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 49,547,000.0000 3,401,815.17 08/31/2011 12X4215 1215201 09/30/2027 01992 7.490001600 28,500,000.0000 1,956,762.92 08/31/2011 12X4215 1215201 09/30/2032 01992 7.490001600 13,300,000.0000 913,156.03 08/31/2011 12X4215 1215201 09/30/2034 01992 7.490001600 13,500,000.0000 926,887.70 08/31/2011 12X4215 1215201 09/30/2038 01992 7.490001600 8,613,000.0000 591,354.35 08/31/2011 12X4215 1215201 09/30/2039 01992 7.490001600 4,677,000.0000 321,115.09 08/31/2011 12X4215 1215201 09/30/2040 01992 7.490001600 27,400,000.0000 1,881,238.74 08/31/2011 12X4215 1215201 09/30/2042 01992 7.490001600 36,500,000.0000 2,506,029.70 08/31/2011 12X4215 1215201 09/30/2043 01992 7.490001600 60,152,000.0000 4,129,936.95 08/31/2011 12X4215 1215201 09/30/2027 01993 6.670000800 151,745,600.0000 9,277,980.01 08/31/2011 12X4215 1215201 09/30/2038 01993 6.670000800 9,728,900.0000 594,841.23 08/31/2011 12X4215 1215201 09/30/2040 01993 6.670000800 30,000,000.0000 1,834,250.22 08/31/2011 12X4215 1215201 09/30/2042 01993 6.670000800 25,200,000.0000 1,540,770.18 08/31/2011 12X4215 1215201 09/30/2043 01993 6.670000800 60,842,000.0000 3,719,981.73 08/31/2011 12X4215 1215201 09/30/2027 01994 6.869998800 74,594,000.0000 4,697,556.33 08/31/2011 12X4215 1215201 09/30/2028 01994 6.869998800 243,300,000.0000 15,321,814.82 08/31/2011 12X4215 1215201 09/30/2037 01994 6.869998800 11,000,000.0000 692,724.88 08/31/2011 12X4215 1215201 09/30/2038 01994 6.869998800 10,900,000.0000 686,427.38 08/31/2011 12X4215 1215201 09/30/2040 01994 6.869998800 45,000,000.0000 2,833,874.51 08/31/2011 12X4215 1215201 09/30/2042 01994 6.869998800 10,450,000.0000 658,088.64 08/31/2011 12X4215 1215201 09/30/2043 01994 6.869998800 2,125,000.0000 133,821.85 08/31/2011 12X4215 1215201 09/30/2028 01995 7.329999600 179,801,500.0000 12,081,161.79 08/31/2011 12X4215 1215201 09/30/2038 01995 7.329999600 4,311,000.0000 289,663.26 08/31/2011 12X4215 1215201 09/30/2039 01995 7.329999600 5,000.0000 335.96 08/31/2011 12X4215 1215201 09/30/2040 01995 7.329999600 27,000,000.0000 1,814,174.90 08/31/2011 12X4215 1215201 09/30/2042 01995 7.329999600 4,650,000.0000 312,441.23 08/31/2011 12X4215 1215201 09/30/2043 01995 7.329999600 20,390,000.0000 1,370,038.01 08/31/2011 12X4215 1215201 09/30/2029 01996 6.789999600 130,932,000.0000 8,149,425.42 08/31/2011 12X4215 1215201 09/30/2030 01996 6.789999600 100,000,000.0000 6,224,166.30 08/31/2011 12X4215 1215201 09/30/2037 01996 6.789999600 4,100,000.0000 255,190.82 08/31/2011 12X4215 1215201 09/30/2038 01996 6.789999600 14,424,700.0000 897,817.32 08/31/2011 12X4215 1215201 09/30/2040 01996 6.789999600 28,400,000.0000 1,767,663.23 08/31/2011 12X4215 1215201 09/30/2042 01996 6.789999600 2,000,000.0000 124,483.33 08/31/2011 12X4215 1215201 09/30/2043 01996 6.789999600 1,594,000.0000 99,213.21 08/31/2011 12X4215 1215201 09/30/2030 01997 6.660000000 9,915,700.0000 605,353.49 08/31/2011 12X4215 1215201 09/30/2031 01997 6.660000000 138,200,000.0000 8,437,110.00 08/31/2011 12X4215 1215201 09/30/2032 01997 6.660000000 5,500,000.0000 335,775.00 08/31/2011 12X4215 1215201 09/30/2037 01997 6.660000000 4,200,000.0000 256,410.00 08/31/2011 12X4215 1215201 09/30/2038 01997 6.660000000 6,367,000.0000 388,705.35 08/31/2011 12X4215 1215201 09/30/2040 01997 6.660000000 20,300,000.0000 1,239,315.00 08/31/2011 12X4215 1215201 09/30/2041 01997 6.660000000 51,000.0000 3,113.55 08/31/2011 12X4215 1215201 09/30/2042 01997 6.660000000 12,150,000.0000 741,757.50 08/31/2011 12X4215 1215201 09/30/2043 01997 6.660000000 1,121,000.0000 68,437.05 08/31/2011 12X4215 1215201 09/30/2031 01998 5.940000000 66,870,700.0000 3,641,109.62 08/31/2011 12X4215 1215201 09/30/2032 01998 5.940000000 172,100,000.0000 9,370,845.00 08/31/2011 12X4215 1215201 09/30/2033 01998 5.940000000 7,200,000.0000 392,040.00 08/31/2011 12X4215 1215201 09/30/2037 01998 5.940000000 20,500,000.0000 1,116,225.00 08/31/2011 12X4215 1215201 09/30/2038 01998 5.940000000 9,722,000.0000 529,362.90 08/31/2011 12X4215 1215201 09/30/2040 01998 5.940000000 27,400,000.0000 1,491,930.00 08/31/2011 12X4215 1215201 09/30/2042 01998 5.940000000 40,200,000.0000 2,188,890.00 08/31/2011 12X4215 1215201 09/30/2043 01998 5.940000000 1,614,000.0000 87,882.30 08/31/2011 12X4215 1215201 09/30/2032 01999 5.950000800 43,125,300.0000 2,352,126.05 08/31/2011 12X4215 1215201 09/30/2033 01999 5.950000800 199,000,000.0000 10,853,793.13 08/31/2011 12X4215 1215201 09/30/2034 01999 5.950000800 9,000,000.0000 490,875.07 08/31/2011 12X4215 1215201 09/30/2037 01999 5.950000800 24,200,000.0000 1,319,908.51 08/31/2011 12X4215 1215201 09/30/2038 01999 5.950000800 10,483,500.0000 571,787.64 08/31/2011 12X4215 1215201 09/30/2040 01999 5.950000800 27,800,000.0000 1,516,258.54 08/31/2011 12X4215 1215201 09/30/2042 01999 5.950000800 42,850,000.0000 2,337,110.73 08/31/2011 12X4215 1215201 09/30/2043 01999 5.950000800 2,021,000.0000 110,228.72 08/31/2011 12X4215 1215201 09/30/2033 02000 6.210000000 81,107,100.0000 4,617,021.67 08/31/2011 12X4215 1215201 09/30/2034 02000 6.210000000 236,600,000.0000 13,468,455.00 08/31/2011 12X4215 1215201 09/30/2035 02000 6.210000000 15,000,000.0000 853,875.00 08/31/2011 12X4215 1215201 09/30/2037 02000 6.210000000 3,000,000.0000 170,775.00 08/31/2011 12X4215 1215201 09/30/2038 02000 6.210000000 8,800,500.0000 500,968.46 08/31/2011 12X4215 1215201 09/30/2040 02000 6.210000000 35,700,000.0000 2,032,222.50 08/31/2011 12X4215 1215201 09/30/2042 02000 6.210000000 76,050,000.0000 4,329,146.25 08/31/2011 12X4215 1215201 09/30/2043 02000 6.210000000 2,303,000.0000 131,098.28 08/31/2011 12X4215 1215201 09/30/2034 02001 5.289998400 146,008,600.0000 7,080,198.22 08/31/2011 12X4215 1215201 09/30/2035 02001 5.289998400 236,000,000.0000 11,444,029.87 08/31/2011 12X4215 1215201 09/30/2036 02001 5.289998400 10,000,000.0000 484,916.52 08/31/2011 12X4215 1215201 09/30/2037 02001 5.289998400 13,200,000.0000 640,089.81 08/31/2011 12X4215 1215201 09/30/2038 02001 5.289998400 8,686,000.0000 421,198.49 08/31/2011 12X4215 1215201 09/30/2040 02001 5.289998400 37,800,000.0000 1,832,984.45 08/31/2011 12X4215 1215201 09/30/2042 02001 5.289998400 55,400,000.0000 2,686,437.52 08/31/2011 12X4215 1215201 09/30/2043 02001 5.289998400 2,582,000.0000 125,205.45 08/31/2011 12X4215 1215201 09/30/2035 02002 4.860000000 172,122,600.0000 7,668,061.83 08/31/2011 12X4215 1215201 09/30/2036 02002 4.860000000 233,000,000.0000 10,380,150.00 08/31/2011 12X4215 1215201 09/30/2037 02002 4.860000000 52,000,000.0000 2,316,600.00 08/31/2011 12X4215 1215201 09/30/2038 02002 4.860000000 46,350,100.0000 2,064,896.96 08/31/2011 12X4215 1215201 09/30/2039 02002 4.860000000 4,000.0000 178.20 08/31/2011 12X4215 1215201 09/30/2040 02002 4.860000000 36,200,000.0000 1,612,710.00 08/31/2011 12X4215 1215201 09/30/2042 02002 4.860000000 30,370,000.0000 1,352,983.50 08/31/2011 12X4215 1215201 09/30/2043 02002 4.860000000 10,234,000.0000 455,924.70 08/31/2011 12X4215 1215201 09/30/2044 02002 4.860000000 6,000.0000 267.30 08/31/2011 12X4215 1215201 09/30/2036 02003 4.500000000 189,216,100.0000 7,805,164.13 08/31/2011 12X4215 1215201 09/30/2037 02003 4.500000000 271,000,000.0000 11,178,750.00 08/31/2011 12X4215 1215201 09/30/2038 02003 4.500000000 115,557,000.0000 4,766,726.25 08/31/2011 12X4215 1215201 09/30/2039 02003 4.500000000 10,675,000.0000 440,343.75 08/31/2011 12X4215 1215201 09/30/2040 02003 4.500000000 25,831,000.0000 1,065,528.75 08/31/2011 12X4215 1215201 09/30/2041 02003 4.500000000 6,000,000.0000 247,500.00 08/31/2011 12X4215 1215201 09/30/2042 02003 4.500000000 19,900,000.0000 820,875.00 08/31/2011 12X4215 1215201 09/30/2043 02003 4.500000000 3,515,000.0000 144,993.75 08/31/2011 12X4215 1215201 09/30/2037 02004 4.669999200 379,195,200.0000 16,232,711.74 08/31/2011 12X4215 1215201 09/30/2038 02004 4.669999200 330,310,000.0000 14,140,018.16 08/31/2011 12X4215 1215201 09/30/2039 02004 4.669999200 17,413,000.0000 745,421.38 08/31/2011 12X4215 