Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 845 SUB-COHORT 12X4208 1208845 09/30/2026 01992 6.729998400 3,590,000.0000 140,937.38 04/30/2011 12X4208 1208845 09/30/2027 01992 6.729998400 52,970,000.0000 2,079,513.42 04/30/2011 12X4208 1208845 09/30/2044 01992 6.729998400 16,216,000.0000 636,612.98 04/30/2011 12X4208 1208845 09/30/2027 01993 6.599998800 5,284,000.0000 203,433.96 04/30/2011 12X4208 1208845 09/30/2028 01993 6.599998800 48,261,000.0000 1,858,048.16 04/30/2011 12X4208 1208845 09/30/2042 01993 6.599998800 6,825,000.0000 262,762.45 04/30/2011 12X4208 1208845 09/30/2043 01993 6.599998800 533,000.0000 20,520.50 04/30/2011 12X4208 1208845 09/30/2044 01993 6.599998800 16,561,000.0000 637,598.38 04/30/2011 ------------------------ ---------------------- 150,240,000.0000 5,839,427.23 840 SUB-COHORT 12X4208 1208840 09/30/2027 01992 6.950001600 276,184,000.0000 11,196,962.24 04/30/2011 12X4208 1208840 09/30/2042 01992 6.950001600 585,000.0000 23,716.88 04/30/2011 12X4208 1208840 09/30/2044 01992 6.950001600 19,906,000.0000 0.00 04/30/2011 12X4208 1208840 09/30/2028 01993 6.990001200 393,646,300.0000 16,050,930.64 04/30/2011 12X4208 1208840 09/30/2042 01993 6.990001200 618,000.0000 25,198.95 04/30/2011 12X4208 1208840 09/30/2044 01993 6.990001200 69,500,000.0000 2,833,862.99 04/30/2011 ------------------------ ---------------------- 760,439,300.0000 30,130,671.70 850 SUB-COHORT 12X4208 1208850 09/30/2029 01994 7.040001600 60,672,500.0000 2,491,617.90 04/30/2011 12X4208 1208850 09/30/2042 01994 7.040001600 53,000.0000 2,176.53 04/30/2011 12X4208 1208850 09/30/2043 01994 7.040001600 850,000.0000 34,906.67 04/30/2011 12X4208 1208850 09/30/2030 01995 6.680001600 40,456,000.0000 1,576,435.84 04/30/2011 12X4208 1208850 09/30/2042 01995 6.680001600 44,000.0000 1,714.53 04/30/2011 12X4208 1208850 09/30/2031 01996 6.450001200 57,620,200.0000 2,167,960.43 04/30/2011 12X4208 1208850 09/30/2042 01996 6.450001200 36,000.0000 1,354.50 04/30/2011 12X4208 1208850 09/30/2043 01996 6.450001200 250,000.0000 9,406.25 04/30/2011 12X4208 1208850 09/30/2032 01997 5.979999600 51,271,200.0000 1,788,510.24 04/30/2011 12X4208 1208850 09/30/2042 01997 5.979999600 4,200.0000 146.51 04/30/2011 12X4208 1208850 09/30/2043 01997 5.979999600 350,000.0000 12,209.17 04/30/2011 12X4208 1208850 09/30/2033 01998 6.000001200 84,790,756.3100 2,967,677.06 04/30/2011 12X4208 1208850 09/30/2042 01998 6.000001200 2,507,000.0000 87,745.02 04/30/2011 12X4208 1208850 09/30/2043 01998 6.000001200 250,000.0000 8,750.00 04/30/2011 12X4208 1208850 09/30/2034 01999 5.919998400 57,631,930.9100 1,990,222.14 04/30/2011 12X4208 1208850 09/30/2043 01999 5.919998400 650,000.0000 22,446.66 04/30/2011 12X4208 1208850 09/30/2035 02000 5.730001200 99,783,400.0000 3,335,260.84 04/30/2011 12X4208 1208850 09/30/2042 02000 5.730001200 20,000.0000 668.50 04/30/2011 12X4208 1208850 09/30/2043 02000 5.730001200 450,000.0000 15,041.25 04/30/2011 12X4208 1208850 09/30/2036 02001 5.000000400 96,003,000.0000 2,800,087.72 04/30/2011 12X4208 1208850 09/30/2043 02001 5.000000400 3,200,000.0000 93,333.34 04/30/2011 12X4208 1208850 09/30/2044 02001 5.000000400 2,000,000.0000 0.00 04/30/2011 12X4208 1208850 09/30/2037 02002 4.790001600 115,512,500.0000 3,227,612.85 04/30/2011 12X4208 1208850 09/30/2042 02002 4.790001600 4,701,000.0000 131,353.82 04/30/2011 12X4208 1208850 09/30/2043 02002 4.790001600 800,000.0000 22,353.34 04/30/2011 12X4208 1208850 09/30/2038 02003 4.709998800 104,240,000.0000 2,863,993.27 04/30/2011 12X4208 1208850 09/30/2042 02003 4.709998800 14,552,000.0000 399,816.10 04/30/2011 12X4208 1208850 09/30/2043 02003 4.709998800 3,345,000.0000 91,903.85 04/30/2011 12X4208 1208850 09/30/2039 02004 4.690000800 197,053,000.0000 5,391,042.58 04/30/2011 12X4208 1208850 09/30/2042 02004 4.690000800 28,673,000.0000 784,445.63 04/30/2011 