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 161,071.30 05/31/2011 12X4208 1208845 09/30/2027 01992 6.729998400 52,970,000.0000 2,376,586.77 05/31/2011 12X4208 1208845 09/30/2044 01992 6.729998400 16,216,000.0000 727,557.69 05/31/2011 12X4208 1208845 09/30/2027 01993 6.599998800 5,284,000.0000 232,495.96 05/31/2011 12X4208 1208845 09/30/2028 01993 6.599998800 48,261,000.0000 2,123,483.61 05/31/2011 12X4208 1208845 09/30/2042 01993 6.599998800 6,825,000.0000 300,299.95 05/31/2011 12X4208 1208845 09/30/2043 01993 6.599998800 533,000.0000 23,452.00 05/31/2011 12X4208 1208845 09/30/2044 01993 6.599998800 16,561,000.0000 728,683.87 05/31/2011 ------------------------ ---------------------- 150,240,000.0000 6,673,631.15 840 SUB-COHORT 12X4208 1208840 09/30/2027 01992 6.950001600 276,184,000.0000 12,796,528.28 05/31/2011 12X4208 1208840 09/30/2042 01992 6.950001600 585,000.0000 27,105.01 05/31/2011 12X4208 1208840 09/30/2044 01992 6.950001600 19,906,000.0000 0.00 05/31/2011 12X4208 1208840 09/30/2028 01993 6.990001200 393,646,300.0000 18,343,920.73 05/31/2011 12X4208 1208840 09/30/2042 01993 6.990001200 618,000.0000 28,798.80 05/31/2011 12X4208 1208840 09/30/2044 01993 6.990001200 69,500,000.0000 3,238,700.56 05/31/2011 ------------------------ ---------------------- 760,439,300.0000 34,435,053.38 850 SUB-COHORT 12X4208 1208850 09/30/2029 01994 7.040001600 60,672,500.0000 2,847,563.31 05/31/2011 12X4208 1208850 09/30/2042 01994 7.040001600 53,000.0000 2,487.47 05/31/2011 12X4208 1208850 09/30/2043 01994 7.040001600 850,000.0000 39,893.34 05/31/2011 12X4208 1208850 09/30/2030 01995 6.680001600 40,456,000.0000 1,801,640.96 05/31/2011 12X4208 1208850 09/30/2042 01995 6.680001600 44,000.0000 1,959.47 05/31/2011 12X4208 1208850 09/30/2031 01996 6.450001200 57,620,200.0000 2,477,669.06 05/31/2011 12X4208 1208850 09/30/2042 01996 6.450001200 36,000.0000 1,548.00 05/31/2011 12X4208 1208850 09/30/2043 01996 6.450001200 250,000.0000 10,750.00 05/31/2011 12X4208 1208850 09/30/2032 01997 5.979999600 51,271,200.0000 2,044,011.70 05/31/2011 12X4208 1208850 09/30/2042 01997 5.979999600 4,200.0000 167.44 05/31/2011 12X4208 1208850 09/30/2043 01997 5.979999600 350,000.0000 13,953.33 05/31/2011 12X4208 1208850 09/30/2033 01998 6.000001200 84,790,756.3100 3,391,630.93 05/31/2011 12X4208 1208850 09/30/2042 01998 6.000001200 2,507,000.0000 100,280.02 05/31/2011 12X4208 1208850 09/30/2043 01998 6.000001200 250,000.0000 10,000.00 05/31/2011 12X4208 1208850 09/30/2034 01999 5.919998400 57,631,930.9100 2,274,539.59 05/31/2011 12X4208 1208850 09/30/2043 01999 5.919998400 650,000.0000 25,653.33 05/31/2011 12X4208 1208850 09/30/2035 02000 5.730001200 99,783,400.0000 3,811,726.68 05/31/2011 12X4208 1208850 09/30/2042 02000 5.730001200 20,000.0000 764.00 05/31/2011 12X4208 1208850 09/30/2043 02000 5.730001200 450,000.0000 17,190.00 05/31/2011 12X4208 1208850 09/30/2036 02001 5.000000400 96,003,000.0000 3,200,100.26 05/31/2011 12X4208 1208850 09/30/2043 02001 5.000000400 3,200,000.0000 106,666.68 05/31/2011 12X4208 1208850 09/30/2044 02001 5.000000400 2,000,000.0000 0.00 05/31/2011 12X4208 1208850 09/30/2037 02002 4.790001600 115,512,500.0000 3,688,700.40 05/31/2011 12X4208 1208850 09/30/2042 02002 4.790001600 4,701,000.0000 150,118.65 05/31/2011 12X4208 1208850 09/30/2043 02002 4.790001600 800,000.0000 25,546.68 05/31/2011 12X4208 1208850 09/30/2038 02003 4.709998800 104,240,000.0000 3,273,135.17 05/31/2011 12X4208 1208850 09/30/2042 02003 4.709998800 14,552,000.0000 456,932.68 05/31/2011 12X4208 1208850 09/30/2043 02003 4.709998800 3,345,000.0000 105,032.97 05/31/2011 12X4208 1208850 09/30/2039 02004 4.690000800 197,053,000.0000 6,161,191.52 05/31/2011 12X4208 1208850 09/30/2042 02004 4.690000800 28,673,000.0000 896,509.29 05/31/2011 12X4208 1208850 09/30/2043 02004 4.690000800 12,153,000.0000 