1215201 09/30/2040 02004 4.669999200 50,009,000.0000 2,140,801.57 08/31/2011 12X4215 1215201 09/30/2041 02004 4.669999200 3,753,000.0000 160,659.65 08/31/2011 12X4215 1215201 09/30/2042 02004 4.669999200 114,750,000.0000 4,912,255.41 08/31/2011 12X4215 1215201 09/30/2043 02004 4.669999200 4,432,000.0000 189,726.50 08/31/2011 12X4215 1215201 09/30/2038 02005 4.560001200 497,883,100.0000 20,811,519.06 08/31/2011 12X4215 1215201 09/30/2039 02005 4.560001200 278,957,000.0000 11,660,405.67 08/31/2011 12X4215 1215201 09/30/2040 02005 4.560001200 57,158,000.0000 2,389,205.03 08/31/2011 12X4215 1215201 09/30/2041 02005 4.560001200 3,802,000.0000 158,923.64 08/31/2011 12X4215 1215201 09/30/2042 02005 4.560001200 8,145,000.0000 340,461.09 08/31/2011 12X4215 1215201 09/30/2043 02005 4.560001200 3,895,000.0000 162,811.04 08/31/2011 12X4215 1215201 09/30/2039 02006 4.870000800 674,113,000.0000 30,093,532.79 08/31/2011 12X4215 1215201 09/30/2040 02006 4.870000800 229,682,000.0000 10,253,388.97 08/31/2011 12X4215 1215201 09/30/2041 02006 4.870000800 13,170,000.0000 587,930.85 08/31/2011 12X4215 1215201 09/30/2042 02006 4.870000800 47,654,900.0000 2,127,394.51 08/31/2011 12X4215 1215201 09/30/2043 02006 4.870000800 4,128,000.0000 184,280.83 08/31/2011 12X4215 1215201 09/30/2040 02007 4.780000800 815,894,000.0000 35,749,761.42 08/31/2011 12X4215 1215201 09/30/2041 02007 4.780000800 166,241,000.0000 7,284,127.70 08/31/2011 12X4215 1215201 09/30/2042 02007 4.780000800 47,218,000.0000 2,068,935.71 08/31/2011 12X4215 1215201 09/30/2043 02007 4.780000800 4,580,000.0000 200,680.37 08/31/2011 12X4215 1215201 09/30/2044 02007 4.780000800 27,000.0000 1,183.05 08/31/2011 12X4215 1215201 09/30/2041 02008 4.200001200 811,939,000.0000 31,259,660.43 08/31/2011 12X4215 1215201 09/30/2042 02008 4.200001200 201,621,197.0000 7,762,418.30 08/31/2011 12X4215 1215201 09/30/2043 02008 4.200001200 19,995,000.0000 769,807.72 08/31/2011 12X4215 1215201 09/30/2044 02008 4.200001200 286,000.0000 11,011.00 08/31/2011 12X4215 1215201 09/30/2042 02009 3.620001600 1,068,066,818.0000 35,442,032.91 08/31/2011 12X4215 1215201 09/30/2043 02009 3.620001600 274,331,000.0000 9,103,221.04 08/31/2011 12X4215 1215201 09/30/2044 02009 3.620001600 23,667,000.0000 785,350.30 08/31/2011 12X4215 1215201 09/30/2043 02010 3.729999600 1,694,508,000.0000 57,938,046.49 08/31/2011 12X4215 1215201 09/30/2044 02010 3.729999600 321,666,000.0000 10,998,295.47 08/31/2011 12X4215 1215201 09/30/2044 02011 3.729999600 759,453,000.0000 25,966,961.04 08/31/2011 ------------------------ ---------------------- 13,454,735,115.0000 588,225,770.81 202 SUB-COHORT 12X4215 1215202 09/30/2021 01992 7.490001600 5,726.0000 393.14 08/31/2011 12X4215 1215202 09/30/2022 01992 7.490001600 20,000.0000 1,373.17 08/31/2011 12X4215 1215202 09/30/2027 01992 7.490001600 76,700.0000 5,266.10 08/31/2011 12X4215 1215202 09/30/2029 01992 7.490001600 3,000.0000 205.98 08/31/2011 12X4215 1215202 09/30/2027 01993 6.660000000 41,900.0000 2,558.00 08/31/2011 12X4215 1215202 09/30/2029 01993 6.660000000 110,000.0000 6,715.50 08/31/2011 12X4215 1215202 09/30/2029 01994 6.819998400 1,011,000.0000 63,204.34 08/31/2011 12X4215 1215202 09/30/2029 01995 7.189999200 1,160,800.0000 76,506.38 08/31/2011 12X4215 1215202 09/30/2030 01995 7.189999200 244,000.0000 16,081.63 08/31/2011 12X4215 1215202 09/30/2029 01996 6.649999200 2,252,000.0000 137,278.15 08/31/2011 12X4215 1215202 09/30/2027 01997 6.670000800 292,400.0000 17,877.83 08/31/2011 12X4215 1215202 09/30/2029 01997 6.670000800 2,450,000.0000 149,797.10 08/31/2011 12X4215 1215202 09/30/2019 01998 5.829998400 101,000.0000 5,397.61 08/31/2011 12X4215 1215202 09/30/2026 01998 5.829998400 2,123,000.0000 113,456.63 08/31/2011 12X4215 1215202 09/30/2029 01998 5.829998400 1,350,000.0000 72,146.23 08/31/2011 12X4215 1215202 09/30/2031 01998 5.829998400 11,000.0000 587.86 08/31/2011 12X4215 1215202 09/30/2019 01999 5.789998800 43,000.0000 2,282.22 08/31/2011 12X4215 1215202 09/30/2025 01999 5.789998800 60,000.0000 3,184.50 08/31/2011 12X4215 1215202 09/30/2026 01999 5.789998800 2,273,000.0000 120,639.45 08/31/2011 12X4215 1215202 09/30/2027 01999 5.789998800 7,000.0000 371.52 08/31/2011 12X4215 1215202 09/30/2029 01999 5.789998800 1,350,000.0000 71,651.24 08/31/2011 12X4215 1215202 09/30/2021 02000 6.239998800 116,000.0000 6,635.20 08/31/2011 12X4215 1215202 09/30/2026 02000 6.239998800 2,974,000.0000 170,112.77 08/31/2011 12X4215 1215202 09/30/2027 02000 6.239998800 300,000.0000 17,160.00 08/31/2011 12X4215 1215202 09/30/2029 02000 6.239998800 1,400,000.0000 80,079.98 08/31/2011 12X4215 1215202 09/30/2022 02001 5.169999600 2,238,800.0000 106,100.46 08/31/2011 12X4215 1215202 09/30/2024 02001 5.169999600 920,000.0000 43,600.33 08/31/2011 12X4215 1215202 09/30/2025 02001 5.169999600 21,400.0000 1,014.18 08/31/2011 12X4215 1215202 09/30/2026 02001 5.169999600 1,580,000.0000 74,878.83 08/31/2011 12X4215 1215202 09/30/2027 02001 5.169999600 400,000.0000 18,956.67 08/31/2011 12X4215 1215202 09/30/2029 02001 5.169999600 1,650,000.0000 78,196.24 08/31/2011 12X4215 1215202 09/30/2023 02002 4.770000000 2,127,000.0000 93,003.08 08/31/2011 12X4215 1215202 09/30/2024 02002 4.770000000 1,862,000.0000 81,415.95 08/31/2011 12X4215 1215202 09/30/2025 02002 4.770000000 5,900.0000 257.98 08/31/2011 12X4215 1215202 09/30/2026 02002 4.770000000 1,697,400.0000 74,218.82 08/31/2011 12X4215 1215202 09/30/2027 02002 4.770000000 500,000.0000 21,862.50 08/31/2011 12X4215 1215202 09/30/2029 02002 4.770000000 2,400,000.0000 104,940.00 08/31/2011 12X4215 1215202 09/30/2024 02003 4.110001200 5,868,000.0000 221,076.96 08/31/2011 12X4215 1215202 09/30/2025 02003 4.110001200 670,000.0000 25,242.26 08/31/2011 12X4215 1215202 09/30/2026 02003 4.110001200 703,000.0000 26,485.53 08/31/2011 12X4215 1215202 09/30/2027 02003 4.110001200 500,000.0000 18,837.51 08/31/2011 12X4215 1215202 09/30/2029 02003 4.110001200 2,400,000.0000 90,420.03 08/31/2011 12X4215 1215202 09/30/2024 02004 4.309999200 3,835,000.0000 151,514.43 08/31/2011 12X4215 1215202 09/30/2025 02004 4.309999200 3,560,000.0000 140,649.64 08/31/2011 12X4215 1215202 09/30/2026 02004 4.309999200 1,006,000.0000 39,745.38 08/31/2011 12X4215 1215202 09/30/2027 02004 4.309999200 500,000.0000 19,754.16 08/31/2011 12X4215 1215202 09/30/2029 02004 4.309999200 3,250,000.0000 128,402.06 08/31/2011 12X4215 1215202 09/30/2025 02005 4.330000800 6,912,900.0000 274,384.57 08/31/2011 12X4215 1215202 09/30/2026 02005 4.330000800 4,005,000.0000 158,965.15 08/31/2011 12X4215 1215202 09/30/2027 02005 4.330000800 773,000.0000 30,681.66 08/31/2011 12X4215 1215202 09/30/2028 02005 4.330000800 15,000.0000 595.38 08/31/2011 12X4215 1215202 09/30/2029 02005 4.330000800 3,550,000.0000 140,905.44 08/31/2011 12X4215 1215202 09/30/2026 02006 4.820000400 7,261,400.0000 320,832.88 08/31/2011 12X4215 1215202 09/30/2027 02006 4.820000400 3,101,000.0000 137,012.53 08/31/2011 12X4215 1215202 09/30/2029 02006 4.820000400 6,275,000.0000 277,250.44 08/31/2011 12X4215 1215202 09/30/2027 02007 4.700001600 6,517,000.0000 280,774.18 08/31/2011 12X4215 1215202 09/30/2028 02007 4.700001600 1,078,000.0000 46,443.85 08/31/2011 12X4215 1215202 09/30/2029 02007 4.700001600 11,439,000.0000 492,830.42 08/31/2011 12X4215 1215202 09/30/2030 02007 4.700001600 20,000.0000 861.67 08/31/2011 12X4215 1215202 09/30/2028 02008 3.849998400 9,634,000.0000 339,999.78 08/31/2011 12X4215 1215202 09/30/2029 02008 3.849998400 6,108,442.0000 215,577.01 08/31/2011 12X4215 1215202 09/30/2030 02008 3.849998400 2,265,000.0000 79,935.59 08/31/2011 12X4215 1215202 09/30/2031 02008 3.849998400 477,000.0000 16,834.12 08/31/2011 12X4215 1215202 09/30/2029 02009 3.309998400 12,792,000.0000 388,130.41 08/31/2011 12X4215 1215202 09/30/2030 02009 3.309998400 3,996,000.0000 121,245.24 08/31/2011 12X4215 1215202 09/30/2031 02009 3.309998400 1,351,000.0000 40,991.57 08/31/2011 12X4215 1215202 09/30/2030 02010 3.309998400 18,161,800.0000 551,059.02 