12X4208 1208850 09/30/2043 02004 4.690000800 12,153,000.0000 332,485.88 04/30/2011 12X4208 1208850 09/30/2044 02004 4.690000800 2,674,000.0000 73,156.20 04/30/2011 12X4208 1208850 09/30/2040 02005 4.569998400 69,294,700.0000 1,847,280.56 04/30/2011 12X4208 1208850 09/30/2042 02005 4.569998400 24,581,000.0000 655,288.26 04/30/2011 12X4208 1208850 09/30/2043 02005 4.569998400 14,791,000.0000 394,303.27 04/30/2011 12X4208 1208850 09/30/2044 02005 4.569998400 15,935,000.0000 424,800.39 04/30/2011 12X4208 1208850 09/30/2041 02006 4.659998400 48,973,000.0000 1,331,248.93 04/30/2011 12X4208 1208850 09/30/2042 02006 4.659998400 18,447,000.0000 501,450.78 04/30/2011 12X4208 1208850 09/30/2043 02006 4.659998400 20,276,000.0000 551,169.08 04/30/2011 12X4208 1208850 09/30/2044 02006 4.659998400 4,822,000.0000 131,077.99 04/30/2011 12X4208 1208850 09/30/2042 02007 4.550000400 55,075,000.0000 1,461,782.42 04/30/2011 12X4208 1208850 09/30/2043 02007 4.550000400 19,802,000.0000 525,578.13 04/30/2011 12X4208 1208850 09/30/2044 02007 4.550000400 12,186,000.0000 323,436.78 04/30/2011 12X4208 1208850 09/30/2045 02007 4.550000400 1,151,000.0000 0.00 04/30/2011 12X4208 1208850 09/30/2043 02008 4.380001200 43,500,000.0000 1,111,425.30 04/30/2011 12X4208 1208850 09/30/2044 02008 4.380001200 20,387,000.0000 520,887.99 04/30/2011 12X4208 1208850 09/30/2045 02008 4.380001200 6,728,000.0000 171,900.45 04/30/2011 12X4208 1208850 09/30/2043 02009 4.820000400 5,230,000.0000 147,050.18 04/30/2011 12X4208 1208850 09/30/2044 02009 4.820000400 14,621,000.0000 411,093.82 04/30/2011 12X4208 1208850 09/30/2045 02009 4.820000400 8,712,000.0000 0.00 04/30/2011 12X4208 1208850 09/30/2045 02010 4.820000400 1,342,000.0000 37,732.57 04/30/2011 ------------------------ ---------------------- 1,448,450,387.2200 43,273,341.52 810 SUB-COHORT 12X4208 1208810 09/30/2029 01994 6.909998400 191,444,000.0000 7,716,786.78 04/30/2011 12X4208 1208810 09/30/2042 01994 6.909998400 13,700,000.0000 552,224.04 04/30/2011 12X4208 1208810 09/30/2030 01995 6.559999200 252,848,000.0000 9,675,648.95 04/30/2011 12X4208 1208810 09/30/2042 01995 6.559999200 15,300,000.0000 585,479.93 04/30/2011 12X4208 1208810 09/30/2031 01996 6.320001600 322,976,000.0000 11,907,051.55 04/30/2011 12X4208 1208810 09/30/2042 01996 6.320001600 9,000,000.0000 331,800.08 04/30/2011 12X4208 1208810 09/30/2043 01996 6.320001600 6,700,000.0000 247,006.73 04/30/2011 12X4208 1208810 09/30/2044 01996 6.320001600 1,850,000.0000 68,203.35 04/30/2011 12X4208 1208810 09/30/2032 01997 6.140001600 290,888,000.0000 10,418,641.25 04/30/2011 12X4208 1208810 09/30/2042 01997 6.140001600 10,800,000.0000 386,820.10 04/30/2011 12X4208 1208810 09/30/2043 01997 6.140001600 4,400,000.0000 157,593.37 04/30/2011 12X4208 1208810 09/30/2044 01997 6.140001600 1,501,000.0000 53,760.83 04/30/2011 12X4208 1208810 09/30/2033 01998 5.919998400 343,632,000.0000 11,866,755.19 04/30/2011 12X4208 1208810 09/30/2042 01998 5.919998400 7,400,000.0000 255,546.60 04/30/2011 12X4208 1208810 09/30/2043 01998 5.919998400 8,450,000.0000 291,806.59 04/30/2011 12X4208 1208810 09/30/2044 01998 5.919998400 1,326,000.0000 45,791.19 04/30/2011 12X4208 1208810 09/30/2034 01999 5.889999600 217,418,000.0000 7,470,119.61 04/30/2011 12X4208 1208810 09/30/2042 01999 5.889999600 2,400,000.0000 82,459.99 04/30/2011 12X4208 1208810 09/30/2043 01999 5.889999600 6,200,000.0000 213,021.65 04/30/2011 12X4208 1208810 09/30/2035 02000 5.879998800 199,425,000.0000 6,840,276.10 04/30/2011 12X4208 1208810 09/30/2042 02000 5.879998800 7,100,000.0000 243,529.95 04/30/2011 12X4208 1208810 09/30/2043 02000 5.879998800 5,850,000.0000 200,654.96 04/30/2011 12X4208 1208810 09/30/2044 02000 5.879998800 2,273,000.0000 77,963.88 04/30/2011 12X4208 1208810 09/30/2036 02001 5.150001600 204,651,000.0000 6,148,059.04 04/30/2011 12X4208 