002 5.060001600 6,254,000.0000 263,710.42 07/31/2011 12X4215 1215207 09/30/2058 02002 5.060001600 4,791,000.0000 202,020.56 07/31/2011 12X4215 1215207 09/30/2059 02002 5.060001600 890,000.0000 37,528.35 07/31/2011 12X4215 1215207 09/30/2060 02002 5.060001600 5,139,000.0000 216,694.57 07/31/2011 12X4215 1215207 09/30/2061 02002 5.060001600 1,295,000.0000 54,605.85 07/31/2011 12X4215 1215207 09/30/2053 02003 4.960000800 16,720,000.0000 691,093.44 07/31/2011 12X4215 1215207 09/30/2055 02003 4.960000800 17,800,000.0000 735,733.45 07/31/2011 12X4215 1215207 09/30/2056 02003 4.960000800 9,498,000.0000 392,584.06 07/31/2011 12X4215 1215207 09/30/2057 02003 4.960000800 3,626,000.0000 149,874.69 07/31/2011 12X4215 1215207 09/30/2058 02003 4.960000800 3,228,000.0000 133,424.02 07/31/2011 12X4215 1215207 09/30/2059 02003 4.960000800 7,756,000.0000 320,581.39 07/31/2011 12X4215 1215207 09/30/2060 02003 4.960000800 7,108,000.0000 293,797.38 07/31/2011 12X4215 1215207 09/30/2061 02003 4.960000800 410,000.0000 0.00 07/31/2011 12X4215 1215207 09/30/2055 02004 4.860000000 15,343,000.0000 621,391.50 07/31/2011 12X4215 1215207 09/30/2056 02004 4.860000000 16,995,000.0000 688,297.50 07/31/2011 12X4215 1215207 09/30/2057 02004 4.860000000 15,297,000.0000 619,528.50 07/31/2011 12X4215 1215207 09/30/2058 02004 4.860000000 3,794,000.0000 153,657.00 07/31/2011 12X4215 1215207 09/30/2059 02004 4.860000000 6,631,111.0000 268,560.00 07/31/2011 12X4215 1215207 09/30/2060 02004 4.860000000 2,760,000.0000 111,780.00 07/31/2011 12X4215 1215207 09/30/2061 02004 4.860000000 966,000.0000 39,123.00 07/31/2011 12X4215 1215207 09/30/2056 02005 4.870000800 11,838,000.0000 480,425.58 07/31/2011 12X4215 1215207 09/30/2057 02005 4.870000800 14,206,000.0000 576,526.93 07/31/2011 12X4215 1215207 09/30/2058 02005 4.870000800 13,856,000.0000 562,322.76 07/31/2011 12X4215 1215207 09/30/2059 02005 4.870000800 6,914,000.0000 280,593.21 07/31/2011 12X4215 1215207 09/30/2060 02005 4.870000800 3,158,000.0000 128,162.19 07/31/2011 12X4215 1215207 09/30/2061 02005 4.870000800 67,000.0000 2,719.08 07/31/2011 12X4215 1215207 09/30/2057 02006 4.759999200 7,953,400.0000 315,484.81 07/31/2011 12X4215 1215207 09/30/2058 02006 4.759999200 13,388,000.0000 531,057.24 07/31/2011 12X4215 1215207 09/30/2059 02006 4.759999200 13,287,681.0000 527,077.92 07/31/2011 12X4215 1215207 09/30/2060 02006 4.759999200 8,638,000.0000 342,640.61 07/31/2011 12X4215 1215207 09/30/2061 02006 4.759999200 6,726,000.0000 266,797.96 07/31/2011 12X4215 1215207 09/30/2057 02007 4.560001200 1,833,000.0000 69,654.02 07/31/2011 12X4215 1215207 09/30/2058 02007 4.560001200 11,643,000.0000 442,434.12 07/31/2011 12X4215 1215207 09/30/2059 02007 4.560001200 21,033,000.0000 799,254.21 07/31/2011 12X4215 1215207 09/30/2060 02007 4.560001200 10,666,000.0000 405,308.11 07/31/2011 12X4215 1215207 09/30/2061 02007 4.560001200 5,803,000.0000 220,514.06 07/31/2011 12X4215 1215207 09/30/2058 02008 4.560001200 463,600.0000 17,616.80 