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 4,690,388.80 05/31/2011 12X4215 1215201 09/30/2027 01992 7.490001600 28,500,000.0000 1,423,100.30 05/31/2011 12X4215 1215201 09/30/2032 01992 7.490001600 13,300,000.0000 664,113.48 05/31/2011 12X4215 1215201 09/30/2034 01992 7.490001600 13,500,000.0000 674,100.14 05/31/2011 12X4215 1215201 09/30/2038 01992 7.490001600 8,613,000.0000 430,075.89 05/31/2011 12X4215 1215201 09/30/2039 01992 7.490001600 4,677,000.0000 233,538.25 05/31/2011 12X4215 1215201 09/30/2040 01992 7.490001600 27,400,000.0000 1,368,173.63 05/31/2011 12X4215 1215201 09/30/2042 01992 7.490001600 36,500,000.0000 1,822,567.06 05/31/2011 12X4215 1215201 09/30/2043 01992 7.490001600 60,152,000.0000 3,003,590.51 05/31/2011 12X4215 1215201 09/30/2026 01993 6.670000800 38,818,600.0000 1,726,133.95 05/31/2011 12X4215 1215201 09/30/2027 01993 6.670000800 163,700,000.0000 7,279,194.21 05/31/2011 12X4215 1215201 09/30/2038 01993 6.670000800 9,728,900.0000 432,611.81 05/31/2011 12X4215 1215201 09/30/2040 01993 6.670000800 30,000,000.0000 1,334,000.16 05/31/2011 12X4215 1215201 09/30/2042 01993 6.670000800 25,200,000.0000 1,120,560.13 05/31/2011 12X4215 1215201 09/30/2043 01993 6.670000800 60,842,000.0000 2,705,441.26 05/31/2011 12X4215 1215201 09/30/2027 01994 6.869998800 122,292,000.0000 5,600,972.62 05/31/2011 12X4215 1215201 09/30/2028 01994 6.869998800 243,300,000.0000 11,143,138.05 05/31/2011 12X4215 1215201 09/30/2037 01994 6.869998800 11,000,000.0000 503,799.91 05/31/2011 12X4215 1215201 09/30/2038 01994 6.869998800 10,900,000.0000 499,219.91 05/31/2011 12X4215 1215201 09/30/2040 01994 6.869998800 45,000,000.0000 2,060,999.64 05/31/2011 12X4215 1215201 09/30/2042 01994 6.869998800 10,450,000.0000 478,609.92 05/31/2011 12X4215 1215201 09/30/2043 01994 6.869998800 2,125,000.0000 97,324.98 05/31/2011 12X4215 1215201 09/30/2028 01995 7.329999600 213,518,500.0000 10,433,936.80 05/31/2011 12X4215 1215201 09/30/2038 01995 7.329999600 4,311,000.0000 210,664.19 05/31/2011 12X4215 1215201 09/30/2039 01995 7.329999600 5,000.0000 244.33 05/31/2011 12X4215 1215201 09/30/2040 01995 7.329999600 27,000,000.0000 1,319,399.93 05/31/2011 12X4215 1215201 09/30/2042 01995 7.329999600 4,650,000.0000 227,229.99 05/31/2011 12X4215 1215201 09/30/2043 01995 7.329999600 20,390,000.0000 996,391.28 05/31/2011 12X4215 1215201 09/30/2029 01996 6.789999600 162,372,000.0000 7,350,038.77 05/31/2011 12X4215 1215201 09/30/2030 01996 6.789999600 100,000,000.0000 4,526,666.40 05/31/2011 12X4215 1215201 09/30/2037 01996 6.789999600 4,100,000.0000 185,593.32 05/31/2011 12X4215 1215201 09/30/2038 01996 6.789999600 14,424,700.0000 652,958.05 05/31/2011 12X4215 1215201 09/30/2040 01996 6.789999600 28,400,000.0000 1,285,573.26 05/31/2011 12X4215 1215201 09/30/2042 01996 6.789999600 2,000,000.0000 90,533.33 05/31/2011 12X4215 1215201 09/30/2043 01996 6.789999600 1,594,000.0000 72,155.06 05/31/2011 12X4215 1215201 09/30/2030 01997 6.660000000 42,488,700.0000 1,886,498.28 05/31/2011 12X4215 1215201 09/30/2031 01997 6.660000000 138,200,000.0000 6,136,080.00 05/31/2011 12X4215 1215201 09/30/2032 01997 6.660000000 5,500,000.0000 244,200.00 05/31/2011 12X4215 1215201 09/30/2037 01997 6.660000000 4,200,000.0000 186,480.00 05/31/2011 12X4215 1215201 09/30/2038 01997 6.660000000 6,367,000.0000 282,694.80 05/31/2011 12X4215 1215201 09/30/2040 01997 6.660000000 20,300,000.0000 901,320.00 05/31/2011 12X4215 1215201 09/30/2041 01997 6.660000000 51,000.0000 2,264.40 05/31/2011 12X4215 1215201 09/30/2042 01997 6.660000000 12,150,000.0000 539,460.00 05/31/2011 12X4215 1215201 09/30/2043 01997 6.660000000 1,121,000.0000 49,772.40 05/31/2011 12X4215 1215201 09/30/2031 01998 5.940000000 99,857,700.0000 3,954,364.92 05/31/2011 12X4215 1215201 09/30/2032 01998 5.940000000 172,100,000.0000 6,815,160.00 05/31/2011 12X4215 1215201 09/30/2033 01998 5.940000000 7,200,000.0000 285,120.00 05/31/2011 12X4215 1215201 09/30/2037 01998 5.940000000 20,500,000.0000 811,800.00 05/31/2011 12X4215 1215201 09/30/2038 01998 5.940000000 9,722,000.0000 384,991.20 05/31/2011 12X4215 1215201 09/30/2040 01998 5.940000000 27,400,000.0000 1,085,040.00 05/31/2011 12X4215 1215201 09/30/2042 01998 5.940000000 40,200,000.0000 1,591,920.00 05/31/2011 12X4215 1215201 09/30/2043 01998 5.940000000 1,614,000.0000 63,914.40 05/31/2011 12X4215 1215201 09/30/2032 01999 5.950000800 74,447,300.0000 2,953,076.63 05/31/2011 12X4215 1215201 09/30/2033 01999 5.950000800 199,000,000.0000 7,893,667.73 05/31/2011 12X4215 1215201 09/30/2034 01999 5.950000800 9,000,000.0000 357,000.05 05/31/2011 12X4215 1215201 09/30/2037 01999 5.950000800 24,200,000.0000 959,933.46 05/31/2011 12X4215 1215201 09/30/2038 01999 5.950000800 10,483,500.0000 415,845.56 05/31/2011 12X4215 1215201 09/30/2040 01999 5.950000800 27,800,000.0000 1,102,733.48 05/31/2011 12X4215 1215201 09/30/2042 01999 5.950000800 42,850,000.0000 1,699,716.90 05/31/2011 12X4215 1215201 