Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 201 SUB-COHORT 12X4215 1215201 09/30/2026 01992 7.490001600 93,933,000.0000 2,345,194.40 01/31/2011 12X4215 1215201 09/30/2027 01992 7.490001600 28,500,000.0000 711,550.15 01/31/2011 12X4215 1215201 09/30/2032 01992 7.490001600 13,300,000.0000 332,056.74 01/31/2011 12X4215 1215201 09/30/2034 01992 7.490001600 13,500,000.0000 337,050.07 01/31/2011 12X4215 1215201 09/30/2038 01992 7.490001600 8,613,000.0000 215,037.95 01/31/2011 12X4215 1215201 09/30/2039 01992 7.490001600 4,677,000.0000 116,769.12 01/31/2011 12X4215 1215201 09/30/2040 01992 7.490001600 27,400,000.0000 684,086.81 01/31/2011 12X4215 1215201 09/30/2042 01992 7.490001600 36,500,000.0000 911,283.53 01/31/2011 12X4215 1215201 09/30/2043 01992 7.490001600 60,152,000.0000 1,501,795.25 01/31/2011 12X4215 1215201 09/30/2026 01993 6.670000800 38,818,600.0000 863,066.98 01/31/2011 12X4215 1215201 09/30/2027 01993 6.670000800 163,700,000.0000 3,639,597.10 01/31/2011 12X4215 1215201 09/30/2038 01993 6.670000800 9,728,900.0000 216,305.90 01/31/2011 12X4215 1215201 09/30/2040 01993 6.670000800 30,000,000.0000 667,000.08 01/31/2011 12X4215 1215201 09/30/2042 01993 6.670000800 25,200,000.0000 560,280.07 01/31/2011 12X4215 1215201 09/30/2043 01993 6.670000800 60,842,000.0000 1,352,720.63 01/31/2011 12X4215 1215201 09/30/2027 01994 6.869998800 122,292,000.0000 2,800,486.31 01/31/2011 12X4215 1215201 09/30/2028 01994 6.869998800 243,300,000.0000 5,571,569.03 01/31/2011 12X4215 1215201 09/30/2037 01994 6.869998800 11,000,000.0000 251,899.96 01/31/2011 12X4215 1215201 09/30/2038 01994 6.869998800 10,900,000.0000 249,609.96 01/31/2011 12X4215 1215201 09/30/2040 01994 6.869998800 45,000,000.0000 1,030,499.82 01/31/2011 12X4215 1215201 09/30/2042 01994 6.869998800 10,450,000.0000 239,304.96 01/31/2011 12X4215 1215201 09/30/2043 01994 6.869998800 2,125,000.0000 48,662.49 01/31/2011 12X4215 1215201 09/30/2028 01995 7.329999600 213,518,500.0000 5,216,968.40 01/31/2011 12X4215 1215201 09/30/2038 01995 7.329999600 4,311,000.0000 105,332.09 01/31/2011 12X4215 1215201 09/30/2039 01995 7.329999600 5,000.0000 122.17 01/31/2011 12X4215 1215201 09/30/2040 01995 7.329999600 27,000,000.0000 659,699.96 01/31/2011 12X4215 1215201 09/30/2042 01995 7.329999600 4,650,000.0000 113,614.99 01/31/2011 12X4215 1215201 09/30/2043 01995 7.329999600 20,390,000.0000 498,195.64 01/31/2011 12X4215 1215201 09/30/2029 01996 6.789999600 162,372,000.0000 3,675,019.38 01/31/2011 12X4215 1215201 09/30/2030 01996 6.789999600 100,000,000.0000 2,263,333.20 01/31/2011 12X4215 1215201 09/30/2037 01996 6.789999600 4,100,000.0000 92,796.66 01/31/2011 12X4215 1215201 09/30/2038 01996 6.789999600 14,424,700.0000 326,479.02 01/31/2011 12X4215 1215201 09/30/2040 01996 6.789999600 28,400,000.0000 642,786.63 01/31/2011 12X4215 1215201 09/30/2042 01996 6.789999600 2,000,000.0000 45,266.66 01/31/2011 12X4215 1215201 09/30/2043 01996 6.789999600 1,594,000.0000 36,077.53 01/31/2011 12X4215 1215201 09/30/2030 01997 6.660000000 42,488,700.0000 943,249.14 01/31/2011 12X4215 1215201 09/30/2031 01997 6.660000000 138,200,000.0000 3,068,040.00 01/31/2011 12X4215 1215201 09/30/2032 01997 6.660000000 5,500,000.0000 122,100.00 01/31/2011 12X4215 1215201 09/30/2037 01997 6.660000000 4,200,000.0000 93,240.00 01/31/2011 12X4215 1215201 09/30/2038 01997 6.660000000 6,367,000.0000 141,347.40 01/31/2011 12X4215 1215201 09/30/2040 01997 6.660000000 20,300,000.0000 450,660.00 01/31/2011 12X4215 1215201 09/30/2041 01997 6.660000000 51,000.0000 1,132.20 01/31/2011 12X4215 1215201 09/30/2042 01997 6.660000000 12,150,000.0000 269,730.00 01/31/2011 12X4215 1215201 09/30/2043 01997 6.660000000 1,121,000.0000 24,886.20 01/31/2011 12X4215 1215201 09/30/2031 01998 5.940000000 99,857,700.0000 1,977,182.46 01/31/2011 12X4215 1215201 09/30/2032 01998 5.940000000 172,100,000.0000 3,407,580.00 01/31/2011 12X4215 1215201 09/30/2033 01998 5.940000000 7,200,000.0000 142,560.00 01/31/2011 12X4215 1215201 09/30/2037 01998 5.940000000 20,500,000.0000 405,900.00 01/31/2011 12X4215 1215201 09/30/2038 01998 5.940000000 9,722,000.0000 192,495.60 01/31/2011 12X4215 1215201 09/30/2040 01998 5.940000000 27,400,000.0000 542,520.00 01/31/2011 12X4215 1215201 09/30/2042 01998 5.940000000 40,200,000.0000 795,960.00 01/31/2011 12X4215 1215201 09/30/2043 01998 5.940000000 1,614,000.0000 31,957.20 01/31/2011 12X4215 1215201 09/30/2032 01999 5.950000800 74,447,300.0000 1,476,538.32 01/31/2011 12X4215 1215201 09/30/2033 01999 5.950000800 199,000,000.0000 3,946,833.86 01/31/2011 12X4215 1215201 09/30/2034 01999 5.950000800 9,000,000.0000 178,500.02 01/31/2011 12X4215 1215201 09/30/2037 01999 5.950000800 24,200,000.0000 479,966.73 01/31/2011 12X4215 1215201 09/30/2038 01999 5.950000800 10,483,500.0000 207,922.78 01/31/2011 12X4215 1215201 09/30/2040 01999 5.950000800 27,800,000.0000 551,366.74 01/31/2011 12X4215 1215201 09/30/2042 01999 5.950000800 42,850,000.0000 849,858.45 01/31/2011 12X4215 1215201 09/30/2043 01999 5.950000800 2,021,000.0000 40,083.17 01/31/2011 12X4215 1215201 09/30/2033 02000 6.210000000 118,928,100.0000 2,461,811.67 01/31/2011 12X4215 1215201 09/30/2034 02000 6.210000000 236,600,000.0000 4,897,620.00 01/31/2011 12X4215 1215201 09/30/2035 02000 6.210000000 15,000,000.0000 310,500.00 01/31/2011 12X4215 1215201 09/30/2037 02000 6.210000000 3,000,000.0000 62,100.00 01/31/2011 12X4215 1215201 09/30/2038 02000 6.210000000 8,800,500.0000 182,170.35 01/31/2011 12X4215 1215201 09/30/2040 02000 6.210000000 35,700,000.0000 738,990.00 01/31/2011 12X4215 1215201 09/30/2042 02000 6.210000000 76,050,000.0000 1,574,235.00 01/31/2011 12X4215 1215201 09/30/2043 02000 6.210000000 2,303,000.0000 47,672.10 01/31/2011 12X4215 1215201 09/30/2034 02001 5.289998400 180,970,600.0000 3,191,113.95 01/31/2011 12X4215 1215201 09/30/2035 02001 5.289998400 236,000,000.0000 4,161,465.41 01/31/2011 12X4215 1215201 09/30/2036 02001 