379,983.86 05/31/2011 12X4208 1208850 09/30/2044 02004 4.690000800 2,674,000.0000 83,607.08 05/31/2011 12X4208 1208850 09/30/2040 02005 4.569998400 69,294,700.0000 2,111,177.79 05/31/2011 12X4208 1208850 09/30/2042 02005 4.569998400 24,581,000.0000 748,900.87 05/31/2011 12X4208 1208850 09/30/2043 02005 4.569998400 14,791,000.0000 450,632.31 05/31/2011 12X4208 1208850 09/30/2044 02005 4.569998400 15,935,000.0000 485,486.16 05/31/2011 12X4208 1208850 09/30/2041 02006 4.659998400 48,973,000.0000 1,521,427.34 05/31/2011 12X4208 1208850 09/30/2042 02006 4.659998400 18,447,000.0000 573,086.60 05/31/2011 12X4208 1208850 09/30/2043 02006 4.659998400 20,276,000.0000 629,907.52 05/31/2011 12X4208 1208850 09/30/2044 02006 4.659998400 4,822,000.0000 149,803.42 05/31/2011 12X4208 1208850 09/30/2042 02007 4.550000400 55,075,000.0000 1,670,608.48 05/31/2011 12X4208 1208850 09/30/2043 02007 4.550000400 19,802,000.0000 600,660.72 05/31/2011 12X4208 1208850 09/30/2044 02007 4.550000400 12,186,000.0000 369,642.03 05/31/2011 12X4208 1208850 09/30/2045 02007 4.550000400 1,343,000.0000 0.00 05/31/2011 12X4208 1208850 09/30/2043 02008 4.380001200 43,500,000.0000 1,270,200.35 05/31/2011 12X4208 1208850 09/30/2044 02008 4.380001200 20,387,000.0000 595,300.56 05/31/2011 12X4208 1208850 09/30/2045 02008 4.380001200 6,728,000.0000 196,457.65 05/31/2011 12X4208 1208850 09/30/2043 02009 4.820000400 5,230,000.0000 168,057.35 05/31/2011 12X4208 1208850 09/30/2044 02009 4.820000400 14,621,000.0000 469,821.51 05/31/2011 12X4208 1208850 09/30/2045 02009 4.820000400 9,736,000.0000 0.00 05/31/2011 12X4208 1208850 09/30/2045 02010 4.820000400 4,636,000.0000 148,970.15 05/31/2011 ------------------------ ---------------------- 1,452,960,387.2200 49,561,094.68 810 SUB-COHORT 12X4208 1208810 09/30/2029 01994 6.909998400 191,444,000.0000 8,819,184.89 05/31/2011 12X4208 1208810 09/30/2042 01994 6.909998400 13,700,000.0000 631,113.19 05/31/2011 12X4208 1208810 09/30/2030 01995 6.559999200 252,848,000.0000 11,057,884.52 05/31/2011 12X4208 1208810 09/30/2042 01995 6.559999200 15,300,000.0000 669,119.92 05/31/2011 12X4208 1208810 09/30/2031 01996 6.320001600 322,976,000.0000 13,608,058.91 05/31/2011 12X4208 1208810 09/30/2042 01996 6.320001600 9,000,000.0000 379,200.10 05/31/2011 12X4208 1208810 09/30/2043 01996 6.320001600 6,700,000.0000 282,293.40 05/31/2011 12X4208 1208810 09/30/2044 01996 6.320001600 1,850,000.0000 77,946.69 05/31/2011 12X4208 1208810 09/30/2032 01997 6.140001600 290,888,000.0000 11,907,018.57 05/31/2011 12X4208 1208810 09/30/2042 01997 6.140001600 10,800,000.0000 442,080.12 05/31/2011 12X4208 1208810 09/30/2043 01997 6.140001600 4,400,000.0000 180,106.71 05/31/2011 12X4208 1208810 09/30/2044 01997 6.140001600 1,501,000.0000 61,440.95 05/31/2011 12X4208 1208810 09/30/2033 01998 5.919998400 343,632,000.0000 13,562,005.93 05/31/2011 12X4208 1208810 09/30/2042 01998 5.919998400 7,400,000.0000 292,053.25 05/31/2011 12X4208 1208810 09/30/2043 01998 5.919998400 8,450,000.0000 333,493.24 05/31/2011 12X4208 1208810 09/30/2044 01998 5.919998400 1,326,000.0000 52,332.79 05/31/2011 12X4208 1208810 09/30/2034 01999 5.889999600 217,418,000.0000 8,537,279.55 05/31/2011 12X4208 1208810 09/30/2042 01999 5.889999600 2,400,000.0000 94,239.99 05/31/2011 12X4208 1208810 09/30/2043 01999 5.889999600 6,200,000.0000 243,453.32 05/31/2011 12X4208 1208810 09/30/2035 02000 5.879998800 199,425,000.0000 7,817,458.40 05/31/2011 12X4208 1208810 09/30/2042 02000 5.879998800 7,100,000.0000 278,319.94 05/31/2011 12X4208 1208810 09/30/2043 02000 5.879998800 5,850,000.0000 229,319.95 05/31/2011 12X4208 1208810 09/30/2044 02000 5.879998800 2,273,000.0000 89,101.58 05/31/2011 12X4208 1208810 09/30/2036 02001 5.150001600 204,651,000.0000 7,026,353.18 05/31/2011 12X4208 1208810 09/30/2042 02001 5.150001600 2,600,000.0000 89,266.69 