09/30/2043 01999 5.950000800 2,021,000.0000 80,166.34 05/31/2011 12X4215 1215201 09/30/2033 02000 6.210000000 118,928,100.0000 4,923,623.34 05/31/2011 12X4215 1215201 09/30/2034 02000 6.210000000 236,600,000.0000 9,795,240.00 05/31/2011 12X4215 1215201 09/30/2035 02000 6.210000000 15,000,000.0000 621,000.00 05/31/2011 12X4215 1215201 09/30/2037 02000 6.210000000 3,000,000.0000 124,200.00 05/31/2011 12X4215 1215201 09/30/2038 02000 6.210000000 8,800,500.0000 364,340.70 05/31/2011 12X4215 1215201 09/30/2040 02000 6.210000000 35,700,000.0000 1,477,980.00 05/31/2011 12X4215 1215201 09/30/2042 02000 6.210000000 76,050,000.0000 3,148,470.00 05/31/2011 12X4215 1215201 09/30/2043 02000 6.210000000 2,303,000.0000 95,344.20 05/31/2011 12X4215 1215201 09/30/2034 02001 5.289998400 180,970,600.0000 6,382,227.90 05/31/2011 12X4215 1215201 09/30/2035 02001 5.289998400 236,000,000.0000 8,322,930.82 05/31/2011 12X4215 1215201 09/30/2036 02001 5.289998400 10,000,000.0000 352,666.56 05/31/2011 12X4215 1215201 09/30/2037 02001 5.289998400 13,200,000.0000 465,519.86 05/31/2011 12X4215 1215201 09/30/2038 02001 5.289998400 8,686,000.0000 306,326.17 05/31/2011 12X4215 1215201 09/30/2040 02001 5.289998400 37,800,000.0000 1,333,079.60 05/31/2011 12X4215 1215201 09/30/2042 02001 5.289998400 55,400,000.0000 1,953,772.74 05/31/2011 12X4215 1215201 09/30/2043 02001 5.289998400 2,582,000.0000 91,058.51 05/31/2011 12X4215 1215201 09/30/2035 02002 4.860000000 210,709,600.0000 6,826,991.04 05/31/2011 12X4215 1215201 09/30/2036 02002 4.860000000 233,000,000.0000 7,549,200.00 05/31/2011 12X4215 1215201 09/30/2037 02002 4.860000000 52,000,000.0000 1,684,800.00 05/31/2011 12X4215 1215201 09/30/2038 02002 4.860000000 46,350,100.0000 1,501,743.24 05/31/2011 12X4215 1215201 09/30/2039 02002 4.860000000 4,000.0000 129.60 05/31/2011 12X4215 1215201 09/30/2040 02002 4.860000000 36,200,000.0000 1,172,880.00 05/31/2011 12X4215 1215201 09/30/2042 02002 4.860000000 30,370,000.0000 983,988.00 05/31/2011 12X4215 1215201 09/30/2043 02002 4.860000000 10,234,000.0000 331,581.60 05/31/2011 12X4215 1215201 09/30/2044 02002 4.860000000 6,000.0000 194.40 05/31/2011 12X4215 1215201 09/30/2036 02003 4.500000000 227,723,100.0000 6,831,693.00 05/31/2011 12X4215 1215201 09/30/2037 02003 4.500000000 271,000,000.0000 8,130,000.00 05/31/2011 12X4215 1215201 09/30/2038 02003 4.500000000 115,557,000.0000 3,466,710.00 05/31/2011 12X4215 1215201 09/30/2039 02003 4.500000000 10,675,000.0000 320,250.00 05/31/2011 12X4215 1215201 09/30/2040 02003 4.500000000 25,831,000.0000 774,930.00 05/31/2011 12X4215 1215201 09/30/2041 02003 4.500000000 6,000,000.0000 180,000.00 05/31/2011 12X4215 1215201 09/30/2042 02003 4.500000000 19,900,000.0000 597,000.00 05/31/2011 12X4215 1215201 09/30/2043 02003 4.500000000 3,515,000.0000 105,450.00 05/31/2011 12X4215 1215201 09/30/2037 02004 4.669999200 441,372,200.0000 13,741,385.47 05/31/2011 12X4215 1215201 09/30/2038 02004 4.669999200 330,310,000.0000 10,283,649.57 05/31/2011 12X4215 1215201 09/30/2039 02004 4.669999200 17,413,000.0000 542,124.64 05/31/2011 12X4215 1215201 09/30/2040 02004 4.669999200 50,009,000.0000 1,556,946.60 05/31/2011 12X4215 1215201 09/30/2041 02004 4.669999200 3,753,000.0000 116,843.38 05/31/2011 12X4215 1215201 09/30/2042 02004 4.669999200 114,750,000.0000 3,572,549.39 05/31/2011 12X4215 1215201 09/30/2043 02004 4.669999200 4,432,000.0000 137,982.91 05/31/2011 12X4215 1215201 09/30/2038 02005 4.560001200 549,314,100.0000 16,699,153.03 05/31/2011 12X4215 1215201 09/30/2039 02005 4.560001200 278,957,000.0000 8,480,295.03 05/31/2011 12X4215 1215201 09/30/2040 02005 4.560001200 57,158,000.0000 1,737,603.66 05/31/2011 12X4215 1215201 09/30/2041 02005 4.560001200 3,802,000.0000 115,580.83 05/31/2011 12X4215 1215201 09/30/2042 02005 4.560001200 8,145,000.0000 247,608.07 05/31/2011 12X4215 1215201 09/30/2043 02005 4.560001200 3,895,000.0000 118,408.03 05/31/2011 12X4215 1215201 09/30/2039 02006 4.870000800 724,445,000.0000 23,520,318.20 05/31/2011 12X4215 1215201 09/30/2040 02006 4.870000800 229,682,000.0000 7,457,010.16 05/31/2011 12X4215 1215201 09/30/2041 02006 4.870000800 13,170,000.0000 427,586.07 05/31/2011 12X4215 1215201 09/30/2042 02006 4.870000800 47,654,900.0000 1,547,196.01 05/31/2011 12X4215 1215201 09/30/2043 02006 4.870000800 4,128,000.0000 134,022.42 05/31/2011 12X4215 1215201 09/30/2040 02007 4.780000800 869,368,000.0000 27,703,864.90 05/31/2011 12X4215 1215201 09/30/2041 02007 4.780000800 166,241,000.0000 5,297,547.42 05/31/2011 12X4215 1215201 09/30/2042 02007 4.780000800 47,218,000.0000 1,504,680.52 05/31/2011 12X4215 1215201 09/30/2043 02007 4.780000800 4,580,000.0000 145,949.36 05/31/2011 12X4215 1215201 09/30/2044 02007 4.780000800 27,000.0000 860.40 05/31/2011 12X4215 1215201 09/30/2041 02008 4.200001200 853,356,000.0000 23,893,974.83 05/31/2011 12X4215 1215201 09/30/2042 02008 4.200001200 201,621,197.0000 5,645,395.13 05/31/2011 12X4215 1215201 