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 2,931,493.00 02/28/2011 12X4215 1215201 09/30/2027 01992 7.490001600 28,500,000.0000 889,437.69 02/28/2011 12X4215 1215201 09/30/2032 01992 7.490001600 13,300,000.0000 415,070.92 02/28/2011 12X4215 1215201 09/30/2034 01992 7.490001600 13,500,000.0000 421,312.59 02/28/2011 12X4215 1215201 09/30/2038 01992 7.490001600 8,613,000.0000 268,797.43 02/28/2011 12X4215 1215201 09/30/2039 01992 7.490001600 4,677,000.0000 145,961.41 02/28/2011 12X4215 1215201 09/30/2040 01992 7.490001600 27,400,000.0000 855,108.52 02/28/2011 12X4215 1215201 09/30/2042 01992 7.490001600 36,500,000.0000 1,139,104.41 02/28/2011 12X4215 1215201 09/30/2043 01992 7.490001600 60,152,000.0000 1,877,244.07 02/28/2011 12X4215 1215201 09/30/2026 01993 6.670000800 38,818,600.0000 1,078,833.72 02/28/2011 12X4215 1215201 09/30/2027 01993 6.670000800 163,700,000.0000 4,549,496.38 02/28/2011 12X4215 1215201 09/30/2038 01993 6.670000800 9,728,900.0000 270,382.38 02/28/2011 12X4215 1215201 09/30/2040 01993 6.670000800 30,000,000.0000 833,750.10 02/28/2011 12X4215 1215201 09/30/2042 01993 6.670000800 25,200,000.0000 700,350.08 02/28/2011 12X4215 1215201 09/30/2043 01993 6.670000800 60,842,000.0000 1,690,900.79 02/28/2011 12X4215 1215201 09/30/2027 01994 6.869998800 122,292,000.0000 3,500,607.89 02/28/2011 12X4215 1215201 09/30/2028 01994 6.869998800 243,300,000.0000 6,964,461.28 02/28/2011 12X4215 1215201 09/30/2037 01994 6.869998800 11,000,000.0000 314,874.95 02/28/2011 12X4215 1215201 09/30/2038 01994 6.869998800 10,900,000.0000 312,012.45 02/28/2011 12X4215 1215201 09/30/2040 01994 6.869998800 45,000,000.0000 1,288,124.78 02/28/2011 12X4215 1215201 09/30/2042 01994 6.869998800 10,450,000.0000 299,131.20 02/28/2011 12X4215 1215201 09/30/2043 01994 6.869998800 2,125,000.0000 60,828.11 02/28/2011 12X4215 1215201 09/30/2028 01995 7.329999600 213,518,500.0000 6,521,210.50 02/28/2011 12X4215 1215201 09/30/2038 01995 7.329999600 4,311,000.0000 131,665.12 02/28/2011 12X4215 1215201 09/30/2039 01995 7.329999600 5,000.0000 152.71 02/28/2011 12X4215 1215201 09/30/2040 01995 7.329999600 27,000,000.0000 824,624.96 02/28/2011 12X4215 1215201 09/30/2042 01995 7.329999600 4,650,000.0000 142,018.74 02/28/2011 12X4215 1215201 09/30/2043 01995 7.329999600 20,390,000.0000 622,744.55 02/28/2011 12X4215 1215201 09/30/2029 01996 6.789999600 162,372,000.0000 4,593,774.23 02/28/2011 12X4215 1215201 09/30/2030 01996 6.789999600 100,000,000.0000 2,829,166.50 02/28/2011 12X4215 1215201 09/30/2037 01996 6.789999600 4,100,000.0000 115,995.83 02/28/2011 12X4215 1215201 09/30/2038 01996 6.789999600 14,424,700.0000 408,098.78 02/28/2011 12X4215 1215201 09/30/2040 01996 6.789999600 28,400,000.0000 803,483.29 02/28/2011 12X4215 1215201 09/30/2042 01996 6.789999600 2,000,000.0000 56,583.33 02/28/2011 12X4215 1215201 09/30/2043 01996 6.789999600 1,594,000.0000 45,096.91 02/28/2011 12X4215 1215201 09/30/2030 01997 6.660000000 42,488,700.0000 1,179,061.43 02/28/2011 12X4215 1215201 09/30/2031 01997 6.660000000 138,200,000.0000 3,835,050.00 02/28/2011 12X4215 1215201 09/30/2032 01997 6.660000000 5,500,000.0000 152,625.00 02/28/2011 12X4215 1215201 09/30/2037 01997 6.660000000 4,200,000.0000 116,550.00 02/28/2011 12X4215 1215201 09/30/2038 01997 6.660000000 6,367,000.0000 176,684.25 02/28/2011 12X4215 1215201 09/30/2040 01997 6.660000000 20,300,000.0000 563,325.00 02/28/2011 12X4215 1215201 09/30/2041 01997 6.660000000 51,000.0000 1,415.25 02/28/2011 12X4215 1215201 09/30/2042 01997 6.660000000 12,150,000.0000 337,162.50 02/28/2011 12X4215 1215201 09/30/2043 01997 6.660000000 1,121,000.0000 31,107.75 02/28/2011 12X4215 1215201 09/30/2031 01998 5.940000000 99,857,700.0000 2,471,478.08 02/28/2011 12X4215 1215201 09/30/2032 01998 5.940000000 172,100,000.0000 4,259,475.00 02/28/2011 12X4215 1215201 09/30/2033 01998 5.940000000 7,200,000.0000 178,200.00 02/28/2011 12X4215 1215201 09/30/2037 01998 5.940000000 20,500,000.0000 507,375.00 02/28/2011 12X4215 1215201 09/30/2038 01998 5.940000000 9,722,000.0000 240,619.50 02/28/2011 12X4215 1215201 09/30/2040 01998 5.940000000 27,400,000.0000 678,150.00 02/28/2011 12X4215 1215201 09/30/2042 01998 5.940000000 40,200,000.0000 994,950.00 02/28/2011 12X4215 1215201 09/30/2043 01998 5.940000000 1,614,000.0000 39,946.50 02/28/2011 12X4215 1215201 09/30/2032 01999 5.950000800 74,447,300.0000 1,845,672.89 02/28/2011 12X4215 1215201 09/30/2033 01999 5.950000800 199,000,000.0000 4,933,542.33 02/28/2011 12X4215 1215201 09/30/2034 01999 5.950000800 9,000,000.0000 223,125.03 02/28/2011 12X4215 1215201 09/30/2037 01999 5.950000800 24,200,000.0000 599,958.41 02/28/2011 12X4215 1215201 09/30/2038 01999 5.950000800 10,483,500.0000 259,903.47 02/28/2011 12X4215 1215201 09/30/2040 01999 5.950000800 27,800,000.0000 689,208.43 02/28/2011 12X4215 1215201 09/30/2042 01999 5.950000800 42,850,000.0000 1,062,323.06 02/28/2011 12X4215 1215201 09/30/2043 01999 5.950000800 2,021,000.0000 50,103.97 02/28/2011 12X4215 1215201 09/30/2033 02000 6.210000000 118,928,100.0000 3,077,264.59 02/28/2011 12X4215 1215201 09/30/2034 02000 6.210000000 236,600,000.0000 6,122,025.00 02/28/2011 12X4215 1215201 09/30/2035 02000 6.210000000 15,000,000.0000 388,125.00 02/28/2011 12X4215 1215201 09/30/2037 02000 6.210000000 3,000,000.0000 77,625.00 02/28/2011 12X4215 1215201 09/30/2038 02000 6.210000000 8,800,500.0000 227,712.94 02/28/2011 12X4215 1215201 09/30/2040 02000 6.210000000 35,700,000.0000 923,737.50 02/28/2011 12X4215 1215201 09/30/2042 02000 6.210000000 76,050,000.0000 1,967,793.75 02/28/2011 12X4215 1215201 09/30/2043 02000 6.210000000 2,303,000.0000 59,590.13 02/28/2011 12X4215 1215201 09/30/2034 02001 5.289998400 180,970,600.0000 3,988,892.44 02/28/2011 12X4215 1215201 09/30/2035 02001 5.289998400 236,000,000.0000 5,201,831.76 02/28/2011 12X4215 1215201 09/30/2036 02001 5.289998400 10,000,000.0000 220,416.60 02/28/2011 12X4215 1215201 09/30/2037 02001 5.289998400 