05/31/2011 12X4208 1208810 09/30/2043 02001 5.150001600 6,900,000.0000 236,900.07 05/31/2011 12X4208 1208810 09/30/2044 02001 5.150001600 2,175,000.0000 74,675.02 05/31/2011 12X4208 1208810 09/30/2037 02002 4.680000000 405,453,000.0000 12,650,133.60 05/31/2011 12X4208 1208810 09/30/2042 02002 4.680000000 5,601,000.0000 174,751.20 05/31/2011 12X4208 1208810 09/30/2044 02002 4.680000000 1,858,000.0000 57,969.60 05/31/2011 12X4208 1208810 09/30/2038 02003 4.719999600 74,450,000.0000 2,342,693.13 05/31/2011 12X4208 1208810 09/30/2042 02003 4.719999600 8,241,000.0000 259,316.78 05/31/2011 12X4208 1208810 09/30/2043 02003 4.719999600 12,082,000.0000 380,180.23 05/31/2011 12X4208 1208810 09/30/2039 02004 4.579999200 393,715,000.0000 12,021,429.23 05/31/2011 12X4208 1208810 09/30/2042 02004 4.579999200 83,261,000.0000 2,542,235.42 05/31/2011 12X4208 1208810 09/30/2043 02004 4.579999200 77,198,000.0000 2,357,111.85 05/31/2011 12X4208 1208810 09/30/2044 02004 4.579999200 15,517,000.0000 473,785.65 05/31/2011 12X4208 1208810 09/30/2040 02005 4.550000400 43,719,800.0000 1,326,167.38 05/31/2011 12X4208 1208810 09/30/2042 02005 4.550000400 21,472,000.0000 651,317.39 05/31/2011 12X4208 1208810 09/30/2043 02005 4.550000400 15,572,000.0000 472,350.71 05/31/2011 12X4208 1208810 09/30/2044 02005 4.550000400 8,770,000.0000 266,023.36 05/31/2011 12X4208 1208810 09/30/2045 02005 4.550000400 2,727,000.0000 82,719.01 05/31/2011 12X4208 1208810 09/30/2041 02006 4.579999200 38,859,000.0000 1,186,494.59 05/31/2011 12X4208 1208810 09/30/2042 02006 4.579999200 20,317,000.0000 620,345.62 05/31/2011 12X4208 1208810 09/30/2043 02006 4.579999200 12,982,000.0000 396,383.66 05/31/2011 12X4208 1208810 09/30/2044 02006 4.579999200 19,298,000.0000 589,232.16 05/31/2011 12X4208 1208810 09/30/2045 02006 4.579999200 1,336,000.0000 40,792.53 05/31/2011 12X4208 1208810 09/30/2042 02007 4.439998800 40,896,800.0000 1,210,544.95 05/31/2011 12X4208 1208810 09/30/2043 02007 4.439998800 27,018,000.0000 799,732.58 05/31/2011 12X4208 1208810 09/30/2044 02007 4.439998800 8,252,000.0000 244,259.13 05/31/2011 12X4208 1208810 09/30/2045 02007 4.439998800 6,994,000.0000 207,022.34 05/31/2011 ------------------------ ---------------------- 3,484,796,600.0000 128,424,692.97 855 SUB-COHORT 12X4208 1208855 09/30/2029 01994 6.440000400 16,306,200.0000 700,079.56 05/31/2011 12X4208 1208855 09/30/2042 01994 6.440000400 2,028,000.0000 87,068.81 05/31/2011 12X4208 1208855 09/30/2044 01994 6.440000400 146,000.0000 6,268.27 05/31/2011 12X4208 1208855 09/30/2045 01994 6.440000400 107,000.0000 4,593.87 05/31/2011 12X4208 1208855 09/30/2029 01995 6.009998400 370,000.0000 14,824.66 05/31/2011 12X4208 1208855 09/30/2030 01995 6.009998400 18,189,000.0000 728,772.41 05/31/2011 12X4208 1208855 09/30/2042 01995 6.009998400 80,000.0000 3,205.33 05/31/2011 12X4208 1208855 09/30/2044 01995 6.009998400 1,168,000.0000 46,797.85 05/31/2011 12X4208 1208855 09/30/2029 01996 6.009998400 499,000.0000 19,993.26 05/31/2011 12X4208 1208855 09/30/2031 01996 6.009998400 22,687,000.0000 908,992.22 05/31/2011 12X4208 1208855 09/30/2042 01996 6.009998400 2,763,000.0000 110,704.17 05/31/2011 12X4208 1208855 09/30/2043 01996 6.009998400 349,000.0000 13,983.26 05/31/2011 12X4208 1208855 09/30/2044 01996 6.009998400 193,000.0000 7,732.86 05/31/2011 12X4208 1208855 09/30/2032 01997 5.670000000 26,577,946.5100 1,004,646.38 05/31/2011 12X4208 1208855 09/30/2042 01997 5.670000000 1,138,000.0000 43,016.40 05/31/2011 12X4208 1208855 09/30/2044 01997 5.670000000 76,000.0000 2,872.80 05/31/2011 12X4208 1208855 09/30/2033 01998 5.739998400 26,099,000.0000 998,721.45 05/31/2011 12X4208 1208855 09/30/2042 01998 5.739998400 3,509,000.0000 134,277.70 05/31/2011 12X4208 1208855 09/30/2044 01998 5.739998400 79,000.0000 3,023.07 05/31/2011 12X4208 1208855 09/30/2034 01999 5.450000400 