07/31/2011 12X4215 1215207 09/30/2059 02008 4.560001200 12,259,000.0000 465,842.12 07/31/2011 12X4215 1215207 09/30/2060 02008 4.560001200 13,486,000.0000 512,468.13 07/31/2011 12X4215 1215207 09/30/2061 02008 4.560001200 5,445,000.0000 206,910.05 07/31/2011 12X4215 1215207 09/30/2060 02009 4.780000800 12,301,200.0000 489,997.88 07/31/2011 12X4215 1215207 09/30/2061 02009 4.780000800 9,288,000.0000 369,972.06 07/31/2011 12X4215 1215207 09/30/2060 02010 2.959999200 4,607,500.0000 113,651.64 07/31/2011 12X4215 1215207 09/30/2061 02010 2.959999200 8,153,000.0000 201,107.28 07/31/2011 12X4215 1215207 09/30/2061 02011 2.959999200 5,417,000.0000 0.00 07/31/2011 ------------------------ ---------------------- 1,441,673,292.0000 71,771,681.94 208 SUB-COHORT 12X4215 1215208 09/30/2011 02001 3.399998400 1,546,000.0000 43,803.31 07/31/2011 12X4215 1215208 09/30/2012 02001 3.399998400 18,000.0000 510.00 07/31/2011 12X4215 1215208 09/30/2013 02001 3.399998400 535,000.0000 15,158.33 07/31/2011 12X4215 1215208 09/30/2012 02006 3.650000400 336,000.0000 10,220.00 07/31/2011 12X4215 1215208 09/30/2013 02006 3.650000400 25,000.0000 760.42 07/31/2011 12X4215 1215208 09/30/2011 02007 4.129999200 61,000.0000 2,099.42 07/31/2011 12X4215 1215208 09/30/2012 02007 4.129999200 752,000.0000 25,881.33 07/31/2011 12X4215 1215208 09/30/2013 02007 4.129999200 432,000.0000 14,868.00 07/31/2011 12X4215 1215208 09/30/2014 02007 4.129999200 726,000.0000 24,986.50 07/31/2011 12X4215 1215208 09/30/2012 02008 1.440000000 733,000.0000 8,796.00 07/31/2011 12X4215 1215208 09/30/2013 02008 1.440000000 39,000.0000 468.00 07/31/2011 12X4215 1215208 09/30/2012 02009 1.440000000 106,000.0000 1,272.00 07/31/2011 12X4215 1215208 09/30/2013 02009 1.440000000 259,000.0000 3,108.00 07/31/2011 ------------------------ ---------------------- 5,568,000.0000 151,931.31 209 SUB-COHORT 12X4215 1215209 09/30/2060 01992 7.310001600 587,400.0000 35,782.46 07/31/2011 12X4215 1215209 09/30/2061 01992 7.310001600 69,000.0000 4,203.25 07/31/2011 12X4215 1215209 09/30/2057 01993 6.710000400 539,300.0000 30,155.86 07/31/2011 12X4215 1215209 09/30/2057 01994 6.770001600 2,051,700.0000 115,750.10 07/31/2011 12X4215 1215209 09/30/2060 01994 6.770001600 165,000.0000 9,308.75 07/31/2011 12X4215 1215209 09/30/2061 01994 6.770001600 24,000.0000 1,354.00 07/31/2011 12X4215 1215209 09/30/2060 01997 6.890000400 1,394,200.0000 80,050.32 07/31/2011 12X4215 1215209 09/30/2061 01997 6.890000400 88,000.0000 5,052.67 07/31/2011 12X4215 1215209 09/30/2059 01998 5.979999600 334,600.0000 16,674.23 07/31/2011 12X4215 1215209 09/30/2060 01998 5.979999600 110,800.0000 5,521.53 07/31/2011 12X4215 1215209 09/30/2059 01999 5.810000400 162,800.0000 7,882.23 07/31/2011 12X4215 1215209 09/30/2060 01999 5.810000400 1,925,900.0000 93,245.66 07/31/2011 12X4215 1215209 09/30/2061 01999 5.810000400 11,000.0000 532.58 07/31/2011 12X4215 1215209 09/30/2050 02000 6.360001200 111,500.0000 5,909.50 07/31/2011 12X4215 1215209 