13,200,000.0000 290,949.91 02/28/2011 12X4215 1215201 09/30/2038 02001 5.289998400 8,686,000.0000 191,453.86 02/28/2011 12X4215 1215201 09/30/2040 02001 5.289998400 37,800,000.0000 833,174.75 02/28/2011 12X4215 1215201 09/30/2042 02001 5.289998400 55,400,000.0000 1,221,107.96 02/28/2011 12X4215 1215201 09/30/2043 02001 5.289998400 2,582,000.0000 56,911.57 02/28/2011 12X4215 1215201 09/30/2035 02002 4.860000000 210,709,600.0000 4,266,869.40 02/28/2011 12X4215 1215201 09/30/2036 02002 4.860000000 233,000,000.0000 4,718,250.00 02/28/2011 12X4215 1215201 09/30/2037 02002 4.860000000 52,000,000.0000 1,053,000.00 02/28/2011 12X4215 1215201 09/30/2038 02002 4.860000000 46,350,100.0000 938,589.53 02/28/2011 12X4215 1215201 09/30/2039 02002 4.860000000 4,000.0000 81.00 02/28/2011 12X4215 1215201 09/30/2040 02002 4.860000000 36,200,000.0000 733,050.00 02/28/2011 12X4215 1215201 09/30/2042 02002 4.860000000 30,370,000.0000 614,992.50 02/28/2011 12X4215 1215201 09/30/2043 02002 4.860000000 10,234,000.0000 207,238.50 02/28/2011 12X4215 1215201 09/30/2044 02002 4.860000000 6,000.0000 121.50 02/28/2011 12X4215 1215201 09/30/2036 02003 4.500000000 227,723,100.0000 4,269,808.13 02/28/2011 12X4215 1215201 09/30/2037 02003 4.500000000 271,000,000.0000 5,081,250.00 02/28/2011 12X4215 1215201 09/30/2038 02003 4.500000000 115,557,000.0000 2,166,693.75 02/28/2011 12X4215 1215201 09/30/2039 02003 4.500000000 10,675,000.0000 200,156.25 02/28/2011 12X4215 1215201 09/30/2040 02003 4.500000000 25,831,000.0000 484,331.25 02/28/2011 12X4215 1215201 09/30/2041 02003 4.500000000 6,000,000.0000 112,500.00 02/28/2011 12X4215 1215201 09/30/2042 02003 4.500000000 19,900,000.0000 373,125.00 02/28/2011 12X4215 1215201 09/30/2043 02003 4.500000000 3,515,000.0000 65,906.25 02/28/2011 12X4215 1215201 09/30/2037 02004 4.669999200 441,372,200.0000 8,588,365.92 02/28/2011 12X4215 1215201 09/30/2038 02004 4.669999200 330,310,000.0000 6,427,280.98 02/28/2011 12X4215 1215201 09/30/2039 02004 4.669999200 17,413,000.0000 338,827.90 02/28/2011 12X4215 1215201 09/30/2040 02004 4.669999200 50,009,000.0000 973,091.62 02/28/2011 12X4215 1215201 09/30/2041 02004 4.669999200 3,753,000.0000 73,027.11 02/28/2011 12X4215 1215201 09/30/2042 02004 4.669999200 114,750,000.0000 2,232,843.37 02/28/2011 12X4215 1215201 09/30/2043 02004 4.669999200 4,432,000.0000 86,239.32 02/28/2011 12X4215 1215201 09/30/2038 02005 4.560001200 549,314,100.0000 10,436,970.65 02/28/2011 12X4215 1215201 09/30/2039 02005 4.560001200 278,957,000.0000 5,300,184.39 02/28/2011 12X4215 1215201 09/30/2040 02005 4.560001200 57,158,000.0000 1,086,002.29 02/28/2011 12X4215 1215201 09/30/2041 02005 4.560001200 3,802,000.0000 72,238.02 02/28/2011 12X4215 1215201 09/30/2042 02005 4.560001200 8,145,000.0000 154,755.04 02/28/2011 12X4215 1215201 09/30/2043 02005 4.560001200 3,895,000.0000 74,005.02 02/28/2011 12X4215 1215201 09/30/2039 02006 4.870000800 724,445,000.0000 14,700,198.87 02/28/2011 12X4215 1215201 09/30/2040 02006 4.870000800 229,682,000.0000 4,660,631.35 02/28/2011 12X4215 1215201 09/30/2041 02006 4.870000800 13,170,000.0000 267,241.29 02/28/2011 12X4215 1215201 09/30/2042 02006 4.870000800 47,654,900.0000 966,997.50 02/28/2011 12X4215 1215201 09/30/2043 02006 4.870000800 4,128,000.0000 83,764.01 02/28/2011 12X4215 1215201 09/30/2040 02007 4.780000800 869,368,000.0000 17,314,915.56 02/28/2011 12X4215 1215201 09/30/2041 02007 4.780000800 166,241,000.0000 3,310,967.14 02/28/2011 12X4215 1215201 09/30/2042 02007 4.780000800 47,218,000.0000 940,425.32 02/28/2011 12X4215 1215201 09/30/2043 02007 4.780000800 4,580,000.0000 91,218.35 02/28/2011 12X4215 1215201 09/30/2044 02007 4.780000800 6,000.0000 119.50 02/28/2011 12X4215 1215201 09/30/2041 02008 4.200001200 853,356,000.0000 14,933,734.27 02/28/2011 12X4215 1215201 09/30/2042 02008 4.200001200 201,621,197.0000 3,528,371.96 02/28/2011 12X4215 1215201 09/30/2043 02008 4.200001200 19,995,000.0000 349,912.60 02/28/2011 12X4215 1215201 09/30/2044 02008 4.200001200 231,000.0000 4,042.50 02/28/2011 12X4215 1215201 09/30/2042 02009 3.620001600 1,108,465,818.0000 16,719,366.81 02/28/2011 12X4215 1215201 09/30/2043 02009 3.620001600 274,331,000.0000 4,137,827.75 02/28/2011 12X4215 1215201 09/30/2044 02009 3.620001600 2,896,000.0000 43,681.35 02/28/2011 12X4215 1215201 09/30/2043 02010 3.729999600 1,710,254,000.0000 26,580,194.73 02/28/2011 12X4215 1215201 09/30/2044 02010 3.729999600 286,513,000.0000 4,452,889.06 02/28/2011 12X4215 1215201 09/30/2044 02011 3.729999600 227,621,000.0000 3,537,609.33 02/28/2011 ------------------------ ---------------------- 13,636,652,115.0000 275,931,429.15 202 SUB-COHORT 12X4215 1215202 09/30/2021 01992 7.490001600 135,726.0000 4,235.78 02/28/2011 12X4215 1215202 09/30/2022 01992 7.490001600 20,000.0000 624.17 02/28/2011 12X4215 1215202 09/30/2027 01992 7.490001600 76,700.0000 2,393.68 02/28/2011 12X4215 1215202 09/30/2029 01992 7.490001600 3,000.0000 93.63 02/28/2011 12X4215 1215202 09/30/2021 01993 6.660000000 231,000.0000 6,410.25 02/28/2011 12X4215 1215202 09/30/2026 01993 6.660000000 18,000.0000 499.50 02/28/2011 12X4215 1215202 09/30/2027 01993 6.660000000 72,900.0000 2,022.98 02/28/2011 12X4215 1215202 09/30/2029 01993 6.660000000 110,000.0000 3,052.50 02/28/2011 12X4215 1215202 09/30/2019 01994 6.819998400 1,395,000.0000 39,641.24 02/28/2011 12X4215 1215202 09/30/2026 01994 6.819998400 303,000.0000 8,610.25 02/28/2011 12X4215 1215202 09/30/2029 01994 6.819998400 1,450,000.0000 41,204.16 02/28/2011 12X4215 1215202 09/30/2019 01995 7.189999200 254,800.0000 7,633.38 02/28/2011 12X4215 1215202 09/30/2026 01995 7.189999200 475,000.0000 14,230.21 02/28/2011 12X4215 1215202 09/30/2027 01995 7.189999200 300,000.0000 8,987.50 02/28/2011 12X4215 1215202 09/30/2029 01995 7.189999200 1,550,000.0000 46,435.41 02/28/2011 12X4215 1215202 09/30/2030 01995 7.189999200 244,000.0000 7,309.83 02/28/2011 12X4215 1215202 09/30/2020 01996 6.649999200 1,114,000.0000 30,867.08 