09/30/2043 02008 4.200001200 19,995,000.0000 559,860.16 05/31/2011 12X4215 1215201 09/30/2044 02008 4.200001200 286,000.0000 8,008.00 05/31/2011 12X4215 1215201 09/30/2042 02009 3.620001600 1,108,465,818.0000 26,750,986.90 05/31/2011 12X4215 1215201 09/30/2043 02009 3.620001600 274,331,000.0000 6,620,524.39 05/31/2011 12X4215 1215201 09/30/2044 02009 3.620001600 2,896,000.0000 69,890.16 05/31/2011 12X4215 1215201 09/30/2043 02010 3.729999600 1,710,254,000.0000 42,528,311.57 05/31/2011 12X4215 1215201 09/30/2044 02010 3.729999600 319,062,000.0000 7,934,007.55 05/31/2011 12X4215 1215201 09/30/2044 02011 3.729999600 475,611,000.0000 11,826,858.93 05/31/2011 ------------------------ ---------------------- 13,917,267,115.0000 448,468,564.84 202 SUB-COHORT 12X4215 1215202 09/30/2021 01992 7.490001600 135,726.0000 6,777.25 05/31/2011 12X4215 1215202 09/30/2022 01992 7.490001600 20,000.0000 998.67 05/31/2011 12X4215 1215202 09/30/2027 01992 7.490001600 76,700.0000 3,829.89 05/31/2011 12X4215 1215202 09/30/2029 01992 7.490001600 3,000.0000 149.80 05/31/2011 12X4215 1215202 09/30/2021 01993 6.660000000 231,000.0000 10,256.40 05/31/2011 12X4215 1215202 09/30/2026 01993 6.660000000 18,000.0000 799.20 05/31/2011 12X4215 1215202 09/30/2027 01993 6.660000000 72,900.0000 3,236.76 05/31/2011 12X4215 1215202 09/30/2029 01993 6.660000000 110,000.0000 4,884.00 05/31/2011 12X4215 1215202 09/30/2019 01994 6.819998400 1,395,000.0000 63,425.99 05/31/2011 12X4215 1215202 09/30/2026 01994 6.819998400 303,000.0000 13,776.40 05/31/2011 12X4215 1215202 09/30/2029 01994 6.819998400 1,450,000.0000 65,926.65 05/31/2011 12X4215 1215202 09/30/2019 01995 7.189999200 254,800.0000 12,213.41 05/31/2011 12X4215 1215202 09/30/2026 01995 7.189999200 475,000.0000 22,768.33 05/31/2011 12X4215 1215202 09/30/2027 01995 7.189999200 300,000.0000 14,380.00 05/31/2011 12X4215 1215202 09/30/2029 01995 7.189999200 1,550,000.0000 74,296.66 05/31/2011 12X4215 1215202 09/30/2030 01995 7.189999200 244,000.0000 11,695.73 05/31/2011 12X4215 1215202 09/30/2020 01996 6.649999200 1,114,000.0000 49,387.33 05/31/2011 12X4215 1215202 09/30/2026 01996 6.649999200 1,125,000.0000 49,874.99 05/31/2011 12X4215 1215202 09/30/2029 01996 6.649999200 2,500,000.0000 110,833.32 05/31/2011 12X4215 1215202 09/30/2019 01997 6.670000800 815,400.0000 36,258.12 05/31/2011 12X4215 1215202 09/30/2026 01997 6.670000800 1,397,000.0000 62,119.94 05/31/2011 12X4215 1215202 09/30/2027 01997 6.670000800 300,000.0000 13,340.00 05/31/2011 12X4215 1215202 09/30/2029 01997 6.670000800 2,450,000.0000 108,943.35 05/31/2011 12X4215 1215202 09/30/2019 01998 5.829998400 2,487,000.0000 96,661.37 05/31/2011 12X4215 1215202 09/30/2026 01998 5.829998400 2,123,000.0000 82,513.91 05/31/2011 12X4215 1215202 09/30/2029 01998 5.829998400 1,350,000.0000 52,469.99 05/31/2011 12X4215 1215202 09/30/2019 01999 5.789998800 2,136,000.0000 82,449.58 05/31/2011 12X4215 1215202 09/30/2025 01999 5.789998800 60,000.0000 2,316.00 05/31/2011 12X4215 1215202 09/30/2026 01999 5.789998800 2,273,000.0000 87,737.78 05/31/2011 12X4215 1215202 09/30/2027 01999 5.789998800 7,000.0000 270.20 05/31/2011 12X4215 1215202 09/30/2029 01999 5.789998800 1,350,000.0000 52,109.99 05/31/2011 12X4215 1215202 09/30/2020 02000 6.239998800 431,000.0000 17,929.60 05/31/2011 12X4215 1215202 09/30/2021 02000 6.239998800 2,100,000.0000 87,359.98 05/31/2011 12X4215 1215202 09/30/2026 02000 6.239998800 2,974,000.0000 123,718.38 05/31/2011 12X4215 1215202 09/30/2027 02000 6.239998800 300,000.0000 12,480.00 05/31/2011 12X4215 1215202 09/30/2029 02000 6.239998800 1,400,000.0000 58,239.99 05/31/2011 12X4215 1215202 09/30/2021 02001 5.169999600 1,920,800.0000 66,203.57 05/31/2011 12X4215 1215202 09/30/2022 02001 5.169999600 3,000,000.0000 103,399.99 05/31/2011 12X4215 1215202 09/30/2024 02001 5.169999600 920,000.0000 31,709.33 05/31/2011 12X4215 1215202 09/30/2025 02001 5.169999600 21,400.0000 737.59 05/31/2011 12X4215 1215202 09/30/2026 02001 5.169999600 1,580,000.0000 54,457.33 05/31/2011 12X4215 1215202 09/30/2027 02001 5.169999600 400,000.0000 13,786.67 05/31/2011 12X4215 1215202 09/30/2029 02001 5.169999600 1,650,000.0000 56,870.00 05/31/2011 12X4215 1215202 09/30/2022 02002 4.770000000 1,891,000.0000 60,133.80 05/31/2011 12X4215 1215202 09/30/2023 02002 4.770000000 4,000,000.0000 127,200.00 05/31/2011 12X4215 1215202 09/30/2024 02002 4.770000000 1,862,000.0000 59,211.60 05/31/2011 12X4215 1215202 09/30/2025 02002 4.770000000 5,900.0000 187.62 05/31/2011 12X4215 1215202 09/30/2026 02002 4.770000000 1,697,400.0000 53,977.32 05/31/2011 12X4215 1215202 09/30/2027 02002 4.770000000 500,000.0000 15,900.00 05/31/2011 12X4215 1215202 09/30/2029 02002 4.770000000 2,400,000.0000 76,320.00 05/31/2011 12X4215 1215202 09/30/2023 02003 4.110001200 3,236,000.0000 88,666.43 05/31/2011 12X4215 1215202 09/30/2024 02003 4.110001200 6,500,000.0000 178,100.05 05/31/2011 12X4215 1215202 09/30/2025 02003 4.110001200 