29,643,000.0000 1,077,029.08 05/31/2011 12X4208 1208855 09/30/2042 01999 5.450000400 2,094,000.0000 76,082.01 05/31/2011 12X4208 1208855 09/30/2043 01999 5.450000400 2,083,000.0000 75,682.34 05/31/2011 12X4208 1208855 09/30/2044 01999 5.450000400 254,000.0000 9,228.67 05/31/2011 12X4208 1208855 09/30/2045 01999 5.450000400 372,000.0000 0.00 05/31/2011 12X4208 1208855 09/30/2029 02000 4.939999200 666,000.0000 21,933.60 05/31/2011 12X4208 1208855 09/30/2035 02000 4.939999200 28,789,000.0000 948,117.58 05/31/2011 12X4208 1208855 09/30/2042 02000 4.939999200 11,000.0000 362.27 05/31/2011 12X4208 1208855 09/30/2043 02000 4.939999200 29,000.0000 955.07 05/31/2011 12X4208 1208855 09/30/2044 02000 4.939999200 7,507,000.0000 247,230.49 05/31/2011 12X4208 1208855 09/30/2045 02000 4.939999200 262,000.0000 0.00 05/31/2011 12X4208 1208855 09/30/2036 02001 5.230000800 25,852,000.0000 901,373.20 05/31/2011 12X4208 1208855 09/30/2042 02001 5.230000800 1,503,000.0000 52,404.61 05/31/2011 12X4208 1208855 09/30/2043 02001 5.230000800 1,700,000.0000 59,273.34 05/31/2011 12X4208 1208855 09/30/2044 02001 5.230000800 501,000.0000 17,468.20 05/31/2011 12X4208 1208855 09/30/2037 02002 4.399999200 18,474,000.0000 541,903.90 05/31/2011 12X4208 1208855 09/30/2042 02002 4.399999200 9,997,000.0000 293,245.28 05/31/2011 12X4208 1208855 09/30/2043 02002 4.399999200 5,664,000.0000 166,143.97 05/31/2011 12X4208 1208855 09/30/2044 02002 4.399999200 4,340,000.0000 127,306.64 05/31/2011 12X4208 1208855 09/30/2038 02003 4.230000000 27,867,300.0000 785,857.86 05/31/2011 12X4208 1208855 09/30/2042 02003 4.230000000 9,385,000.0000 264,657.00 05/31/2011 12X4208 1208855 09/30/2043 02003 4.230000000 4,516,000.0000 127,351.20 05/31/2011 12X4208 1208855 09/30/2044 02003 4.230000000 2,241,000.0000 63,196.20 05/31/2011 12X4208 1208855 09/30/2045 02003 4.230000000 175,000.0000 4,935.00 05/31/2011 12X4208 1208855 09/30/2039 02004 4.410000000 40,146,000.0000 1,180,292.40 05/31/2011 12X4208 1208855 09/30/2042 02004 4.410000000 6,767,000.0000 198,949.80 05/31/2011 12X4208 1208855 09/30/2043 02004 4.410000000 752,000.0000 22,108.80 05/31/2011 12X4208 1208855 09/30/2044 02004 4.410000000 6,433,000.0000 189,130.20 05/31/2011 12X4208 1208855 09/30/2045 02004 4.410000000 2,671,000.0000 78,527.40 05/31/2011 12X4208 1208855 09/30/2040 02005 4.510000800 48,227,000.0000 1,450,025.39 05/31/2011 12X4208 1208855 09/30/2042 02005 4.510000800 27,745,000.0000 834,199.81 05/31/2011 12X4208 1208855 09/30/2043 02005 4.510000800 9,090,000.0000 273,306.05 05/31/2011 12X4208 1208855 09/30/2044 02005 4.510000800 7,620,000.0000 229,108.04 05/31/2011 12X4208 1208855 09/30/2045 02005 4.510000800 3,178,000.0000 95,551.88 05/31/2011 12X4208 1208855 09/30/2041 02006 4.290001200 13,174,000.0000 376,776.51 05/31/2011 12X4208 1208855 09/30/2042 02006 4.290001200 36,134,000.0000 1,033,432.69 05/31/2011 12X4208 1208855 09/30/2043 02006 4.290001200 12,881,000.0000 368,396.70 05/31/2011 12X4208 1208855 09/30/2044 02006 4.290001200 19,119,000.0000 546,803.55 05/31/2011 12X4208 1208855 09/30/2045 02006 4.290001200 13,098,000.0000 374,602.90 05/31/2011 12X4208 1208855 09/30/2042 02007 4.290001200 17,909,100.0000 512,200.40 05/31/2011 12X4208 1208855 09/30/2043 02007 4.290001200 14,902,000.0000 426,197.32 05/31/2011 12X4208 1208855 09/30/2044 02007 4.290001200 13,252,000.0000 379,007.31 05/31/2011 12X4208 1208855 09/30/2045 02007 4.290001200 2,947,000.0000 84,284.22 05/31/2011 12X4208 1208855 09/30/2042 02008 4.830001200 235,400.0000 7,579.88 05/31/2011 12X4208 1208855 09/30/2043 02008 4.830001200 8,905,000.0000 286,741.07 05/31/2011 12X4208 1208855 09/30/2044 02008 4.830001200 14,758,000.0000 475,207.72 05/31/2011 12X4208 1208855 09/30/2045 02008 4.830001200 10,050,000.0000 323,610.08 05/31/2011 12X4208 1208855 09/30/2043 02009 4.569998400 24,708,900.0000 