02/28/2011 12X4215 1215202 09/30/2026 01996 6.649999200 1,125,000.0000 31,171.87 02/28/2011 12X4215 1215202 09/30/2029 01996 6.649999200 2,500,000.0000 69,270.83 02/28/2011 12X4215 1215202 09/30/2019 01997 6.670000800 815,400.0000 22,661.33 02/28/2011 12X4215 1215202 09/30/2026 01997 6.670000800 1,397,000.0000 38,824.96 02/28/2011 12X4215 1215202 09/30/2027 01997 6.670000800 300,000.0000 8,337.50 02/28/2011 12X4215 1215202 09/30/2029 01997 6.670000800 2,450,000.0000 68,089.59 02/28/2011 12X4215 1215202 09/30/2019 01998 5.829998400 2,487,000.0000 60,413.36 02/28/2011 12X4215 1215202 09/30/2026 01998 5.829998400 2,123,000.0000 51,571.19 02/28/2011 12X4215 1215202 09/30/2029 01998 5.829998400 1,350,000.0000 32,793.74 02/28/2011 12X4215 1215202 09/30/2019 01999 5.789998800 2,136,000.0000 51,530.99 02/28/2011 12X4215 1215202 09/30/2025 01999 5.789998800 60,000.0000 1,447.50 02/28/2011 12X4215 1215202 09/30/2026 01999 5.789998800 2,273,000.0000 54,836.11 02/28/2011 12X4215 1215202 09/30/2027 01999 5.789998800 7,000.0000 168.87 02/28/2011 12X4215 1215202 09/30/2029 01999 5.789998800 1,350,000.0000 32,568.74 02/28/2011 12X4215 1215202 09/30/2020 02000 6.239998800 431,000.0000 11,206.00 02/28/2011 12X4215 1215202 09/30/2021 02000 6.239998800 2,100,000.0000 54,599.99 02/28/2011 12X4215 1215202 09/30/2026 02000 6.239998800 2,974,000.0000 77,323.99 02/28/2011 12X4215 1215202 09/30/2027 02000 6.239998800 300,000.0000 7,800.00 02/28/2011 12X4215 1215202 09/30/2029 02000 6.239998800 1,400,000.0000 36,399.99 02/28/2011 12X4215 1215202 09/30/2021 02001 5.169999600 1,920,800.0000 41,377.23 02/28/2011 12X4215 1215202 09/30/2022 02001 5.169999600 3,000,000.0000 64,625.00 02/28/2011 12X4215 1215202 09/30/2024 02001 5.169999600 920,000.0000 19,818.33 02/28/2011 12X4215 1215202 09/30/2025 02001 5.169999600 21,400.0000 460.99 02/28/2011 12X4215 1215202 09/30/2026 02001 5.169999600 1,580,000.0000 34,035.83 02/28/2011 12X4215 1215202 09/30/2027 02001 5.169999600 400,000.0000 8,616.67 02/28/2011 12X4215 1215202 09/30/2029 02001 5.169999600 1,650,000.0000 35,543.75 02/28/2011 12X4215 1215202 09/30/2022 02002 4.770000000 1,891,000.0000 37,583.63 02/28/2011 12X4215 1215202 09/30/2023 02002 4.770000000 4,000,000.0000 79,500.00 02/28/2011 12X4215 1215202 09/30/2024 02002 4.770000000 1,862,000.0000 37,007.25 02/28/2011 12X4215 1215202 09/30/2025 02002 4.770000000 5,900.0000 117.26 02/28/2011 12X4215 1215202 09/30/2026 02002 4.770000000 1,697,400.0000 33,735.83 02/28/2011 12X4215 1215202 09/30/2027 02002 4.770000000 500,000.0000 9,937.50 02/28/2011 12X4215 1215202 09/30/2029 02002 4.770000000 2,400,000.0000 47,700.00 02/28/2011 12X4215 1215202 09/30/2023 02003 4.110001200 3,236,000.0000 55,416.52 02/28/2011 12X4215 1215202 09/30/2024 02003 4.110001200 6,500,000.0000 111,312.53 02/28/2011 12X4215 1215202 09/30/2025 02003 4.110001200 670,000.0000 11,473.75 02/28/2011 12X4215 1215202 09/30/2026 02003 4.110001200 703,000.0000 12,038.88 02/28/2011 12X4215 1215202 09/30/2027 02003 4.110001200 500,000.0000 8,562.50 02/28/2011 12X4215 1215202 09/30/2029 02003 4.110001200 2,400,000.0000 41,100.01 02/28/2011 12X4215 1215202 09/30/2024 02004 4.309999200 8,061,000.0000 144,762.10 02/28/2011 12X4215 1215202 09/30/2025 02004 4.309999200 3,560,000.0000 63,931.65 02/28/2011 12X4215 1215202 09/30/2026 02004 4.309999200 1,006,000.0000 18,066.08 02/28/2011 12X4215 1215202 09/30/2027 02004 4.309999200 500,000.0000 8,979.17 02/28/2011 12X4215 1215202 09/30/2029 02004 4.309999200 3,250,000.0000 58,364.57 02/28/2011 12X4215 1215202 09/30/2025 02005 4.330000800 11,883,900.0000 214,405.40 02/28/2011 12X4215 1215202 09/30/2026 02005 4.330000800 4,005,000.0000 72,256.89 02/28/2011 12X4215 1215202 09/30/2027 02005 4.330000800 773,000.0000 13,946.21 02/28/2011 12X4215 1215202 09/30/2028 02005 4.330000800 15,000.0000 270.63 02/28/2011 12X4215 1215202 09/30/2029 02005 4.330000800 3,550,000.0000 64,047.93 02/28/2011 12X4215 1215202 09/30/2026 02006 4.820000400 12,630,400.0000 253,660.55 02/28/2011 12X4215 1215202 09/30/2027 02006 4.820000400 3,101,000.0000 62,278.42 02/28/2011 12X4215 1215202 09/30/2029 02006 4.820000400 6,275,000.0000 126,022.93 02/28/2011 12X4215 1215202 09/30/2027 02007 4.700001600 12,903,000.0000 252,683.84 02/28/2011 12X4215 1215202 09/30/2028 02007 4.700001600 1,078,000.0000 21,110.84 02/28/2011 12X4215 1215202 09/30/2029 02007 4.700001600 11,439,000.0000 224,013.83 02/28/2011 12X4215 1215202 09/30/2030 02007 4.700001600 20,000.0000 391.67 02/28/2011 12X4215 1215202 09/30/2028 02008 3.849998400 13,265,000.0000 212,792.62 02/28/2011 12X4215 1215202 09/30/2029 02008 3.849998400 6,108,442.0000 97,989.55 02/28/2011 12X4215 1215202 09/30/2030 02008 3.849998400 2,265,000.0000 36,334.36 02/28/2011 12X4215 1215202 09/30/2029 02009 3.309998400 16,449,000.0000 226,859.02 02/28/2011 12X4215 1215202 09/30/2030 02009 3.309998400 3,996,000.0000 55,111.47 02/28/2011 12X4215 1215202 09/30/2031 02009 3.309998400 11,000.0000 151.71 02/28/2011 12X4215 1215202 09/30/2030 02010 3.309998400 20,693,800.0000 285,401.85 02/28/2011 12X4215 1215202 09/30/2031 02010 3.309998400 2,036,000.0000 28,079.82 02/28/2011 12X4215 1215202 09/30/2031 02011 3.039998400 4,972,000.0000 62,978.63 02/28/2011 ------------------------ ---------------------- 225,035,568.0000 4,230,123.30 203 SUB-COHORT 12X4215 1215203 09/30/2042 01992 7.570000800 30,280,000.0000 955,081.77 02/28/2011 12X4215 1215203 09/30/2040 01993 6.660000000 204,000.0000 5,661.00 02/28/2011 12X4215 1215203 09/30/2042 01993 6.660000000 32,758,000.0000 909,034.50 02/28/2011 12X4215 1215203 09/30/2043 01993 6.660000000 220,000.0000 6,105.00 02/28/2011 12X4215 1215203 09/30/2042 01994 6.789999600 28,944,000.0000 818,873.95 02/28/2011 12X4215 1215203 09/30/2043 01994 6.789999600 198,000.0000 5,601.75 02/28/2011 12X4215 1215203 09/30/2043 01997 6.660000000 9,028,000.0000 250,527.00 02/28/2011 12X4215 1215203 09/30/2031 01998 5.979999600 2,440,000.0000 60,796.66 