1208810 09/30/2042 02001 5.150001600 2,600,000.0000 78,108.36 04/30/2011 12X4208 1208810 09/30/2043 02001 5.150001600 6,900,000.0000 207,287.56 04/30/2011 12X4208 1208810 09/30/2044 02001 5.150001600 2,175,000.0000 65,340.65 04/30/2011 12X4208 1208810 09/30/2037 02002 4.680000000 405,453,000.0000 11,068,866.90 04/30/2011 12X4208 1208810 09/30/2042 02002 4.680000000 5,601,000.0000 152,907.30 04/30/2011 12X4208 1208810 09/30/2044 02002 4.680000000 1,858,000.0000 50,723.40 04/30/2011 12X4208 1208810 09/30/2038 02003 4.719999600 74,450,000.0000 2,049,856.49 04/30/2011 12X4208 1208810 09/30/2042 02003 4.719999600 8,241,000.0000 226,902.18 04/30/2011 12X4208 1208810 09/30/2043 02003 4.719999600 12,082,000.0000 332,657.71 04/30/2011 12X4208 1208810 09/30/2039 02004 4.579999200 393,715,000.0000 10,518,750.58 04/30/2011 12X4208 1208810 09/30/2042 02004 4.579999200 83,261,000.0000 2,224,455.99 04/30/2011 12X4208 1208810 09/30/2043 02004 4.579999200 77,198,000.0000 2,062,472.87 04/30/2011 12X4208 1208810 09/30/2044 02004 4.579999200 15,517,000.0000 414,562.44 04/30/2011 12X4208 1208810 09/30/2040 02005 4.550000400 43,719,800.0000 1,160,396.46 04/30/2011 12X4208 1208810 09/30/2042 02005 4.550000400 21,472,000.0000 569,902.72 04/30/2011 12X4208 1208810 09/30/2043 02005 4.550000400 15,572,000.0000 413,306.87 04/30/2011 12X4208 1208810 09/30/2044 02005 4.550000400 8,770,000.0000 232,770.44 04/30/2011 12X4208 1208810 09/30/2045 02005 4.550000400 2,727,000.0000 72,379.13 04/30/2011 12X4208 1208810 09/30/2041 02006 4.579999200 38,859,000.0000 1,038,182.77 04/30/2011 12X4208 1208810 09/30/2042 02006 4.579999200 20,317,000.0000 542,802.42 04/30/2011 12X4208 1208810 09/30/2043 02006 4.579999200 12,982,000.0000 346,835.71 04/30/2011 12X4208 1208810 09/30/2044 02006 4.579999200 19,298,000.0000 515,578.14 04/30/2011 12X4208 1208810 09/30/2045 02006 4.579999200 1,336,000.0000 35,693.46 04/30/2011 12X4208 1208810 09/30/2042 02007 4.439998800 40,896,800.0000 1,059,226.83 04/30/2011 12X4208 1208810 09/30/2043 02007 4.439998800 27,018,000.0000 699,766.01 04/30/2011 12X4208 1208810 09/30/2044 02007 4.439998800 8,252,000.0000 213,726.74 04/30/2011 12X4208 1208810 09/30/2045 02007 4.439998800 6,994,000.0000 181,144.55 04/30/2011 ------------------------ ---------------------- 3,484,796,600.0000 112,371,606.39 855 SUB-COHORT 12X4208 1208855 09/30/2029 01994 6.440000400 16,306,200.0000 612,569.62 04/30/2011 12X4208 1208855 09/30/2042 01994 6.440000400 2,028,000.0000 76,185.20 04/30/2011 12X4208 1208855 09/30/2044 01994 6.440000400 146,000.0000 5,484.73 04/30/2011 12X4208 1208855 09/30/2045 01994 6.440000400 107,000.0000 4,019.63 04/30/2011 12X4208 1208855 09/30/2029 01995 6.009998400 370,000.0000 12,971.58 04/30/2011 12X4208 1208855 09/30/2030 01995 6.009998400 18,189,000.0000 637,675.86 04/30/2011 12X4208 1208855 09/30/2042 01995 6.009998400 80,000.0000 2,804.67 04/30/2011 12X4208 1208855 09/30/2044 01995 6.009998400 1,168,000.0000 40,948.12 04/30/2011 12X4208 1208855 09/30/2029 01996 6.009998400 499,000.0000 17,494.10 04/30/2011 12X4208 1208855 09/30/2031 01996 6.009998400 22,687,000.0000 795,368.20 04/30/2011 12X4208 1208855 09/30/2042 01996 6.009998400 2,763,000.0000 96,866.15 04/30/2011 12X4208 1208855 09/30/2043 01996 6.009998400 349,000.0000 12,235.36 04/30/2011 12X4208 1208855 09/30/2044 01996 6.009998400 193,000.0000 6,766.26 04/30/2011 12X4208 1208855 09/30/2032 01997 5.670000000 26,577,946.5100 879,065.58 04/30/2011 12X4208 1208855 09/30/2042 01997 5.670000000 1,138,000.0000 37,639.35 04/30/2011 12X4208 1208855 09/30/2044 01997 5.670000000 76,000.0000 2,513.70 04/30/2011 12X4208 1208855 09/30/2033 01998 5.739998400 26,099,000.0000 873,881.27 04/30/2011 12X4208 1208855 09/30/2042 01998 5.739998400 3,509,000.0000 117,492.98 04/30/2011 12X4208 1208855 09/30/2044 01998 5.739998400 79,000.0000 2,645.18 