752,797.56 05/31/2011 12X4208 1208855 09/30/2044 02009 4.569998400 6,330,000.0000 192,853.93 05/31/2011 12X4208 1208855 09/30/2045 02009 4.569998400 3,696,000.0000 112,604.76 05/31/2011 12X4208 1208855 09/30/2044 02010 2.279998800 20,113,000.0000 305,717.44 05/31/2011 12X4208 1208855 09/30/2045 02010 2.279998800 5,033,000.0000 0.00 05/31/2011 ------------------------ ---------------------- 696,163,846.5100 21,811,325.65 815 SUB-COHORT 12X4208 1208815 09/30/2029 01994 6.710000400 25,475,300.0000 1,139,595.15 05/31/2011 12X4208 1208815 09/30/2032 01994 6.710000400 500,000.0000 22,366.67 05/31/2011 12X4208 1208815 09/30/2030 01995 5.910001200 34,379,500.0000 1,354,552.58 05/31/2011 12X4208 1208815 09/30/2032 01995 5.910001200 1,990,000.0000 78,406.02 05/31/2011 12X4208 1208815 09/30/2033 01995 5.910001200 350,000.0000 13,790.00 05/31/2011 12X4208 1208815 09/30/2031 01996 6.090001200 25,361,000.0000 1,029,656.80 05/31/2011 12X4208 1208815 09/30/2032 01996 6.090001200 2,185,000.0000 88,711.02 05/31/2011 12X4208 1208815 09/30/2033 01996 6.090001200 1,000,000.0000 40,600.01 05/31/2011 12X4208 1208815 09/30/2034 01996 6.090001200 451,000.0000 18,310.60 05/31/2011 12X4208 1208815 09/30/2032 01997 5.580000000 40,617,000.0000 1,510,952.40 05/31/2011 12X4208 1208815 09/30/2033 01997 5.580000000 1,723,000.0000 64,095.60 05/31/2011 12X4208 1208815 09/30/2032 01998 5.490000000 4,955,000.0000 181,353.00 05/31/2011 12X4208 1208815 09/30/2033 01998 5.490000000 68,091,000.0000 2,492,130.60 05/31/2011 12X4208 1208815 09/30/2034 01998 5.490000000 3,419,000.0000 125,135.40 05/31/2011 12X4208 1208815 09/30/2035 01998 5.490000000 541,000.0000 19,800.60 05/31/2011 12X4208 1208815 09/30/2032 01999 5.259999600 5,079,000.0000 178,103.59 05/31/2011 12X4208 1208815 09/30/2033 01999 5.259999600 2,371,000.0000 83,143.06 05/31/2011 12X4208 1208815 09/30/2034 01999 5.259999600 74,622,000.0000 2,616,744.60 05/31/2011 12X4208 1208815 09/30/2032 02000 4.950000000 25,447,000.0000 839,751.00 05/31/2011 12X4208 1208815 09/30/2033 02000 4.950000000 4,929,000.0000 162,657.00 05/31/2011 12X4208 1208815 09/30/2034 02000 4.950000000 5,200,000.0000 0.00 05/31/2011 12X4208 1208815 09/30/2035 02000 4.950000000 76,911,000.0000 2,538,063.00 05/31/2011 12X4208 1208815 09/30/2032 02001 4.550000400 23,543,000.0000 714,137.73 05/31/2011 12X4208 1208815 09/30/2033 02001 4.550000400 21,368,700.0000 648,183.96 05/31/2011 12X4208 1208815 09/30/2034 02001 4.550000400 16,929,000.0000 513,513.05 05/31/2011 12X4208 1208815 09/30/2036 02001 4.550000400 80,452,000.0000 2,440,377.55 05/31/2011 12X4208 1208815 09/30/2032 02002 4.389998400 29,550,000.0000 864,829.68 05/31/2011 12X4208 1208815 09/30/2033 02002 4.389998400 16,198,000.0000 474,061.29 05/31/2011 12X4208 1208815 09/30/2034 02002 4.389998400 15,892,000.0000 465,105.70 05/31/2011 12X4208 1208815 09/30/2035 02002 4.389998400 7,141,000.0000 208,993.19 05/31/2011 12X4208 1208815 09/30/2037 02002 4.389998400 58,966,000.0000 1,725,737.64 05/31/2011 12X4208 1208815 09/30/2032 02003 4.259998800 21,833,000.0000 620,057.03 05/31/2011 12X4208 1208815 09/30/2033 02003 4.259998800 14,299,000.0000 406,091.49 05/31/2011 12X4208 1208815 09/30/2034 02003 4.259998800 8,895,000.0000 252,617.93 05/31/2011 12X4208 1208815 09/30/2035 02003 4.259998800 3,507,000.0000 99,598.77 05/31/2011 12X4208 1208815 09/30/2038 02003 4.259998800 79,453,000.0000 2,256,464.56 05/31/2011 12X4208 1208815 09/30/2032 02004 3.920000400 1,426,000.0000 37,266.14 05/31/2011 12X4208 1208815 09/30/2033 02004 3.920000400 553,000.0000 14,451.73 05/31/2011 12X4208 1208815 09/30/2034 02004 3.920000400 639,000.0000 16,699.20 05/31/2011 12X4208 1208815 09/30/2035 02004 3.920000400 272,000.0000 7,108.27 05/31/2011 12X4208 1208815 09/30/2039 02004 3.920000400 23,166,000.0000 605,404.86 05/31/2011 12X4208 1208815 09/30/2032 