5.289998400 10,000,000.0000 176,333.28 01/31/2011 12X4215 1215201 09/30/2037 02001 5.289998400 13,200,000.0000 232,759.93 01/31/2011 12X4215 1215201 09/30/2038 02001 5.289998400 8,686,000.0000 153,163.09 01/31/2011 12X4215 1215201 09/30/2040 02001 5.289998400 37,800,000.0000 666,539.80 01/31/2011 12X4215 1215201 09/30/2042 02001 5.289998400 55,400,000.0000 976,886.37 01/31/2011 12X4215 1215201 09/30/2043 02001 5.289998400 2,582,000.0000 45,529.25 01/31/2011 12X4215 1215201 09/30/2035 02002 4.860000000 210,709,600.0000 3,413,495.52 01/31/2011 12X4215 1215201 09/30/2036 02002 4.860000000 233,000,000.0000 3,774,600.00 01/31/2011 12X4215 1215201 09/30/2037 02002 4.860000000 52,000,000.0000 842,400.00 01/31/2011 12X4215 1215201 09/30/2038 02002 4.860000000 46,350,100.0000 750,871.62 01/31/2011 12X4215 1215201 09/30/2039 02002 4.860000000 4,000.0000 64.80 01/31/2011 12X4215 1215201 09/30/2040 02002 4.860000000 36,200,000.0000 586,440.00 01/31/2011 12X4215 1215201 09/30/2042 02002 4.860000000 30,370,000.0000 491,994.00 01/31/2011 12X4215 1215201 09/30/2043 02002 4.860000000 10,234,000.0000 165,790.80 01/31/2011 12X4215 1215201 09/30/2036 02003 4.500000000 227,723,100.0000 3,415,846.50 01/31/2011 12X4215 1215201 09/30/2037 02003 4.500000000 271,000,000.0000 4,065,000.00 01/31/2011 12X4215 1215201 09/30/2038 02003 4.500000000 115,557,000.0000 1,733,355.00 01/31/2011 12X4215 1215201 09/30/2039 02003 4.500000000 10,675,000.0000 160,125.00 01/31/2011 12X4215 1215201 09/30/2040 02003 4.500000000 25,831,000.0000 387,465.00 01/31/2011 12X4215 1215201 09/30/2041 02003 4.500000000 6,000,000.0000 90,000.00 01/31/2011 12X4215 1215201 09/30/2042 02003 4.500000000 19,900,000.0000 298,500.00 01/31/2011 12X4215 1215201 09/30/2043 02003 4.500000000 3,515,000.0000 52,725.00 01/31/2011 12X4215 1215201 09/30/2037 02004 4.669999200 441,372,200.0000 6,870,692.74 01/31/2011 12X4215 1215201 09/30/2038 02004 4.669999200 330,310,000.0000 5,141,824.79 01/31/2011 12X4215 1215201 09/30/2039 02004 4.669999200 17,413,000.0000 271,062.32 01/31/2011 12X4215 1215201 09/30/2040 02004 4.669999200 50,009,000.0000 778,473.30 01/31/2011 12X4215 1215201 09/30/2041 02004 4.669999200 3,753,000.0000 58,421.69 01/31/2011 12X4215 1215201 09/30/2042 02004 4.669999200 114,750,000.0000 1,786,274.69 01/31/2011 12X4215 1215201 09/30/2043 02004 4.669999200 4,432,000.0000 68,991.45 01/31/2011 12X4215 1215201 09/30/2038 02005 4.560001200 549,314,100.0000 8,349,576.52 01/31/2011 12X4215 1215201 09/30/2039 02005 4.560001200 278,957,000.0000 4,240,147.52 01/31/2011 12X4215 1215201 09/30/2040 02005 4.560001200 57,158,000.0000 868,801.83 01/31/2011 12X4215 1215201 09/30/2041 02005 4.560001200 3,802,000.0000 57,790.42 01/31/2011 12X4215 1215201 09/30/2042 02005 4.560001200 8,145,000.0000 123,804.03 01/31/2011 12X4215 1215201 09/30/2043 02005 4.560001200 3,895,000.0000 59,204.02 01/31/2011 12X4215 1215201 09/30/2039 02006 4.870000800 724,445,000.0000 11,760,159.10 01/31/2011 12X4215 1215201 09/30/2040 02006 4.870000800 229,682,000.0000 3,728,505.08 01/31/2011 12X4215 1215201 09/30/2041 02006 4.870000800 13,170,000.0000 213,793.04 01/31/2011 12X4215 1215201 09/30/2042 02006 4.870000800 47,654,900.0000 773,598.00 01/31/2011 12X4215 1215201 09/30/2043 02006 4.870000800 4,128,000.0000 67,011.21 01/31/2011 12X4215 1215201 09/30/2040 02007 4.780000800 869,368,000.0000 13,851,932.45 01/31/2011 12X4215 1215201 09/30/2041 02007 4.780000800 166,241,000.0000 2,648,773.71 01/31/2011 12X4215 1215201 09/30/2042 02007 4.780000800 47,218,000.0000 752,340.26 01/31/2011 12X4215 1215201 09/30/2043 02007 4.780000800 4,580,000.0000 72,974.68 01/31/2011 12X4215 1215201 09/30/2044 02007 4.780000800 6,000.0000 95.60 01/31/2011 12X4215 1215201 09/30/2041 02008 4.200001200 853,356,000.0000 11,946,987.41 01/31/2011 12X4215 1215201 09/30/2042 02008 4.200001200 201,621,197.0000 2,822,697.56 01/31/2011 12X4215 1215201 09/30/2043 02008 4.200001200 19,995,000.0000 279,930.08 01/31/2011 12X4215 1215201 09/30/2044 02008 4.200001200 210,000.0000 2,940.00 01/31/2011 12X4215 1215201 09/30/2042 02009 3.620001600 1,108,465,818.0000 13,375,493.45 01/31/2011 12X4215 1215201 09/30/2043 02009 3.620001600 274,331,000.0000 3,310,262.20 01/31/2011 12X4215 1215201 09/30/2044 02009 3.620001600 2,896,000.0000 34,945.08 01/31/2011 12X4215 1215201 09/30/2043 02010 3.729999600 1,710,254,000.0000 21,264,155.79 01/31/2011 12X4215 1215201 09/30/2044 02010 3.729999600 271,043,000.0000 3,369,967.61 01/31/2011 12X4215 1215201 09/30/2044 02011 3.729999600 182,922,000.0000 2,274,329.96 01/31/2011 ------------------------ ---------------------- 13,576,456,115.0000 219,996,650.94 202 SUB-COHORT 12X4215 1215202 09/30/2021 01992 7.490001600 135,726.0000 3,388.63 01/31/2011 12X4215 1215202 09/30/2022 01992 7.490001600 20,000.0000 499.33 01/31/2011 12X4215 1215202 09/30/2027 01992 7.490001600 76,700.0000 1,914.94 01/31/2011 12X4215 1215202 09/30/2029 01992 7.490001600 3,000.0000 74.90 01/31/2011 12X4215 1215202 09/30/2021 01993 6.660000000 231,000.0000 5,128.20 01/31/2011 12X4215 1215202 09/30/2026 01993 6.660000000 18,000.0000 399.60 01/31/2011 12X4215 1215202 09/30/2027 01993 6.660000000 72,900.0000 1,618.38 01/31/2011 12X4215 1215202 09/30/2029 01993 6.660000000 110,000.0000 2,442.00 01/31/2011 12X4215 1215202 09/30/2019 01994 6.819998400 1,395,000.0000 31,712.99 01/31/2011 12X4215 1215202 09/30/2026 01994 6.819998400 303,000.0000 6,888.20 01/31/2011 12X4215 1215202 09/30/2029 01994 6.819998400 1,450,000.0000 32,963.33 01/31/2011 12X4215 1215202 09/30/2019 01995 7.189999200 254,800.0000 6,106.71 01/31/2011 12X4215 1215202 09/30/2026 01995 7.189999200 475,000.0000 11,384.17 01/31/2011 12X4215 1215202 09/30/2027 01995 7.189999200 300,000.0000 7,190.00 01/31/2011 12X4215 1215202 09/30/2029 01995 7.189999200 1,550,000.0000 37,148.33 01/31/2011 12X4215 1215202 09/30/2030 01995 7.189999200 244,000.0000 5,847.87 01/31/2011 12X4215 1215202 09/30/2020 