670,000.0000 18,358.01 05/31/2011 12X4215 1215202 09/30/2026 02003 4.110001200 703,000.0000 19,262.21 05/31/2011 12X4215 1215202 09/30/2027 02003 4.110001200 500,000.0000 13,700.00 05/31/2011 12X4215 1215202 09/30/2029 02003 4.110001200 2,400,000.0000 65,760.02 05/31/2011 12X4215 1215202 09/30/2024 02004 4.309999200 8,061,000.0000 231,619.36 05/31/2011 12X4215 1215202 09/30/2025 02004 4.309999200 3,560,000.0000 102,290.65 05/31/2011 12X4215 1215202 09/30/2026 02004 4.309999200 1,006,000.0000 28,905.73 05/31/2011 12X4215 1215202 09/30/2027 02004 4.309999200 500,000.0000 14,366.66 05/31/2011 12X4215 1215202 09/30/2029 02004 4.309999200 3,250,000.0000 93,383.32 05/31/2011 12X4215 1215202 09/30/2025 02005 4.330000800 11,883,900.0000 343,048.64 05/31/2011 12X4215 1215202 09/30/2026 02005 4.330000800 4,005,000.0000 115,611.02 05/31/2011 12X4215 1215202 09/30/2027 02005 4.330000800 773,000.0000 22,313.94 05/31/2011 12X4215 1215202 09/30/2028 02005 4.330000800 15,000.0000 433.00 05/31/2011 12X4215 1215202 09/30/2029 02005 4.330000800 3,550,000.0000 102,476.69 05/31/2011 12X4215 1215202 09/30/2026 02006 4.820000400 12,630,400.0000 405,856.89 05/31/2011 12X4215 1215202 09/30/2027 02006 4.820000400 3,101,000.0000 99,645.47 05/31/2011 12X4215 1215202 09/30/2029 02006 4.820000400 6,275,000.0000 201,636.68 05/31/2011 12X4215 1215202 09/30/2027 02007 4.700001600 12,903,000.0000 404,294.14 05/31/2011 12X4215 1215202 09/30/2028 02007 4.700001600 1,078,000.0000 33,777.34 05/31/2011 12X4215 1215202 09/30/2029 02007 4.700001600 11,439,000.0000 358,422.12 05/31/2011 12X4215 1215202 09/30/2030 02007 4.700001600 20,000.0000 626.67 05/31/2011 12X4215 1215202 09/30/2028 02008 3.849998400 13,265,000.0000 340,468.19 05/31/2011 12X4215 1215202 09/30/2029 02008 3.849998400 6,108,442.0000 156,783.28 05/31/2011 12X4215 1215202 09/30/2030 02008 3.849998400 2,265,000.0000 58,134.98 05/31/2011 12X4215 1215202 09/30/2029 02009 3.309998400 16,449,000.0000 362,974.42 05/31/2011 12X4215 1215202 09/30/2030 02009 3.309998400 3,996,000.0000 88,178.36 05/31/2011 12X4215 1215202 09/30/2031 02009 3.309998400 20,000.0000 441.33 05/31/2011 12X4215 1215202 09/30/2030 02010 3.309998400 20,693,800.0000 456,642.97 05/31/2011 12X4215 1215202 09/30/2031 02010 3.309998400 2,078,000.0000 45,854.51 05/31/2011 12X4215 1215202 09/30/2031 02011 3.039998400 8,671,000.0000 175,732.17 05/31/2011 ------------------------ ---------------------- 228,785,568.0000 6,844,289.03 203 SUB-COHORT 12X4215 1215203 09/30/2042 01992 7.570000800 30,280,000.0000 1,528,130.83 05/31/2011 12X4215 1215203 09/30/2040 01993 6.660000000 204,000.0000 9,057.60 05/31/2011 12X4215 1215203 09/30/2042 01993 6.660000000 32,758,000.0000 1,454,455.20 05/31/2011 12X4215 1215203 09/30/2043 01993 6.660000000 220,000.0000 9,768.00 05/31/2011 12X4215 1215203 09/30/2042 01994 6.789999600 28,944,000.0000 1,310,198.32 05/31/2011 12X4215 1215203 09/30/2043 01994 6.789999600 198,000.0000 8,962.80 05/31/2011 12X4215 1215203 09/30/2043 01997 6.660000000 9,028,000.0000 400,843.20 05/31/2011 12X4215 1215203 09/30/2031 01998 5.979999600 2,440,000.0000 97,274.66 05/31/2011 12X4215 1215203 09/30/2032 01998 5.979999600 963,000.0000 38,391.60 05/31/2011 12X4215 1215203 09/30/2038 01998 5.979999600 2,700.0000 107.64 05/31/2011 12X4215 1215203 09/30/2042 01998 5.979999600 4,050,000.0000 161,459.99 05/31/2011 12X4215 1215203 09/30/2043 01998 5.979999600 6,000.0000 239.20 05/31/2011 12X4215 1215203 09/30/2032 01999 5.810000400 613,000.0000 23,743.53 05/31/2011 12X4215 1215203 09/30/2042 01999 5.810000400 5,000,000.0000 193,666.68 05/31/2011 12X4215 1215203 09/30/2043 01999 5.810000400 674,000.0000 26,106.27 05/31/2011 12X4215 1215203 09/30/2033 02000 6.350000400 2,346,000.0000 99,314.01 05/31/2011 12X4215 1215203 09/30/2042 02000 6.350000400 627,000.0000 26,543.00 05/31/2011 12X4215 1215203 09/30/2043 02000 6.350000400 118,000.0000 4,995.33 05/31/2011 12X4215 1215203 09/30/2034 02001 4.730000400 335,000.0000 10,563.67 05/31/2011 12X4215 1215203 09/30/2042 02001 4.730000400 600,000.0000 18,920.00 05/31/2011 12X4215 1215203 09/30/2035 02002 4.939999200 221,000.0000 7,278.27 05/31/2011 12X4215 1215203 09/30/2042 02002 4.939999200 262,000.0000 8,628.53 05/31/2011 12X4215 1215203 09/30/2036 02003 4.100000400 372,000.0000 10,168.00 05/31/2011 12X4215 1215203 09/30/2042 02003 4.100000400 105,000.0000 2,870.00 05/31/2011 12X4215 1215203 09/30/2037 02004 3.949999200 316,000.0000 8,321.33 05/31/2011 12X4215 1215203 09/30/2042 02004 3.949999200 72,000.0000 1,896.00 05/31/2011 12X4215 1215203 09/30/2038 02005 3.880000800 582,000.0000 15,054.40 05/31/2011 12X4215 1215203 09/30/2042 02005 3.880000800 220,000.0000 5,690.67 05/31/2011 12X4215 1215203 09/30/2039 02006 4.839998400 388,000.0000 12,519.46 05/31/2011 12X4215 1215203 09/30/2042 02006 4.839998400 55,000.0000 1,774.67 05/31/2011 12X4215 1215203 09/30/2040 02007 4.880001600 146,000.0000 4,749.87 05/31/2011 12X4215 