04/30/2011 12X4208 1208855 09/30/2034 01999 5.450000400 29,643,000.0000 942,400.44 04/30/2011 12X4208 1208855 09/30/2042 01999 5.450000400 2,094,000.0000 66,571.75 04/30/2011 12X4208 1208855 09/30/2043 01999 5.450000400 2,083,000.0000 66,222.05 04/30/2011 12X4208 1208855 09/30/2044 01999 5.450000400 254,000.0000 8,075.08 04/30/2011 12X4208 1208855 09/30/2045 01999 5.450000400 372,000.0000 0.00 04/30/2011 12X4208 1208855 09/30/2029 02000 4.939999200 666,000.0000 19,191.90 04/30/2011 12X4208 1208855 09/30/2035 02000 4.939999200 28,789,000.0000 829,602.88 04/30/2011 12X4208 1208855 09/30/2042 02000 4.939999200 11,000.0000 316.98 04/30/2011 12X4208 1208855 09/30/2043 02000 4.939999200 29,000.0000 835.68 04/30/2011 12X4208 1208855 09/30/2044 02000 4.939999200 7,507,000.0000 216,326.68 04/30/2011 12X4208 1208855 09/30/2045 02000 4.939999200 262,000.0000 0.00 04/30/2011 12X4208 1208855 09/30/2036 02001 5.230000800 25,852,000.0000 788,701.55 04/30/2011 12X4208 1208855 09/30/2042 02001 5.230000800 1,503,000.0000 45,854.03 04/30/2011 12X4208 1208855 09/30/2043 02001 5.230000800 1,700,000.0000 51,864.17 04/30/2011 12X4208 1208855 09/30/2044 02001 5.230000800 501,000.0000 15,284.68 04/30/2011 12X4208 1208855 09/30/2037 02002 4.399999200 18,474,000.0000 474,165.91 04/30/2011 12X4208 1208855 09/30/2042 02002 4.399999200 9,997,000.0000 256,589.62 04/30/2011 12X4208 1208855 09/30/2043 02002 4.399999200 5,664,000.0000 145,375.97 04/30/2011 12X4208 1208855 09/30/2044 02002 4.399999200 4,340,000.0000 111,393.31 04/30/2011 12X4208 1208855 09/30/2038 02003 4.230000000 27,867,300.0000 687,625.63 04/30/2011 12X4208 1208855 09/30/2042 02003 4.230000000 9,385,000.0000 231,574.88 04/30/2011 12X4208 1208855 09/30/2043 02003 4.230000000 4,516,000.0000 111,432.30 04/30/2011 12X4208 1208855 09/30/2044 02003 4.230000000 2,241,000.0000 55,296.68 04/30/2011 12X4208 1208855 09/30/2045 02003 4.230000000 175,000.0000 4,318.13 04/30/2011 12X4208 1208855 09/30/2039 02004 4.410000000 40,146,000.0000 1,032,755.85 04/30/2011 12X4208 1208855 09/30/2042 02004 4.410000000 6,767,000.0000 174,081.08 04/30/2011 12X4208 1208855 09/30/2043 02004 4.410000000 752,000.0000 19,345.20 04/30/2011 12X4208 1208855 09/30/2044 02004 4.410000000 6,433,000.0000 165,488.93 04/30/2011 12X4208 1208855 09/30/2045 02004 4.410000000 2,354,000.0000 60,556.65 04/30/2011 12X4208 1208855 09/30/2040 02005 4.510000800 48,227,000.0000 1,268,772.22 04/30/2011 12X4208 1208855 09/30/2042 02005 4.510000800 27,745,000.0000 729,924.84 04/30/2011 12X4208 1208855 09/30/2043 02005 4.510000800 9,090,000.0000 239,142.79 04/30/2011 12X4208 1208855 09/30/2044 02005 4.510000800 7,620,000.0000 200,469.54 04/30/2011 12X4208 1208855 09/30/2045 02005 4.510000800 3,178,000.0000 83,607.90 04/30/2011 12X4208 1208855 09/30/2041 02006 4.290001200 13,174,000.0000 329,679.44 04/30/2011 12X4208 1208855 09/30/2042 02006 4.290001200 36,134,000.0000 904,253.60 04/30/2011 12X4208 1208855 09/30/2043 02006 4.290001200 12,881,000.0000 322,347.12 04/30/2011 12X4208 1208855 09/30/2044 02006 4.290001200 19,119,000.0000 478,453.11 04/30/2011 12X4208 1208855 09/30/2045 02006 4.290001200 10,509,000.0000 262,987.80 04/30/2011 12X4208 1208855 09/30/2042 02007 4.290001200 17,909,100.0000 448,175.35 04/30/2011 12X4208 1208855 09/30/2043 02007 4.290001200 14,902,000.0000 372,922.65 04/30/2011 12X4208 1208855 09/30/2044 02007 4.290001200 13,252,000.0000 331,631.39 04/30/2011 12X4208 1208855 09/30/2045 02007 4.290001200 2,947,000.0000 73,748.70 04/30/2011 12X4208 1208855 09/30/2042 02008 4.830001200 235,400.0000 6,632.40 04/30/2011 12X4208 1208855 09/30/2043 02008 4.830001200 8,905,000.0000 250,898.44 04/30/2011 12X4208 1208855 09/30/2044 02008 4.830001200 14,758,000.0000 415,806.75 04/30/2011 12X4208 1208855 09/30/2045 02008 4.830001200 9,313,000.0000 262,393.84 04/30/2011 12X4208 1208855 