09/30/2054 02000 6.360001200 8,500.0000 450.50 07/31/2011 12X4215 1215209 09/30/2055 02000 6.360001200 13,900.0000 736.70 07/31/2011 12X4215 1215209 09/30/2056 02000 6.360001200 1,500.0000 79.50 07/31/2011 12X4215 1215209 09/30/2060 02000 6.360001200 349,100.0000 18,502.30 07/31/2011 12X4215 1215209 09/30/2051 02001 5.670000000 134,200.0000 6,340.95 07/31/2011 12X4215 1215209 09/30/2052 02001 5.670000000 120,000.0000 5,670.00 07/31/2011 12X4215 1215209 09/30/2055 02001 5.670000000 24,700.0000 1,167.08 07/31/2011 12X4215 1215209 09/30/2056 02001 5.670000000 7,500.0000 354.38 07/31/2011 12X4215 1215209 09/30/2060 02001 5.670000000 692,000.0000 32,697.00 07/31/2011 12X4215 1215209 09/30/2052 02002 5.600001600 577,500.0000 26,950.01 07/31/2011 12X4215 1215209 09/30/2056 02002 5.600001600 5,000.0000 233.33 07/31/2011 12X4215 1215209 09/30/2060 02002 5.600001600 410,000.0000 19,133.34 07/31/2011 12X4215 1215209 09/30/2061 02002 5.600001600 7,000.0000 326.67 07/31/2011 12X4215 1215209 09/30/2054 02003 4.899999600 754,600.0000 30,812.83 07/31/2011 12X4215 1215209 09/30/2058 02003 4.899999600 50,000.0000 2,041.67 07/31/2011 12X4215 1215209 09/30/2060 02003 4.899999600 352,000.0000 14,373.33 07/31/2011 12X4215 1215209 09/30/2061 02003 4.899999600 11,000.0000 449.17 07/31/2011 12X4215 1215209 09/30/2054 02004 5.190001200 141,800.0000 6,132.85 07/31/2011 12X4215 1215209 09/30/2056 02004 5.190001200 10,000.0000 432.50 07/31/2011 12X4215 1215209 09/30/2060 02004 5.190001200 90,000.0000 3,892.50 07/31/2011 12X4215 1215209 09/30/2055 02005 4.479998400 613,400.0000 22,900.26 07/31/2011 12X4215 1215209 09/30/2056 02005 4.479998400 177,000.0000 6,608.00 07/31/2011 12X4215 1215209 09/30/2060 02005 4.479998400 39,000.0000 1,456.00 07/31/2011 12X4215 1215209 09/30/2057 02006 4.889998800 782,700.0000 31,895.02 07/31/2011 12X4215 1215209 09/30/2059 02006 4.889998800 114,000.0000 4,645.50 07/31/2011 12X4215 1215209 09/30/2060 02006 4.889998800 14,000.0000 570.50 07/31/2011 12X4215 1215209 09/30/2057 02007 4.910000400 798,000.0000 32,651.50 07/31/2011 12X4215 1215209 09/30/2059 02007 4.910000400 66,000.0000 2,700.50 07/31/2011 12X4215 1215209 09/30/2060 02007 4.910000400 36,000.0000 1,473.00 07/31/2011 12X4215 1215209 09/30/2058 02008 4.190000400 919,000.0000 32,088.42 07/31/2011 12X4215 1215209 09/30/2059 02008 4.190000400 39,000.0000 1,361.75 07/31/2011 12X4215 1215209 09/30/2060 02008 4.190000400 20,000.0000 698.33 07/31/2011 12X4215 1215209 09/30/2059 02009 3.840001200 926,000.0000 29,632.01 07/31/2011 12X4215 1215209 09/30/2060 02009 3.840001200 105,000.0000 3,360.00 07/31/2011 12X4215 1215209 09/30/2060 02010 3.840001200 694,000.0000 22,208.01 07/31/2011 ------------------------ ---------------------- 16,678,600.0000 776,448.55 212 SUB-COHORT 12X4215 1215212 09/30/2011 02001 5.370001200 144,000.0000 6,444.00 07/31/2011 12X4215 1215212 09/30/2012 02001 5.370001200 30,000.0000 1,342.50 07/31/2011 12X4215 1215212 09/30/2011 02002 5.289998400 207,000.0000 