1215203 09/30/2042 02007 4.880001600 37,000.0000 1,203.73 05/31/2011 12X4215 1215203 09/30/2043 02007 4.880001600 9,200.0000 0.00 05/31/2011 12X4215 1215203 09/30/2041 02008 3.489998400 312,000.0000 7,259.20 05/31/2011 12X4215 1215203 09/30/2042 02008 3.489998400 42,000.0000 977.20 05/31/2011 12X4215 1215203 09/30/2042 02009 3.089998800 938,000.0000 19,322.79 05/31/2011 12X4215 1215203 09/30/2043 02009 3.089998800 127,600.0000 2,628.56 05/31/2011 12X4215 1215203 09/30/2043 02010 3.089998800 1,594,800.0000 32,852.87 05/31/2011 12X4215 1215203 09/30/2044 02011 3.089998800 501,000.0000 10,320.60 05/31/2011 ------------------------ ---------------------- 125,707,300.0000 5,576,257.68 206 SUB-COHORT 12X4215 1215206 09/30/2027 01992 6.919999200 494,000.0000 22,789.86 05/31/2011 12X4215 1215206 09/30/2028 01992 6.919999200 1,000,000.0000 46,133.33 05/31/2011 12X4215 1215206 09/30/2029 01992 6.919999200 1,800,000.0000 83,039.99 05/31/2011 12X4215 1215206 09/30/2035 01992 6.919999200 1,600,000.0000 73,813.32 05/31/2011 12X4215 1215206 09/30/2037 01992 6.919999200 39,000.0000 1,799.20 05/31/2011 12X4215 1215206 09/30/2038 01992 6.919999200 360,000.0000 16,608.00 05/31/2011 12X4215 1215206 09/30/2042 01992 6.919999200 781,000.0000 36,030.13 05/31/2011 12X4215 1215206 09/30/2028 01993 7.049998800 1,878,000.0000 88,265.98 05/31/2011 12X4215 1215206 09/30/2029 01993 7.049998800 1,993,000.0000 93,670.98 05/31/2011 12X4215 1215206 09/30/2030 01993 7.049998800 1,300,000.0000 61,099.99 05/31/2011 12X4215 1215206 09/30/2038 01993 7.049998800 488,000.0000 22,936.00 05/31/2011 12X4215 1215206 09/30/2042 01993 7.049998800 1,300,000.0000 61,099.99 05/31/2011 12X4215 1215206 09/30/2043 01994 6.990001200 6,948,200.0000 323,786.18 05/31/2011 12X4215 1215206 09/30/2029 01995 6.950001600 1,448,000.0000 67,090.68 05/31/2011 12X4215 1215206 09/30/2030 01995 6.950001600 2,000,000.0000 92,666.69 05/31/2011 12X4215 1215206 09/30/2033 01995 6.950001600 1,200,000.0000 55,600.01 05/31/2011 12X4215 1215206 09/30/2035 01995 6.950001600 310,000.0000 14,363.34 05/31/2011 12X4215 1215206 09/30/2038 01995 6.950001600 195,000.0000 9,035.00 05/31/2011 12X4215 1215206 09/30/2042 01995 6.950001600 1,600,000.0000 74,133.35 05/31/2011 12X4215 1215206 09/30/2030 01996 6.419998800 987,000.0000 42,243.59 05/31/2011 12X4215 1215206 09/30/2031 01996 6.419998800 1,375,000.0000 58,849.99 05/31/2011 12X4215 1215206 09/30/2032 01996 6.419998800 2,000,000.0000 85,599.98 05/31/2011 12X4215 1215206 09/30/2034 01996 6.419998800 50,000.0000 2,140.00 05/31/2011 12X4215 1215206 09/30/2035 01996 6.419998800 400,000.0000 17,120.00 05/31/2011 12X4215 1215206 09/30/2038 01996 6.419998800 437,000.0000 18,703.60 05/31/2011 12X4215 1215206 09/30/2042 01996 6.419998800 2,550,000.0000 109,139.98 05/31/2011 12X4215 1215206 09/30/2030 01997 6.040000800 734,800.0000 29,587.95 05/31/2011 12X4215 1215206 09/30/2031 01997 6.040000800 3,000,000.0000 120,800.02 05/31/2011 12X4215 1215206 09/30/2032 01997 6.040000800 1,000,000.0000 40,266.67 05/31/2011 12X4215 1215206 09/30/2033 01997 6.040000800 700,000.0000 28,186.67 05/31/2011 12X4215 1215206 09/30/2035 01997 6.040000800 400,000.0000 16,106.67 05/31/2011 12X4215 1215206 09/30/2038 01997 6.040000800 317,000.0000 12,764.54 05/31/2011 12X4215 1215206 09/30/2042 01997 6.040000800 2,100,000.0000 84,560.01 05/31/2011 12X4215 1215206 09/30/2032 01998 5.979999600 2,918,600.0000 116,354.85 05/31/2011 12X4215 1215206 09/30/2033 01998 5.979999600 800,000.0000 31,893.33 05/31/2011 12X4215 1215206 09/30/2035 01998 5.979999600 1,000,000.0000 39,866.66 05/31/2011 12X4215 1215206 09/30/2038 01998 5.979999600 257,000.0000 10,245.73 05/31/2011 12X4215 1215206 09/30/2040 01998 5.979999600 827,000.0000 32,969.73 05/31/2011 12X4215 1215206 09/30/2042 01998 5.979999600 706,000.0000 28,145.86 05/31/2011 12X4215 1215206 09/30/2043 01998 5.979999600 782,000.0000 31,175.73 05/31/2011 12X4215 1215206 09/30/2034 01999 5.690001600 224,000.0000 8,497.07 05/31/2011 12X4215 1215206 09/30/2035 01999 5.690001600 3,000,000.0000 113,800.03 05/31/2011 12X4215 1215206 09/30/2036 01999 5.690001600 1,000,000.0000 37,933.34 05/31/2011 12X4215 1215206 09/30/2037 01999 5.690001600 3,400,000.0000 128,973.37 05/31/2011 12X4215 1215206 09/30/2038 01999 5.690001600 755,000.0000 28,639.67 05/31/2011 12X4215 1215206 09/30/2040 01999 5.690001600 400,000.0000 15,173.34 05/31/2011 12X4215 1215206 09/30/2042 01999 5.690001600 1,250,000.0000 47,416.68 05/31/2011 12X4215 1215206 09/30/2035 02000 5.349999600 3,454,000.0000 123,192.66 05/31/2011 12X4215 1215206 09/30/2036 02000 5.349999600 3,700,000.0000 131,966.66 05/31/2011 12X4215 1215206 09/30/2037 02000 5.349999600 2,616,000.0000 93,303.99 05/31/2011 12X4215 1215206 09/30/2038 02000 5.349999600 628,000.0000 22,398.66 05/31/2011 12X4215 1215206 09/30/2039 02000 5.349999600 2,071,000.0000 73,865.66 05/31/2011 12X4215 1215206 09/30/2042 02000 5.349999600 2,450,000.0000 87,383.33 