09/30/2043 02009 4.569998400 24,708,900.0000 658,697.86 04/30/2011 12X4208 1208855 09/30/2044 02009 4.569998400 6,330,000.0000 168,747.19 04/30/2011 12X4208 1208855 09/30/2045 02009 4.569998400 3,490,000.0000 93,037.55 04/30/2011 12X4208 1208855 09/30/2044 02010 2.279998800 20,113,000.0000 267,502.76 04/30/2011 12X4208 1208855 09/30/2045 02010 2.279998800 5,033,000.0000 0.00 04/30/2011 ------------------------ ---------------------- 692,314,846.5100 18,985,708.79 815 SUB-COHORT 12X4208 1208815 09/30/2029 01994 6.710000400 25,475,300.0000 997,145.76 04/30/2011 12X4208 1208815 09/30/2032 01994 6.710000400 500,000.0000 19,570.83 04/30/2011 12X4208 1208815 09/30/2030 01995 5.910001200 34,379,500.0000 1,185,233.50 04/30/2011 12X4208 1208815 09/30/2032 01995 5.910001200 1,990,000.0000 68,605.26 04/30/2011 12X4208 1208815 09/30/2033 01995 5.910001200 350,000.0000 12,066.25 04/30/2011 12X4208 1208815 09/30/2031 01996 6.090001200 25,361,000.0000 900,949.70 04/30/2011 12X4208 1208815 09/30/2032 01996 6.090001200 2,185,000.0000 77,622.14 04/30/2011 12X4208 1208815 09/30/2033 01996 6.090001200 1,000,000.0000 35,525.01 04/30/2011 12X4208 1208815 09/30/2034 01996 6.090001200 451,000.0000 16,021.78 04/30/2011 12X4208 1208815 09/30/2032 01997 5.580000000 40,617,000.0000 1,322,083.35 04/30/2011 12X4208 1208815 09/30/2033 01997 5.580000000 1,723,000.0000 56,083.65 04/30/2011 12X4208 1208815 09/30/2032 01998 5.490000000 4,955,000.0000 158,683.88 04/30/2011 12X4208 1208815 09/30/2033 01998 5.490000000 68,091,000.0000 2,180,614.28 04/30/2011 12X4208 1208815 09/30/2034 01998 5.490000000 3,419,000.0000 109,493.48 04/30/2011 12X4208 1208815 09/30/2035 01998 5.490000000 278,000.0000 8,902.95 04/30/2011 12X4208 1208815 09/30/2032 01999 5.259999600 5,079,000.0000 155,840.64 04/30/2011 12X4208 1208815 09/30/2033 01999 5.259999600 2,371,000.0000 72,750.18 04/30/2011 12X4208 1208815 09/30/2034 01999 5.259999600 74,622,000.0000 2,289,651.53 04/30/2011 12X4208 1208815 09/30/2032 02000 4.950000000 25,447,000.0000 734,782.13 04/30/2011 12X4208 1208815 09/30/2033 02000 4.950000000 4,929,000.0000 142,324.88 04/30/2011 12X4208 1208815 09/30/2034 02000 4.950000000 5,200,000.0000 0.00 04/30/2011 12X4208 1208815 09/30/2035 02000 4.950000000 76,911,000.0000 2,220,805.13 04/30/2011 12X4208 1208815 09/30/2032 02001 4.550000400 23,543,000.0000 624,870.51 04/30/2011 12X4208 1208815 09/30/2033 02001 4.550000400 21,368,700.0000 567,160.96 04/30/2011 12X4208 1208815 09/30/2034 02001 4.550000400 16,929,000.0000 449,323.91 04/30/2011 12X4208 1208815 09/30/2036 02001 4.550000400 80,452,000.0000 2,135,330.35 04/30/2011 12X4208 1208815 09/30/2032 02002 4.389998400 29,550,000.0000 756,725.97 04/30/2011 12X4208 1208815 09/30/2033 02002 4.389998400 16,198,000.0000 414,803.63 04/30/2011 12X4208 1208815 09/30/2034 02002 4.389998400 15,892,000.0000 406,967.49 04/30/2011 12X4208 1208815 09/30/2035 02002 4.389998400 3,188,000.0000 81,639.34 04/30/2011 12X4208 1208815 09/30/2037 02002 4.389998400 58,966,000.0000 1,510,020.43 04/30/2011 12X4208 1208815 09/30/2032 02003 4.259998800 21,833,000.0000 542,549.90 04/30/2011 12X4208 1208815 09/30/2033 02003 4.259998800 14,299,000.0000 355,330.05 04/30/2011 12X4208 1208815 09/30/2034 02003 4.259998800 8,895,000.0000 221,040.69 04/30/2011 12X4208 1208815 09/30/2035 02003 4.259998800 3,507,000.0000 87,148.93 04/30/2011 12X4208 1208815 09/30/2038 02003 4.259998800 79,453,000.0000 1,974,406.49 04/30/2011 12X4208 1208815 09/30/2032 02004 3.920000400 1,426,000.0000 32,607.87 04/30/2011 12X4208 1208815 09/30/2033 02004 3.920000400 553,000.0000 12,645.27 04/30/2011 12X4208 1208815 09/30/2034 02004 3.920000400 639,000.0000 14,611.80 04/30/2011 12X4208 1208815 09/30/2035 02004 3.920000400 272,000.0000 6,219.73 04/30/2011 12X4208 1208815 09/30/2039 02004 3.920000400 23,166,000.0000 529,729.25 04/30/2011 