02005 4.399999200 39,012,000.0000 1,144,351.79 05/31/2011 12X4208 1208815 09/30/2033 02005 4.399999200 18,132,000.0000 531,871.90 05/31/2011 12X4208 1208815 09/30/2034 02005 4.399999200 2,741,000.0000 80,402.65 05/31/2011 12X4208 1208815 09/30/2040 02005 4.399999200 98,512,000.0000 2,889,684.81 05/31/2011 12X4208 1208815 09/30/2032 02006 4.430001600 62,254,000.0000 1,838,568.80 05/31/2011 12X4208 1208815 09/30/2033 02006 4.430001600 33,139,000.0000 978,705.49 05/31/2011 12X4208 1208815 09/30/2034 02006 4.430001600 21,772,000.0000 642,999.97 05/31/2011 12X4208 1208815 09/30/2035 02006 4.430001600 8,351,000.0000 246,632.96 05/31/2011 12X4208 1208815 09/30/2041 02006 4.430001600 102,759,000.0000 3,034,816.90 05/31/2011 12X4208 1208815 09/30/2032 02007 4.470001200 21,601,000.0000 643,709.97 05/31/2011 12X4208 1208815 09/30/2033 02007 4.470001200 35,569,000.0000 1,059,956.48 05/31/2011 12X4208 1208815 09/30/2034 02007 4.470001200 36,973,000.0000 1,101,795.70 05/31/2011 12X4208 1208815 09/30/2035 02007 4.470001200 10,512,000.0000 313,257.68 05/31/2011 12X4208 1208815 09/30/2033 02008 4.140000000 75,296,500.0000 2,078,183.40 05/31/2011 12X4208 1208815 09/30/2034 02008 4.140000000 88,301,000.0000 2,437,107.60 05/31/2011 12X4208 1208815 09/30/2035 02008 4.140000000 32,739,000.0000 903,596.40 05/31/2011 12X4208 1208815 09/30/2033 02009 4.449999600 6,016,300.0000 178,483.55 05/31/2011 12X4208 1208815 09/30/2034 02009 4.449999600 47,180,000.0000 1,399,673.21 05/31/2011 12X4208 1208815 09/30/2035 02009 4.449999600 35,296,000.0000 1,047,114.57 05/31/2011 12X4208 1208815 09/30/2034 02010 2.900001600 3,976,500.0000 76,879.04 05/31/2011 12X4208 1208815 09/30/2035 02010 2.900001600 41,451,000.0000 801,386.44 05/31/2011 ------------------------ ---------------------- 1,651,262,800.0000 50,397,797.78 870 SUB-COHORT 12X4208 1208870 09/30/2036 02001 5.109998400 442,387,000.0000 15,070,645.75 05/31/2011 12X4208 1208870 09/30/2040 02001 5.109998400 3,110,000.0000 105,947.30 05/31/2011 12X4208 1208870 09/30/2037 02002 4.790001600 671,207,000.0000 21,433,884.03 05/31/2011 12X4208 1208870 09/30/2040 02002 4.790001600 3,538,000.0000 112,980.17 05/31/2011 12X4208 1208870 09/30/2042 02002 4.790001600 2,360,000.0000 75,362.69 05/31/2011 12X4208 1208870 09/30/2038 02003 4.730000400 911,420,000.0000 28,740,113.10 05/31/2011 12X4208 1208870 09/30/2040 02003 4.730000400 176,784,000.0000 5,574,589.27 05/31/2011 12X4208 1208870 09/30/2041 02003 4.730000400 7,978,000.0000 251,572.95 05/31/2011 12X4208 1208870 09/30/2039 02004 4.629999600 757,823,000.0000 23,391,467.91 05/31/2011 12X4208 1208870 09/30/2040 02004 4.629999600 264,671,000.0000 8,169,510.83 05/31/2011 12X4208 1208870 09/30/2041 02004 4.629999600 104,748,000.0000 3,233,221.32 05/31/2011 12X4208 1208870 09/30/2042 02004 4.629999600 14,107,000.0000 435,436.03 05/31/2011 12X4208 1208870 09/30/2040 02005 4.600000800 739,036,200.0000 22,663,780.74 05/31/2011 12X4208 1208870 09/30/2041 02005 4.600000800 164,058,000.0000 5,031,112.87 05/31/2011 12X4208 1208870 09/30/2042 02005 4.600000800 45,586,000.0000 1,397,970.91 05/31/2011 12X4208 1208870 09/30/2043 02005 4.600000800 18,549,000.0000 568,836.10 05/31/2011 12X4208 1208870 09/30/2040 02006 4.529998800 248,076,000.0000 7,491,893.22 05/31/2011 12X4208 1208870 09/30/2041 02006 4.529998800 580,746,000.0000 17,538,524.55 05/31/2011 12X4208 1208870 09/30/2042 02006 4.529998800 88,142,000.0000 2,661,887.69 05/31/2011 12X4208 1208870 09/30/2043 02006 4.529998800 42,981,000.0000 1,298,025.86 05/31/2011 12X4208 1208870 09/30/2040 02007 4.290001200 358,800,000.0000 10,261,682.87 05/31/2011 12X4208 1208870 09/30/2041 02007 4.290001200 419,484,000.0000 11,997,245.76 05/31/2011 12X4208 1208870 09/30/2042 02007 4.290001200 126,395,000.0000 3,614,898.01 05/31/2011 12X4208 1208870 09/30/2043 02007 4.290001200 57,251,000.0000 