02/28/2011 12X4215 1215203 09/30/2032 01998 5.979999600 963,000.0000 23,994.75 02/28/2011 12X4215 1215203 09/30/2038 01998 5.979999600 2,700.0000 67.27 02/28/2011 12X4215 1215203 09/30/2042 01998 5.979999600 4,050,000.0000 100,912.49 02/28/2011 12X4215 1215203 09/30/2043 01998 5.979999600 6,000.0000 149.50 02/28/2011 12X4215 1215203 09/30/2032 01999 5.810000400 613,000.0000 14,839.71 02/28/2011 12X4215 1215203 09/30/2042 01999 5.810000400 5,000,000.0000 121,041.68 02/28/2011 12X4215 1215203 09/30/2043 01999 5.810000400 674,000.0000 16,316.42 02/28/2011 12X4215 1215203 09/30/2033 02000 6.350000400 2,346,000.0000 62,071.25 02/28/2011 12X4215 1215203 09/30/2042 02000 6.350000400 627,000.0000 16,589.38 02/28/2011 12X4215 1215203 09/30/2043 02000 6.350000400 118,000.0000 3,122.08 02/28/2011 12X4215 1215203 09/30/2034 02001 4.730000400 335,000.0000 6,602.29 02/28/2011 12X4215 1215203 09/30/2042 02001 4.730000400 600,000.0000 11,825.00 02/28/2011 12X4215 1215203 09/30/2035 02002 4.939999200 221,000.0000 4,548.92 02/28/2011 12X4215 1215203 09/30/2042 02002 4.939999200 262,000.0000 5,392.83 02/28/2011 12X4215 1215203 09/30/2036 02003 4.100000400 372,000.0000 6,355.00 02/28/2011 12X4215 1215203 09/30/2042 02003 4.100000400 105,000.0000 1,793.75 02/28/2011 12X4215 1215203 09/30/2037 02004 3.949999200 316,000.0000 5,200.83 02/28/2011 12X4215 1215203 09/30/2042 02004 3.949999200 72,000.0000 1,185.00 02/28/2011 12X4215 1215203 09/30/2038 02005 3.880000800 582,000.0000 9,409.00 02/28/2011 12X4215 1215203 09/30/2042 02005 3.880000800 220,000.0000 3,556.67 02/28/2011 12X4215 1215203 09/30/2039 02006 4.839998400 388,000.0000 7,824.66 02/28/2011 12X4215 1215203 09/30/2042 02006 4.839998400 55,000.0000 1,109.17 02/28/2011 12X4215 1215203 09/30/2040 02007 4.880001600 146,000.0000 2,968.67 02/28/2011 12X4215 1215203 09/30/2042 02007 4.880001600 37,000.0000 752.33 02/28/2011 12X4215 1215203 09/30/2043 02007 4.880001600 9,200.0000 0.00 02/28/2011 12X4215 1215203 09/30/2041 02008 3.489998400 312,000.0000 4,537.00 02/28/2011 12X4215 1215203 09/30/2042 02008 3.489998400 42,000.0000 610.75 02/28/2011 12X4215 1215203 09/30/2042 02009 3.089998800 938,000.0000 12,076.75 02/28/2011 12X4215 1215203 09/30/2043 02009 3.089998800 127,600.0000 1,642.85 02/28/2011 12X4215 1215203 09/30/2043 02010 3.089998800 1,594,800.0000 20,533.04 02/28/2011 12X4215 1215203 09/30/2044 02011 3.089998800 247,000.0000 3,180.12 02/28/2011 ------------------------ ---------------------- 125,453,300.0000 3,481,890.79 206 SUB-COHORT 12X4215 1215206 09/30/2027 01992 6.919999200 494,000.0000 14,243.67 02/28/2011 12X4215 1215206 09/30/2028 01992 6.919999200 1,000,000.0000 28,833.33 02/28/2011 12X4215 1215206 09/30/2029 01992 6.919999200 1,800,000.0000 51,899.99 02/28/2011 12X4215 1215206 09/30/2035 01992 6.919999200 1,600,000.0000 46,133.33 02/28/2011 12X4215 1215206 09/30/2037 01992 6.919999200 39,000.0000 1,124.50 02/28/2011 12X4215 1215206 09/30/2038 01992 6.919999200 360,000.0000 10,380.00 02/28/2011 12X4215 1215206 09/30/2042 01992 6.919999200 781,000.0000 22,518.83 02/28/2011 12X4215 1215206 09/30/2028 01993 7.049998800 1,878,000.0000 55,166.24 02/28/2011 12X4215 1215206 09/30/2029 01993 7.049998800 1,993,000.0000 58,544.37 02/28/2011 12X4215 1215206 09/30/2030 01993 7.049998800 1,300,000.0000 38,187.49 02/28/2011 12X4215 1215206 09/30/2038 01993 7.049998800 488,000.0000 14,335.00 02/28/2011 12X4215 1215206 09/30/2042 01993 7.049998800 1,300,000.0000 38,187.49 02/28/2011 12X4215 1215206 09/30/2043 01994 6.990001200 6,948,200.0000 202,366.36 02/28/2011 12X4215 1215206 09/30/2029 01995 6.950001600 1,448,000.0000 41,931.68 02/28/2011 12X4215 1215206 09/30/2030 01995 6.950001600 2,000,000.0000 57,916.68 02/28/2011 12X4215 1215206 09/30/2033 01995 6.950001600 1,200,000.0000 34,750.01 02/28/2011 12X4215 1215206 09/30/2035 01995 6.950001600 310,000.0000 8,977.09 02/28/2011 12X4215 1215206 09/30/2038 01995 6.950001600 195,000.0000 5,646.88 02/28/2011 12X4215 1215206 09/30/2042 01995 6.950001600 1,600,000.0000 46,333.34 02/28/2011 12X4215 1215206 09/30/2030 01996 6.419998800 987,000.0000 26,402.25 02/28/2011 12X4215 1215206 09/30/2031 01996 6.419998800 1,375,000.0000 36,781.24 02/28/2011 12X4215 1215206 09/30/2032 01996 6.419998800 2,000,000.0000 53,499.99 02/28/2011 12X4215 1215206 09/30/2034 01996 6.419998800 50,000.0000 1,337.50 02/28/2011 12X4215 1215206 09/30/2035 01996 6.419998800 400,000.0000 10,700.00 02/28/2011 12X4215 1215206 09/30/2038 01996 6.419998800 437,000.0000 11,689.75 02/28/2011 12X4215 1215206 09/30/2042 01996 6.419998800 2,550,000.0000 68,212.49 02/28/2011 12X4215 1215206 09/30/2030 01997 6.040000800 734,800.0000 18,492.47 02/28/2011 12X4215 1215206 09/30/2031 01997 6.040000800 3,000,000.0000 75,500.01 02/28/2011 12X4215 1215206 09/30/2032 01997 6.040000800 1,000,000.0000 25,166.67 02/28/2011 12X4215 1215206 09/30/2033 01997 6.040000800 700,000.0000 17,616.67 02/28/2011 12X4215 1215206 09/30/2035 01997 6.040000800 400,000.0000 10,066.67 02/28/2011 12X4215 1215206 09/30/2038 01997 6.040000800 317,000.0000 7,977.83 02/28/2011 12X4215 1215206 09/30/2042 01997 6.040000800 2,100,000.0000 52,850.01 02/28/2011 12X4215 1215206 09/30/2032 01998 5.979999600 2,918,600.0000 72,721.78 02/28/2011 12X4215 1215206 09/30/2033 01998 5.979999600 800,000.0000 19,933.33 02/28/2011 12X4215 1215206 09/30/2035 01998 5.979999600 1,000,000.0000 24,916.67 02/28/2011 12X4215 1215206 09/30/2038 01998 5.979999600 257,000.0000 6,403.58 02/28/2011 12X4215 1215206 09/30/2040 01998 5.979999600 827,000.0000 20,606.08 02/28/2011 12X4215 1215206 09/30/2042 01998 5.979999600 706,000.0000 17,591.17 02/28/2011 12X4215 1215206 09/30/2043 01998 5.979999600 782,000.0000 19,484.83 02/28/2011 12X4215 1215206 09/30/2034 01999 5.690001600 224,000.0000 5,310.67 02/28/2011 12X4215 1215206 09/30/2035 01999 5.690001600 3,000,000.0000 71,125.02 02/28/2011 12X4215 1215206 09/30/2036 01999 5.690001600 1,000,000.0000 23,708.34 02/28/2011 