01996 6.649999200 1,114,000.0000 24,693.66 01/31/2011 12X4215 1215202 09/30/2026 01996 6.649999200 1,125,000.0000 24,937.50 01/31/2011 12X4215 1215202 09/30/2029 01996 6.649999200 2,500,000.0000 55,416.66 01/31/2011 12X4215 1215202 09/30/2019 01997 6.670000800 815,400.0000 18,129.06 01/31/2011 12X4215 1215202 09/30/2026 01997 6.670000800 1,397,000.0000 31,059.97 01/31/2011 12X4215 1215202 09/30/2027 01997 6.670000800 300,000.0000 6,670.00 01/31/2011 12X4215 1215202 09/30/2029 01997 6.670000800 2,450,000.0000 54,471.67 01/31/2011 12X4215 1215202 09/30/2019 01998 5.829998400 2,487,000.0000 48,330.69 01/31/2011 12X4215 1215202 09/30/2026 01998 5.829998400 2,123,000.0000 41,256.96 01/31/2011 12X4215 1215202 09/30/2029 01998 5.829998400 1,350,000.0000 26,234.99 01/31/2011 12X4215 1215202 09/30/2019 01999 5.789998800 2,136,000.0000 41,224.79 01/31/2011 12X4215 1215202 09/30/2025 01999 5.789998800 60,000.0000 1,158.00 01/31/2011 12X4215 1215202 09/30/2026 01999 5.789998800 2,273,000.0000 43,868.89 01/31/2011 12X4215 1215202 09/30/2027 01999 5.789998800 7,000.0000 135.10 01/31/2011 12X4215 1215202 09/30/2029 01999 5.789998800 1,350,000.0000 26,054.99 01/31/2011 12X4215 1215202 09/30/2020 02000 6.239998800 431,000.0000 8,964.80 01/31/2011 12X4215 1215202 09/30/2021 02000 6.239998800 2,100,000.0000 43,679.99 01/31/2011 12X4215 1215202 09/30/2026 02000 6.239998800 2,974,000.0000 61,859.19 01/31/2011 12X4215 1215202 09/30/2027 02000 6.239998800 300,000.0000 6,240.00 01/31/2011 12X4215 1215202 09/30/2029 02000 6.239998800 1,400,000.0000 29,119.99 01/31/2011 12X4215 1215202 09/30/2021 02001 5.169999600 1,920,800.0000 33,101.78 01/31/2011 12X4215 1215202 09/30/2022 02001 5.169999600 3,000,000.0000 51,700.00 01/31/2011 12X4215 1215202 09/30/2024 02001 5.169999600 920,000.0000 15,854.67 01/31/2011 12X4215 1215202 09/30/2025 02001 5.169999600 21,400.0000 368.79 01/31/2011 12X4215 1215202 09/30/2026 02001 5.169999600 1,580,000.0000 27,228.66 01/31/2011 12X4215 1215202 09/30/2027 02001 5.169999600 400,000.0000 6,893.33 01/31/2011 12X4215 1215202 09/30/2029 02001 5.169999600 1,650,000.0000 28,435.00 01/31/2011 12X4215 1215202 09/30/2022 02002 4.770000000 1,891,000.0000 30,066.90 01/31/2011 12X4215 1215202 09/30/2023 02002 4.770000000 4,000,000.0000 63,600.00 01/31/2011 12X4215 1215202 09/30/2024 02002 4.770000000 1,862,000.0000 29,605.80 01/31/2011 12X4215 1215202 09/30/2025 02002 4.770000000 5,900.0000 93.81 01/31/2011 12X4215 1215202 09/30/2026 02002 4.770000000 1,697,400.0000 26,988.66 01/31/2011 12X4215 1215202 09/30/2027 02002 4.770000000 500,000.0000 7,950.00 01/31/2011 12X4215 1215202 09/30/2029 02002 4.770000000 2,400,000.0000 38,160.00 01/31/2011 12X4215 1215202 09/30/2023 02003 4.110001200 3,236,000.0000 44,333.21 01/31/2011 12X4215 1215202 09/30/2024 02003 4.110001200 6,500,000.0000 89,050.03 01/31/2011 12X4215 1215202 09/30/2025 02003 4.110001200 670,000.0000 9,179.00 01/31/2011 12X4215 1215202 09/30/2026 02003 4.110001200 703,000.0000 9,631.10 01/31/2011 12X4215 1215202 09/30/2027 02003 4.110001200 500,000.0000 6,850.00 01/31/2011 12X4215 1215202 09/30/2029 02003 4.110001200 2,400,000.0000 32,880.01 01/31/2011 12X4215 1215202 09/30/2024 02004 4.309999200 8,061,000.0000 115,809.68 01/31/2011 12X4215 1215202 09/30/2025 02004 4.309999200 3,560,000.0000 51,145.32 01/31/2011 12X4215 1215202 09/30/2026 02004 4.309999200 1,006,000.0000 14,452.86 01/31/2011 12X4215 1215202 09/30/2027 02004 4.309999200 500,000.0000 7,183.33 01/31/2011 12X4215 1215202 09/30/2029 02004 4.309999200 3,250,000.0000 46,691.66 01/31/2011 12X4215 1215202 09/30/2025 02005 4.330000800 11,883,900.0000 171,524.32 01/31/2011 12X4215 1215202 09/30/2026 02005 4.330000800 4,005,000.0000 57,805.51 01/31/2011 12X4215 1215202 09/30/2027 02005 4.330000800 773,000.0000 11,156.97 01/31/2011 12X4215 1215202 09/30/2028 02005 4.330000800 15,000.0000 216.50 01/31/2011 12X4215 1215202 09/30/2029 02005 4.330000800 3,550,000.0000 51,238.34 01/31/2011 12X4215 1215202 09/30/2026 02006 4.820000400 12,630,400.0000 202,928.44 01/31/2011 12X4215 1215202 09/30/2027 02006 4.820000400 3,101,000.0000 49,822.74 01/31/2011 12X4215 1215202 09/30/2029 02006 4.820000400 6,275,000.0000 100,818.34 01/31/2011 12X4215 1215202 09/30/2027 02007 4.700001600 12,903,000.0000 202,147.07 01/31/2011 12X4215 1215202 09/30/2028 02007 4.700001600 1,078,000.0000 16,888.67 01/31/2011 12X4215 1215202 09/30/2029 02007 4.700001600 11,439,000.0000 179,211.06 01/31/2011 12X4215 1215202 09/30/2030 02007 4.700001600 20,000.0000 313.33 01/31/2011 12X4215 1215202 09/30/2028 02008 3.849998400 13,265,000.0000 170,234.10 01/31/2011 12X4215 1215202 09/30/2029 02008 3.849998400 6,108,442.0000 78,391.64 01/31/2011 12X4215 1215202 09/30/2030 02008 3.849998400 2,265,000.0000 29,067.49 01/31/2011 12X4215 1215202 09/30/2029 02009 3.309998400 16,449,000.0000 181,487.21 01/31/2011 12X4215 1215202 09/30/2030 02009 3.309998400 3,996,000.0000 44,089.18 01/31/2011 12X4215 1215202 09/30/2031 02009 3.309998400 11,000.0000 121.37 01/31/2011 12X4215 1215202 09/30/2030 02010 3.309998400 20,693,800.0000 228,321.48 01/31/2011 12X4215 1215202 09/30/2031 02010 3.309998400 1,929,000.0000 21,283.29 01/31/2011 12X4215 1215202 09/30/2031 02011 3.039998400 3,709,000.0000 37,584.51 01/31/2011 ------------------------ ---------------------- 223,665,568.0000 3,370,119.64 203 SUB-COHORT 12X4215 1215203 09/30/2042 01992 7.570000800 30,280,000.0000 764,065.41 01/31/2011 12X4215 1215203 09/30/2040 01993 6.660000000 204,000.0000 4,528.80 01/31/2011 12X4215 1215203 09/30/2042 01993 6.660000000 32,758,000.0000 727,227.60 01/31/2011 12X4215 1215203 09/30/2043 01993 6.660000000 220,000.0000 4,884.00 01/31/2011 12X4215 1215203 09/30/2042 01994 6.789999600 28,944,000.0000 655,099.16 01/31/2011 12X4215 1215203 09/30/2043 01994 6.789999600 198,000.0000 4,481.40 01/31/2011 12X4215 1215203 09/30/2043 01997 6.660000000 9,028,000.0000 200,421.60 01/31/2011 12X4215 