12X4208 1208815 09/30/2032 02005 4.399999200 39,012,000.0000 1,001,307.82 04/30/2011 12X4208 1208815 09/30/2033 02005 4.399999200 18,132,000.0000 465,387.92 04/30/2011 12X4208 1208815 09/30/2034 02005 4.399999200 2,741,000.0000 70,352.32 04/30/2011 12X4208 1208815 09/30/2040 02005 4.399999200 98,512,000.0000 2,528,474.21 04/30/2011 12X4208 1208815 09/30/2032 02006 4.430001600 62,254,000.0000 1,608,747.70 04/30/2011 12X4208 1208815 09/30/2033 02006 4.430001600 33,139,000.0000 856,367.30 04/30/2011 12X4208 1208815 09/30/2034 02006 4.430001600 21,772,000.0000 562,624.97 04/30/2011 12X4208 1208815 09/30/2035 02006 4.430001600 4,590,000.0000 118,613.29 04/30/2011 12X4208 1208815 09/30/2041 02006 4.430001600 102,759,000.0000 2,655,464.78 04/30/2011 12X4208 1208815 09/30/2032 02007 4.470001200 21,601,000.0000 563,246.23 04/30/2011 12X4208 1208815 09/30/2033 02007 4.470001200 35,569,000.0000 927,461.92 04/30/2011 12X4208 1208815 09/30/2034 02007 4.470001200 36,973,000.0000 964,071.23 04/30/2011 12X4208 1208815 09/30/2035 02007 4.470001200 10,512,000.0000 274,100.47 04/30/2011 12X4208 1208815 09/30/2033 02008 4.140000000 75,296,500.0000 1,818,410.48 04/30/2011 12X4208 1208815 09/30/2034 02008 4.140000000 88,301,000.0000 2,132,469.15 04/30/2011 12X4208 1208815 09/30/2035 02008 4.140000000 31,598,000.0000 763,091.70 04/30/2011 12X4208 1208815 09/30/2033 02009 4.449999600 6,016,300.0000 156,173.11 04/30/2011 12X4208 1208815 09/30/2034 02009 4.449999600 47,180,000.0000 1,224,714.06 04/30/2011 12X4208 1208815 09/30/2035 02009 4.449999600 33,119,000.0000 859,713.96 04/30/2011 12X4208 1208815 09/30/2034 02010 2.900001600 3,976,500.0000 67,269.16 04/30/2011 12X4208 1208815 09/30/2035 02010 2.900001600 23,520,000.0000 397,880.22 04/30/2011 ------------------------ ---------------------- 1,622,036,800.0000 43,503,830.88 870 SUB-COHORT 12X4208 1208870 09/30/2036 02001 5.109998400 442,387,000.0000 13,186,815.03 04/30/2011 12X4208 1208870 09/30/2040 02001 5.109998400 3,110,000.0000 92,703.89 04/30/2011 12X4208 1208870 09/30/2037 02002 4.790001600 671,207,000.0000 18,754,648.52 04/30/2011 12X4208 1208870 09/30/2040 02002 4.790001600 3,538,000.0000 98,857.65 04/30/2011 12X4208 1208870 09/30/2042 02002 4.790001600 2,360,000.0000 65,942.36 04/30/2011 12X4208 1208870 09/30/2038 02003 4.730000400 911,420,000.0000 25,147,598.96 04/30/2011 12X4208 1208870 09/30/2040 02003 4.730000400 176,784,000.0000 4,877,765.61 04/30/2011 12X4208 1208870 09/30/2041 02003 4.730000400 7,978,000.0000 220,126.34 04/30/2011 12X4208 1208870 09/30/2039 02004 4.629999600 757,823,000.0000 20,467,534.42 04/30/2011 12X4208 1208870 09/30/2040 02004 4.629999600 264,671,000.0000 7,148,321.97 04/30/2011 12X4208 1208870 09/30/2041 02004 4.629999600 104,748,000.0000 2,829,068.66 04/30/2011 12X4208 1208870 09/30/2042 02004 4.629999600 14,107,000.0000 381,006.53 04/30/2011 12X4208 1208870 09/30/2040 02005 4.600000800 739,036,200.0000 19,830,808.15 04/30/2011 12X4208 1208870 09/30/2041 02005 4.600000800 164,058,000.0000 4,402,223.77 04/30/2011 12X4208 1208870 09/30/2042 02005 4.600000800 45,586,000.0000 1,223,224.55 04/30/2011 12X4208 1208870 09/30/2043 02005 4.600000800 15,047,000.0000 403,761.24 04/30/2011 12X4208 1208870 09/30/2040 02006 4.529998800 248,076,000.0000 6,555,406.56 04/30/2011 12X4208 1208870 09/30/2041 02006 4.529998800 580,746,000.0000 15,346,208.98 04/30/2011 12X4208 1208870 09/30/2042 02006 4.529998800 88,142,000.0000 2,329,151.73 04/30/2011 12X4208 1208870 09/30/2043 02006 4.529998800 22,324,000.0000 589,911.54 04/30/2011 12X4208 1208870 09/30/2040 02007 4.290001200 358,800,000.0000 8,978,972.51 04/30/2011 12X4208 1208870 09/30/2041 02007 4.290001200 419,484,000.0000 10,497,590.04 04/30/2011 12X4208 1208870 09/30/2042 02007 4.290001200 126,395,000.0000 3,163,035.76 04/30/2011 12X4208 1208870 09/30/2043 02007 4.290001200 