12X4215 1215206 09/30/2037 01999 5.690001600 3,400,000.0000 80,608.36 02/28/2011 12X4215 1215206 09/30/2038 01999 5.690001600 755,000.0000 17,899.80 02/28/2011 12X4215 1215206 09/30/2040 01999 5.690001600 400,000.0000 9,483.34 02/28/2011 12X4215 1215206 09/30/2042 01999 5.690001600 1,250,000.0000 29,635.43 02/28/2011 12X4215 1215206 09/30/2035 02000 5.349999600 3,454,000.0000 76,995.41 02/28/2011 12X4215 1215206 09/30/2036 02000 5.349999600 3,700,000.0000 82,479.16 02/28/2011 12X4215 1215206 09/30/2037 02000 5.349999600 2,616,000.0000 58,315.00 02/28/2011 12X4215 1215206 09/30/2038 02000 5.349999600 628,000.0000 13,999.17 02/28/2011 12X4215 1215206 09/30/2039 02000 5.349999600 2,071,000.0000 46,166.04 02/28/2011 12X4215 1215206 09/30/2042 02000 5.349999600 2,450,000.0000 54,614.58 02/28/2011 12X4215 1215206 09/30/2036 02001 5.159998800 1,124,000.0000 24,165.99 02/28/2011 12X4215 1215206 09/30/2037 02001 5.159998800 6,400,000.0000 137,599.97 02/28/2011 12X4215 1215206 09/30/2038 02001 5.159998800 2,748,000.0000 59,081.99 02/28/2011 12X4215 1215206 09/30/2039 02001 5.159998800 1,593,000.0000 34,249.49 02/28/2011 12X4215 1215206 09/30/2040 02001 5.159998800 388,000.0000 8,342.00 02/28/2011 12X4215 1215206 09/30/2041 02001 5.159998800 148,000.0000 3,182.00 02/28/2011 12X4215 1215206 09/30/2042 02001 5.159998800 3,287,000.0000 70,670.48 02/28/2011 12X4215 1215206 09/30/2043 02001 5.159998800 1,370,000.0000 29,454.99 02/28/2011 12X4215 1215206 09/30/2037 02002 4.960000800 3,756,000.0000 77,624.01 02/28/2011 12X4215 1215206 09/30/2038 02002 4.960000800 7,200,000.0000 148,800.02 02/28/2011 12X4215 1215206 09/30/2039 02002 4.960000800 1,572,000.0000 32,488.01 02/28/2011 12X4215 1215206 09/30/2040 02002 4.960000800 1,812,000.0000 37,448.01 02/28/2011 12X4215 1215206 09/30/2041 02002 4.960000800 105,000.0000 2,170.00 02/28/2011 12X4215 1215206 09/30/2042 02002 4.960000800 2,950,000.0000 60,966.68 02/28/2011 12X4215 1215206 09/30/2043 02002 4.960000800 942,000.0000 19,468.00 02/28/2011 12X4215 1215206 09/30/2044 02002 4.960000800 584,000.0000 12,069.34 02/28/2011 12X4215 1215206 09/30/2037 02003 4.780000800 947,000.0000 18,861.09 02/28/2011 12X4215 1215206 09/30/2038 02003 4.780000800 1,787,000.0000 35,591.09 02/28/2011 12X4215 1215206 09/30/2039 02003 4.780000800 4,394,000.0000 87,513.85 02/28/2011 12X4215 1215206 09/30/2040 02003 4.780000800 1,085,000.0000 21,609.59 02/28/2011 12X4215 1215206 09/30/2041 02003 4.780000800 5,590,000.0000 111,334.19 02/28/2011 12X4215 1215206 09/30/2042 02003 4.780000800 7,405,200.0000 147,486.92 02/28/2011 12X4215 1215206 09/30/2043 02003 4.780000800 1,036,000.0000 20,633.67 02/28/2011 12X4215 1215206 09/30/2044 02003 4.780000800 763,000.0000 15,196.42 02/28/2011 12X4215 1215206 09/30/2038 02004 4.579999200 72,000.0000 1,374.00 02/28/2011 12X4215 1215206 09/30/2039 02004 4.579999200 2,959,000.0000 56,467.57 02/28/2011 12X4215 1215206 09/30/2040 02004 4.579999200 6,584,000.0000 125,644.64 02/28/2011 12X4215 1215206 09/30/2041 02004 4.579999200 1,165,000.0000 22,232.08 02/28/2011 12X4215 1215206 09/30/2042 02004 4.579999200 5,043,000.0000 96,237.23 02/28/2011 12X4215 1215206 09/30/2043 02004 4.579999200 1,126,000.0000 21,487.83 02/28/2011 12X4215 1215206 09/30/2038 02005 4.770000000 226,300.0000 4,497.71 02/28/2011 12X4215 1215206 09/30/2039 02005 4.770000000 586,000.0000 11,646.75 02/28/2011 12X4215 1215206 09/30/2040 02005 4.770000000 5,203,000.0000 103,409.63 02/28/2011 12X4215 1215206 09/30/2041 02005 4.770000000 4,534,000.0000 90,113.25 02/28/2011 12X4215 1215206 09/30/2042 02005 4.770000000 3,033,000.0000 60,280.88 02/28/2011 12X4215 1215206 09/30/2043 02005 4.770000000 1,950,000.0000 38,756.25 02/28/2011 12X4215 1215206 09/30/2044 02005 4.770000000 264,000.0000 0.00 02/28/2011 12X4215 1215206 09/30/2040 02006 4.929998400 1,875,700.0000 38,529.99 02/28/2011 12X4215 1215206 09/30/2041 02006 4.929998400 2,027,000.0000 41,637.94 02/28/2011 12X4215 1215206 09/30/2042 02006 4.929998400 1,482,000.0000 30,442.74 02/28/2011 12X4215 1215206 09/30/2043 02006 4.929998400 2,763,000.0000 56,756.61 02/28/2011 12X4215 1215206 09/30/2044 02006 4.929998400 153,000.0000 0.00 02/28/2011 12X4215 1215206 09/30/2040 02007 5.150001600 1,115,300.0000 23,932.49 02/28/2011 12X4215 1215206 09/30/2041 02007 5.150001600 1,027,000.0000 22,037.72 02/28/2011 12X4215 1215206 09/30/2042 02007 5.150001600 2,071,000.0000 44,440.22 02/28/2011 12X4215 1215206 09/30/2043 02007 5.150001600 7,216,000.0000 154,843.38 02/28/2011 12X4215 1215206 09/30/2044 02007 5.150001600 565,000.0000 12,123.96 02/28/2011 12X4215 1215206 09/30/2041 02008 5.100001200 652,700.0000 13,869.88 02/28/2011 12X4215 1215206 09/30/2042 02008 5.100001200 484,000.0000 10,285.00 02/28/2011 12X4215 1215206 09/30/2043 02008 5.100001200 254,500.0000 5,408.13 02/28/2011 12X4215 1215206 09/30/2044 02008 5.100001200 6,000.0000 127.50 02/28/2011 12X4215 1215206 09/30/2042 02009 4.899999600 2,146,000.0000 43,814.16 02/28/2011 12X4215 1215206 09/30/2043 02009 4.899999600 2,314,000.0000 47,244.16 02/28/2011 12X4215 1215206 09/30/2044 02009 4.899999600 408,000.0000 8,330.00 02/28/2011 12X4215 1215206 09/30/2043 02010 4.899999600 2,175,900.0000 44,424.62 02/28/2011 12X4215 1215206 09/30/2044 02010 4.899999600 258,000.0000 5,267.50 02/28/2011 12X4215 1215206 09/30/2044 02011 4.899999600 200,000.0000 4,083.33 02/28/2011 ------------------------ ---------------------- 195,949,200.0000 4,401,522.54 207 SUB-COHORT 12X4215 1215207 09/30/2043 01992 6.819998400 54,550,000.0000 1,550,128.80 02/28/2011 12X4215 1215207 09/30/2044 01992 6.819998400 78,100,000.0000 2,219,341.15 02/28/2011 12X4215 1215207 09/30/2045 01992 6.819998400 3,000,000.0000 85,249.98 02/28/2011 12X4215 1215207 09/30/2052 01992 6.819998400 31,000,000.0000 880,916.46 02/28/2011 12X4215 1215207 09/30/2056 01992 6.819998400 12,945,000.0000 367,853.66 02/28/2011 12X4215 1215207 09/30/2057 01992 6.819998400 10,000,000.0000 284,166.60 02/28/2011 