05/31/2011 12X4215 1215206 09/30/2036 02001 5.159998800 1,124,000.0000 38,665.59 05/31/2011 12X4215 1215206 09/30/2037 02001 5.159998800 6,400,000.0000 220,159.95 05/31/2011 12X4215 1215206 09/30/2038 02001 5.159998800 2,748,000.0000 94,531.18 05/31/2011 12X4215 1215206 09/30/2039 02001 5.159998800 1,593,000.0000 54,799.19 05/31/2011 12X4215 1215206 09/30/2040 02001 5.159998800 388,000.0000 13,347.20 05/31/2011 12X4215 1215206 09/30/2041 02001 5.159998800 148,000.0000 5,091.20 05/31/2011 12X4215 1215206 09/30/2042 02001 5.159998800 3,287,000.0000 113,072.77 05/31/2011 12X4215 1215206 09/30/2043 02001 5.159998800 1,370,000.0000 47,127.99 05/31/2011 12X4215 1215206 09/30/2044 02001 5.159998800 142,000.0000 4,884.80 05/31/2011 12X4215 1215206 09/30/2037 02002 4.960000800 3,756,000.0000 124,198.42 05/31/2011 12X4215 1215206 09/30/2038 02002 4.960000800 7,200,000.0000 238,080.04 05/31/2011 12X4215 1215206 09/30/2039 02002 4.960000800 1,572,000.0000 51,980.81 05/31/2011 12X4215 1215206 09/30/2040 02002 4.960000800 1,812,000.0000 59,916.81 05/31/2011 12X4215 1215206 09/30/2041 02002 4.960000800 105,000.0000 3,472.00 05/31/2011 12X4215 1215206 09/30/2042 02002 4.960000800 2,950,000.0000 97,546.68 05/31/2011 12X4215 1215206 09/30/2043 02002 4.960000800 942,000.0000 31,148.81 05/31/2011 12X4215 1215206 09/30/2044 02002 4.960000800 1,164,000.0000 38,489.61 05/31/2011 12X4215 1215206 09/30/2037 02003 4.780000800 947,000.0000 30,177.74 05/31/2011 12X4215 1215206 09/30/2038 02003 4.780000800 1,787,000.0000 56,945.74 05/31/2011 12X4215 1215206 09/30/2039 02003 4.780000800 4,394,000.0000 140,022.16 05/31/2011 12X4215 1215206 09/30/2040 02003 4.780000800 1,085,000.0000 34,575.34 05/31/2011 12X4215 1215206 09/30/2041 02003 4.780000800 5,590,000.0000 178,134.70 05/31/2011 12X4215 1215206 09/30/2042 02003 4.780000800 7,405,200.0000 235,979.08 05/31/2011 12X4215 1215206 09/30/2043 02003 4.780000800 1,036,000.0000 33,013.87 05/31/2011 12X4215 1215206 09/30/2044 02003 4.780000800 1,511,000.0000 48,150.54 05/31/2011 12X4215 1215206 09/30/2038 02004 4.579999200 72,000.0000 2,198.40 05/31/2011 12X4215 1215206 09/30/2039 02004 4.579999200 2,959,000.0000 90,348.12 05/31/2011 12X4215 1215206 09/30/2040 02004 4.579999200 6,584,000.0000 201,031.43 05/31/2011 12X4215 1215206 09/30/2041 02004 4.579999200 1,165,000.0000 35,571.33 05/31/2011 12X4215 1215206 09/30/2042 02004 4.579999200 5,043,000.0000 153,979.57 05/31/2011 12X4215 1215206 09/30/2043 02004 4.579999200 1,126,000.0000 34,380.53 05/31/2011 12X4215 1215206 09/30/2038 02005 4.770000000 226,300.0000 7,196.34 05/31/2011 12X4215 1215206 09/30/2039 02005 4.770000000 586,000.0000 18,634.80 05/31/2011 12X4215 1215206 09/30/2040 02005 4.770000000 5,203,000.0000 165,455.40 05/31/2011 12X4215 1215206 09/30/2041 02005 4.770000000 4,534,000.0000 144,181.20 05/31/2011 12X4215 1215206 09/30/2042 02005 4.770000000 3,033,000.0000 96,449.40 05/31/2011 12X4215 1215206 09/30/2043 02005 4.770000000 1,950,000.0000 62,010.00 05/31/2011 12X4215 1215206 09/30/2044 02005 4.770000000 264,000.0000 0.00 05/31/2011 12X4215 1215206 09/30/2040 02006 4.929998400 1,875,700.0000 61,647.99 05/31/2011 12X4215 1215206 09/30/2041 02006 4.929998400 2,027,000.0000 66,620.71 05/31/2011 12X4215 1215206 09/30/2042 02006 4.929998400 1,482,000.0000 48,708.38 05/31/2011 12X4215 1215206 09/30/2043 02006 4.929998400 2,763,000.0000 90,810.57 05/31/2011 12X4215 1215206 09/30/2044 02006 4.929998400 342,000.0000 0.00 05/31/2011 12X4215 1215206 09/30/2040 02007 5.150001600 1,115,300.0000 38,291.98 05/31/2011 12X4215 1215206 09/30/2041 02007 5.150001600 1,027,000.0000 35,260.34 05/31/2011 12X4215 1215206 09/30/2042 02007 5.150001600 2,071,000.0000 71,104.36 05/31/2011 12X4215 1215206 09/30/2043 02007 5.150001600 7,216,000.0000 247,749.41 05/31/2011 12X4215 1215206 09/30/2044 02007 5.150001600 1,015,000.0000 34,848.34 05/31/2011 12X4215 1215206 09/30/2041 02008 5.100001200 652,700.0000 22,191.81 05/31/2011 12X4215 1215206 09/30/2042 02008 5.100001200 484,000.0000 16,456.00 05/31/2011 12X4215 1215206 09/30/2043 02008 5.100001200 254,500.0000 8,653.00 05/31/2011 12X4215 1215206 09/30/2044 02008 5.100001200 1,806,000.0000 61,404.01 05/31/2011 12X4215 1215206 09/30/2042 02009 4.899999600 2,146,000.0000 70,102.66 05/31/2011 12X4215 1215206 09/30/2043 02009 4.899999600 2,314,000.0000 75,590.66 05/31/2011 12X4215 1215206 09/30/2044 02009 4.899999600 631,000.0000 20,612.66 05/31/2011 12X4215 1215206 09/30/2043 02010 4.899999600 2,175,900.0000 71,079.39 05/31/2011 12X4215 1215206 09/30/2044 02010 4.899999600 258,000.0000 8,428.00 05/31/2011 12X4215 1215206 09/30/2044 02011 4.899999600 411,000.0000 13,426.00 05/31/2011 ------------------------ ---------------------- 200,292,200.0000 7,181,163.05 207 SUB-COHORT 12X4215 1215207 09/30/2043 01992 6.819998400 54,550,000.0000 2,480,206.08 05/31/2011 12X4215 1215207 09/30/2044 01992 6.819998400 78,100,000.0000 3,550,945.83 05/31/2011 12X4215 