51,451,000.0000 1,287,561.64 04/30/2011 ------------------------ ---------------------- 6,219,278,200.0000 167,878,246.41 820 SUB-COHORT 12X4208 1208820 09/30/2043 01993 6.649999200 2,578,410.0000 100,020.81 04/30/2011 12X4208 1208820 09/30/2043 01994 5.900000400 1,750,000.0000 60,229.17 04/30/2011 12X4208 1208820 09/30/2043 01995 5.990000400 2,700,000.0000 94,342.51 04/30/2011 12X4208 1208820 09/30/2044 01996 5.950000800 1,500,000.0000 52,062.51 04/30/2011 12X4208 1208820 09/30/2032 01997 5.749999200 3,445,000.0000 115,551.03 04/30/2011 12X4208 1208820 09/30/2042 01997 5.749999200 515,000.0000 17,273.96 04/30/2011 12X4208 1208820 09/30/2043 01998 5.799999600 2,050,000.0000 69,358.33 04/30/2011 12X4208 1208820 09/30/2043 02001 4.889998800 33,400,000.0000 952,734.77 04/30/2011 12X4208 1208820 09/30/2043 02002 4.610001600 49,190,700.0000 1,322,820.37 04/30/2011 12X4208 1208820 09/30/2044 02002 4.610001600 57,000.0000 1,532.83 04/30/2011 12X4208 1208820 09/30/2038 02003 4.700001600 18,113,000.0000 496,598.25 04/30/2011 12X4208 1208820 09/30/2042 02003 4.700001600 1,303,000.0000 35,723.93 04/30/2011 12X4208 1208820 09/30/2043 02003 4.700001600 44,813,000.0000 1,228,623.50 04/30/2011 12X4208 1208820 09/30/2044 02003 4.700001600 759,000.0000 20,809.26 04/30/2011 12X4208 1208820 09/30/2045 02003 4.700001600 199,000.0000 5,455.92 04/30/2011 12X4208 1208820 09/30/2039 02004 4.610001600 18,646,000.0000 501,422.19 04/30/2011 12X4208 1208820 09/30/2042 02004 4.610001600 2,043,000.0000 54,939.69 04/30/2011 12X4208 1208820 09/30/2043 02004 4.610001600 29,787,000.0000 801,022.35 04/30/2011 12X4208 1208820 09/30/2044 02004 4.610001600 11,476,000.0000 308,608.87 04/30/2011 12X4208 1208820 09/30/2040 02005 4.560001200 24,426,302.0000 649,739.80 04/30/2011 12X4208 1208820 09/30/2042 02005 4.560001200 10,465,000.0000 278,369.07 04/30/2011 12X4208 1208820 09/30/2043 02005 4.560001200 22,537,000.0000 599,484.36 04/30/2011 12X4208 1208820 09/30/2044 02005 4.560001200 26,259,000.0000 698,489.58 04/30/2011 12X4208 1208820 09/30/2045 02005 4.560001200 489,000.0000 13,007.40 04/30/2011 12X4208 1208820 09/30/2045 02006 4.560001200 432,000.0000 11,491.20 04/30/2011 12X4208 1208820 09/30/2045 02007 4.560001200 2,753,000.0000 73,229.82 04/30/2011 12X4208 1208820 09/30/2045 02008 4.560001200 4,549,000.0000 121,003.43 04/30/2011 12X4208 1208820 09/30/2043 02009 4.700001600 2,713,000.0000 74,381.44 04/30/2011 12X4208 1208820 09/30/2044 02009 4.700001600 38,354,000.0000 1,051,539.19 04/30/2011 12X4208 1208820 09/30/2045 02009 4.700001600 17,455,000.0000 478,558.08 04/30/2011 12X4208 1208820 09/30/2044 02010 2.919999600 2,600,000.0000 44,286.66 04/30/2011 12X4208 1208820 09/30/2045 02010 2.919999600 5,332,000.0000 90,821.72 04/30/2011 ------------------------ ---------------------- 382,689,412.0000 10,423,532.00 825 SUB-COHORT 12X4208 1208825 09/30/2028 01993 6.810001200 2,390,000.0000 94,942.77 04/30/2011 12X4208 1208825 09/30/2043 01995 6.069999600 1,627,000.0000 57,609.35 04/30/2011 12X4208 1208825 09/30/2043 01996 6.050001600 2,100,000.0000 74,112.52 04/30/2011 12X4208 1208825 09/30/2043 01997 4.820000400 850,000.0000 23,899.17 04/30/2011 12X4208 1208825 09/30/2043 01999 5.199998400 773,000.0000 23,447.66 04/30/2011 12X4208 1208825 09/30/2045 01999 5.199998400 6,000.0000 182.00 04/30/2011 12X4208 1208825 09/30/2043 02000 4.929998400 1,400,000.0000 40,261.65 04/30/2011 12X4208 1208825 09/30/2043 02001 4.410000000 850,000.0000 21,866.25 04/30/2011 12X4208 1208825 09/30/2044 02001 4.410000000 150,000.0000 3,858.75 04/30/2011 12X4208 1208825 09/30/2045 02001 4.410000000 60,000.0000 1,543.50 04/30/2011 12X4208 1208825 09/30/2043 02002 4.439998800 1,400,000.0000 36,259.99 04/30/2011 12X4208 1208825 09/30/2044 02002 4.439998800 5,000.0000 129.50 04/30/2011 12X4208 1208825 09/30/2045 02002 4.439998800 