9,125.25 07/31/2011 12X4215 1215212 09/30/2012 02002 5.289998400 4,000.0000 176.33 07/31/2011 12X4215 1215212 09/30/2014 02002 5.289998400 42,000.0000 1,851.50 07/31/2011 12X4215 1215212 09/30/2011 02003 4.250001600 127,000.0000 4,497.92 07/31/2011 ------------------------ ---------------------- 554,000.0000 23,437.50 401 SUB-COHORT 12X4215 1215401 09/30/2011 02001 3.700000800 1,524,000.0000 46,990.01 07/31/2011 12X4215 1215401 09/30/2011 02003 2.120000400 1.0000 0.02 07/31/2011 12X4215 1215401 09/30/2013 02004 3.480001200 1,000.0000 29.00 07/31/2011 12X4215 1215401 09/30/2011 02005 3.620001600 1,264,000.0000 38,130.68 07/31/2011 12X4215 1215401 09/30/2013 02005 3.620001600 270,000.0000 8,145.00 07/31/2011 12X4215 1215401 09/30/2014 02005 3.620001600 73,000.0000 2,202.17 07/31/2011 12X4215 1215401 09/30/2013 02006 3.409999200 632,000.0000 17,959.33 07/31/2011 12X4215 1215401 09/30/2014 02006 3.409999200 14,000.0000 397.83 07/31/2011 12X4215 1215401 09/30/2014 02007 3.520000800 12,000.0000 352.00 07/31/2011 ------------------------ ---------------------- 3,790,001.0000 114,206.04 ======================== ====================== 15,753,562,976.0000 647,515,758.59 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 12X4215 1215201 09/30/2026 01992 06/23/2011 INT + 0.0000 576,205.82 485520 1215201 09/30/2026 01993 06/23/2011 INT + 0.0000 526,029.61 485522 1215201 09/30/2027 01994 06/23/2011 INT + 0.0000 367,476.23 485524 1215201 09/30/2028 01995 06/23/2011 INT + 0.0000 539,378.02 485526 1215201 09/30/2029 01996 06/23/2011 INT + 0.0000 354,437.97 485528 1215201 09/30/2030 01997 06/23/2011 INT + 0.0000 382,573.71 485530 1215201 09/30/2030 01997 06/23/2011 INT + 0.0000 2,807.19 485532 1215201 09/30/2031 01998 06/23/2011 INT + 0.0000 296,613.90 485534 1215201 09/30/2032 01999 06/23/2011 INT + 0.0000 277,329.53 485536 1215201 09/30/2033 02000 06/23/2011 INT + 0.0000 304,942.05 485498 1215201 09/30/2034 02001 06/23/2011 INT + 0.0000 263,494.82 485500 1215201 09/30/2035 02002 06/23/2011 INT + 0.0000 208,664.10 485502 1215201 09/30/2036 02003 06/23/2011 INT + 0.0000 213,907.50 485504 1215201 09/30/2037 02004 06/23/2011 INT + 0.0000 260,982.90 485506 1215201 09/30/2038 02005 06/23/2011 INT + 0.0000 215,026.85 485508 1215201 09/30/2039 02006 06/23/2011 INT + 0.0000 251,584.24 485510 1215201 09/30/2040 02007 06/23/2011 INT + 0.0000 441,528.67 485512 1215201 09/30/2041 02008 06/23/2011 INT + 0.0000 323,757.09 485514 1215201 09/30/2042 02009 06/23/2011 INT + 0.0000 550,222.14 485516 1215201 09/30/2043 02010 06/23/2011 INT + 0.0000 293,662.86 485518 1215202 09/30/2019 01994 06/23/2011 INT + 0.0000 11,491.69 485568 1215202 09/30/2019 01995 06/23/2011 INT + 0.0000 9,160.05 485570 1215202 09/30/2019 01997 06/23/2011 INT + 0.0000 27,193.59 485580 1215202 09/30/2019 01998 06/23/2011 INT + 0.0000 52,353.38 485584 1215202 09/30/2019 01999 06/23/2011 INT + 0.0000 41,195.84 485586 1215202 09/30/2020 01996 06/23/2011 INT + 0.0000 37,040.49 485576 1215202 