12X4215 1215207 09/30/2058 01992 6.819998400 122,000.0000 3,466.83 02/28/2011 12X4215 1215207 09/30/2059 01992 6.819998400 1,250,000.0000 35,520.83 02/28/2011 12X4215 1215207 09/30/2060 01992 6.819998400 9,700,000.0000 275,641.60 02/28/2011 12X4215 1215207 09/30/2044 01993 6.890000400 75,785,000.0000 2,175,661.17 02/28/2011 12X4215 1215207 09/30/2045 01993 6.890000400 54,000,000.0000 1,550,250.09 02/28/2011 12X4215 1215207 09/30/2052 01993 6.890000400 34,000,000.0000 976,083.39 02/28/2011 12X4215 1215207 09/30/2056 01993 6.890000400 12,513,000.0000 359,227.40 02/28/2011 12X4215 1215207 09/30/2057 01993 6.890000400 9,200,000.0000 264,116.68 02/28/2011 12X4215 1215207 09/30/2058 01993 6.890000400 10,345,000.0000 296,987.73 02/28/2011 12X4215 1215207 09/30/2059 01993 6.890000400 4,750,000.0000 136,364.59 02/28/2011 12X4215 1215207 09/30/2060 01993 6.890000400 3,462,000.0000 99,388.26 02/28/2011 12X4215 1215207 09/30/2045 01994 7.089998400 26,264,000.0000 775,882.16 02/28/2011 12X4215 1215207 09/30/2046 01994 7.089998400 64,000,000.0000 1,890,666.24 02/28/2011 12X4215 1215207 09/30/2052 01994 7.089998400 29,000,000.0000 856,708.14 02/28/2011 12X4215 1215207 09/30/2055 01994 7.089998400 16,510,000.0000 487,732.81 02/28/2011 12X4215 1215207 09/30/2056 01994 7.089998400 9,570,000.0000 282,713.69 02/28/2011 12X4215 1215207 09/30/2057 01994 7.089998400 12,200,000.0000 360,408.25 02/28/2011 12X4215 1215207 09/30/2058 01994 7.089998400 12,651,000.0000 373,731.54 02/28/2011 12X4215 1215207 09/30/2059 01994 7.089998400 7,600,000.0000 224,516.62 02/28/2011 12X4215 1215207 09/30/2060 01994 7.089998400 2,589,000.0000 76,483.36 02/28/2011 12X4215 1215207 09/30/2046 01995 6.710000400 41,270,000.0000 1,153,840.49 02/28/2011 12X4215 1215207 09/30/2048 01995 6.710000400 2,000,000.0000 55,916.67 02/28/2011 12X4215 1215207 09/30/2050 01995 6.710000400 1,000,000.0000 27,958.34 02/28/2011 12X4215 1215207 09/30/2052 01995 6.710000400 14,000,000.0000 391,416.69 02/28/2011 12X4215 1215207 09/30/2055 01995 6.710000400 1,069,000.0000 29,887.46 02/28/2011 12X4215 1215207 09/30/2056 01995 6.710000400 6,695,000.0000 187,181.05 02/28/2011 12X4215 1215207 09/30/2057 01995 6.710000400 2,200,000.0000 61,508.34 02/28/2011 12X4215 1215207 09/30/2058 01995 6.710000400 63,000.0000 1,761.38 02/28/2011 12X4215 1215207 09/30/2059 01995 6.710000400 901,000.0000 25,190.46 02/28/2011 12X4215 1215207 09/30/2060 01995 6.710000400 3,298,000.0000 92,206.59 02/28/2011 12X4215 1215207 09/30/2047 01996 6.459998400 7,936,000.0000 213,610.61 02/28/2011 12X4215 1215207 09/30/2048 01996 6.459998400 29,000,000.0000 780,583.14 02/28/2011 12X4215 1215207 09/30/2052 01996 6.459998400 9,000,000.0000 242,249.94 02/28/2011 12X4215 1215207 09/30/2055 01996 6.459998400 667,600.0000 17,969.56 02/28/2011 12X4215 1215207 09/30/2056 01996 6.459998400 5,122,000.0000 137,867.13 02/28/2011 12X4215 1215207 09/30/2057 01996 6.459998400 3,700,000.0000 99,591.64 02/28/2011 12X4215 1215207 09/30/2058 01996 6.459998400 19,000.0000 511.42 02/28/2011 12X4215 1215207 09/30/2059 01996 6.459998400 61,000.0000 1,641.92 02/28/2011 12X4215 1215207 09/30/2060 01996 6.459998400 5,851,000.0000 157,489.38 02/28/2011 12X4215 1215207 09/30/2048 01997 5.950000800 18,810,000.0000 466,331.31 02/28/2011 12X4215 1215207 09/30/2049 01997 5.950000800 17,000,000.0000 421,458.39 02/28/2011 12X4215 1215207 09/30/2050 01997 5.950000800 1,000,000.0000 24,791.67 02/28/2011 12X4215 1215207 09/30/2051 01997 5.950000800 1,000,000.0000 24,791.67 02/28/2011 12X4215 1215207 09/30/2052 01997 5.950000800 14,000,000.0000 347,083.38 02/28/2011 12X4215 1215207 09/30/2055 01997 5.950000800 1,557,500.0000 38,613.03 02/28/2011 12X4215 1215207 09/30/2056 01997 5.950000800 5,215,000.0000 129,288.56 02/28/2011 12X4215 1215207 09/30/2057 01997 5.950000800 3,600,000.0000 89,250.01 02/28/2011 12X4215 1215207 09/30/2058 01997 5.950000800 651,000.0000 16,139.38 02/28/2011 12X4215 1215207 09/30/2059 01997 5.950000800 606,000.0000 15,023.75 02/28/2011 12X4215 1215207 09/30/2049 01998 5.870001600 25,700,000.0000 628,579.34 02/28/2011 12X4215 1215207 09/30/2050 01998 5.870001600 19,000,000.0000 464,708.46 02/28/2011 12X4215 1215207 09/30/2051 01998 5.870001600 3,000,000.0000 73,375.02 02/28/2011 12X4215 1215207 09/30/2052 01998 5.870001600 6,000,000.0000 146,750.04 02/28/2011 12X4215 1215207 09/30/2053 01998 5.870001600 13,000,000.0000 317,958.42 02/28/2011 12X4215 1215207 09/30/2055 01998 5.870001600 2,342,000.0000 57,281.43 02/28/2011 12X4215 1215207 09/30/2056 01998 5.870001600 591,000.0000 14,454.88 02/28/2011 12X4215 1215207 09/30/2057 01998 5.870001600 4,500,000.0000 110,062.53 02/28/2011 12X4215 1215207 09/30/2058 01998 5.870001600 735,000.0000 17,976.88 02/28/2011 12X4215 1215207 09/30/2059 01998 5.870001600 1,250,000.0000 30,572.93 02/28/2011 12X4215 1215207 09/30/2060 01998 5.870001600 5,923,000.0000 144,866.75 02/28/2011 12X4215 1215207 09/30/2049 01999 5.839999200 1,033,000.0000 25,136.33 02/28/2011 12X4215 1215207 09/30/2050 01999 5.839999200 23,000,000.0000 559,666.59 02/28/2011 12X4215 1215207 09/30/2051 01999 5.839999200 13,000,000.0000 316,333.29 02/28/2011 12X4215 1215207 09/30/2052 01999 5.839999200 8,000,000.0000 194,666.64 02/28/2011 12X4215 1215207 09/30/2053 01999 5.839999200 4,200,000.0000 102,199.99 02/28/2011 12X4215 1215207 09/30/2055 01999 5.839999200 2,898,200.0000 70,522.86 02/28/2011 12X4215 1215207 09/30/2056 01999 5.839999200 1,455,000.0000 35,405.00 02/28/2011 12X4215 1215207 09/30/2057 01999 5.839999200 4,023,000.0000 97,892.99 02/28/2011 12X4215 1215207 09/30/2058 01999 5.839999200 1,546,000.0000 37,619.33 02/28/2011 12X4215 1215207 09/30/2059 01999 5.839999200 2,154,000.0000 52,413.99 02/28/2011 12X4215 1215207 09/30/2060 01999 5.839999200 1,429,000.0000 34,772.33 02/28/2011 12X4215 1215207 09/30/2051 02000 5.590000800 15,732,000.0000 366,424.55 02/28/2011 12X4215 1215207 09/30/2052 02000 5.590000800 24,000,000.0000 559,000.08 