1215203 09/30/2031 01998 5.979999600 2,440,000.0000 48,637.33 01/31/2011 12X4215 1215203 09/30/2032 01998 5.979999600 963,000.0000 19,195.80 01/31/2011 12X4215 1215203 09/30/2038 01998 5.979999600 2,700.0000 53.82 01/31/2011 12X4215 1215203 09/30/2042 01998 5.979999600 4,050,000.0000 80,729.99 01/31/2011 12X4215 1215203 09/30/2043 01998 5.979999600 6,000.0000 119.60 01/31/2011 12X4215 1215203 09/30/2032 01999 5.810000400 613,000.0000 11,871.77 01/31/2011 12X4215 1215203 09/30/2042 01999 5.810000400 5,000,000.0000 96,833.34 01/31/2011 12X4215 1215203 09/30/2043 01999 5.810000400 674,000.0000 13,053.13 01/31/2011 12X4215 1215203 09/30/2033 02000 6.350000400 2,346,000.0000 49,657.00 01/31/2011 12X4215 1215203 09/30/2042 02000 6.350000400 627,000.0000 13,271.50 01/31/2011 12X4215 1215203 09/30/2043 02000 6.350000400 118,000.0000 2,497.67 01/31/2011 12X4215 1215203 09/30/2034 02001 4.730000400 335,000.0000 5,281.83 01/31/2011 12X4215 1215203 09/30/2042 02001 4.730000400 600,000.0000 9,460.00 01/31/2011 12X4215 1215203 09/30/2035 02002 4.939999200 221,000.0000 3,639.13 01/31/2011 12X4215 1215203 09/30/2042 02002 4.939999200 262,000.0000 4,314.27 01/31/2011 12X4215 1215203 09/30/2036 02003 4.100000400 372,000.0000 5,084.00 01/31/2011 12X4215 1215203 09/30/2042 02003 4.100000400 105,000.0000 1,435.00 01/31/2011 12X4215 1215203 09/30/2037 02004 3.949999200 316,000.0000 4,160.67 01/31/2011 12X4215 1215203 09/30/2042 02004 3.949999200 72,000.0000 948.00 01/31/2011 12X4215 1215203 09/30/2038 02005 3.880000800 582,000.0000 7,527.20 01/31/2011 12X4215 1215203 09/30/2042 02005 3.880000800 220,000.0000 2,845.33 01/31/2011 12X4215 1215203 09/30/2039 02006 4.839998400 388,000.0000 6,259.73 01/31/2011 12X4215 1215203 09/30/2042 02006 4.839998400 55,000.0000 887.33 01/31/2011 12X4215 1215203 09/30/2040 02007 4.880001600 146,000.0000 2,374.93 01/31/2011 12X4215 1215203 09/30/2042 02007 4.880001600 37,000.0000 601.87 01/31/2011 12X4215 1215203 09/30/2043 02007 4.880001600 9,200.0000 0.00 01/31/2011 12X4215 1215203 09/30/2041 02008 3.489998400 312,000.0000 3,629.60 01/31/2011 12X4215 1215203 09/30/2042 02008 3.489998400 42,000.0000 488.60 01/31/2011 12X4215 1215203 09/30/2042 02009 3.089998800 938,000.0000 9,661.40 01/31/2011 12X4215 1215203 09/30/2043 02009 3.089998800 127,600.0000 1,314.28 01/31/2011 12X4215 1215203 09/30/2043 02010 3.089998800 1,594,800.0000 16,426.43 01/31/2011 12X4215 1215203 09/30/2044 02011 3.089998800 182,000.0000 1,874.60 01/31/2011 ------------------------ ---------------------- 125,388,300.0000 2,784,843.12 206 SUB-COHORT 12X4215 1215206 09/30/2027 01992 6.919999200 494,000.0000 11,394.93 01/31/2011 12X4215 1215206 09/30/2028 01992 6.919999200 1,000,000.0000 23,066.66 01/31/2011 12X4215 1215206 09/30/2029 01992 6.919999200 1,800,000.0000 41,520.00 01/31/2011 12X4215 1215206 09/30/2035 01992 6.919999200 1,600,000.0000 36,906.66 01/31/2011 12X4215 1215206 09/30/2037 01992 6.919999200 39,000.0000 899.60 01/31/2011 12X4215 1215206 09/30/2038 01992 6.919999200 360,000.0000 8,304.00 01/31/2011 12X4215 1215206 09/30/2042 01992 6.919999200 781,000.0000 18,015.06 01/31/2011 12X4215 1215206 09/30/2028 01993 7.049998800 1,878,000.0000 44,132.99 01/31/2011 12X4215 1215206 09/30/2029 01993 7.049998800 1,993,000.0000 46,835.49 01/31/2011 12X4215 1215206 09/30/2030 01993 7.049998800 1,300,000.0000 30,549.99 01/31/2011 12X4215 1215206 09/30/2038 01993 7.049998800 488,000.0000 11,468.00 01/31/2011 12X4215 1215206 09/30/2042 01993 7.049998800 1,300,000.0000 30,549.99 01/31/2011 12X4215 1215206 09/30/2043 01994 6.990001200 6,948,200.0000 161,893.09 01/31/2011 12X4215 1215206 09/30/2029 01995 6.950001600 1,448,000.0000 33,545.34 01/31/2011 12X4215 1215206 09/30/2030 01995 6.950001600 2,000,000.0000 46,333.34 01/31/2011 12X4215 1215206 09/30/2033 01995 6.950001600 1,200,000.0000 27,800.01 01/31/2011 12X4215 1215206 09/30/2035 01995 6.950001600 310,000.0000 7,181.67 01/31/2011 12X4215 1215206 09/30/2038 01995 6.950001600 195,000.0000 4,517.50 01/31/2011 12X4215 1215206 09/30/2042 01995 6.950001600 1,600,000.0000 37,066.68 01/31/2011 12X4215 1215206 09/30/2030 01996 6.419998800 987,000.0000 21,121.80 01/31/2011 12X4215 1215206 09/30/2031 01996 6.419998800 1,375,000.0000 29,424.99 01/31/2011 12X4215 1215206 09/30/2032 01996 6.419998800 2,000,000.0000 42,799.99 01/31/2011 12X4215 1215206 09/30/2034 01996 6.419998800 50,000.0000 1,070.00 01/31/2011 12X4215 1215206 09/30/2035 01996 6.419998800 400,000.0000 8,560.00 01/31/2011 12X4215 1215206 09/30/2038 01996 6.419998800 437,000.0000 9,351.80 01/31/2011 12X4215 1215206 09/30/2042 01996 6.419998800 2,550,000.0000 54,569.99 01/31/2011 12X4215 1215206 09/30/2030 01997 6.040000800 734,800.0000 14,793.98 01/31/2011 12X4215 1215206 09/30/2031 01997 6.040000800 3,000,000.0000 60,400.01 01/31/2011 12X4215 1215206 09/30/2032 01997 6.040000800 1,000,000.0000 20,133.34 01/31/2011 12X4215 1215206 09/30/2033 01997 6.040000800 700,000.0000 14,093.34 01/31/2011 12X4215 1215206 09/30/2035 01997 6.040000800 400,000.0000 8,053.33 01/31/2011 12X4215 1215206 09/30/2038 01997 6.040000800 317,000.0000 6,382.27 01/31/2011 12X4215 1215206 09/30/2042 01997 6.040000800 2,100,000.0000 42,280.01 01/31/2011 12X4215 1215206 09/30/2032 01998 5.979999600 2,918,600.0000 58,177.42 01/31/2011 12X4215 1215206 09/30/2033 01998 5.979999600 800,000.0000 15,946.67 01/31/2011 12X4215 1215206 09/30/2035 01998 5.979999600 1,000,000.0000 19,933.33 01/31/2011 12X4215 1215206 09/30/2038 01998 5.979999600 257,000.0000 5,122.87 01/31/2011 12X4215 1215206 09/30/2040 01998 5.979999600 827,000.0000 16,484.87 01/31/2011 12X4215 1215206 09/30/2042 01998 5.979999600 706,000.0000 14,072.93 01/31/2011 12X4215 1215206 09/30/2043 01998 5.979999600 782,000.0000 15,587.87 01/31/2011 12X4215 1215206 09/30/2034 01999 5.690001600 224,000.0000 4,248.53 01/31/2011 12X4215 1215206 09/30/2035 01999 5.690001600 3,000,000.0000 56,900.02 01/31/2011 12X4215 