09/30/2020 02000 06/23/2011 INT + 0.0000 13,447.19 485538 1215202 09/30/2021 01992 06/23/2011 INT + 0.0000 3,932.25 485564 1215202 09/30/2021 01993 06/23/2011 INT + 0.0000 5,161.50 485566 1215202 09/30/2021 02000 06/23/2011 INT + 0.0000 41,152.79 485540 1215202 09/30/2021 02001 06/23/2011 INT + 0.0000 46,685.09 485542 1215202 09/30/2022 02002 06/23/2011 INT + 0.0000 45,100.35 485544 1215202 09/30/2023 02002 06/23/2011 INT + 0.0000 18,436.05 485546 1215202 09/30/2023 02003 06/23/2011 INT + 0.0000 54,005.41 485548 1215202 09/30/2024 02004 06/23/2011 INT + 0.0000 58,745.28 485550 1215202 09/30/2025 02005 06/23/2011 INT + 0.0000 72,224.41 485552 1215202 09/30/2026 01995 06/23/2011 INT + 0.0000 17,076.24 485572 1215202 09/30/2026 01996 06/23/2011 INT + 0.0000 28,894.24 485578 1215202 09/30/2026 01997 06/23/2011 INT + 0.0000 27,833.91 485582 1215202 09/30/2026 02006 06/23/2011 INT + 0.0000 89,748.40 485554 1215202 09/30/2027 01995 06/23/2011 INT + 0.0000 9,497.98 485574 1215202 09/30/2027 02007 06/23/2011 INT + 0.0000 110,121.03 485556 1215202 09/30/2028 02008 06/23/2011 INT + 0.0000 45,545.48 485558 1215202 09/30/2029 02009 06/23/2011 INT + 0.0000 38,114.63 485560 1215202 09/30/2030 02010 06/23/2011 INT + 0.0000 16,053.49 485562 1215203 09/30/2031 01998 06/24/2011 INT + 0.0000 59,859.79 485638 1215203 09/30/2032 01999 06/24/2011 INT + 0.0000 17,807.65 485640 1215203 09/30/2033 02000 06/24/2011 INT + 0.0000 22,955.25 485602 1215203 09/30/2034 02001 06/24/2011 INT + 0.0000 7,922.75 485604 1215203 09/30/2035 02002 06/24/2011 INT + 0.0000 5,458.69 485608 1215203 09/30/2036 02003 06/24/2011 INT + 0.0000 4,858.50 485612 1215203 09/30/2037 02004 06/24/2011 INT + 0.0000 2,152.74 485614 1215203 09/30/2038 02005 06/24/2011 INT + 0.0000 9,971.60 485616 1215203 09/30/2039 02006 06/24/2011 INT + 0.0000 3,242.79 485618 1215203 09/30/2040 01993 06/24/2011 INT + 0.0000 6,793.20 485630 1215203 09/30/2040 02007 06/24/2011 INT + 0.0000 536.80 485620 1215203 09/30/2041 02008 06/24/2011 INT + 0.0000 2,983.94 485622 1215203 09/30/2042 01992 06/24/2011 INT + 0.0000 119,643.86 485628 1215203 09/30/2042 01993 06/24/2011 INT + 0.0000 137,928.60 485632 1215203 09/30/2042 01994 06/24/2011 INT + 0.0000 138,108.59 485634 1215203 09/30/2042 01999 06/24/2011 INT + 0.0000 24,256.75 485642 1215203 09/30/2042 02001 06/24/2011 INT + 0.0000 3,240.05 485606 1215203 09/30/2042 02002 06/24/2011 INT + 0.0000 98.79 485610 1215203 09/30/2042 02009 06/24/2011 INT + 0.0000 1,778.29 485624 1215203 09/30/2043 01997 06/24/2011 INT + 0.0000 152,613.90 485636 1215203 09/30/2043 02010 06/24/2011 INT + 0.0000 4,959.44 485626 1215206 09/30/2027 01992 06/24/2011 INT + 0.0000 17,092.39 485684 1215206 09/30/2028 01992 06/24/2011 INT + 0.0000 19,548.99 485686 1215206 09/30/2028 01993 06/24/2011 INT + 0.0000 39,867.74 485688 1215206 09/30/2029 01995 06/24/2011 INT + 0.0000 38,989.50 485692 1215206 09/30/2030 01996 06/24/2011 INT + 0.0000 31,682.69 485694 1215206 09/30/2030 01997 06/24/2011 