1215207 09/30/2045 01992 6.819998400 3,000,000.0000 136,399.97 05/31/2011 12X4215 1215207 09/30/2052 01992 6.819998400 31,000,000.0000 1,409,466.34 05/31/2011 12X4215 1215207 09/30/2056 01992 6.819998400 12,945,000.0000 588,565.86 05/31/2011 12X4215 1215207 09/30/2057 01992 6.819998400 10,000,000.0000 454,666.56 05/31/2011 12X4215 1215207 09/30/2058 01992 6.819998400 122,000.0000 5,546.93 05/31/2011 12X4215 1215207 09/30/2059 01992 6.819998400 1,250,000.0000 56,833.32 05/31/2011 12X4215 1215207 09/30/2060 01992 6.819998400 9,700,000.0000 441,026.56 05/31/2011 12X4215 1215207 09/30/2044 01993 6.890000400 75,785,000.0000 3,481,057.87 05/31/2011 12X4215 1215207 09/30/2045 01993 6.890000400 54,000,000.0000 2,480,400.14 05/31/2011 12X4215 1215207 09/30/2052 01993 6.890000400 34,000,000.0000 1,561,733.42 05/31/2011 12X4215 1215207 09/30/2056 01993 6.890000400 12,513,000.0000 574,763.83 05/31/2011 12X4215 1215207 09/30/2057 01993 6.890000400 9,200,000.0000 422,586.69 05/31/2011 12X4215 1215207 09/30/2058 01993 6.890000400 10,345,000.0000 475,180.36 05/31/2011 12X4215 1215207 09/30/2059 01993 6.890000400 4,750,000.0000 218,183.35 05/31/2011 12X4215 1215207 09/30/2060 01993 6.890000400 3,462,000.0000 159,021.21 05/31/2011 12X4215 1215207 09/30/2045 01994 7.089998400 26,264,000.0000 1,241,411.45 05/31/2011 12X4215 1215207 09/30/2046 01994 7.089998400 64,000,000.0000 3,025,065.98 05/31/2011 12X4215 1215207 09/30/2052 01994 7.089998400 29,000,000.0000 1,370,733.02 05/31/2011 12X4215 1215207 09/30/2055 01994 7.089998400 16,510,000.0000 780,372.49 05/31/2011 12X4215 1215207 09/30/2056 01994 7.089998400 9,570,000.0000 452,341.90 05/31/2011 12X4215 1215207 09/30/2057 01994 7.089998400 12,200,000.0000 576,653.20 05/31/2011 12X4215 1215207 09/30/2058 01994 7.089998400 12,651,000.0000 597,970.47 05/31/2011 12X4215 1215207 09/30/2059 01994 7.089998400 7,600,000.0000 359,226.59 05/31/2011 12X4215 1215207 09/30/2060 01994 7.089998400 2,589,000.0000 122,373.37 05/31/2011 12X4215 1215207 09/30/2046 01995 6.710000400 41,270,000.0000 1,846,144.78 05/31/2011 12X4215 1215207 09/30/2048 01995 6.710000400 2,000,000.0000 89,466.67 05/31/2011 12X4215 1215207 09/30/2050 01995 6.710000400 1,000,000.0000 44,733.34 05/31/2011 12X4215 1215207 09/30/2052 01995 6.710000400 14,000,000.0000 626,266.70 05/31/2011 12X4215 1215207 09/30/2055 01995 6.710000400 1,069,000.0000 47,819.94 05/31/2011 12X4215 1215207 09/30/2056 01995 6.710000400 6,695,000.0000 299,489.68 05/31/2011 12X4215 1215207 09/30/2057 01995 6.710000400 2,200,000.0000 98,413.34 05/31/2011 12X4215 1215207 09/30/2058 01995 6.710000400 63,000.0000 2,818.20 05/31/2011 12X4215 1215207 09/30/2059 01995 6.710000400 901,000.0000 40,304.74 05/31/2011 12X4215 1215207 09/30/2060 01995 6.710000400 3,298,000.0000 147,530.54 05/31/2011 12X4215 1215207 09/30/2047 01996 6.459998400 7,936,000.0000 341,776.98 05/31/2011 12X4215 1215207 09/30/2048 01996 6.459998400 29,000,000.0000 1,248,933.02 05/31/2011 12X4215 1215207 09/30/2052 01996 6.459998400 9,000,000.0000 387,599.90 05/31/2011 12X4215 1215207 09/30/2055 01996 6.459998400 667,600.0000 28,751.30 05/31/2011 12X4215 1215207 09/30/2056 01996 6.459998400 5,122,000.0000 220,587.41 05/31/2011 12X4215 1215207 09/30/2057 01996 6.459998400 3,700,000.0000 159,346.63 05/31/2011 12X4215 1215207 09/30/2058 01996 6.459998400 19,000.0000 818.27 05/31/2011 12X4215 1215207 09/30/2059 01996 6.459998400 61,000.0000 2,627.07 05/31/2011 12X4215 1215207 09/30/2060 01996 6.459998400 5,851,000.0000 251,983.00 05/31/2011 12X4215 1215207 09/30/2048 01997 5.950000800 18,810,000.0000 746,130.10 05/31/2011 12X4215 1215207 09/30/2049 01997 5.950000800 17,000,000.0000 674,333.42 05/31/2011 12X4215 1215207 09/30/2050 01997 5.950000800 1,000,000.0000 39,666.67 05/31/2011 12X4215 1215207 09/30/2051 01997 5.950000800 1,000,000.0000 39,666.67 05/31/2011 12X4215 1215207 09/30/2052 01997 5.950000800 14,000,000.0000 555,333.41 05/31/2011 12X4215 1215207 09/30/2055 01997 5.950000800 1,557,500.0000 61,780.84 05/31/2011 12X4215 1215207 09/30/2056 01997 5.950000800 5,215,000.0000 206,861.69 05/31/2011 12X4215 1215207 09/30/2057 01997 5.950000800 3,600,000.0000 142,800.02 05/31/2011 12X4215 1215207 09/30/2058 01997 5.950000800 651,000.0000 25,823.00 05/31/2011 12X4215 1215207 09/30/2059 01997 5.950000800 606,000.0000 24,038.00 05/31/2011 12X4215 1215207 09/30/2049 01998 5.870001600 25,700,000.0000 1,005,726.94 05/31/2011 12X4215 1215207 09/30/2050 01998 5.870001600 19,000,000.0000 743,533.54 05/31/2011 12X4215 1215207 09/30/2051 01998 5.870001600 3,000,000.0000 117,400.03 05/31/2011 12X4215 1215207 09/30/2052 01998 5.870001600 6,000,000.0000 234,800.06 05/31/2011 12X4215 1215207 09/30/2053 01998 5.870001600 13,000,000.0000 508,733.47 05/31/2011 12X4215 1215207 09/30/2055 01998 5.870001600 2,342,000.0000 91,650.29 05/31/2011 12X4215 1215207 09/30/2056 01998 5.870001600 591,000.0000 23,127.81 05/31/2011 12X4215 1215207 09/30/2057 