1215206 09/30/2036 01999 5.690001600 1,000,000.0000 18,966.67 01/31/2011 12X4215 1215206 09/30/2037 01999 5.690001600 3,400,000.0000 64,486.68 01/31/2011 12X4215 1215206 09/30/2038 01999 5.690001600 755,000.0000 14,319.84 01/31/2011 12X4215 1215206 09/30/2040 01999 5.690001600 400,000.0000 7,586.67 01/31/2011 12X4215 1215206 09/30/2042 01999 5.690001600 1,250,000.0000 23,708.34 01/31/2011 12X4215 1215206 09/30/2035 02000 5.349999600 3,454,000.0000 61,596.33 01/31/2011 12X4215 1215206 09/30/2036 02000 5.349999600 3,700,000.0000 65,983.33 01/31/2011 12X4215 1215206 09/30/2037 02000 5.349999600 2,616,000.0000 46,652.00 01/31/2011 12X4215 1215206 09/30/2038 02000 5.349999600 628,000.0000 11,199.33 01/31/2011 12X4215 1215206 09/30/2039 02000 5.349999600 2,071,000.0000 36,932.83 01/31/2011 12X4215 1215206 09/30/2042 02000 5.349999600 2,450,000.0000 43,691.66 01/31/2011 12X4215 1215206 09/30/2036 02001 5.159998800 1,124,000.0000 19,332.80 01/31/2011 12X4215 1215206 09/30/2037 02001 5.159998800 6,400,000.0000 110,079.97 01/31/2011 12X4215 1215206 09/30/2038 02001 5.159998800 2,748,000.0000 47,265.59 01/31/2011 12X4215 1215206 09/30/2039 02001 5.159998800 1,593,000.0000 27,399.59 01/31/2011 12X4215 1215206 09/30/2040 02001 5.159998800 388,000.0000 6,673.60 01/31/2011 12X4215 1215206 09/30/2041 02001 5.159998800 148,000.0000 2,545.60 01/31/2011 12X4215 1215206 09/30/2042 02001 5.159998800 3,287,000.0000 56,536.39 01/31/2011 12X4215 1215206 09/30/2043 02001 5.159998800 1,370,000.0000 23,563.99 01/31/2011 12X4215 1215206 09/30/2037 02002 4.960000800 3,756,000.0000 62,099.21 01/31/2011 12X4215 1215206 09/30/2038 02002 4.960000800 7,200,000.0000 119,040.02 01/31/2011 12X4215 1215206 09/30/2039 02002 4.960000800 1,572,000.0000 25,990.40 01/31/2011 12X4215 1215206 09/30/2040 02002 4.960000800 1,812,000.0000 29,958.40 01/31/2011 12X4215 1215206 09/30/2041 02002 4.960000800 105,000.0000 1,736.00 01/31/2011 12X4215 1215206 09/30/2042 02002 4.960000800 2,950,000.0000 48,773.34 01/31/2011 12X4215 1215206 09/30/2043 02002 4.960000800 942,000.0000 15,574.40 01/31/2011 12X4215 1215206 09/30/2044 02002 4.960000800 584,000.0000 9,655.47 01/31/2011 12X4215 1215206 09/30/2037 02003 4.780000800 947,000.0000 15,088.87 01/31/2011 12X4215 1215206 09/30/2038 02003 4.780000800 1,787,000.0000 28,472.87 01/31/2011 12X4215 1215206 09/30/2039 02003 4.780000800 4,394,000.0000 70,011.08 01/31/2011 12X4215 1215206 09/30/2040 02003 4.780000800 1,085,000.0000 17,287.67 01/31/2011 12X4215 1215206 09/30/2041 02003 4.780000800 5,590,000.0000 89,067.35 01/31/2011 12X4215 1215206 09/30/2042 02003 4.780000800 7,405,200.0000 117,989.54 01/31/2011 12X4215 1215206 09/30/2043 02003 4.780000800 1,036,000.0000 16,506.94 01/31/2011 12X4215 1215206 09/30/2044 02003 4.780000800 331,000.0000 5,273.93 01/31/2011 12X4215 1215206 09/30/2038 02004 4.579999200 72,000.0000 1,099.20 01/31/2011 12X4215 1215206 09/30/2039 02004 4.579999200 2,959,000.0000 45,174.06 01/31/2011 12X4215 1215206 09/30/2040 02004 4.579999200 6,584,000.0000 100,515.72 01/31/2011 12X4215 1215206 09/30/2041 02004 4.579999200 1,165,000.0000 17,785.66 01/31/2011 12X4215 1215206 09/30/2042 02004 4.579999200 5,043,000.0000 76,989.79 01/31/2011 12X4215 1215206 09/30/2043 02004 4.579999200 1,126,000.0000 17,190.26 01/31/2011 12X4215 1215206 09/30/2038 02005 4.770000000 226,300.0000 3,598.17 01/31/2011 12X4215 1215206 09/30/2039 02005 4.770000000 586,000.0000 9,317.40 01/31/2011 12X4215 1215206 09/30/2040 02005 4.770000000 5,203,000.0000 82,727.70 01/31/2011 12X4215 1215206 09/30/2041 02005 4.770000000 4,534,000.0000 72,090.60 01/31/2011 12X4215 1215206 09/30/2042 02005 4.770000000 3,033,000.0000 48,224.70 01/31/2011 12X4215 1215206 09/30/2043 02005 4.770000000 1,950,000.0000 31,005.00 01/31/2011 12X4215 1215206 09/30/2044 02005 4.770000000 264,000.0000 0.00 01/31/2011 12X4215 1215206 09/30/2040 02006 4.929998400 1,875,700.0000 30,823.99 01/31/2011 12X4215 1215206 09/30/2041 02006 4.929998400 2,027,000.0000 33,310.36 01/31/2011 12X4215 1215206 09/30/2042 02006 4.929998400 1,482,000.0000 24,354.19 01/31/2011 12X4215 1215206 09/30/2043 02006 4.929998400 2,763,000.0000 45,405.29 01/31/2011 12X4215 1215206 09/30/2044 02006 4.929998400 97,000.0000 0.00 01/31/2011 12X4215 1215206 09/30/2040 02007 5.150001600 1,115,300.0000 19,145.99 01/31/2011 12X4215 1215206 09/30/2041 02007 5.150001600 1,027,000.0000 17,630.17 01/31/2011 12X4215 1215206 09/30/2042 02007 5.150001600 2,071,000.0000 35,552.18 01/31/2011 12X4215 1215206 09/30/2043 02007 5.150001600 7,216,000.0000 123,874.71 01/31/2011 12X4215 1215206 09/30/2044 02007 5.150001600 513,000.0000 8,806.50 01/31/2011 12X4215 1215206 09/30/2041 02008 5.100001200 652,700.0000 11,095.90 01/31/2011 12X4215 1215206 09/30/2042 02008 5.100001200 484,000.0000 8,228.00 01/31/2011 12X4215 1215206 09/30/2043 02008 5.100001200 254,500.0000 4,326.50 01/31/2011 12X4215 1215206 09/30/2042 02009 4.899999600 2,146,000.0000 35,051.33 01/31/2011 12X4215 1215206 09/30/2043 02009 4.899999600 2,314,000.0000 37,795.33 01/31/2011 12X4215 1215206 09/30/2044 02009 4.899999600 408,000.0000 6,664.00 01/31/2011 12X4215 1215206 09/30/2043 02010 4.899999600 2,175,900.0000 35,539.70 01/31/2011 12X4215 1215206 09/30/2044 02010 4.899999600 177,000.0000 2,891.00 01/31/2011 12X4215 1215206 09/30/2044 02011 4.899999600 47,000.0000 767.67 01/31/2011 ------------------------ ---------------------- 195,169,200.0000 3,509,518.13 207 SUB-COHORT 12X4215 1215207 09/30/2043 01992 6.819998400 54,550,000.0000 1,240,103.04 01/31/2011 12X4215 1215207 09/30/2044 01992 6.819998400 78,100,000.0000 1,775,472.92 01/31/2011 12X4215 1215207 09/30/2045 01992 6.819998400 3,000,000.0000 68,199.98 01/31/2011 12X4215 1215207 09/30/2052 01992 6.819998400 31,000,000.0000 704,733.17 01/31/2011 12X4215 1215207 09/30/2056 01992 6.819998400 12,945,000.0000 294,282.93 01/31/2011 12X4215 1215207 09/30/2057 01992 6.819998400 10,000,000.0000 