INT + 0.0000 22,190.96 485698 1215206 09/30/2031 01996 06/24/2011 INT + 0.0000 29,339.39 485696 1215206 09/30/2031 01997 06/24/2011 INT + 0.0000 26,551.84 485700 1215206 09/30/2032 01998 06/24/2011 INT + 0.0000 19,405.09 485702 1215206 09/30/2034 01999 06/24/2011 INT + 0.0000 6,372.80 485704 1215206 09/30/2035 01999 06/24/2011 INT + 0.0000 29,075.90 485706 1215206 09/30/2035 02000 06/24/2011 INT + 0.0000 31,859.24 485644 1215206 09/30/2036 02001 06/24/2011 INT + 0.0000 28,999.19 485646 1215206 09/30/2037 02001 06/24/2011 INT + 0.0000 29,953.79 485648 1215206 09/30/2037 02002 06/24/2011 INT + 0.0000 29,090.40 485650 1215206 09/30/2037 02003 06/24/2011 INT + 0.0000 22,633.30 485652 1215206 09/30/2038 02003 06/24/2011 INT + 0.0000 20,291.10 485654 1215206 09/30/2038 02004 06/24/2011 INT + 0.0000 1,648.79 485656 1215206 09/30/2038 02005 06/24/2011 INT + 0.0000 5,397.25 485660 1215206 09/30/2039 02004 06/24/2011 INT + 0.0000 28,831.09 485658 1215206 09/30/2039 02005 06/24/2011 INT + 0.0000 13,976.10 485662 1215206 09/30/2040 02005 06/24/2011 INT + 0.0000 39,941.59 485664 1215206 09/30/2040 02006 06/24/2011 INT + 0.0000 36,013.63 485666 1215206 09/30/2040 02007 06/24/2011 INT + 0.0000 28,718.98 485668 1215206 09/30/2041 02007 06/24/2011 INT + 0.0000 26,445.25 485670 1215206 09/30/2041 02008 06/24/2011 INT + 0.0000 15,912.00 485674 1215206 09/30/2041 02008 06/24/2011 INT + 0.0000 731.85 485676 1215206 09/30/2042 02007 06/24/2011 INT + 0.0000 31,536.03 485672 1215206 09/30/2042 02008 06/24/2011 INT + 0.0000 2,685.15 485678 1215206 09/30/2042 02009 06/24/2011 INT + 0.0000 41,110.99 485680 1215206 09/30/2043 01994 06/24/2011 INT + 0.0000 57,912.15 485690 1215206 09/30/2043 02010 06/24/2011 INT + 0.0000 21,951.99 485682 1215207 09/30/2043 01992 06/24/2011 INT + 0.0000 83,544.98 485738 1215207 09/30/2043 01992 06/24/2011 INT + 0.0000 194,506.35 485740 1215207 09/30/2044 01993 06/24/2011 INT + 0.0000 261,785.56 485742 1215207 09/30/2045 01994 06/24/2011 INT + 0.0000 235,387.94 485744 1215207 09/30/2046 01995 06/24/2011 INT + 0.0000 150,337.55 485746 1215207 09/30/2047 01996 06/24/2011 INT + 0.0000 150,808.66 485748 1215207 09/30/2048 01997 06/24/2011 INT + 0.0000 72,084.25 485750 1215207 09/30/2049 01998 06/24/2011 INT + 0.0000 62,662.26 485752 1215207 09/30/2049 01999 06/24/2011 INT + 0.0000 30,163.59 485754 1215207 09/30/2050 01999 06/24/2011 INT + 0.0000 6,978.79 485756 1215207 09/30/2051 02000 06/24/2011 INT + 0.0000 50,365.90 485708 1215207 09/30/2052 02001 06/24/2011 INT + 0.0000 77,735.49 485710 1215207 09/30/2053 02002 06/24/2011 INT + 0.0000 51,106.01 485712 1215207 09/30/2053 02003 06/24/2011 INT + 0.0000 102,944.81 485714 1215207 09/30/2055 02004 06/24/2011 INT + 0.0000 71,004.60 485716 1215207 09/30/2055 02005 06/24/2011 INT + 0.0000 35,404.90 485718 1215207 09/30/2056 02005 06/24/2011 INT + 0.0000 42,028.10 485720 1215207 09/30/2056 02006 06/24/2011 INT + 0.0000 21,077.27 485722 1215207 09/30/2057 02006 06/24/2011 INT + 0.0000 