08/31/2011 12X4215 1215202 09/30/2031 02010 3.309998400 2,596,000.0000 78,766.93 08/31/2011 12X4215 1215202 09/30/2031 02011 3.039998400 12,795,000.0000 356,553.81 08/31/2011 ------------------------ ---------------------- 178,593,568.0000 7,052,167.18 203 SUB-COHORT 12X4215 1215203 09/30/2042 01992 7.570000800 25,119,000.0000 1,743,049.46 08/31/2011 12X4215 1215203 09/30/2044 01992 7.570000800 1,963,000.0000 136,215.86 08/31/2011 12X4215 1215203 09/30/2042 01993 6.660000000 25,961,000.0000 1,584,919.05 08/31/2011 12X4215 1215203 09/30/2043 01993 6.660000000 220,000.0000 13,431.00 08/31/2011 12X4215 1215203 09/30/2044 01993 6.660000000 2,079,000.0000 126,922.95 08/31/2011 12X4215 1215203 09/30/2042 01994 6.789999600 23,611,000.0000 1,469,587.91 08/31/2011 12X4215 1215203 09/30/2043 01994 6.789999600 198,000.0000 12,323.85 08/31/2011 12X4215 1215203 09/30/2044 01994 6.789999600 18,000.0000 1,120.35 08/31/2011 12X4215 1215203 09/30/2043 01997 6.660000000 3,780,000.0000 230,769.00 08/31/2011 12X4215 1215203 09/30/2044 01997 6.660000000 188,000.0000 11,477.40 08/31/2011 12X4215 1215203 09/30/2031 01998 5.979999600 184,000.0000 10,086.27 08/31/2011 12X4215 1215203 09/30/2032 01998 5.979999600 963,000.0000 52,788.45 08/31/2011 12X4215 1215203 09/30/2038 01998 5.979999600 2,700.0000 148.00 08/31/2011 12X4215 1215203 09/30/2042 01998 5.979999600 4,050,000.0000 222,007.49 08/31/2011 12X4215 1215203 09/30/2043 01998 5.979999600 6,000.0000 328.90 08/31/2011 12X4215 1215203 09/30/2044 01998 5.979999600 127,000.0000 6,961.72 08/31/2011 12X4215 1215203 09/30/2042 01999 5.810000400 3,972,000.0000 211,542.11 08/31/2011 12X4215 1215203 09/30/2043 01999 5.810000400 674,000.0000 35,896.12 08/31/2011 12X4215 1215203 09/30/2044 01999 5.810000400 34,000.0000 1,810.78 08/31/2011 12X4215 1215203 09/30/2033 02000 6.350000400 1,623,000.0000 94,472.13 08/31/2011 12X4215 1215203 09/30/2042 02000 6.350000400 627,000.0000 36,496.63 08/31/2011 12X4215 1215203 09/30/2043 02000 6.350000400 118,000.0000 6,868.58 08/31/2011 12X4215 1215203 09/30/2044 02000 6.350000400 49,000.0000 2,852.21 08/31/2011 12X4215 1215203 09/30/2042 02001 4.730000400 263,000.0000 11,403.24 08/31/2011 12X4215 1215203 09/30/2042 02002 4.939999200 248,000.0000 11,230.26 08/31/2011 12X4215 1215203 09/30/2044 02002 4.939999200 40,000.0000 1,811.33 08/31/2011 12X4215 1215203 09/30/2036 02003 4.100000400 95,000.0000 3,570.42 08/31/2011 12X4215 1215203 09/30/2042 02003 4.100000400 105,000.0000 3,946.25 08/31/2011 12X4215 1215203 09/30/2037 02004 3.949999200 207,000.0000 7,495.12 08/31/2011 12X4215 1215203 09/30/2042 02004 3.949999200 72,000.0000 2,607.00 08/31/2011 12X4215 1215203 09/30/2038 02005 3.880000800 28,000.0000 995.87 08/31/2011 12X4215 1215203 09/30/2042 02005 3.880000800 220,000.0000 7,824.67 08/31/2011 12X4215 1215203 09/30/2039 02006 4.839998400 194,000.0000 8,607.13 08/31/2011 12X4215 1215203 09/30/2042 02006 4.839998400 55,000.0000 2,440.17 08/31/2011 12X4215 1215203 09/30/2040 02007 4.880001600 124,000.0000 5,546.94 08/31/2011 12X4215 1215203 09/30/2042 02007 4.880001600 37,000.0000 1,655.13 08/31/2011 12X4215 1215203 09/30/2043 02007 4.880001600 9,200.0000 0.00 08/31/2011 12X4215 1215203 09/30/2041 02008 3.489998400 131,000.0000 4,190.91 08/31/2011 12X4215 1215203 09/30/2042 02008 3.489998400 42,000.0000 1,343.65 08/31/2011 12X4215 1215203 09/30/2042 02009 3.089998800 432,900.0000 12,261.89 08/31/2011 12X4215 1215203 09/30/2043 02009 3.089998800 127,600.0000 3,614.27 08/31/2011 12X4215 1215203 09/30/2044 02009 3.089998800 47,000.0000 1,331.27 08/31/2011 12X4215 1215203 09/30/2043 02010 3.089998800 1,153,800.0000 32,681.37 08/31/2011 12X4215 1215203 09/30/2044 02011 3.089998800 763,000.0000 21,611.97 08/31/2011 ------------------------ ---------------------- 99,961,200.0000 6,158,245.08 206 SUB-COHORT 12X4215 1215206 09/30/2028 01992 6.919999200 285,000.0000 18,078.50 08/31/2011 12X4215 1215206 09/30/2029 01992 6.919999200 1,800,000.0000 114,179.99 08/31/2011 12X4215 1215206 09/30/2035 01992 6.919999200 1,600,000.0000 101,493.32 08/31/2011 12X4215 1215206 09/30/2037 01992 6.919999200 39,000.0000 2,473.90 08/31/2011 12X4215 1215206 09/30/2038 01992 6.919999200 360,000.0000 22,836.00 08/31/2011 12X4215 1215206 09/30/2042 01992 6.919999200 781,000.0000 49,541.43 08/31/2011 12X4215 1215206 09/30/2044 01992 6.919999200 51,000.0000 3,235.10 08/31/2011 12X4215 1215206 09/30/2028 01993 7.049998800 607,000.0000 39,227.37 08/31/2011 12X4215 1215206 09/30/2029 01993 7.049998800 1,993,000.0000 128,797.60 08/31/2011 12X4215 1215206 09/30/2030 01993 7.049998800 1,300,000.0000 84,012.49 08/31/2011 12X4215 1215206 09/30/2038 01993 7.049998800 488,000.0000 31,536.99 08/31/2011 12X4215 1215206 09/30/2042 01993 7.049998800 1,300,000.0000 84,012.49 08/31/2011 12X4215 1215206 09/30/2044 01993 7.049998800 21,000.0000 1,357.12 08/31/2011 12X4215 1215206 09/30/2043 01994 6.990001200 5,291,200.0000 339,033.70 08/31/2011 12X4215 1215206 09/30/2044 01994 6.990001200 71,000.0000 4,549.33 08/31/2011 12X4215 1215206 09/30/2029 01995 6.950001600 172,000.0000 10,957.84 08/31/2011 12X4215 1215206 09/30/2030 01995 6.950001600 2,000,000.0000 127,416.70 08/31/2011 12X4215 1215206 09/30/2033 01995 6.950001600 1,200,000.0000 76,450.02 08/31/2011 12X4215 1215206 09/30/2035 01995 6.950001600 310,000.0000 19,749.59 08/31/2011 12X4215 1215206 09/30/2038 01995 6.950001600 195,000.0000 12,423.13 08/31/2011 12X4215 1215206 09/30/2042 01995 6.950001600 1,600,000.0000 101,933.36 08/31/2011 12X4215 1215206 09/30/2031 01996 6.419998800 6,000.0000 353.10 08/31/2011 12X4215 1215206 09/30/2032 01996 6.419998800 2,000,000.0000 117,699.98 08/31/2011 12X4215 1215206 09/30/2034 01996 6.419998800 50,000.0000 2,942.50 08/31/2011 12X4215 1215206 09/30/2035 01996 6.419998800 400,000.0000 23,540.00 08/31/2011 12X4215 1215206 09/30/2038 01996 6.419998800 437,000.0000 25,717.45 08/31/2011 12X4215 1215206 09/30/2042 01996 6.419998800 2,550,000.0000 150,067.47 08/31/2011 12X4215 1215206 09/30/2031 01997 6.040000800 1,503,800.0000 83,260.40 08/31/2011 12X4215 1215206 09/30/2032 01997 6.040000800 1,000,000.0000 55,366.67 08/31/2011 12X4215 1215206 09/30/2033 01997 6.040000800 700,000.0000 38,756.67 08/31/2011 12X4215 1215206 09/30/2035 01997 6.040000800 400,000.0000 22,146.67 08/31/2011 12X4215 1215206 09/30/2038 01997 6.040000800 317,000.0000 17,551.24 08/31/2011 12X4215 1215206 09/30/2042 01997 6.040000800 2,100,000.0000 116,270.02 08/31/2011 12X4215 1215206 09/30/2032 01998 5.979999600 1,859,600.0000 101,937.07 08/31/2011 12X4215 1215206 09/30/2033 01998 5.979999600 800,000.0000 43,853.33 08/31/2011 12X4215 1215206 09/30/2035 01998 5.979999600 1,000,000.0000 54,816.66 08/31/2011 12X4215 1215206 09/30/2038 01998 5.979999600 257,000.0000 14,087.88 08/31/2011 12X4215 1215206 09/30/2040 01998 5.979999600 827,000.0000 45,333.38 08/31/2011 12X4215 1215206 09/30/2042 01998 5.979999600 706,000.0000 38,700.56 08/31/2011 12X4215 1215206 09/30/2043 01998 5.979999600 782,000.0000 42,866.63 08/31/2011 12X4215 1215206 09/30/2044 01998 5.979999600 797,000.0000 43,688.88 08/31/2011 12X4215 1215206 09/30/2035 01999 5.690001600 1,753,000.0000 91,433.58 08/31/2011 12X4215 1215206 09/30/2036 01999 5.690001600 1,000,000.0000 52,158.35 08/31/2011 12X4215 1215206 09/30/2037 01999 5.690001600 3,400,000.0000 177,338.38 08/31/2011 12X4215 1215206 09/30/2038 01999 5.690001600 755,000.0000 39,379.55 08/31/2011 12X4215 1215206 09/30/2040 01999 5.690001600 400,000.0000 20,863.34 08/31/2011 12X4215 1215206 09/30/2042 01999 5.690001600 1,250,000.0000 65,197.94 08/31/2011 12X4215 1215206 09/30/2035 02000 5.349999600 2,036,000.0000 99,848.83 08/31/2011 12X4215 1215206 09/30/2036 02000 5.349999600 3,700,000.0000 181,454.15 08/31/2011 12X4215 1215206 09/30/2037 02000 5.349999600 2,616,000.0000 128,292.99 08/31/2011 12X4215 1215206 09/30/2038 02000 5.349999600 628,000.0000 30,798.16 08/31/2011 12X4215 1215206 09/30/2039 02000 5.349999600 2,071,000.0000 101,565.28 