227,333.28 01/31/2011 12X4215 1215207 09/30/2058 01992 6.819998400 122,000.0000 2,773.47 01/31/2011 12X4215 1215207 09/30/2059 01992 6.819998400 1,250,000.0000 28,416.66 01/31/2011 12X4215 1215207 09/30/2060 01992 6.819998400 9,700,000.0000 220,513.28 01/31/2011 12X4215 1215207 09/30/2044 01993 6.890000400 75,785,000.0000 1,740,528.93 01/31/2011 12X4215 1215207 09/30/2045 01993 6.890000400 54,000,000.0000 1,240,200.07 01/31/2011 12X4215 1215207 09/30/2052 01993 6.890000400 34,000,000.0000 780,866.71 01/31/2011 12X4215 1215207 09/30/2056 01993 6.890000400 12,513,000.0000 287,381.92 01/31/2011 12X4215 1215207 09/30/2057 01993 6.890000400 9,200,000.0000 211,293.35 01/31/2011 12X4215 1215207 09/30/2058 01993 6.890000400 10,345,000.0000 237,590.18 01/31/2011 12X4215 1215207 09/30/2059 01993 6.890000400 4,750,000.0000 109,091.67 01/31/2011 12X4215 1215207 09/30/2060 01993 6.890000400 3,462,000.0000 79,510.60 01/31/2011 12X4215 1215207 09/30/2045 01994 7.089998400 26,264,000.0000 620,705.73 01/31/2011 12X4215 1215207 09/30/2046 01994 7.089998400 64,000,000.0000 1,512,532.99 01/31/2011 12X4215 1215207 09/30/2052 01994 7.089998400 29,000,000.0000 685,366.51 01/31/2011 12X4215 1215207 09/30/2055 01994 7.089998400 16,510,000.0000 390,186.25 01/31/2011 12X4215 1215207 09/30/2056 01994 7.089998400 9,570,000.0000 226,170.95 01/31/2011 12X4215 1215207 09/30/2057 01994 7.089998400 12,200,000.0000 288,326.60 01/31/2011 12X4215 1215207 09/30/2058 01994 7.089998400 12,651,000.0000 298,985.23 01/31/2011 12X4215 1215207 09/30/2059 01994 7.089998400 7,600,000.0000 179,613.29 01/31/2011 12X4215 1215207 09/30/2060 01994 7.089998400 2,589,000.0000 61,186.69 01/31/2011 12X4215 1215207 09/30/2046 01995 6.710000400 41,270,000.0000 923,072.39 01/31/2011 12X4215 1215207 09/30/2048 01995 6.710000400 2,000,000.0000 44,733.34 01/31/2011 12X4215 1215207 09/30/2050 01995 6.710000400 1,000,000.0000 22,366.67 01/31/2011 12X4215 1215207 09/30/2052 01995 6.710000400 14,000,000.0000 313,133.35 01/31/2011 12X4215 1215207 09/30/2055 01995 6.710000400 1,069,000.0000 23,909.97 01/31/2011 12X4215 1215207 09/30/2056 01995 6.710000400 6,695,000.0000 149,744.84 01/31/2011 12X4215 1215207 09/30/2057 01995 6.710000400 2,200,000.0000 49,206.67 01/31/2011 12X4215 1215207 09/30/2058 01995 6.710000400 63,000.0000 1,409.10 01/31/2011 12X4215 1215207 09/30/2059 01995 6.710000400 901,000.0000 20,152.37 01/31/2011 12X4215 1215207 09/30/2060 01995 6.710000400 3,298,000.0000 73,765.27 01/31/2011 12X4215 1215207 09/30/2047 01996 6.459998400 7,936,000.0000 170,888.49 01/31/2011 12X4215 1215207 09/30/2048 01996 6.459998400 29,000,000.0000 624,466.51 01/31/2011 12X4215 1215207 09/30/2052 01996 6.459998400 9,000,000.0000 193,799.95 01/31/2011 12X4215 1215207 09/30/2055 01996 6.459998400 667,600.0000 14,375.65 01/31/2011 12X4215 1215207 09/30/2056 01996 6.459998400 5,122,000.0000 110,293.71 01/31/2011 12X4215 1215207 09/30/2057 01996 6.459998400 3,700,000.0000 79,673.31 01/31/2011 12X4215 1215207 09/30/2058 01996 6.459998400 19,000.0000 409.13 01/31/2011 12X4215 1215207 09/30/2059 01996 6.459998400 61,000.0000 1,313.53 01/31/2011 12X4215 1215207 09/30/2060 01996 6.459998400 5,851,000.0000 125,991.50 01/31/2011 12X4215 1215207 09/30/2048 01997 5.950000800 18,810,000.0000 373,065.05 01/31/2011 12X4215 1215207 09/30/2049 01997 5.950000800 17,000,000.0000 337,166.71 01/31/2011 12X4215 1215207 09/30/2050 01997 5.950000800 1,000,000.0000 19,833.34 01/31/2011 12X4215 1215207 09/30/2051 01997 5.950000800 1,000,000.0000 19,833.34 01/31/2011 12X4215 1215207 09/30/2052 01997 5.950000800 14,000,000.0000 277,666.70 01/31/2011 12X4215 1215207 09/30/2055 01997 5.950000800 1,557,500.0000 30,890.42 01/31/2011 12X4215 1215207 09/30/2056 01997 5.950000800 5,215,000.0000 103,430.85 01/31/2011 12X4215 1215207 09/30/2057 01997 5.950000800 3,600,000.0000 71,400.01 01/31/2011 12X4215 1215207 09/30/2058 01997 5.950000800 651,000.0000 12,911.50 01/31/2011 12X4215 1215207 09/30/2059 01997 5.950000800 606,000.0000 12,019.00 01/31/2011 12X4215 1215207 09/30/2049 01998 5.870001600 25,700,000.0000 502,863.47 01/31/2011 12X4215 1215207 09/30/2050 01998 5.870001600 19,000,000.0000 371,766.77 01/31/2011 12X4215 1215207 09/30/2051 01998 5.870001600 3,000,000.0000 58,700.02 01/31/2011 12X4215 1215207 09/30/2052 01998 5.870001600 6,000,000.0000 117,400.03 01/31/2011 12X4215 1215207 09/30/2053 01998 5.870001600 13,000,000.0000 254,366.74 01/31/2011 12X4215 1215207 09/30/2055 01998 5.870001600 2,342,000.0000 45,825.15 01/31/2011 12X4215 1215207 09/30/2056 01998 5.870001600 591,000.0000 11,563.90 01/31/2011 12X4215 1215207 09/30/2057 01998 5.870001600 4,500,000.0000 88,050.02 01/31/2011 12X4215 1215207 09/30/2058 01998 5.870001600 735,000.0000 14,381.50 01/31/2011 12X4215 1215207 09/30/2059 01998 5.870001600 1,250,000.0000 24,458.34 01/31/2011 12X4215 1215207 09/30/2060 01998 5.870001600 5,923,000.0000 115,893.40 01/31/2011 12X4215 1215207 09/30/2049 01999 5.839999200 1,033,000.0000 20,109.06 01/31/2011 12X4215 1215207 09/30/2050 01999 5.839999200 23,000,000.0000 447,733.27 01/31/2011 12X4215 1215207 09/30/2051 01999 5.839999200 13,000,000.0000 253,066.63 01/31/2011 12X4215 1215207 09/30/2052 01999 5.839999200 8,000,000.0000 155,733.31 01/31/2011 12X4215 1215207 09/30/2053 01999 5.839999200 4,200,000.0000 81,759.99 01/31/2011 12X4215 1215207 09/30/2055 01999 5.839999200 2,898,200.0000 56,418.29 01/31/2011 12X4215 1215207 09/30/2056 01999 5.839999200 1,455,000.0000 28,324.00 01/31/2011 12X4215 1215207 09/30/2057 01999 5.839999200 4,023,000.0000 78,314.39 01/31/2011 12X4215 1215207 09/30/2058 01999 5.839999200 1,546,000.0000 30,095.46 01/31/2011 12X4215 1215207 09/30/2059 01999 5.839999200 2,154,000.0000 41,931.19 01/31/2011 12X4215 1215207 09/30/2060 01999 5.839999200 1,429,000.0000 27,817.86 01/31/2011 12X4215 1215207 09/30/2051 02000 5.590000800 15,732,000.0000 293,139.64 01/31/2011 12X4215 1215207 09/30/2052 02000 