1,637,379.06 05/31/2011 ------------------------ ---------------------- 6,249,237,200.0000 192,757,968.99 820 SUB-COHORT 12X4208 1208820 09/30/2043 01993 6.649999200 2,578,410.0000 114,309.50 05/31/2011 12X4208 1208820 09/30/2043 01994 5.900000400 1,750,000.0000 68,833.34 05/31/2011 12X4208 1208820 09/30/2043 01995 5.990000400 2,700,000.0000 107,820.01 05/31/2011 12X4208 1208820 09/30/2044 01996 5.950000800 1,500,000.0000 59,500.01 05/31/2011 12X4208 1208820 09/30/2032 01997 5.749999200 3,445,000.0000 132,058.31 05/31/2011 12X4208 1208820 09/30/2042 01997 5.749999200 515,000.0000 19,741.66 05/31/2011 12X4208 1208820 09/30/2043 01998 5.799999600 2,050,000.0000 79,266.66 05/31/2011 12X4208 1208820 09/30/2043 02001 4.889998800 33,400,000.0000 1,088,839.73 05/31/2011 12X4208 1208820 09/30/2043 02002 4.610001600 49,190,700.0000 1,511,794.70 05/31/2011 12X4208 1208820 09/30/2044 02002 4.610001600 57,000.0000 1,751.80 05/31/2011 12X4208 1208820 09/30/2038 02003 4.700001600 18,113,000.0000 567,540.86 05/31/2011 12X4208 1208820 09/30/2042 02003 4.700001600 1,303,000.0000 40,827.35 05/31/2011 12X4208 1208820 09/30/2043 02003 4.700001600 44,813,000.0000 1,404,141.14 05/31/2011 12X4208 1208820 09/30/2044 02003 4.700001600 759,000.0000 23,782.01 05/31/2011 12X4208 1208820 09/30/2045 02003 4.700001600 199,000.0000 6,235.34 05/31/2011 12X4208 1208820 09/30/2039 02004 4.610001600 18,646,000.0000 573,053.93 05/31/2011 12X4208 1208820 09/30/2042 02004 4.610001600 2,043,000.0000 62,788.22 05/31/2011 12X4208 1208820 09/30/2043 02004 4.610001600 29,787,000.0000 915,454.12 05/31/2011 12X4208 1208820 09/30/2044 02004 4.610001600 11,476,000.0000 352,695.86 05/31/2011 12X4208 1208820 09/30/2040 02005 4.560001200 24,426,302.0000 742,559.78 05/31/2011 12X4208 1208820 09/30/2042 02005 4.560001200 10,465,000.0000 318,136.08 05/31/2011 12X4208 1208820 09/30/2043 02005 4.560001200 22,537,000.0000 685,124.98 05/31/2011 12X4208 1208820 09/30/2044 02005 4.560001200 26,259,000.0000 798,273.81 05/31/2011 12X4208 1208820 09/30/2045 02005 4.560001200 489,000.0000 14,865.60 05/31/2011 12X4208 1208820 09/30/2045 02006 4.560001200 441,000.0000 13,406.40 05/31/2011 12X4208 1208820 09/30/2045 02007 4.560001200 2,753,000.0000 83,691.22 05/31/2011 12X4208 1208820 09/30/2045 02008 4.560001200 4,549,000.0000 138,289.64 05/31/2011 12X4208 1208820 09/30/2043 02009 4.700001600 2,713,000.0000 85,007.36 05/31/2011 12X4208 1208820 09/30/2044 02009 4.700001600 38,354,000.0000 1,201,759.08 05/31/2011 12X4208 1208820 09/30/2045 02009 4.700001600 19,654,000.0000 615,825.54 05/31/2011 12X4208 1208820 09/30/2044 02010 2.919999600 2,600,000.0000 50,613.33 05/31/2011 12X4208 1208820 09/30/2045 02010 2.919999600 5,332,000.0000 103,796.25 05/31/2011 ------------------------ ---------------------- 384,897,412.0000 11,981,783.62 825 SUB-COHORT 12X4208 1208825 09/30/2028 01993 6.810001200 2,390,000.0000 108,506.02 05/31/2011 12X4208 1208825 09/30/2043 01995 6.069999600 1,627,000.0000 65,839.26 05/31/2011 12X4208 1208825 09/30/2043 01996 6.050001600 2,100,000.0000 84,700.02 05/31/2011 12X4208 1208825 09/30/2043 01997 4.820000400 850,000.0000 27,313.34 05/31/2011 12X4208 1208825 09/30/2043 01999 5.199998400 773,000.0000 26,797.33 05/31/2011 12X4208 1208825 09/30/2045 01999 5.199998400 6,000.0000 208.00 05/31/2011 12X4208 1208825 09/30/2043 02000 4.929998400 1,400,000.0000 46,013.32 05/31/2011 12X4208 1208825 09/30/2043 02001 4.410000000 850,000.0000 24,990.00 05/31/2011 12X4208 1208825 09/30/2044 02001 4.410000000 150,000.0000 4,410.00 05/31/2011 12X4208 1208825 09/30/2045 02001 4.410000000 67,000.0000 1,969.80 05/31/2011 12X4208 1208825 09/30/2043 02002 4.439998800 1,400,000.0000 41,439.99 05/31/2011 12X4208 1208825 09/30/2044 02002 4.439998800 5,000.0000 148.00 05/31/2011 12X4208 1208825 09/30/2045 02002 4.439998800 42,000.0000 