08/31/2011 12X4215 1215206 09/30/2042 02000 5.349999600 2,450,000.0000 120,152.07 08/31/2011 12X4215 1215206 09/30/2037 02001 5.159998800 5,038,000.0000 238,297.34 08/31/2011 12X4215 1215206 09/30/2038 02001 5.159998800 2,748,000.0000 129,980.37 08/31/2011 12X4215 1215206 09/30/2039 02001 5.159998800 1,593,000.0000 75,348.88 08/31/2011 12X4215 1215206 09/30/2040 02001 5.159998800 388,000.0000 18,352.40 08/31/2011 12X4215 1215206 09/30/2041 02001 5.159998800 148,000.0000 7,000.40 08/31/2011 12X4215 1215206 09/30/2042 02001 5.159998800 3,287,000.0000 155,475.06 08/31/2011 12X4215 1215206 09/30/2043 02001 5.159998800 1,370,000.0000 64,800.98 08/31/2011 12X4215 1215206 09/30/2044 02001 5.159998800 398,000.0000 18,825.40 08/31/2011 12X4215 1215206 09/30/2037 02002 4.960000800 2,583,000.0000 117,440.42 08/31/2011 12X4215 1215206 09/30/2038 02002 4.960000800 7,200,000.0000 327,360.05 08/31/2011 12X4215 1215206 09/30/2039 02002 4.960000800 1,572,000.0000 71,473.61 08/31/2011 12X4215 1215206 09/30/2040 02002 4.960000800 1,812,000.0000 82,385.61 08/31/2011 12X4215 1215206 09/30/2041 02002 4.960000800 105,000.0000 4,774.00 08/31/2011 12X4215 1215206 09/30/2042 02002 4.960000800 2,950,000.0000 134,126.69 08/31/2011 12X4215 1215206 09/30/2043 02002 4.960000800 942,000.0000 42,829.61 08/31/2011 12X4215 1215206 09/30/2044 02002 4.960000800 1,497,000.0000 68,063.61 08/31/2011 12X4215 1215206 09/30/2038 02003 4.780000800 938,000.0000 41,100.04 08/31/2011 12X4215 1215206 09/30/2039 02003 4.780000800 4,394,000.0000 192,530.47 08/31/2011 12X4215 1215206 09/30/2040 02003 4.780000800 1,085,000.0000 47,541.09 08/31/2011 12X4215 1215206 09/30/2041 02003 4.780000800 5,590,000.0000 244,935.21 08/31/2011 12X4215 1215206 09/30/2042 02003 4.780000800 7,405,200.0000 324,471.23 08/31/2011 12X4215 1215206 09/30/2043 02003 4.780000800 1,036,000.0000 45,394.07 08/31/2011 12X4215 1215206 09/30/2044 02003 4.780000800 2,760,000.0000 120,934.02 08/31/2011 12X4215 1215206 09/30/2039 02004 4.579999200 1,323,000.0000 55,543.94 08/31/2011 12X4215 1215206 09/30/2040 02004 4.579999200 6,584,000.0000 276,418.22 08/31/2011 12X4215 1215206 09/30/2041 02004 4.579999200 1,165,000.0000 48,910.57 08/31/2011 12X4215 1215206 09/30/2042 02004 4.579999200 5,043,000.0000 211,721.91 08/31/2011 12X4215 1215206 09/30/2043 02004 4.579999200 1,126,000.0000 47,273.23 08/31/2011 12X4215 1215206 09/30/2040 02005 4.770000000 3,448,300.0000 150,776.92 08/31/2011 12X4215 1215206 09/30/2041 02005 4.770000000 4,534,000.0000 198,249.15 08/31/2011 12X4215 1215206 09/30/2042 02005 4.770000000 3,033,000.0000 132,617.93 08/31/2011 12X4215 1215206 09/30/2043 02005 4.770000000 1,950,000.0000 85,263.75 08/31/2011 12X4215 1215206 09/30/2044 02005 4.770000000 410,000.0000 0.00 08/31/2011 12X4215 1215206 09/30/2040 02006 4.929998400 414,700.0000 18,740.98 08/31/2011 12X4215 1215206 09/30/2041 02006 4.929998400 2,027,000.0000 91,603.48 08/31/2011 12X4215 1215206 09/30/2042 02006 4.929998400 1,482,000.0000 66,974.03 08/31/2011 12X4215 1215206 09/30/2043 02006 4.929998400 2,763,000.0000 124,864.53 08/31/2011 12X4215 1215206 09/30/2044 02006 4.929998400 780,000.0000 0.00 08/31/2011 12X4215 1215206 09/30/2042 02007 5.150001600 846,300.0000 39,952.42 08/31/2011 12X4215 1215206 09/30/2043 02007 5.150001600 7,216,000.0000 340,655.44 08/31/2011 12X4215 1215206 09/30/2044 02007 5.150001600 2,751,000.0000 129,870.17 08/31/2011 12X4215 1215206 09/30/2042 02008 5.100001200 378,700.0000 17,704.23 08/31/2011 12X4215 1215206 09/30/2043 02008 5.100001200 254,500.0000 11,897.88 08/31/2011 12X4215 1215206 09/30/2044 02008 5.100001200 2,622,000.0000 122,578.53 08/31/2011 12X4215 1215206 09/30/2042 02009 4.899999600 468,000.0000 21,021.00 08/31/2011 12X4215 1215206 09/30/2043 02009 4.899999600 2,314,000.0000 103,937.16 08/31/2011 12X4215 1215206 09/30/2044 02009 4.899999600 1,173,000.0000 52,687.25 08/31/2011 12X4215 1215206 09/30/2043 02010 4.899999600 1,279,900.0000 57,488.84 08/31/2011 12X4215 1215206 09/30/2044 02010 4.899999600 621,000.0000 27,893.25 08/31/2011 12X4215 1215206 09/30/2044 02011 4.899999600 646,000.0000 29,016.16 08/31/2011 ------------------------ ---------------------- 175,508,200.0000 8,557,836.68 207 SUB-COHORT 12X4215 1215207 09/30/2043 01992 6.819998400 46,396,000.0000 2,900,522.59 08/31/2011 12X4215 1215207 09/30/2044 01992 6.819998400 78,100,000.0000 4,882,550.52 08/31/2011 12X4215 1215207 09/30/2045 01992 6.819998400 3,000,000.0000 187,549.96 08/31/2011 12X4215 1215207 09/30/2052 01992 6.819998400 31,000,000.0000 1,938,016.21 08/31/2011 12X4215 1215207 09/30/2056 01992 6.819998400 12,945,000.0000 809,278.06 08/31/2011 12X4215 1215207 09/30/2057 01992 6.819998400 10,000,000.0000 625,166.52 08/31/2011 12X4215 1215207 09/30/2058 01992 6.819998400 122,000.0000 7,627.03 08/31/2011 12X4215 1215207 09/30/2059 01992 6.819998400 1,250,000.0000 78,145.82 08/31/2011 12X4215 1215207 09/30/2060 01992 6.819998400 9,700,000.0000 606,411.52 08/31/2011 12X4215 1215207 09/30/2061 01992 6.819998400 2,628,000.0000 164,293.76 08/31/2011 12X4215 1215207 09/30/2044 01993 6.890000400 66,986,000.0000 4,230,724.36 08/31/2011 12X4215 1215207 09/30/2045 01993 6.890000400 54,000,000.0000 3,410,550.20 08/31/2011 12X4215 1215207 09/30/2052 01993 6.890000400 34,000,000.0000 2,147,383.46 08/31/2011 12X4215 1215207 09/30/2056 01993 6.890000400 12,513,000.0000 790,300.27 08/31/2011 12X4215 1215207 09/30/2057 01993 6.890000400 9,200,000.0000 581,056.70 08/31/2011 12X4215 1215207 09/30/2058 01993 6.890000400 10,345,000.0000 653,373.00 08/31/2011 12X4215 1215207 09/30/2059 01993 6.890000400 4,750,000.0000 300,002.10 08/31/2011 12X4215 1215207 09/30/2060 01993 6.890000400 3,462,000.0000 218,654.16 08/31/2011 12X4215 1215207 09/30/2061 01993 6.890000400 1,160,000.0000 73,263.67 08/31/2011 12X4215 1215207 09/30/2045 01994 7.089998400 19,024,000.0000 1,236,401.19 08/31/2011 12X4215 1215207 09/30/2046 01994 7.089998400 64,000,000.0000 4,159,465.73 08/31/2011 12X4215 1215207 09/30/2052 01994 7.089998400 29,000,000.0000 1,884,757.91 08/31/2011 12X4215 1215207 09/30/2055 01994 7.089998400 16,510,000.0000 1,073,012.17 08/31/2011 12X4215 1215207 09/30/2056 01994 7.089998400 9,570,000.0000 621,970.11 08/31/2011 12X4215 1215207 09/30/2057 01994 7.089998400 12,200,000.0000 792,898.15 08/31/2011 12X4215 1215207 09/30/2058 01994 7.089998400 12,651,000.0000 822,209.39 08/31/2011 12X4215 1215207 09/30/2059 01994 7.089998400 7,600,000.0000 493,936.56 08/31/2011 12X4215 1215207 09/30/2060 01994 7.089998400 2,589,000.0000 168,263.39 08/31/2011 12X4215 1215207 09/30/2061 01994 7.089998400 755,000.0000 49,068.70 08/31/2011 12X4215 1215207 09/30/2046 01995 6.710000400 36,789,000.0000 2,262,830.21 08/31/2011 12X4215 1215207 09/30/2048 01995 6.710000400 2,000,000.0000 123,016.67 08/31/2011 12X4215 1215207 09/30/2050 01995 6.710000400 1,000,000.0000 61,508.34 08/31/2011 12X4215 1215207 09/30/2052 01995 6.710000400 14,000,000.0000 861,116.72 08/31/2011 12X4215 1215207 09/30/2055 01995 6.710000400 1,069,000.0000 65,752.41 08/31/2011 12X4215 1215207 09/30/2056 01995 6.710000400 6,695,000.0000 411,798.32 08/31/2011 12X4215 1215207 09/30/2057 01995 6.710000400 2,200,000.0000 135,318.34 08/31/2011 12X4215 1215207 09/30/2058 01995 6.710000400 63,000.0000 3,875.03 08/31/2011 12X4215 1215207 09/30/2059 01995 6.710000400 901,000.0000 55,419.01 08/31/2011 12X4215 1215207 09/30/2060 01995 6.710000400 3,298,000.0000 202,854.50 08/31/2011 12X4215 1215207 09/30/2061 01995 6.710000400 509,000.0000 31,307.74 08/31/2011 12X4215 1215207 09/30/2047 01996 6.459998400 3,267,000.0000 193,460.80 08/31/2011 12X4215 1215207 09/30/2048 01996 6.459998400 29,000,000.0000 1,717,282.91 08/31/2011 12X4215 1215207 09/30/2052 01996 6.459998400 9,000,000.0000 532,949.87 08/31/2011 12X4215 1215207 09/30/2055 01996 6.459998400 667,600.0000 39,533.04 08/31/2011 12X4215 1215207 09/30/2056 01996 6.459998400 5,122,000.0000 303,307.69 08/31/2011 12X4215 1215207 09/30/2057 01996 6.459998400 