5.590000800 24,000,000.0000 447,200.06 01/31/2011 12X4215 1215207 09/30/2053 02000 5.590000800 9,000,000.0000 167,700.02 01/31/2011 12X4215 1215207 09/30/2055 02000 5.590000800 1,420,000.0000 26,459.34 01/31/2011 12X4215 1215207 09/30/2056 02000 5.590000800 2,754,000.0000 51,316.21 01/31/2011 12X4215 1215207 09/30/2057 02000 5.590000800 3,447,000.0000 64,229.11 01/31/2011 12X4215 1215207 09/30/2058 02000 5.590000800 1,053,000.0000 19,620.90 01/31/2011 12X4215 1215207 09/30/2059 02000 5.590000800 4,950,000.0000 92,235.01 01/31/2011 12X4215 1215207 09/30/2060 02000 5.590000800 1,021,000.0000 19,024.64 01/31/2011 12X4215 1215207 09/30/2052 02001 5.349999600 19,130,000.0000 341,151.64 01/31/2011 12X4215 1215207 09/30/2053 02001 5.349999600 27,300,000.0000 486,849.96 01/31/2011 12X4215 1215207 09/30/2055 02001 5.349999600 5,969,000.0000 106,447.16 01/31/2011 12X4215 1215207 09/30/2056 02001 5.349999600 2,953,000.0000 52,661.83 01/31/2011 12X4215 1215207 09/30/2057 02001 5.349999600 2,629,500.0000 46,892.75 01/31/2011 12X4215 1215207 09/30/2058 02001 5.349999600 6,917,000.0000 123,353.16 01/31/2011 12X4215 1215207 09/30/2059 02001 5.349999600 1,781,000.0000 31,761.16 01/31/2011 12X4215 1215207 09/30/2060 02001 5.349999600 2,187,000.0000 39,001.50 01/31/2011 12X4215 1215207 09/30/2061 02001 5.349999600 383,000.0000 0.00 01/31/2011 12X4215 1215207 09/30/2053 02002 5.060001600 35,581,000.0000 600,133.06 01/31/2011 12X4215 1215207 09/30/2055 02002 5.060001600 12,000,000.0000 202,400.06 01/31/2011 12X4215 1215207 09/30/2056 02002 5.060001600 4,665,000.0000 78,683.02 01/31/2011 12X4215 1215207 09/30/2057 02002 5.060001600 6,254,000.0000 105,484.17 01/31/2011 12X4215 1215207 09/30/2058 02002 5.060001600 4,791,000.0000 80,808.23 01/31/2011 12X4215 1215207 09/30/2059 02002 5.060001600 890,000.0000 15,011.34 01/31/2011 12X4215 1215207 09/30/2060 02002 5.060001600 5,139,000.0000 86,677.83 01/31/2011 12X4215 1215207 09/30/2061 02002 5.060001600 439,000.0000 7,404.47 01/31/2011 12X4215 1215207 09/30/2053 02003 4.960000800 20,871,000.0000 345,067.26 01/31/2011 12X4215 1215207 09/30/2055 02003 4.960000800 17,800,000.0000 294,293.38 01/31/2011 12X4215 1215207 09/30/2056 02003 4.960000800 9,498,000.0000 157,033.63 01/31/2011 12X4215 1215207 09/30/2057 02003 4.960000800 3,626,000.0000 59,949.88 01/31/2011 12X4215 1215207 09/30/2058 02003 4.960000800 3,228,000.0000 53,369.61 01/31/2011 12X4215 1215207 09/30/2059 02003 4.960000800 7,756,000.0000 128,232.55 01/31/2011 12X4215 1215207 09/30/2060 02003 4.960000800 7,108,000.0000 117,518.95 01/31/2011 12X4215 1215207 09/30/2061 02003 4.960000800 49,000.0000 0.00 01/31/2011 12X4215 1215207 09/30/2055 02004 4.860000000 18,265,000.0000 295,893.00 01/31/2011 12X4215 1215207 09/30/2056 02004 4.860000000 16,995,000.0000 275,319.00 01/31/2011 12X4215 1215207 09/30/2057 02004 4.860000000 15,297,000.0000 247,811.40 01/31/2011 12X4215 1215207 09/30/2058 02004 4.860000000 3,794,000.0000 61,462.80 01/31/2011 12X4215 1215207 09/30/2059 02004 4.860000000 6,631,111.0000 107,424.00 01/31/2011 12X4215 1215207 09/30/2060 02004 4.860000000 2,760,000.0000 44,712.00 01/31/2011 12X4215 1215207 09/30/2061 02004 4.860000000 121,000.0000 1,960.20 01/31/2011 12X4215 1215207 09/30/2055 02005 4.870000800 1,454,000.0000 23,603.27 01/31/2011 12X4215 1215207 09/30/2056 02005 4.870000800 13,564,000.0000 220,188.97 01/31/2011 12X4215 1215207 09/30/2057 02005 4.870000800 14,206,000.0000 230,610.77 01/31/2011 12X4215 1215207 09/30/2058 02005 4.870000800 13,856,000.0000 224,929.10 01/31/2011 12X4215 1215207 09/30/2059 02005 4.870000800 6,914,000.0000 112,237.29 01/31/2011 12X4215 1215207 09/30/2060 02005 4.870000800 3,158,000.0000 51,264.88 01/31/2011 12X4215 1215207 09/30/2056 02006 4.759999200 885,600.0000 14,051.52 01/31/2011 12X4215 1215207 09/30/2057 02006 4.759999200 13,540,800.0000 214,847.32 01/31/2011 12X4215 1215207 09/30/2058 02006 4.759999200 13,388,000.0000 212,422.90 01/31/2011 12X4215 1215207 09/30/2059 02006 4.759999200 13,287,681.0000 210,831.17 01/31/2011 12X4215 1215207 09/30/2060 02006 4.759999200 8,638,000.0000 137,056.24 01/31/2011 12X4215 1215207 09/30/2061 02006 4.759999200 4,442,000.0000 70,479.72 01/31/2011 12X4215 1215207 09/30/2057 02007 4.560001200 4,903,000.0000 74,525.62 01/31/2011 12X4215 1215207 09/30/2058 02007 4.560001200 11,643,000.0000 176,973.65 01/31/2011 12X4215 1215207 09/30/2059 02007 4.560001200 21,033,000.0000 319,701.68 01/31/2011 12X4215 1215207 09/30/2060 02007 4.560001200 10,666,000.0000 162,123.24 01/31/2011 12X4215 1215207 09/30/2061 02007 4.560001200 1,008,000.0000 15,321.60 01/31/2011 12X4215 1215207 09/30/2058 02008 4.560001200 3,537,600.0000 53,771.53 01/31/2011 12X4215 1215207 09/30/2059 02008 4.560001200 12,259,000.0000 186,336.85 01/31/2011 12X4215 1215207 09/30/2060 02008 4.560001200 13,486,000.0000 204,987.25 01/31/2011 12X4215 1215207 09/30/2061 02008 4.560001200 2,241,000.0000 34,063.21 01/31/2011 12X4215 1215207 09/30/2059 02009 4.780000800 1,897,200.0000 30,228.73 01/31/2011 12X4215 1215207 09/30/2060 02009 4.780000800 16,265,000.0000 259,155.71 01/31/2011 12X4215 1215207 09/30/2061 02009 4.780000800 4,713,000.0000 75,093.81 01/31/2011 12X4215 1215207 09/30/2060 02010 2.959999200 9,524,500.0000 93,975.04 01/31/2011 12X4215 1215207 09/30/2061 02010 2.959999200 1,506,000.0000 14,859.20 01/31/2011 12X4215 1215207 09/30/2061 02011 2.959999200 5,417,000.0000 0.00 01/31/2011 ------------------------ ---------------------- 1,490,795,292.0000 29,738,196.06 208 SUB-COHORT 12X4215 1215208 09/30/2011 02001 3.399998400 1,550,000.0000 17,566.66 01/31/2011 12X4215 1215208 09/30/2012 02001 3.399998400 18,000.0000 204.00 01/31/2011 12X4215 1215208 09/30/2013 02001 3.399998400 535,000.0000 6,063.33 01/31/2011 12X4215 1215208 09/30/2012 02006 3.650000400 516,000.0000 6,278.00 01/31/2011 12X4215 1215208 09/30/2013 02006 3.650000400 25,000.0000 304.17 01/31/2011 12X4215 1215208 09/30/2011 