02/28/2011 12X4215 1215207 09/30/2053 02000 5.590000800 9,000,000.0000 209,625.03 02/28/2011 12X4215 1215207 09/30/2055 02000 5.590000800 1,420,000.0000 33,074.17 02/28/2011 12X4215 1215207 09/30/2056 02000 5.590000800 2,754,000.0000 64,145.26 02/28/2011 12X4215 1215207 09/30/2057 02000 5.590000800 3,447,000.0000 80,286.39 02/28/2011 12X4215 1215207 09/30/2058 02000 5.590000800 1,053,000.0000 24,526.13 02/28/2011 12X4215 1215207 09/30/2059 02000 5.590000800 4,950,000.0000 115,293.77 02/28/2011 12X4215 1215207 09/30/2060 02000 5.590000800 1,021,000.0000 23,780.80 02/28/2011 12X4215 1215207 09/30/2061 02000 5.590000800 25,000.0000 582.29 02/28/2011 12X4215 1215207 09/30/2052 02001 5.349999600 19,130,000.0000 426,439.55 02/28/2011 12X4215 1215207 09/30/2053 02001 5.349999600 27,300,000.0000 608,562.45 02/28/2011 12X4215 1215207 09/30/2055 02001 5.349999600 5,969,000.0000 133,058.95 02/28/2011 12X4215 1215207 09/30/2056 02001 5.349999600 2,953,000.0000 65,827.29 02/28/2011 12X4215 1215207 09/30/2057 02001 5.349999600 2,629,500.0000 58,615.93 02/28/2011 12X4215 1215207 09/30/2058 02001 5.349999600 6,917,000.0000 154,191.45 02/28/2011 12X4215 1215207 09/30/2059 02001 5.349999600 1,781,000.0000 39,701.46 02/28/2011 12X4215 1215207 09/30/2060 02001 5.349999600 2,187,000.0000 48,751.87 02/28/2011 12X4215 1215207 09/30/2061 02001 5.349999600 398,000.0000 0.00 02/28/2011 12X4215 1215207 09/30/2053 02002 5.060001600 35,581,000.0000 750,166.32 02/28/2011 12X4215 1215207 09/30/2055 02002 5.060001600 12,000,000.0000 253,000.08 02/28/2011 12X4215 1215207 09/30/2056 02002 5.060001600 4,665,000.0000 98,353.78 02/28/2011 12X4215 1215207 09/30/2057 02002 5.060001600 6,254,000.0000 131,855.21 02/28/2011 12X4215 1215207 09/30/2058 02002 5.060001600 4,791,000.0000 101,010.28 02/28/2011 12X4215 1215207 09/30/2059 02002 5.060001600 890,000.0000 18,764.17 02/28/2011 12X4215 1215207 09/30/2060 02002 5.060001600 5,139,000.0000 108,347.28 02/28/2011 12X4215 1215207 09/30/2061 02002 5.060001600 452,000.0000 9,529.67 02/28/2011 12X4215 1215207 09/30/2053 02003 4.960000800 20,871,000.0000 431,334.07 02/28/2011 12X4215 1215207 09/30/2055 02003 4.960000800 17,800,000.0000 367,866.73 02/28/2011 12X4215 1215207 09/30/2056 02003 4.960000800 9,498,000.0000 196,292.03 02/28/2011 12X4215 1215207 09/30/2057 02003 4.960000800 3,626,000.0000 74,937.35 02/28/2011 12X4215 1215207 09/30/2058 02003 4.960000800 3,228,000.0000 66,712.01 02/28/2011 12X4215 1215207 09/30/2059 02003 4.960000800 7,756,000.0000 160,290.69 02/28/2011 12X4215 1215207 09/30/2060 02003 4.960000800 7,108,000.0000 146,898.69 02/28/2011 12X4215 1215207 09/30/2061 02003 4.960000800 196,000.0000 0.00 02/28/2011 12X4215 1215207 09/30/2055 02004 4.860000000 18,265,000.0000 369,866.25 02/28/2011 12X4215 1215207 09/30/2056 02004 4.860000000 16,995,000.0000 344,148.75 02/28/2011 12X4215 1215207 09/30/2057 02004 4.860000000 15,297,000.0000 309,764.25 02/28/2011 12X4215 1215207 09/30/2058 02004 4.860000000 3,794,000.0000 76,828.50 02/28/2011 12X4215 1215207 09/30/2059 02004 4.860000000 6,631,111.0000 134,280.00 02/28/2011 12X4215 1215207 09/30/2060 02004 4.860000000 2,760,000.0000 55,890.00 02/28/2011 12X4215 1215207 09/30/2061 02004 4.860000000 121,000.0000 2,450.25 02/28/2011 12X4215 1215207 09/30/2055 02005 4.870000800 1,454,000.0000 29,504.09 02/28/2011 12X4215 1215207 09/30/2056 02005 4.870000800 13,564,000.0000 275,236.21 02/28/2011 12X4215 1215207 09/30/2057 02005 4.870000800 14,206,000.0000 288,263.46 02/28/2011 12X4215 1215207 09/30/2058 02005 4.870000800 13,856,000.0000 281,161.38 02/28/2011 12X4215 1215207 09/30/2059 02005 4.870000800 6,914,000.0000 140,296.61 02/28/2011 12X4215 1215207 09/30/2060 02005 4.870000800 3,158,000.0000 64,081.09 02/28/2011 12X4215 1215207 09/30/2056 02006 4.759999200 885,600.0000 17,564.40 02/28/2011 12X4215 1215207 09/30/2057 02006 4.759999200 13,540,800.0000 268,559.15 02/28/2011 12X4215 1215207 09/30/2058 02006 4.759999200 13,388,000.0000 265,528.62 02/28/2011 12X4215 1215207 09/30/2059 02006 4.759999200 13,287,681.0000 263,538.96 02/28/2011 12X4215 1215207 09/30/2060 02006 4.759999200 8,638,000.0000 171,320.30 02/28/2011 12X4215 1215207 09/30/2061 02006 4.759999200 4,539,000.0000 90,023.48 02/28/2011 12X4215 1215207 09/30/2057 02007 4.560001200 4,903,000.0000 93,157.02 02/28/2011 12X4215 1215207 09/30/2058 02007 4.560001200 11,643,000.0000 221,217.06 02/28/2011 12X4215 1215207 09/30/2059 02007 4.560001200 21,033,000.0000 399,627.11 02/28/2011 12X4215 1215207 09/30/2060 02007 4.560001200 10,666,000.0000 202,654.05 02/28/2011 12X4215 1215207 09/30/2061 02007 4.560001200 1,087,000.0000 20,653.01 02/28/2011 12X4215 1215207 09/30/2058 02008 4.560001200 3,537,600.0000 67,214.42 02/28/2011 12X4215 1215207 09/30/2059 02008 4.560001200 12,259,000.0000 232,921.06 02/28/2011 12X4215 1215207 09/30/2060 02008 4.560001200 13,486,000.0000 256,234.07 02/28/2011 12X4215 1215207 09/30/2061 02008 4.560001200 2,399,000.0000 45,581.01 02/28/2011 12X4215 1215207 09/30/2059 02009 4.780000800 1,897,200.0000 37,785.91 02/28/2011 12X4215 1215207 09/30/2060 02009 4.780000800 16,265,000.0000 323,944.64 02/28/2011 12X4215 1215207 09/30/2061 02009 4.780000800 5,546,000.0000 110,457.85 02/28/2011 12X4215 1215207 09/30/2060 02010 2.959999200 9,524,500.0000 117,468.80 02/28/2011 12X4215 1215207 09/30/2061 02010 2.959999200 1,988,000.0000 24,518.66 02/28/2011 12X4215 1215207 09/30/2061 02011 2.959999200 5,417,000.0000 0.00 02/28/2011 ------------------------ ---------------------- 1,492,644,292.0000 37,202,563.61 208 SUB-COHORT 12X4215 1215208 09/30/2011 02001 3.399998400 1,550,000.0000 21,958.32 02/28/2011 12X4215 1215208 09/30/2012 02001 3.399998400 18,000.0000 255.00 02/28/2011 12X4215 1215208 09/30/2013 02001 3.399998400 535,000.0000 7,579.16 02/28/2011 12X4215 1215208 09/30/2012 02006 3.650000400 516,000.0000 7,847.50 02/28/2011 12X4215 1215208 09/30/2013 02006 3.650000400 25,000.0000 380.21 02/28/2011 12X4215 