1,243.20 05/31/2011 12X4208 1208825 09/30/2043 02003 4.309999200 1,794,000.0000 51,547.59 05/31/2011 12X4208 1208825 09/30/2044 02003 4.309999200 7,000.0000 201.13 05/31/2011 12X4208 1208825 09/30/2045 02003 4.309999200 15,000.0000 431.00 05/31/2011 12X4208 1208825 09/30/2039 02004 4.169998800 991,000.0000 27,549.79 05/31/2011 12X4208 1208825 09/30/2042 02004 4.169998800 438,000.0000 12,176.40 05/31/2011 12X4208 1208825 09/30/2043 02004 4.169998800 1,612,000.0000 44,813.59 05/31/2011 12X4208 1208825 09/30/2044 02004 4.169998800 101,000.0000 2,807.80 05/31/2011 12X4208 1208825 09/30/2045 02004 4.169998800 56,000.0000 1,556.80 05/31/2011 12X4208 1208825 09/30/2040 02005 4.269999600 1,829,500.0000 52,079.76 05/31/2011 12X4208 1208825 09/30/2042 02005 4.269999600 52,000.0000 1,480.27 05/31/2011 12X4208 1208825 09/30/2043 02005 4.269999600 2,088,000.0000 59,438.39 05/31/2011 12X4208 1208825 09/30/2044 02005 4.269999600 30,000.0000 854.00 05/31/2011 12X4208 1208825 09/30/2045 02005 4.269999600 55,000.0000 1,565.67 05/31/2011 12X4208 1208825 09/30/2041 02006 4.250001600 699,000.0000 19,805.01 05/31/2011 12X4208 1208825 09/30/2042 02006 4.250001600 490,000.0000 13,883.34 05/31/2011 12X4208 1208825 09/30/2043 02006 4.250001600 1,584,000.0000 44,880.02 05/31/2011 12X4208 1208825 09/30/2044 02006 4.250001600 157,000.0000 4,448.34 05/31/2011 12X4208 1208825 09/30/2045 02006 4.250001600 94,000.0000 2,663.33 05/31/2011 12X4208 1208825 09/30/2042 02007 4.449999600 33,000.0000 979.00 05/31/2011 12X4208 1208825 09/30/2043 02007 4.449999600 31,000.0000 919.67 05/31/2011 12X4208 1208825 09/30/2044 02007 4.449999600 112,000.0000 3,322.67 05/31/2011 12X4208 1208825 09/30/2045 02007 4.449999600 106,000.0000 3,144.67 05/31/2011 12X4208 1208825 09/30/2043 02008 4.309999200 60,000.0000 1,724.00 05/31/2011 12X4208 1208825 09/30/2043 02009 4.309999200 45,000.0000 1,293.00 05/31/2011 12X4208 1208825 09/30/2044 02009 4.309999200 865,000.0000 24,854.33 05/31/2011 12X4208 1208825 09/30/2045 02009 4.309999200 346,000.0000 9,941.73 05/31/2011 12X4208 1208825 09/30/2044 02010 2.679998400 109,700.0000 1,959.97 05/31/2011 12X4208 1208825 09/30/2045 02010 2.679998400 261,000.0000 4,663.20 05/31/2011 ------------------------ ---------------------- 25,721,200.0000 828,562.75 881 SUB-COHORT 12X4208 1208881 09/30/2044 02007 4.880001600 37,400,000.0000 1,216,747.07 05/31/2011 12X4208 1208881 09/30/2045 02007 4.880001600 1,000,000.0000 0.00 05/31/2011 12X4208 1208881-0 09/30/2042 02007 4.880001600 17,984,579.7900 585,098.52 05/31/2011 12X4208 1208881-N 09/30/2042 02007 4.880001600 41,441,126.7000 1,348,218.43 05/31/2011 12X4208 1208881 09/30/2044 02009 3.510000000 20,704,874.7300 484,494.07 05/31/2011 12X4208 1208881 09/30/2045 02009 3.510000000 25,000,000.0000 585,000.00 05/31/2011 ------------------------ ---------------------- 143,530,581.2200 4,219,558.09 871 SUB-COHORT 12X4208 1208871 09/30/2043 02005 4.759999200 4,650,000.0000 147,559.98 05/31/2011 12X4208 1208871 09/30/2043 02006 4.899999600 7,200,000.0000 235,199.98 05/31/2011 12X4208 1208871 09/30/2044 02008 4.479998400 10,000,000.0000 298,666.56 05/31/2011 12X4208 1208871 09/30/2045 02010 4.309999200 2,775,000.0000 79,734.99 05/31/2011 ------------------------ ---------------------- 24,625,000.0000 761,161.51 880 SUB-COHORT 12X4208 1208880 09/30/2041 02006 4.849999200 18,759,735.0000 606,564.66 05/31/2011 12X4208 1208880 09/30/2042 02006 4.849999200 1,007,000.0000 32,559.66 05/31/2011 12X4208 1208880 09/30/2043 02006 4.849999200 250,000.0000 8,083.33 05/31/2011 12X4208 1208880 09/30/2044 02006 4.849999200 750,000.0000 24,250.00 05/31/2011 ------------------------ ---------------------- 20,766,735.0000 671,457.65 ======================== ====================== 15,044,641,061.9500 502,524,088.22 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00