3,700,000.0000 219,101.61 08/31/2011 12X4215 1215207 09/30/2058 01996 6.459998400 19,000.0000 1,125.12 08/31/2011 12X4215 1215207 09/30/2059 01996 6.459998400 61,000.0000 3,612.22 08/31/2011 12X4215 1215207 09/30/2060 01996 6.459998400 5,851,000.0000 346,476.63 08/31/2011 12X4215 1215207 09/30/2061 01996 6.459998400 162,000.0000 9,593.10 08/31/2011 12X4215 1215207 09/30/2048 01997 5.950000800 16,187,000.0000 882,866.08 08/31/2011 12X4215 1215207 09/30/2049 01997 5.950000800 17,000,000.0000 927,208.46 08/31/2011 12X4215 1215207 09/30/2050 01997 5.950000800 1,000,000.0000 54,541.67 08/31/2011 12X4215 1215207 09/30/2051 01997 5.950000800 1,000,000.0000 54,541.67 08/31/2011 12X4215 1215207 09/30/2052 01997 5.950000800 14,000,000.0000 763,583.44 08/31/2011 12X4215 1215207 09/30/2055 01997 5.950000800 1,557,500.0000 84,948.66 08/31/2011 12X4215 1215207 09/30/2056 01997 5.950000800 5,215,000.0000 284,434.83 08/31/2011 12X4215 1215207 09/30/2057 01997 5.950000800 3,600,000.0000 196,350.03 08/31/2011 12X4215 1215207 09/30/2058 01997 5.950000800 651,000.0000 35,506.63 08/31/2011 12X4215 1215207 09/30/2059 01997 5.950000800 606,000.0000 33,052.25 08/31/2011 12X4215 1215207 09/30/2061 01997 5.950000800 348,000.0000 18,980.50 08/31/2011 12X4215 1215207 09/30/2049 01998 5.870001600 23,565,000.0000 1,267,993.72 08/31/2011 12X4215 1215207 09/30/2050 01998 5.870001600 19,000,000.0000 1,022,358.61 08/31/2011 12X4215 1215207 09/30/2051 01998 5.870001600 3,000,000.0000 161,425.04 08/31/2011 12X4215 1215207 09/30/2052 01998 5.870001600 6,000,000.0000 322,850.09 08/31/2011 12X4215 1215207 09/30/2053 01998 5.870001600 13,000,000.0000 699,508.52 08/31/2011 12X4215 1215207 09/30/2055 01998 5.870001600 2,342,000.0000 126,019.15 08/31/2011 12X4215 1215207 09/30/2056 01998 5.870001600 591,000.0000 31,800.73 08/31/2011 12X4215 1215207 09/30/2057 01998 5.870001600 4,500,000.0000 242,137.57 08/31/2011 12X4215 1215207 09/30/2058 01998 5.870001600 735,000.0000 39,549.14 08/31/2011 12X4215 1215207 09/30/2059 01998 5.870001600 1,250,000.0000 67,260.44 08/31/2011 12X4215 1215207 09/30/2060 01998 5.870001600 5,923,000.0000 318,706.85 08/31/2011 12X4215 1215207 09/30/2061 01998 5.870001600 949,000.0000 51,064.12 08/31/2011 12X4215 1215207 09/30/2050 01999 5.839999200 22,761,000.0000 1,218,472.03 08/31/2011 12X4215 1215207 09/30/2051 01999 5.839999200 13,000,000.0000 695,933.24 08/31/2011 12X4215 1215207 09/30/2052 01999 5.839999200 8,000,000.0000 428,266.61 08/31/2011 12X4215 1215207 09/30/2053 01999 5.839999200 4,200,000.0000 224,839.97 08/31/2011 12X4215 1215207 09/30/2055 01999 5.839999200 2,898,200.0000 155,150.29 08/31/2011 12X4215 1215207 09/30/2056 01999 5.839999200 1,455,000.0000 77,890.99 08/31/2011 12X4215 1215207 09/30/2057 01999 5.839999200 4,023,000.0000 215,364.57 08/31/2011 12X4215 1215207 09/30/2058 01999 5.839999200 1,546,000.0000 82,762.52 08/31/2011 12X4215 1215207 09/30/2059 01999 5.839999200 2,154,000.0000 115,310.78 08/31/2011 12X4215 1215207 09/30/2060 01999 5.839999200 1,429,000.0000 76,499.12 08/31/2011 12X4215 1215207 09/30/2061 01999 5.839999200 921,000.0000 49,304.19 08/31/2011 12X4215 1215207 09/30/2051 02000 5.590000800 13,930,000.0000 713,796.52 08/31/2011 12X4215 1215207 09/30/2052 02000 5.590000800 24,000,000.0000 1,229,800.18 08/31/2011 12X4215 1215207 09/30/2053 02000 5.590000800 9,000,000.0000 461,175.07 08/31/2011 12X4215 1215207 09/30/2055 02000 5.590000800 1,420,000.0000 72,763.18 08/31/2011 12X4215 1215207 09/30/2056 02000 5.590000800 2,754,000.0000 141,119.57 08/31/2011 12X4215 1215207 09/30/2057 02000 5.590000800 3,447,000.0000 176,630.05 08/31/2011 12X4215 1215207 09/30/2058 02000 5.590000800 1,053,000.0000 53,957.48 08/31/2011 12X4215 1215207 09/30/2059 02000 5.590000800 4,950,000.0000 253,646.29 08/31/2011 12X4215 1215207 09/30/2060 02000 5.590000800 1,021,000.0000 52,317.75 08/31/2011 12X4215 1215207 09/30/2061 02000 5.590000800 1,174,000.0000 60,157.73 08/31/2011 12X4215 1215207 09/30/2052 02001 5.349999600 16,224,000.0000 795,651.94 08/31/2011 12X4215 1215207 09/30/2053 02001 5.349999600 27,300,000.0000 1,338,837.40 08/31/2011 12X4215 1215207 09/30/2055 02001 5.349999600 5,969,000.0000 292,729.69 08/31/2011 12X4215 1215207 09/30/2056 02001 5.349999600 2,953,000.0000 144,820.03 08/31/2011 12X4215 1215207 09/30/2057 02001 5.349999600 2,629,500.0000 128,955.05 08/31/2011 12X4215 1215207 09/30/2058 02001 5.349999600 6,917,000.0000 339,221.18 08/31/2011 12X4215 1215207 09/30/2059 02001 5.349999600 1,781,000.0000 87,343.20 08/31/2011 12X4215 1215207 09/30/2060 02001 5.349999600 2,187,000.0000 107,254.12 08/31/2011 12X4215 1215207 09/30/2061 02001 5.349999600 1,770,000.0000 0.00 08/31/2011 12X4215 1215207 09/30/2053 02002 5.060001600 33,561,000.0000 1,556,671.54 08/31/2011 12X4215 1215207 09/30/2055 02002 5.060001600 12,000,000.0000 556,600.18 08/31/2011 12X4215 1215207 09/30/2056 02002 5.060001600 4,665,000.0000 216,378.32 08/31/2011 12X4215 1215207 09/30/2057 02002 5.060001600 6,254,000.0000 290,081.46 08/31/2011 12X4215 1215207 09/30/2058 02002 5.060001600 4,791,000.0000 222,222.62 08/31/2011 12X4215 1215207 09/30/2059 02002 5.060001600 890,000.0000 41,281.18 08/31/2011 12X4215 1215207 09/30/2060 02002 5.060001600 5,139,000.0000 238,364.03 08/31/2011 12X4215 1215207 09/30/2061 02002 5.060001600 2,095,000.0000 97,173.11 08/31/2011 12X4215 1215207 09/30/2053 02003 4.960000800 16,720,000.0000 760,202.79 08/31/2011 12X4215 1215207 09/30/2055 02003 4.960000800 17,800,000.0000 809,306.80 08/31/2011 12X4215 1215207 09/30/2056 02003 4.960000800 9,498,000.0000 431,842.47 08/31/2011 12X4215 1215207 09/30/2057 02003 4.960000800 3,626,000.0000 164,862.16 08/31/2011 12X4215 1215207 09/30/2058 02003 4.960000800 3,228,000.0000 146,766.42 08/31/2011 12X4215 1215207 09/30/2059 02003 4.960000800 7,756,000.0000 352,639.52 08/31/2011 12X4215 1215207 09/30/2060 02003 4.960000800 7,108,000.0000 323,177.12 08/31/2011 12X4215 1215207 09/30/2061 02003 4.960000800 910,000.0000 0.00 08/31/2011 12X4215 1215207 09/30/2055 02004 4.860000000 15,343,000.0000 683,530.65 08/31/2011 12X4215 1215207 09/30/2056 02004 4.860000000 16,995,000.0000 757,127.25 08/31/2011 12X4215 1215207 09/30/2057 02004 4.860000000 15,297,000.0000 681,481.35 08/31/2011 12X4215 1215207 09/30/2058 02004 4.860000000 3,794,000.0000 169,022.70 08/31/2011 12X4215 1215207 09/30/2059 02004 4.860000000 6,631,111.0000 295,416.00 08/31/2011 12X4215 1215207 09/30/2060 02004 4.860000000 2,760,000.0000 122,958.00 08/31/2011 12X4215 1215207 09/30/2061 02004 4.860000000 1,566,000.0000 69,765.30 08/31/2011 12X4215 1215207 09/30/2056 02005 4.870000800 11,838,000.0000 528,468.14 08/31/2011 12X4215 1215207 09/30/2057 02005 4.870000800 14,206,000.0000 634,179.62 08/31/2011 12X4215 1215207 09/30/2058 02005 4.870000800 13,856,000.0000 618,555.03 08/31/2011 12X4215 1215207 09/30/2059 02005 4.870000800 6,914,000.0000 308,652.53 08/31/2011 12X4215 1215207 09/30/2060 02005 4.870000800 3,158,000.0000 140,978.41 08/31/2011 12X4215 1215207 09/30/2061 02005 4.870000800 1,067,000.0000 47,632.67 08/31/2011 12X4215 1215207 09/30/2057 02006 4.759999200 7,953,400.0000 347,033.30 08/31/2011 12X4215 1215207 09/30/2058 02006 4.759999200 13,388,000.0000 584,162.97 08/31/2011 12X4215 1215207 09/30/2059 02006 4.759999200 13,287,681.0000 579,785.72 08/31/2011 12X4215 1215207 09/30/2060 02006 4.759999200 8,638,000.0000 376,904.67 08/31/2011 12X4215 1215207 09/30/2061 02006 4.759999200 11,126,000.0000 485,464.39 08/31/2011 12X4215 1215207 09/30/2057 02007 4.560001200 1,833,000.0000 76,619.42 08/31/2011 12X4215 1215207 09/30/2058 02007 4.560001200 11,643,000.0000 486,677.53 08/31/2011 12X4215 1215207 09/30/2059 02007 4.560001200 21,033,000.0000 879,179.63 08/31/2011 12X4215 1215207 09/30/2060 02007 4.560001200 10,666,000.0000 445,838.92 08/31/2011 12X4215 1215207 09/30/2061 02007 4.560001200 7,603,000.0000 317,805.48 08/31/2011 12X4215 1215207 09/30/2058 02008 4.560001200 463,600.0000 19,378.49 08/31/2011 12X4215 