1215208 09/30/2011 02007 4.129999200 61,000.0000 1,049.71 02/28/2011 12X4215 1215208 09/30/2012 02007 4.129999200 752,000.0000 12,940.66 02/28/2011 12X4215 1215208 09/30/2013 02007 4.129999200 432,000.0000 7,434.00 02/28/2011 12X4215 1215208 09/30/2014 02007 4.129999200 582,000.0000 10,015.25 02/28/2011 12X4215 1215208 09/30/2012 02008 1.440000000 885,000.0000 5,310.00 02/28/2011 12X4215 1215208 09/30/2013 02008 1.440000000 39,000.0000 234.00 02/28/2011 12X4215 1215208 09/30/2012 02009 1.440000000 185,000.0000 1,110.00 02/28/2011 12X4215 1215208 09/30/2013 02009 1.440000000 259,000.0000 1,554.00 02/28/2011 ------------------------ ---------------------- 5,839,000.0000 77,667.81 209 SUB-COHORT 12X4215 1215209 09/30/2060 01992 7.310001600 654,000.0000 19,919.75 02/28/2011 12X4215 1215209 09/30/2057 01993 6.710000400 553,300.0000 15,469.35 02/28/2011 12X4215 1215209 09/30/2057 01994 6.770001600 2,178,700.0000 61,457.51 02/28/2011 12X4215 1215209 09/30/2060 01994 6.770001600 165,000.0000 4,654.38 02/28/2011 12X4215 1215209 09/30/2047 01997 6.890000400 783,000.0000 22,478.63 02/28/2011 12X4215 1215209 09/30/2048 01997 6.890000400 50,000.0000 1,435.42 02/28/2011 12X4215 1215209 09/30/2050 01997 6.890000400 17,000.0000 488.04 02/28/2011 12X4215 1215209 09/30/2052 01997 6.890000400 400,000.0000 11,483.33 02/28/2011 12X4215 1215209 09/30/2055 01997 6.890000400 86,600.0000 2,486.14 02/28/2011 12X4215 1215209 09/30/2056 01997 6.890000400 3,100.0000 89.00 02/28/2011 12X4215 1215209 09/30/2059 01997 6.890000400 81,000.0000 2,325.38 02/28/2011 12X4215 1215209 09/30/2060 01997 6.890000400 6,210,500.0000 178,293.11 02/28/2011 12X4215 1215209 09/30/2059 01998 5.979999600 374,600.0000 9,333.78 02/28/2011 12X4215 1215209 09/30/2060 01998 5.979999600 110,800.0000 2,760.77 02/28/2011 12X4215 1215209 09/30/2059 01999 5.810000400 624,800.0000 15,125.37 02/28/2011 12X4215 1215209 09/30/2060 01999 5.810000400 1,925,900.0000 46,622.83 02/28/2011 12X4215 1215209 09/30/2050 02000 6.360001200 267,500.0000 7,088.75 02/28/2011 12X4215 1215209 09/30/2054 02000 6.360001200 8,500.0000 225.25 02/28/2011 12X4215 1215209 09/30/2055 02000 6.360001200 13,900.0000 368.35 02/28/2011 12X4215 1215209 09/30/2056 02000 6.360001200 1,500.0000 39.75 02/28/2011 12X4215 1215209 09/30/2060 02000 6.360001200 349,100.0000 9,251.15 02/28/2011 12X4215 1215209 09/30/2051 02001 5.670000000 148,200.0000 3,501.23 02/28/2011 12X4215 1215209 09/30/2052 02001 5.670000000 120,000.0000 2,835.00 02/28/2011 12X4215 1215209 09/30/2055 02001 5.670000000 24,700.0000 583.54 02/28/2011 12X4215 1215209 09/30/2056 02001 5.670000000 7,500.0000 177.19 02/28/2011 12X4215 1215209 09/30/2060 02001 5.670000000 692,000.0000 16,348.50 02/28/2011 12X4215 1215209 09/30/2052 02002 5.600001600 590,500.0000 13,778.34 02/28/2011 12X4215 1215209 09/30/2056 02002 5.600001600 5,000.0000 116.67 02/28/2011 12X4215 1215209 09/30/2060 02002 5.600001600 410,000.0000 9,566.67 02/28/2011 12X4215 1215209 09/30/2054 02003 4.899999600 769,600.0000 15,712.67 02/28/2011 12X4215 1215209 09/30/2058 02003 4.899999600 50,000.0000 1,020.83 02/28/2011 12X4215 1215209 09/30/2060 02003 4.899999600 352,000.0000 7,186.67 02/28/2011 12X4215 1215209 09/30/2054 02004 5.190001200 152,800.0000 3,304.30 02/28/2011 12X4215 1215209 09/30/2056 02004 5.190001200 10,000.0000 216.25 02/28/2011 12X4215 1215209 09/30/2060 02004 5.190001200 90,000.0000 1,946.25 02/28/2011 12X4215 1215209 09/30/2055 02005 4.479998400 625,400.0000 11,674.13 02/28/2011 12X4215 1215209 09/30/2056 02005 4.479998400 177,000.0000 3,304.00 02/28/2011 12X4215 1215209 09/30/2060 02005 4.479998400 39,000.0000 728.00 02/28/2011 12X4215 1215209 09/30/2057 02006 4.889998800 784,900.0000 15,992.33 02/28/2011 12X4215 1215209 09/30/2059 02006 4.889998800 114,000.0000 2,322.75 02/28/2011 12X4215 1215209 09/30/2060 02006 4.889998800 14,000.0000 285.25 02/28/2011 12X4215 1215209 09/30/2057 02007 4.910000400 809,000.0000 16,550.79 02/28/2011 12X4215 1215209 09/30/2059 02007 4.910000400 66,000.0000 1,350.25 02/28/2011 12X4215 1215209 09/30/2060 02007 4.910000400 36,000.0000 736.50 02/28/2011 12X4215 1215209 09/30/2058 02008 4.190000400 929,000.0000 16,218.79 02/28/2011 12X4215 1215209 09/30/2059 02008 4.190000400 39,000.0000 680.88 02/28/2011 12X4215 1215209 09/30/2060 02008 4.190000400 20,000.0000 349.17 02/28/2011 12X4215 1215209 09/30/2059 02009 3.840001200 934,000.0000 14,944.00 02/28/2011 12X4215 1215209 09/30/2060 02009 3.840001200 105,000.0000 1,680.00 02/28/2011 12X4215 1215209 09/30/2060 02010 3.840001200 950,000.0000 15,200.00 02/28/2011 ------------------------ ---------------------- 23,923,400.0000 589,706.99 212 SUB-COHORT 12X4215 1215212 09/30/2011 02001 5.370001200 179,000.0000 4,005.13 02/28/2011 12X4215 1215212 09/30/2012 02001 5.370001200 30,000.0000 671.25 02/28/2011 12X4215 1215212 09/30/2011 02002 5.289998400 252,000.0000 5,554.50 02/28/2011 12X4215 1215212 09/30/2012 02002 5.289998400 4,000.0000 88.17 02/28/2011 12X4215 1215212 09/30/2011 02003 4.250001600 140,000.0000 2,479.17 02/28/2011 ------------------------ ---------------------- 605,000.0000 12,798.22 401 SUB-COHORT 12X4215 1215401 09/30/2011 02000 5.709999600 5,400.0000 128.47 02/28/2011 12X4215 1215401 09/30/2011 02001 3.700000800 1,548,000.0000 23,865.01 02/28/2011 12X4215 1215401 09/30/2011 02003 2.120000400 1,000.0000 8.83 02/28/2011 12X4215 1215401 09/30/2013 02004 3.480001200 1,000.0000 14.50 02/28/2011 12X4215 1215401 09/30/2011 02005 3.620001600 1,414,000.0000 21,327.84 02/28/2011 12X4215 1215401 09/30/2013 02005 3.620001600 270,000.0000 4,072.50 02/28/2011 12X4215 1215401 09/30/2013 02006 3.409999200 750,000.0000 10,656.25 02/28/2011 12X4215 1215401 09/30/2013 02007 3.520000800 83,000.0000 1,217.33 02/28/2011 ------------------------ ---------------------- 4,072,400.0000 61,290.73 ======================== ====================== 15,710,174,275.0000 325,988,993.14 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00