132,980.09 485724 1215207 09/30/2057 02007 06/24/2011 INT + 0.0000 69,996.01 485726 1215207 09/30/2058 02008 06/24/2011 INT + 0.0000 70,087.21 485728 1215207 09/30/2059 02009 06/24/2011 INT + 0.0000 44,215.00 485730 1215207 09/30/2059 02009 06/24/2011 INT + 0.0000 1,128.08 485732 1215207 09/30/2060 02009 06/24/2011 INT + 0.0000 94,734.83 485734 1215207 09/30/2060 02010 06/24/2011 INT + 0.0000 72,771.58 485736 1215208 09/30/2011 02001 06/24/2011 INT + 0.0000 67.99 485806 1215208 09/30/2012 02006 06/24/2011 INT + 0.0000 3,285.00 485808 1215208 09/30/2012 02008 06/24/2011 INT + 0.0000 1,094.40 485810 1215208 09/30/2012 02009 06/24/2011 INT + 0.0000 568.80 485812 1215209 09/30/2047 01997 06/24/2011 INT + 0.0000 26,974.35 485786 1215209 09/30/2048 01997 06/24/2011 INT + 0.0000 1,722.50 485788 1215209 09/30/2050 01997 06/24/2011 INT + 0.0000 585.65 485790 1215209 09/30/2050 02000 06/24/2011 INT + 0.0000 4,960.80 485758 1215209 09/30/2051 02001 06/24/2011 INT + 0.0000 396.90 485760 1215209 09/30/2052 01997 06/24/2011 INT + 0.0000 13,780.00 485792 1215209 09/30/2052 02002 06/24/2011 INT + 0.0000 364.00 485762 1215209 09/30/2054 02003 06/24/2011 INT + 0.0000 367.49 485764 1215209 09/30/2054 02004 06/24/2011 INT + 0.0000 285.45 485766 1215209 09/30/2055 01997 06/24/2011 INT + 0.0000 2,983.37 485794 1215209 09/30/2055 02005 06/24/2011 INT + 0.0000 268.79 485768 1215209 09/30/2056 01997 06/24/2011 INT + 0.0000 106.79 485796 1215209 09/30/2057 01993 06/24/2011 INT + 0.0000 469.70 485782 1215209 09/30/2057 01994 06/24/2011 INT + 0.0000 4,298.95 485784 1215209 09/30/2057 02006 06/24/2011 INT + 0.0000 53.78 485770 1215209 09/30/2057 02007 06/24/2011 INT + 0.0000 270.05 485772 1215209 09/30/2058 02008 06/24/2011 INT + 0.0000 209.50 485774 1215209 09/30/2059 01997 06/24/2011 INT + 0.0000 2,790.45 485798 1215209 09/30/2059 01998 06/24/2011 INT + 0.0000 1,195.99 485802 1215209 09/30/2059 01999 06/24/2011 INT + 0.0000 13,421.10 485804 1215209 09/30/2059 02009 06/24/2011 INT + 0.0000 153.60 485776 1215209 09/30/2060 01992 06/24/2011 INT + 0.0000 2,434.23 485780 1215209 09/30/2060 01997 06/24/2011 INT + 0.0000 165,921.54 485800 1215209 09/30/2060 02010 06/24/2011 INT + 0.0000 4,915.20 485778 1215212 09/30/2011 02001 06/24/2011 INT + 0.0000 939.75 485814 1215212 09/30/2011 02002 06/24/2011 INT + 0.0000 1,190.24 485816 1215212 09/30/2011 02003 06/24/2011 INT + 0.0000 276.25 485818 1215401 09/30/2011 02000 06/23/2011 INT + 0.0000 57.09 485588 1215401 09/30/2011 02000 06/23/2011 INT + 0.0000 97.06 485590 1215401 09/30/2011 02001 06/23/2011 INT + 0.0000 444.00 485592 1215401 09/30/2011 02003 06/23/2011 INT + 0.0000 10.58 485594 1215401 09/30/2011 02005 06/23/2011 INT + 0.0000 2,715.00 485596 1215401 09/30/2013 02006 06/23/2011 INT + 0.0000 2,011.89 485598 1215401 09/30/2013 02007 06/23/2011 INT + 0.0000 1,460.80 485600 ------------------------ ---------------------- 0.0000 11,542,753.92 ======================== ====================== 0.0000 11,542,753.92