1215207 09/30/2059 02008 4.560001200 12,259,000.0000 512,426.33 08/31/2011 12X4215 1215207 09/30/2060 02008 4.560001200 13,486,000.0000 563,714.95 08/31/2011 12X4215 1215207 09/30/2061 02008 4.560001200 7,145,000.0000 298,661.08 08/31/2011 12X4215 1215207 09/30/2060 02009 4.780000800 12,301,200.0000 538,997.67 08/31/2011 12X4215 1215207 09/30/2061 02009 4.780000800 13,088,000.0000 573,472.63 08/31/2011 12X4215 1215207 09/30/2060 02010 2.959999200 4,607,500.0000 125,016.80 08/31/2011 12X4215 1215207 09/30/2061 02010 2.959999200 11,553,000.0000 313,471.32 08/31/2011 12X4215 1215207 09/30/2061 02011 2.959999200 4,917,000.0000 0.00 08/31/2011 ------------------------ ---------------------- 1,462,173,292.0000 79,754,701.10 208 SUB-COHORT 12X4215 1215208 09/30/2013 02001 3.399998400 99,000.0000 3,085.50 08/31/2011 12X4215 1215208 09/30/2012 02006 3.650000400 336,000.0000 11,242.00 08/31/2011 12X4215 1215208 09/30/2013 02006 3.650000400 25,000.0000 836.46 08/31/2011 12X4215 1215208 09/30/2013 02007 4.129999200 303,000.0000 11,471.07 08/31/2011 12X4215 1215208 09/30/2014 02007 4.129999200 726,000.0000 27,485.14 08/31/2011 12X4215 1215208 09/30/2012 02008 1.440000000 733,000.0000 9,675.60 08/31/2011 12X4215 1215208 09/30/2013 02008 1.440000000 39,000.0000 514.80 08/31/2011 12X4215 1215208 09/30/2012 02009 1.440000000 106,000.0000 1,399.20 08/31/2011 12X4215 1215208 09/30/2013 02009 1.440000000 259,000.0000 3,418.80 08/31/2011 12X4215 1215208 09/30/2014 02009 1.440000000 2,000.0000 26.40 08/31/2011 ------------------------ ---------------------- 2,628,000.0000 69,154.97 209 SUB-COHORT 12X4215 1215209 09/30/2060 01992 7.310001600 587,400.0000 39,360.70 08/31/2011 12X4215 1215209 09/30/2061 01992 7.310001600 69,000.0000 4,623.58 08/31/2011 12X4215 1215209 09/30/2057 01993 6.710000400 539,300.0000 33,171.45 08/31/2011 12X4215 1215209 09/30/2057 01994 6.770001600 2,051,700.0000 127,325.11 08/31/2011 12X4215 1215209 09/30/2060 01994 6.770001600 165,000.0000 10,239.63 08/31/2011 12X4215 1215209 09/30/2061 01994 6.770001600 24,000.0000 1,489.40 08/31/2011 12X4215 1215209 09/30/2060 01997 6.890000400 1,394,200.0000 88,055.35 08/31/2011 12X4215 1215209 09/30/2061 01997 6.890000400 88,000.0000 5,557.93 08/31/2011 12X4215 1215209 09/30/2059 01998 5.979999600 334,600.0000 18,341.66 08/31/2011 12X4215 1215209 09/30/2060 01998 5.979999600 110,800.0000 6,073.69 08/31/2011 12X4215 1215209 09/30/2059 01999 5.810000400 162,800.0000 8,670.46 08/31/2011 12X4215 1215209 09/30/2060 01999 5.810000400 1,925,900.0000 102,570.23 08/31/2011 12X4215 1215209 09/30/2061 01999 5.810000400 11,000.0000 585.84 08/31/2011 12X4215 1215209 09/30/2050 02000 6.360001200 111,500.0000 6,500.45 08/31/2011 12X4215 1215209 09/30/2054 02000 6.360001200 8,500.0000 495.55 08/31/2011 12X4215 1215209 09/30/2055 02000 6.360001200 13,900.0000 810.37 08/31/2011 12X4215 1215209 09/30/2056 02000 6.360001200 1,500.0000 87.45 08/31/2011 12X4215 1215209 09/30/2060 02000 6.360001200 349,100.0000 20,352.53 08/31/2011 12X4215 1215209 09/30/2051 02001 5.670000000 134,200.0000 6,975.05 08/31/2011 12X4215 1215209 09/30/2052 02001 5.670000000 120,000.0000 6,237.00 08/31/2011 12X4215 1215209 09/30/2055 02001 5.670000000 24,700.0000 1,283.78 08/31/2011 12X4215 1215209 09/30/2056 02001 5.670000000 7,500.0000 389.81 08/31/2011 12X4215 1215209 09/30/2060 02001 5.670000000 692,000.0000 35,966.70 08/31/2011 12X4215 1215209 09/30/2052 02002 5.600001600 577,500.0000 29,645.01 08/31/2011 12X4215 1215209 09/30/2056 02002 5.600001600 5,000.0000 256.67 08/31/2011 12X4215 1215209 09/30/2060 02002 5.600001600 410,000.0000 21,046.67 08/31/2011 12X4215 1215209 09/30/2061 02002 5.600001600 7,000.0000 359.33 08/31/2011 12X4215 1215209 09/30/2054 02003 4.899999600 754,600.0000 33,894.11 08/31/2011 12X4215 1215209 09/30/2058 02003 4.899999600 50,000.0000 2,245.83 08/31/2011 12X4215 1215209 09/30/2060 02003 4.899999600 352,000.0000 15,810.67 08/31/2011 12X4215 1215209 09/30/2061 02003 4.899999600 111,000.0000 4,985.75 08/31/2011 12X4215 1215209 09/30/2054 02004 5.190001200 141,800.0000 6,746.14 08/31/2011 12X4215 1215209 09/30/2056 02004 5.190001200 10,000.0000 475.75 08/31/2011 12X4215 1215209 09/30/2060 02004 5.190001200 90,000.0000 4,281.75 08/31/2011 12X4215 1215209 09/30/2055 02005 4.479998400 613,400.0000 25,190.28 08/31/2011 12X4215 1215209 09/30/2056 02005 4.479998400 177,000.0000 7,268.80 08/31/2011 12X4215 1215209 09/30/2060 02005 4.479998400 39,000.0000 1,601.60 08/31/2011 12X4215 1215209 09/30/2057 02006 4.889998800 782,700.0000 35,084.52 08/31/2011 12X4215 1215209 09/30/2059 02006 4.889998800 114,000.0000 5,110.05 08/31/2011 12X4215 1215209 09/30/2060 02006 4.889998800 14,000.0000 627.55 08/31/2011 12X4215 1215209 09/30/2057 02007 4.910000400 798,000.0000 35,916.65 08/31/2011 12X4215 1215209 09/30/2059 02007 4.910000400 66,000.0000 2,970.55 08/31/2011 12X4215 1215209 09/30/2060 02007 4.910000400 36,000.0000 1,620.30 08/31/2011 12X4215 1215209 09/30/2061 02007 4.910000400 5,000.0000 225.04 08/31/2011 12X4215 1215209 09/30/2058 02008 4.190000400 919,000.0000 35,297.26 08/31/2011 12X4215 1215209 09/30/2059 02008 4.190000400 39,000.0000 1,497.93 08/31/2011 12X4215 1215209 09/30/2060 02008 4.190000400 20,000.0000 768.17 08/31/2011 12X4215 1215209 09/30/2059 02009 3.840001200 926,000.0000 32,595.21 08/31/2011 12X4215 1215209 09/30/2060 02009 3.840001200 105,000.0000 3,696.00 08/31/2011 12X4215 1215209 09/30/2060 02010 3.840001200 694,000.0000 24,428.81 08/31/2011 ------------------------ ---------------------- 16,783,600.0000 858,810.12 212 SUB-COHORT 12X4215 1215212 09/30/2012 02001 5.370001200 30,000.0000 1,476.75 08/31/2011 12X4215 1215212 09/30/2014 02001 5.370001200 130,000.0000 6,399.25 08/31/2011 12X4215 1215212 09/30/2012 02002 5.289998400 4,000.0000 193.97 08/31/2011 12X4215 1215212 09/30/2014 02002 5.289998400 232,000.0000 11,250.06 08/31/2011 12X4215 1215212 09/30/2014 02003 4.250001600 126,500.0000 4,928.23 08/31/2011 ------------------------ ---------------------- 522,500.0000 24,248.26 401 SUB-COHORT 12X4215 1215401 09/30/2014 02001 3.700000800 65,000.0000 2,204.58 08/31/2011 12X4215 1215401 09/30/2014 02004 3.480001200 100.0000 3.19 08/31/2011 12X4215 1215401 09/30/2013 02005 3.620001600 270,000.0000 8,959.50 08/31/2011 12X4215 1215401 09/30/2014 02005 3.620001600 1,223,000.0000 40,583.23 08/31/2011 12X4215 1215401 09/30/2013 02006 3.409999200 283,000.0000 8,846.11 08/31/2011 12X4215 1215401 09/30/2014 02006 3.409999200 14,000.0000 437.62 08/31/2011 12X4215 1215401 09/30/2014 02007 3.520000800 9,000.0000 290.40 08/31/2011 ------------------------ ---------------------- 1,864,100.0000 61,324.63 ======================== ====================== 15,392,769,575.0000 690,762,258.83 ============================================================================================================================ 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 01992 08/30/2011 SELL -29,000,000.0000 0.00 485962 1215201 09/30/2026 01992 08/30/2011 INT + 0.0000 1,086,050.23 485963 1215201 09/30/2026 01993 06/23/2011 INT + 0.0000 526,029.61 485522 1215201 09/30/2026 01993 08/30/2011 SELL -23,045,600.0000 0.00 485964 1215201 09/30/2026 01993 08/30/2011 INT + 0.0000 768,570.85 485965 1215201 09/30/2027 01993 08/30/2011 SELL -11,954,400.0000 0.00 485966 1215201 09/30/2027 01993 08/30/2011 INT + 0.0000 398,679.28 485967 1215201 09/30/2027 01994 06/23/2011 INT + 0.0000 367,476.23 485524 1215201 09/30/2027 01994 08/30/2011 SELL -37,000,000.0000 0.00 485968 1215201 09/30/2027 01994 08/30/2011 INT + 0.0000 1,270,949.77 485969 1215201 09/30/2028 01995 06/23/2011 INT + 0.0000 539,378.02 485526 1215201 09/30/2028 01995 08/30/2011 SELL -19,000,000.0000 0.00 485970 1215201 09/30/2028 01995 08/30/2011 INT + 0.0000 696,349.96 485971 1215201 09/30/2029 01996 06/23/2011 INT + 0.0000 354,437.97 485528 1215201 09/30/2029 01996 08/30/2011 SELL -21,000,000.0000 0.00 485972 1215201 09/30/2029 01996 08/30/2011 INT + 0.0000 