02007 4.129999200 61,000.0000 839.77 01/31/2011 12X4215 1215208 09/30/2012 02007 4.129999200 752,000.0000 10,352.53 01/31/2011 12X4215 1215208 09/30/2013 02007 4.129999200 432,000.0000 5,947.20 01/31/2011 12X4215 1215208 09/30/2014 02007 4.129999200 290,000.0000 3,992.33 01/31/2011 12X4215 1215208 09/30/2012 02008 1.440000000 885,000.0000 4,248.00 01/31/2011 12X4215 1215208 09/30/2013 02008 1.440000000 39,000.0000 187.20 01/31/2011 12X4215 1215208 09/30/2012 02009 1.440000000 185,000.0000 888.00 01/31/2011 12X4215 1215208 09/30/2013 02009 1.440000000 259,000.0000 1,243.20 01/31/2011 ------------------------ ---------------------- 5,547,000.0000 58,114.39 209 SUB-COHORT 12X4215 1215209 09/30/2060 01992 7.310001600 654,000.0000 15,935.80 01/31/2011 12X4215 1215209 09/30/2057 01993 6.710000400 553,300.0000 12,375.48 01/31/2011 12X4215 1215209 09/30/2057 01994 6.770001600 2,178,700.0000 49,166.01 01/31/2011 12X4215 1215209 09/30/2060 01994 6.770001600 165,000.0000 3,723.50 01/31/2011 12X4215 1215209 09/30/2047 01997 6.890000400 783,000.0000 17,982.90 01/31/2011 12X4215 1215209 09/30/2048 01997 6.890000400 50,000.0000 1,148.33 01/31/2011 12X4215 1215209 09/30/2050 01997 6.890000400 17,000.0000 390.43 01/31/2011 12X4215 1215209 09/30/2052 01997 6.890000400 400,000.0000 9,186.67 01/31/2011 12X4215 1215209 09/30/2055 01997 6.890000400 86,600.0000 1,988.91 01/31/2011 12X4215 1215209 09/30/2056 01997 6.890000400 3,100.0000 71.20 01/31/2011 12X4215 1215209 09/30/2059 01997 6.890000400 81,000.0000 1,860.30 01/31/2011 12X4215 1215209 09/30/2060 01997 6.890000400 6,210,500.0000 142,634.49 01/31/2011 12X4215 1215209 09/30/2059 01998 5.979999600 374,600.0000 7,467.03 01/31/2011 12X4215 1215209 09/30/2060 01998 5.979999600 110,800.0000 2,208.61 01/31/2011 12X4215 1215209 09/30/2059 01999 5.810000400 624,800.0000 12,100.29 01/31/2011 12X4215 1215209 09/30/2060 01999 5.810000400 1,925,900.0000 37,298.27 01/31/2011 12X4215 1215209 09/30/2050 02000 6.360001200 267,500.0000 5,671.00 01/31/2011 12X4215 1215209 09/30/2054 02000 6.360001200 8,500.0000 180.20 01/31/2011 12X4215 1215209 09/30/2055 02000 6.360001200 13,900.0000 294.68 01/31/2011 12X4215 1215209 09/30/2056 02000 6.360001200 1,500.0000 31.80 01/31/2011 12X4215 1215209 09/30/2060 02000 6.360001200 349,100.0000 7,400.92 01/31/2011 12X4215 1215209 09/30/2051 02001 5.670000000 148,200.0000 2,800.98 01/31/2011 12X4215 1215209 09/30/2052 02001 5.670000000 120,000.0000 2,268.00 01/31/2011 12X4215 1215209 09/30/2055 02001 5.670000000 24,700.0000 466.83 01/31/2011 12X4215 1215209 09/30/2056 02001 5.670000000 7,500.0000 141.75 01/31/2011 12X4215 1215209 09/30/2060 02001 5.670000000 692,000.0000 13,078.80 01/31/2011 12X4215 1215209 09/30/2052 02002 5.600001600 590,500.0000 11,022.67 01/31/2011 12X4215 1215209 09/30/2056 02002 5.600001600 5,000.0000 93.33 01/31/2011 12X4215 1215209 09/30/2060 02002 5.600001600 410,000.0000 7,653.34 01/31/2011 12X4215 1215209 09/30/2054 02003 4.899999600 769,600.0000 12,570.13 01/31/2011 12X4215 1215209 09/30/2058 02003 4.899999600 50,000.0000 816.67 01/31/2011 12X4215 1215209 09/30/2060 02003 4.899999600 352,000.0000 5,749.33 01/31/2011 12X4215 1215209 09/30/2054 02004 5.190001200 152,800.0000 2,643.44 01/31/2011 12X4215 1215209 09/30/2056 02004 5.190001200 10,000.0000 173.00 01/31/2011 12X4215 1215209 09/30/2060 02004 5.190001200 90,000.0000 1,557.00 01/31/2011 12X4215 1215209 09/30/2055 02005 4.479998400 625,400.0000 9,339.30 01/31/2011 12X4215 1215209 09/30/2056 02005 4.479998400 177,000.0000 2,643.20 01/31/2011 12X4215 1215209 09/30/2060 02005 4.479998400 39,000.0000 582.40 01/31/2011 12X4215 1215209 09/30/2057 02006 4.889998800 784,900.0000 12,793.87 01/31/2011 12X4215 1215209 09/30/2059 02006 4.889998800 114,000.0000 1,858.20 01/31/2011 12X4215 1215209 09/30/2060 02006 4.889998800 14,000.0000 228.20 01/31/2011 12X4215 1215209 09/30/2057 02007 4.910000400 809,000.0000 13,240.63 01/31/2011 12X4215 1215209 09/30/2059 02007 4.910000400 66,000.0000 1,080.20 01/31/2011 12X4215 1215209 09/30/2060 02007 4.910000400 36,000.0000 589.20 01/31/2011 12X4215 1215209 09/30/2058 02008 4.190000400 929,000.0000 12,975.03 01/31/2011 12X4215 1215209 09/30/2059 02008 4.190000400 39,000.0000 544.70 01/31/2011 12X4215 1215209 09/30/2060 02008 4.190000400 20,000.0000 279.33 01/31/2011 12X4215 1215209 09/30/2059 02009 3.840001200 934,000.0000 11,955.20 01/31/2011 12X4215 1215209 09/30/2060 02009 3.840001200 105,000.0000 1,344.00 01/31/2011 12X4215 1215209 09/30/2060 02010 3.840001200 950,000.0000 12,160.00 01/31/2011 ------------------------ ---------------------- 23,923,400.0000 471,765.55 212 SUB-COHORT 12X4215 1215212 09/30/2011 02001 5.370001200 179,000.0000 3,204.10 01/31/2011 12X4215 1215212 09/30/2012 02001 5.370001200 30,000.0000 537.00 01/31/2011 12X4215 1215212 09/30/2011 02002 5.289998400 252,000.0000 4,443.60 01/31/2011 12X4215 1215212 09/30/2012 02002 5.289998400 4,000.0000 70.53 01/31/2011 12X4215 1215212 09/30/2011 02003 4.250001600 140,000.0000 1,983.33 01/31/2011 ------------------------ ---------------------- 605,000.0000 10,238.56 401 SUB-COHORT 12X4215 1215401 09/30/2011 02000 5.709999600 5,400.0000 102.78 01/31/2011 12X4215 1215401 09/30/2011 02001 3.700000800 1,548,000.0000 19,092.00 01/31/2011 12X4215 1215401 09/30/2011 02003 2.120000400 1,000.0000 7.07 01/31/2011 12X4215 1215401 09/30/2013 02004 3.480001200 1,000.0000 11.60 01/31/2011 12X4215 1215401 09/30/2011 02005 3.620001600 1,414,000.0000 17,062.27 01/31/2011 12X4215 1215401 09/30/2013 02005 3.620001600 270,000.0000 3,258.00 01/31/2011 12X4215 1215401 09/30/2013 02006 3.409999200 750,000.0000 8,525.00 01/31/2011 12X4215 1215401 09/30/2013 02007 3.520000800 83,000.0000 973.87 01/31/2011 ------------------------ ---------------------- 4,072,400.0000 49,032.59 ======================== ====================== 15,645,622,275.0000 259,988,478.98 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00