42,000.0000 1,087.80 04/30/2011 12X4208 1208825 09/30/2043 02003 4.309999200 1,794,000.0000 45,104.14 04/30/2011 12X4208 1208825 09/30/2044 02003 4.309999200 7,000.0000 175.99 04/30/2011 12X4208 1208825 09/30/2045 02003 4.309999200 15,000.0000 377.12 04/30/2011 12X4208 1208825 09/30/2039 02004 4.169998800 991,000.0000 24,106.07 04/30/2011 12X4208 1208825 09/30/2042 02004 4.169998800 438,000.0000 10,654.35 04/30/2011 12X4208 1208825 09/30/2043 02004 4.169998800 1,612,000.0000 39,211.89 04/30/2011 12X4208 1208825 09/30/2044 02004 4.169998800 101,000.0000 2,456.82 04/30/2011 12X4208 1208825 09/30/2045 02004 4.169998800 56,000.0000 1,362.20 04/30/2011 12X4208 1208825 09/30/2040 02005 4.269999600 1,829,500.0000 45,569.79 04/30/2011 12X4208 1208825 09/30/2042 02005 4.269999600 52,000.0000 1,295.23 04/30/2011 12X4208 1208825 09/30/2043 02005 4.269999600 2,088,000.0000 52,008.60 04/30/2011 12X4208 1208825 09/30/2044 02005 4.269999600 30,000.0000 747.25 04/30/2011 12X4208 1208825 09/30/2045 02005 4.269999600 55,000.0000 1,369.96 04/30/2011 12X4208 1208825 09/30/2041 02006 4.250001600 699,000.0000 17,329.38 04/30/2011 12X4208 1208825 09/30/2042 02006 4.250001600 490,000.0000 12,147.92 04/30/2011 12X4208 1208825 09/30/2043 02006 4.250001600 1,584,000.0000 39,270.01 04/30/2011 12X4208 1208825 09/30/2044 02006 4.250001600 157,000.0000 3,892.29 04/30/2011 12X4208 1208825 09/30/2045 02006 4.250001600 88,000.0000 2,181.67 04/30/2011 12X4208 1208825 09/30/2042 02007 4.449999600 33,000.0000 856.62 04/30/2011 12X4208 1208825 09/30/2043 02007 4.449999600 31,000.0000 804.71 04/30/2011 12X4208 1208825 09/30/2044 02007 4.449999600 112,000.0000 2,907.33 04/30/2011 12X4208 1208825 09/30/2045 02007 4.449999600 46,000.0000 1,194.08 04/30/2011 12X4208 1208825 09/30/2043 02008 4.309999200 60,000.0000 1,508.50 04/30/2011 12X4208 1208825 09/30/2043 02009 4.309999200 45,000.0000 1,131.37 04/30/2011 12X4208 1208825 09/30/2044 02009 4.309999200 865,000.0000 21,747.54 04/30/2011 12X4208 1208825 09/30/2045 02009 4.309999200 271,000.0000 6,813.39 04/30/2011 12X4208 1208825 09/30/2044 02010 2.679998400 109,700.0000 1,714.98 04/30/2011 12X4208 1208825 09/30/2045 02010 2.679998400 261,000.0000 4,080.30 04/30/2011 ------------------------ ---------------------- 25,573,200.0000 721,220.41 881 SUB-COHORT 12X4208 1208881 09/30/2044 02007 4.880001600 37,400,000.0000 1,064,653.68 04/30/2011 12X4208 1208881 09/30/2045 02007 4.880001600 1,000,000.0000 0.00 04/30/2011 12X4208 1208881-0 09/30/2042 02007 4.880001600 17,984,579.7900 511,961.21 04/30/2011 12X4208 1208881-N 09/30/2042 02007 4.880001600 41,441,126.7000 1,179,691.13 04/30/2011 12X4208 1208881 09/30/2044 02009 3.510000000 20,704,874.7300 423,932.31 04/30/2011 12X4208 1208881 09/30/2045 02009 3.510000000 25,000,000.0000 511,875.00 04/30/2011 ------------------------ ---------------------- 143,530,581.2200 3,692,113.33 871 SUB-COHORT 12X4208 1208871 09/30/2043 02005 4.759999200 4,650,000.0000 129,114.98 04/30/2011 12X4208 1208871 09/30/2043 02006 4.899999600 7,200,000.0000 205,799.98 04/30/2011 12X4208 1208871 09/30/2044 02008 4.479998400 10,000,000.0000 261,333.24 04/30/2011 12X4208 1208871 09/30/2045 02010 4.309999200 2,775,000.0000 69,768.11 04/30/2011 ------------------------ ---------------------- 24,625,000.0000 666,016.31 880 SUB-COHORT 12X4208 1208880 09/30/2041 02006 4.849999200 18,759,735.0000 530,744.08 04/30/2011 12X4208 1208880 09/30/2042 02006 4.849999200 1,007,000.0000 28,489.70 04/30/2011 12X4208 1208880 09/30/2043 02006 4.849999200 250,000.0000 7,072.92 04/30/2011 12X4208 1208880 09/30/2044 02006 4.849999200 750,000.0000 21,218.75 04/30/2011 ------------------------ ---------------------- 20,766,735.0000 587,525.45 ======================== ====================== 14,974,741,061.9500 438,073,240.42 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00