712,949.95 485973 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 09/30/2030 01997 08/30/2011 SELL -21,000,000.0000 0.00 485974 1215201 09/30/2030 01997 08/30/2011 INT + 0.0000 699,300.00 485975 1215201 09/30/2031 01998 06/23/2011 INT + 0.0000 296,613.90 485534 1215201 09/30/2031 01998 08/30/2011 SELL -23,000,000.0000 0.00 485976 1215201 09/30/2031 01998 08/30/2011 INT + 0.0000 683,100.00 485977 1215201 09/30/2032 01999 06/23/2011 INT + 0.0000 277,329.53 485536 1215201 09/30/2032 01999 08/30/2011 SELL -22,000,000.0000 0.00 485978 1215201 09/30/2032 01999 08/30/2011 INT + 0.0000 654,500.08 485979 1215201 09/30/2033 02000 06/23/2011 INT + 0.0000 304,942.05 485498 1215201 09/30/2033 02000 08/30/2011 SELL -28,000,000.0000 0.00 485980 1215201 09/30/2033 02000 08/30/2011 INT + 0.0000 869,400.00 485981 1215201 09/30/2034 02001 06/23/2011 INT + 0.0000 263,494.82 485500 1215201 09/30/2034 02001 08/30/2011 SELL -25,000,000.0000 0.00 485982 1215201 09/30/2034 02001 08/30/2011 INT + 0.0000 661,249.80 485983 1215201 09/30/2035 02002 06/23/2011 INT + 0.0000 208,664.10 485502 1215201 09/30/2035 02002 08/30/2011 SELL -30,000,000.0000 0.00 485984 1215201 09/30/2035 02002 08/30/2011 INT + 0.0000 729,000.00 485985 1215201 09/30/2036 02003 06/23/2011 INT + 0.0000 213,907.50 485504 1215201 09/30/2036 02003 08/30/2011 SELL -29,000,000.0000 0.00 485986 1215201 09/30/2036 02003 08/30/2011 INT + 0.0000 652,500.00 485987 1215201 09/30/2037 02004 06/23/2011 INT + 0.0000 260,982.90 485506 1215201 09/30/2037 02004 08/30/2011 SELL -51,000,000.0000 0.00 485988 1215201 09/30/2037 02004 08/30/2011 INT + 0.0000 1,190,849.79 485989 1215201 09/30/2038 02005 06/23/2011 INT + 0.0000 215,026.85 485508 1215201 09/30/2038 02005 08/30/2011 SELL -42,000,000.0000 0.00 485990 1215201 09/30/2038 02005 08/30/2011 INT + 0.0000 957,600.25 485991 1215201 09/30/2039 02006 06/23/2011 INT + 0.0000 251,584.24 485510 1215201 09/30/2039 02006 08/30/2011 SELL -40,000,000.0000 0.00 485992 1215201 09/30/2039 02006 08/30/2011 INT + 0.0000 974,000.16 485993 1215201 09/30/2040 02007 06/23/2011 INT + 0.0000 441,528.67 485512 1215201 09/30/2040 02007 08/30/2011 SELL -35,000,000.0000 0.00 485994 1215201 09/30/2040 02007 08/30/2011 INT + 0.0000 836,500.14 485995 1215201 09/30/2041 02008 06/23/2011 INT + 0.0000 323,757.09 485514 1215201 09/30/2041 02008 08/30/2011 SELL -26,000,000.0000 0.00 485996 1215201 09/30/2041 02008 08/30/2011 INT + 0.0000 546,000.15 485997 1215201 09/30/2042 02009 06/23/2011 INT + 0.0000 550,222.14 485516 1215201 09/30/2042 02009 08/30/2011 SELL -10,000,000.0000 0.00 485998 1215201 09/30/2042 02009 08/30/2011 INT + 0.0000 181,000.08 485999 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 01994 08/30/2011 SELL -1,058,000.0000 0.00 486008 1215202 09/30/2019 01994 08/30/2011 INT + 0.0000 36,077.79 486009 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 01998 08/30/2011 SELL -590,000.0000 0.00 486026 1215202 09/30/2019 01998 08/30/2011 INT + 0.0000 17,198.49 486027 1215202 09/30/2019 01999 06/23/2011 INT + 0.0000 41,195.84 485586 1215202 09/30/2019 01999 08/30/2011 SELL -670,000.0000 0.00 486028 1215202 09/30/2019 01999 08/30/2011 INT + 0.0000 19,396.49 486029 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 01992 08/30/2011 SELL -25,000.0000 0.00 486000 1215202 09/30/2021 01992 08/30/2011 INT + 0.0000 936.25 486001 1215202 09/30/2021 01993 06/23/2011 INT + 0.0000 5,161.50 485566 1215202 09/30/2021 01993 08/30/2011 SELL -76,000.0000 0.00 486002 1215202 09/30/2021 01993 08/30/2011 INT + 0.0000 2,530.80 486003 1215202 09/30/2021 02000 06/23/2011 INT + 0.0000 41,152.79 485540 1215202 09/30/2021 02000 08/30/2011 SELL -665,000.0000 0.00 486030 1215202 09/30/2021 02000 08/30/2011 INT + 0.0000 20,747.99 486031 1215202 09/30/2021 02001 06/23/2011 INT + 0.0000 46,685.09 485542 1215202 09/30/2021 02001 08/30/2011 SELL -114,800.0000 0.00 486032 1215202 09/30/2021 02001 08/30/2011 INT + 0.0000 2,967.57 486033 1215202 09/30/2022 02001 08/30/2011 SELL -761,200.0000 0.00 486034 1215202 09/30/2022 02001 08/30/2011 INT + 0.0000 19,677.01 486035 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 02002 08/30/2011 SELL -1,100,000.0000 0.00 486036 1215202 09/30/2023 02002 08/30/2011 INT + 0.0000 26,235.00 486037 1215202 09/30/2023 02003 06/23/2011 INT + 0.0000 54,005.41 485548 1215202 09/30/2023 02003 08/30/2011 SELL -608,000.0000 0.00 486038 1215202 09/30/2023 02003 08/30/2011 INT + 0.0000 12,494.40 486039 1215202 09/30/2024 02003 08/30/2011 SELL -632,000.0000 0.00 486040 1215202 09/30/2024 02003 08/30/2011 INT + 0.0000 12,987.60 486041 1215202 09/30/2024 02004 06/23/2011 INT + 0.0000 58,745.28 485550 1215202 09/30/2024 02004 08/30/2011 SELL -1,500,000.0000 0.00 486042 1215202 09/30/2024 02004 08/30/2011 INT + 0.0000 32,324.99 486043 1215202 09/30/2025 02005 06/23/2011 INT + 0.0000 72,224.41 485552 1215202 09/30/2025 02005 08/30/2011 SELL -1,635,000.0000 0.00 486044 1215202 09/30/2025 02005 08/30/2011 INT + 0.0000 35,397.75 486045 1215202 09/30/2026 01993 08/30/2011 SELL -18,000.0000 0.00 486004 1215202 09/30/2026 01993 08/30/2011 INT + 0.0000 599.40 486005 1215202 09/30/2026 01994 08/30/2011 SELL -303,000.0000 0.00 486010 1215202 09/30/2026 01994 08/30/2011 INT + 0.0000 10,332.29 486011 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 01996 08/30/2011 SELL -256,000.0000 0.00 486018 1215202 09/30/2026 01996 08/30/2011 INT + 0.0000 8,511.99 486019 1215202 09/30/2026 01997 06/23/2011 INT + 0.0000 27,833.91 485582 1215202 09/30/2026 01997 08/30/2011 SELL -562,400.0000 0.00 486022 1215202 09/30/2026 01997 08/30/2011 INT + 0.0000 18,756.04 486023 1215202 09/30/2026 02006 06/23/2011 INT + 0.0000 89,748.40 485554 1215202 09/30/2026 02006 08/30/2011 SELL -1,645,000.0000 0.00 486046 1215202 09/30/2026 02006 08/30/2011 INT + 0.0000 39,644.50 486047 1215202 09/30/2027 01993 08/30/2011 SELL -31,000.0000 0.00 486006 1215202 09/30/2027 01993 08/30/2011 INT + 0.0000 1,032.30 486007 1215202 09/30/2027 01995 06/23/2011 INT + 0.0000 9,497.98 485574 1215202 09/30/2027 01995 08/30/2011 SELL -35,800.0000 0.00 486014 1215202 09/30/2027 01995 08/30/2011 INT + 0.0000 1,287.00 486015 1215202 09/30/2027 01997 08/30/2011 SELL -7,600.0000 0.00 486024 1215202 09/30/2027 01997 08/30/2011 INT + 0.0000 253.46 486025 1215202 09/30/2027 02007 06/23/2011 INT + 0.0000 110,121.03 485556 1215202 09/30/2027 02007 08/30/2011 SELL -1,700,000.0000 0.00 486048 1215202 09/30/2027 02007 08/30/2011 INT + 0.0000 39,950.01 486049 1215202 09/30/2028 02008 06/23/2011 INT + 0.0000 45,545.48 485558 1215202 09/30/2028 02008 08/30/2011 SELL -1,265,000.0000 0.00 486050 1215202 09/30/2028 02008 08/30/2011 INT + 0.0000 24,351.23 486051 1215202 09/30/2029 01994 08/30/2011 SELL -439,000.0000 0.00 486012 1215202 09/30/2029 01994 08/30/2011 INT + 0.0000 14,969.89 486013 1215202 09/30/2029 01995 08/30/2011 SELL -389,200.0000 0.00 486016 1215202 09/30/2029 01995 08/30/2011 INT + 0.0000 13,991.73 486017 1215202 09/30/2029 01996 08/30/2011 SELL -248,000.0000 0.00 486020 1215202 09/30/2029 01996 08/30/2011 INT + 0.0000 8,245.99 486021 1215202 09/30/2029 02009 06/23/2011 INT + 0.0000 38,114.63 485560 1215202 09/30/2029 02009 08/30/2011 SELL -1,354,000.0000 0.00 486052 1215202 09/30/2029 02009 08/30/2011 INT + 0.0000 22,408.68 486053 1215202 09/30/2030 02010 06/23/2011 INT + 0.0000 16,053.49 485562 1215202 09/30/2030 02010 08/30/2011 SELL -1,562,000.0000 0.00 486054 1215202 09/30/2030 02010 08/30/2011 INT + 0.0000 25,851.08 486055 1215203 09/30/2031 01998 06/24/2011 INT + 0.0000 59,859.79 485638 1215203 09/30/2031 01998 08/30/2011 SELL -254,000.0000 0.00 486070 1215203 09/30/2031 01998 08/30/2011 INT + 0.0000 7,594.59 486071 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 09/30/2036 02003 08/30/2011 SELL -40,000.0000 0.00 486078 1215203 09/30/2036 02003 08/30/2011 INT + 0.0000 820.00 486079 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 09/30/2038 02005 08/30/2011 SELL -40,000.0000 0.00 486080 1215203 09/30/2038 02005 08/30/2011 INT + 0.0000 776.00 486081 1215203 09/30/2039 02006 06/24/2011 INT + 0.0000 3,242.79 485618 1215203 09/30/2039 02006 08/30/2011 SELL -60,000.0000 0.00 486082 1215203 09/30/2039 02006 08/30/2011 INT + 0.0000 1,451.99 486083 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 09/30/2041 02008 08/30/2011 SELL -10,000.0000 0.00 486084 1215203 09/30/2041 02008 08/30/2011 INT + 0.0000 174.49 486085 1215203 09/30/2042 01992 06/24/2011 INT + 0.0000 119,643.86 485628 1215203 09/30/2042 01992 08/30/2011 SELL -2,000,000.0000 0.00 486062 1215203 09/30/2042 01992 08/30/2011 INT + 0.0000 75,700.00 486063 1215203 09/30/2042 01993 06/24/2011 INT + 0.0000 137,928.60 485632 1215203 09/30/2042 01993 08/30/2011 SELL -2,655,000.0000 0.00 486064 1215203 09/30/2042 01993 08/30/2011 INT + 0.0000 88,411.50 486065 1215203 09/30/2042 01994 06/24/2011 INT + 0.0000 138,108.59 485634 1215203 09/30/2042 01994 08/30/2011 SELL -1,265,000.0000 0.00 486066 1215203 09/30/2042 01994 08/30/2011 INT + 0.0000 42,946.74 486067 1215203 09/30/2042 01999 06/24/2011 INT + 0.0000 24,256.75 485642 1215203 09/30/2042 01999 08/30/2011 SELL -193,000.0000 0.00 486072 1215203 09/30/2042 01999 08/30/2011 INT + 0.0000 5,606.65 486073 1215203 09/30/2042 02001 06/24/2011 INT + 0.0000 3,240.05 485606 1215203 09/30/2042 02001 08/30/2011 SELL -200,000.0000 0.00 486074 1215203 09/30/2042 02001 08/30/2011 INT + 0.0000 4,730.00 486075 1215203 09/30/2042 02002 06/24/2011 INT + 0.0000 98.79 485610 1215203 09/30/2042 02002 08/30/2011 SELL -10,000.0000 0.00 486076 1215203 09/30/2042 02002 08/30/2011 INT + 0.0000 246.99 486077 1215203 09/30/2042 02009 06/24/2011 INT + 0.0000 1,778.29 485624 1215203 09/30/2042 02009 08/30/2011 SELL -390,000.0000 0.00 486086 1215203 09/30/2042 02009 08/30/2011 INT + 0.0000 6,025.49 486087 1215203 09/30/2043 01997 06/24/2011 INT + 0.0000 152,613.90 485636 1215203 09/30/2043 01997 08/30/2011 SELL -665,000.0000 0.00 486068 1215203 09/30/2043 01997 08/30/2011 INT + 0.0000 22,144.50 486069 1215203 09/30/2043 02010 06/24/2011 INT + 0.0000 4,959.44 485626 1215203 09/30/2043 02010 08/30/2011 SELL -120,000.0000 0.00 486088 1215203 09/30/2043 02010 08/30/2011 INT + 0.0000 1,853.99 486089 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 01992 08/26/2011 SELL -150,000.0000 0.00 485890 1215206 09/30/2028 01992 08/26/2011 INT + 0.0000 5,189.99 485891 1215206 09/30/2028 01993 06/24/2011 INT + 0.0000 39,867.74 485688 1215206 09/30/2028 01993 08/26/2011 SELL -140,000.0000 0.00 485892 1215206 09/30/2028 01993 08/26/2011 INT + 0.0000 4,934.99 485893 1215206 09/30/2029 01995 06/24/2011 INT + 0.0000 38,989.50 485692 1215206 09/30/2029 01995 08/26/2011 SELL -154,000.0000 0.00 485894 1215206 09/30/2029 01995 08/26/2011 INT + 0.0000 5,351.50 485895 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 01996 08/26/2011 SELL -455,000.0000 0.00 485896 1215206 09/30/2031 01996 08/26/2011 INT + 0.0000 14,605.49 485897 1215206 09/30/2031 01997 06/24/2011 INT + 0.0000 26,551.84 485700 1215206 09/30/2031 01997 08/26/2011 SELL -617,000.0000 0.00 485898 1215206 09/30/2031 01997 08/26/2011 INT + 0.0000 18,633.40 485899 1215206 09/30/2032 01998 06/24/2011 INT + 0.0000 19,405.09 485702 1215206 09/30/2032 01998 08/26/2011 SELL -410,000.0000 0.00 485900 1215206 09/30/2032 01998 08/26/2011 INT + 0.0000 12,258.99 485901 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 01999 08/26/2011 SELL -225,000.0000 0.00 485902 1215206 09/30/2035 01999 08/26/2011 INT + 0.0000 6,401.25 485903 1215206 09/30/2035 02000 06/24/2011 INT + 0.0000 31,859.24 485644 1215206 09/30/2035 02000 08/26/2011 SELL -227,000.0000 0.00 485904 1215206 09/30/2035 02000 08/26/2011 INT + 0.0000 6,072.24 485905 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 02001 08/26/2011 SELL -201,000.0000 0.00 485906 1215206 09/30/2037 02001 08/26/2011 INT + 0.0000 5,185.79 485907 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 02004 08/26/2011 SELL -377,000.0000 0.00 485908 1215206 09/30/2039 02004 08/26/2011 INT + 0.0000 8,633.29 485909 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 02005 08/26/2011 SELL -80,000.0000 0.00 485910 1215206 09/30/2040 02005 08/26/2011 INT + 0.0000 1,908.00 485911 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 09/30/2044 01993 08/26/2011 SELL -1,200,000.0000 0.00 485931 1215207 09/30/2044 01993 08/26/2011 INT + 0.0000 41,340.00 485932 1215207 09/30/2045 01994 06/24/2011 INT + 0.0000 235,387.94 485744 1215207 09/30/2045 01994 08/26/2011 SELL -600,000.0000 0.00 485933 1215207 09/30/2045 01994 08/26/2011 INT + 0.0000 21,269.99 485934 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 09/30/2048 01997 08/26/2011 SELL -200,000.0000 0.00 485935 1215207 09/30/2048 01997 08/26/2011 INT + 0.0000 5,950.00 485936 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 1215207 09/30/2061 02011 08/26/2011 SELL -500,000.0000 0.00 485937 1215207 09/30/2061 02011 08/26/2011 INT + 0.0000 7,399.99 485938 1215208 09/30/2011 02001 06/24/2011 INT + 0.0000 67.99 485806 1215208 09/30/2011 02001 08/30/2011 SELL -1,546,000.0000 0.00 486090 1215208 09/30/2011 02001 08/30/2011 INT + 0.0000 26,281.98 486091 1215208 09/30/2011 02007 08/30/2011 SELL -61,000.0000 0.00 486096 1215208 09/30/2011 02007 08/30/2011 INT + 0.0000 1,259.64 486097 1215208 09/30/2012 02001 08/30/2011 SELL -18,000.0000 0.00 486092 1215208 09/30/2012 02001 08/30/2011 INT + 0.0000 305.99 486093 1215208 09/30/2012 02006 06/24/2011 INT + 0.0000 3,285.00 485808 1215208 09/30/2012 02007 08/30/2011 SELL -752,000.0000 0.00 486098 1215208 09/30/2012 02007 08/30/2011 INT + 0.0000 15,528.79 486099 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 1215208 09/30/2013 02001 08/30/2011 SELL -436,000.0000 0.00 486094 1215208 09/30/2013 02001 08/30/2011 INT + 0.0000 7,411.99 486095 1215208 09/30/2013 02007 08/30/2011 SELL -129,000.0000 0.00 486100 1215208 09/30/2013 02007 08/30/2011 INT + 0.0000 2,663.84 486101 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 02001 08/30/2011 SELL -144,000.0000 0.00 486056 1215212 09/30/2011 02001 08/30/2011 INT + 0.0000 3,866.40 486057 1215212 09/30/2011 02002 06/24/2011 INT + 0.0000 1,190.24 485816 1215212 09/30/2011 02002 08/30/2011 SELL -207,000.0000 0.00 486058 1215212 09/30/2011 02002 08/30/2011 INT + 0.0000 5,475.14 486059 1215212 09/30/2011 02003 06/24/2011 INT + 0.0000 276.25 485818 1215212 09/30/2011 02003 08/30/2011 SELL -127,000.0000 0.00 486060 1215212 09/30/2011 02003 08/30/2011 INT + 0.0000 2,698.75 486061 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 02001 08/26/2011 SELL -1,456,000.0000 0.00 485912 1215401 09/30/2011 02001 08/26/2011 INT + 0.0000 26,936.00 485913 1215401 09/30/2011 02001 08/26/2011 SELL -10,000.0000 0.00 485914 1215401 09/30/2011 02001 08/26/2011 INT + 0.0000 185.00 485915 1215401 09/30/2011 02001 08/26/2011 SELL -58,000.0000 0.00 485916 1215401 09/30/2011 02001 08/26/2011 INT + 0.0000 1,073.00 485917 1215401 09/30/2011 02003 06/23/2011 INT + 0.0000 10.58 485594 1215401 09/30/2011 02003 08/26/2011 SELL -1.0000 0.00 485918 1215401 09/30/2011 02003 08/26/2011 INT + 0.0000 0.01 485919 1215401 09/30/2011 02005 06/23/2011 INT + 0.0000 2,715.00 485596 1215401 09/30/2011 02005 08/26/2011 SELL -1,264,000.0000 0.00 485922 1215401 09/30/2011 02005 08/26/2011 INT + 0.0000 22,878.41 485923 1215401 09/30/2013 02004 08/26/2011 SELL -1,000.0000 0.00 485920 1215401 09/30/2013 02004 08/26/2011 INT + 0.0000 17.40 485921 1215401 09/30/2013 02006 06/23/2011 INT + 0.0000 2,011.89 485598 1215401 09/30/2013 02006 08/26/2011 SELL -349,000.0000 0.00 485924 1215401 09/30/2013 02006 08/26/2011 INT + 0.0000 5,950.44 485925 1215401 09/30/2013 02007 06/23/2011 INT + 0.0000 1,460.80 485600 1215401 09/30/2014 02007 08/26/2011 SELL -3,000.0000 0.00 485926 1215401 09/30/2014 02007 08/26/2011 INT + 0.0000 52.80 485927 ------------------------ ---------------------- -562,250,001.0000 27,126,665.55 ======================== ====================== -562,250,001.0000 27,126,665.55