01998 5.870001600 4,500,000.0000 176,100.05 05/31/2011 12X4215 1215207 09/30/2058 01998 5.870001600 735,000.0000 28,763.01 05/31/2011 12X4215 1215207 09/30/2059 01998 5.870001600 1,250,000.0000 48,916.68 05/31/2011 12X4215 1215207 09/30/2060 01998 5.870001600 5,923,000.0000 231,786.80 05/31/2011 12X4215 1215207 09/30/2049 01999 5.839999200 1,033,000.0000 40,218.13 05/31/2011 12X4215 1215207 09/30/2050 01999 5.839999200 23,000,000.0000 895,466.54 05/31/2011 12X4215 1215207 09/30/2051 01999 5.839999200 13,000,000.0000 506,133.26 05/31/2011 12X4215 1215207 09/30/2052 01999 5.839999200 8,000,000.0000 311,466.62 05/31/2011 12X4215 1215207 09/30/2053 01999 5.839999200 4,200,000.0000 163,519.98 05/31/2011 12X4215 1215207 09/30/2055 01999 5.839999200 2,898,200.0000 112,836.57 05/31/2011 12X4215 1215207 09/30/2056 01999 5.839999200 1,455,000.0000 56,647.99 05/31/2011 12X4215 1215207 09/30/2057 01999 5.839999200 4,023,000.0000 156,628.78 05/31/2011 12X4215 1215207 09/30/2058 01999 5.839999200 1,546,000.0000 60,190.93 05/31/2011 12X4215 1215207 09/30/2059 01999 5.839999200 2,154,000.0000 83,862.39 05/31/2011 12X4215 1215207 09/30/2060 01999 5.839999200 1,429,000.0000 55,635.73 05/31/2011 12X4215 1215207 09/30/2051 02000 5.590000800 15,732,000.0000 586,279.28 05/31/2011 12X4215 1215207 09/30/2052 02000 5.590000800 24,000,000.0000 894,400.13 05/31/2011 12X4215 1215207 09/30/2053 02000 5.590000800 9,000,000.0000 335,400.05 05/31/2011 12X4215 1215207 09/30/2055 02000 5.590000800 1,420,000.0000 52,918.67 05/31/2011 12X4215 1215207 09/30/2056 02000 5.590000800 2,754,000.0000 102,632.41 05/31/2011 12X4215 1215207 09/30/2057 02000 5.590000800 3,447,000.0000 128,458.22 05/31/2011 12X4215 1215207 09/30/2058 02000 5.590000800 1,053,000.0000 39,241.81 05/31/2011 12X4215 1215207 09/30/2059 02000 5.590000800 4,950,000.0000 184,470.03 05/31/2011 12X4215 1215207 09/30/2060 02000 5.590000800 1,021,000.0000 38,049.27 05/31/2011 12X4215 1215207 09/30/2061 02000 5.590000800 25,000.0000 931.67 05/31/2011 12X4215 1215207 09/30/2052 02001 5.349999600 19,130,000.0000 682,303.28 05/31/2011 12X4215 1215207 09/30/2053 02001 5.349999600 27,300,000.0000 973,699.93 05/31/2011 12X4215 1215207 09/30/2055 02001 5.349999600 5,969,000.0000 212,894.32 05/31/2011 12X4215 1215207 09/30/2056 02001 5.349999600 2,953,000.0000 105,323.66 05/31/2011 12X4215 1215207 09/30/2057 02001 5.349999600 2,629,500.0000 93,785.49 05/31/2011 12X4215 1215207 09/30/2058 02001 5.349999600 6,917,000.0000 246,706.31 05/31/2011 12X4215 1215207 09/30/2059 02001 5.349999600 1,781,000.0000 63,522.33 05/31/2011 12X4215 1215207 09/30/2060 02001 5.349999600 2,187,000.0000 78,002.99 05/31/2011 12X4215 1215207 09/30/2061 02001 5.349999600 414,000.0000 0.00 05/31/2011 12X4215 1215207 09/30/2053 02002 5.060001600 35,581,000.0000 1,200,266.11 05/31/2011 12X4215 1215207 09/30/2055 02002 5.060001600 12,000,000.0000 404,800.13 05/31/2011 12X4215 1215207 09/30/2056 02002 5.060001600 4,665,000.0000 157,366.05 05/31/2011 12X4215 1215207 09/30/2057 02002 5.060001600 6,254,000.0000 210,968.33 05/31/2011 12X4215 1215207 09/30/2058 02002 5.060001600 4,791,000.0000 161,616.45 05/31/2011 12X4215 1215207 09/30/2059 02002 5.060001600 890,000.0000 30,022.68 05/31/2011 12X4215 1215207 09/30/2060 02002 5.060001600 5,139,000.0000 173,355.65 05/31/2011 12X4215 1215207 09/30/2061 02002 5.060001600 631,000.0000 21,285.74 05/31/2011 12X4215 1215207 09/30/2053 02003 4.960000800 20,871,000.0000 690,134.51 05/31/2011 12X4215 1215207 09/30/2055 02003 4.960000800 17,800,000.0000 588,586.76 05/31/2011 12X4215 1215207 09/30/2056 02003 4.960000800 9,498,000.0000 314,067.25 05/31/2011 12X4215 1215207 09/30/2057 02003 4.960000800 3,626,000.0000 119,899.75 05/31/2011 12X4215 1215207 09/30/2058 02003 4.960000800 3,228,000.0000 106,739.22 05/31/2011 12X4215 1215207 09/30/2059 02003 4.960000800 7,756,000.0000 256,465.11 05/31/2011 12X4215 1215207 09/30/2060 02003 4.960000800 7,108,000.0000 235,037.90 05/31/2011 12X4215 1215207 09/30/2061 02003 4.960000800 379,000.0000 0.00 05/31/2011 12X4215 1215207 09/30/2055 02004 4.860000000 18,265,000.0000 591,786.00 05/31/2011 12X4215 1215207 09/30/2056 02004 4.860000000 16,995,000.0000 550,638.00 05/31/2011 12X4215 1215207 09/30/2057 02004 4.860000000 15,297,000.0000 495,622.80 05/31/2011 12X4215 1215207 09/30/2058 02004 4.860000000 3,794,000.0000 122,925.60 05/31/2011 12X4215 1215207 09/30/2059 02004 4.860000000 6,631,111.0000 214,848.00 05/31/2011 12X4215 1215207 09/30/2060 02004 4.860000000 2,760,000.0000 89,424.00 05/31/2011 12X4215 1215207 09/30/2061 02004 4.860000000 505,000.0000 16,362.00 05/31/2011 12X4215 1215207 09/30/2055 02005 4.870000800 1,454,000.0000 47,206.54 05/31/2011 12X4215 1215207 09/30/2056 02005 4.870000800 13,564,000.0000 440,377.94 05/31/2011 12X4215 1215207 09/30/2057 02005 4.870000800 14,206,000.0000 461,221.54 05/31/2011 12X4215 1215207 09/30/2058 02005 4.870000800 13,856,000.0000 449,858.21 05/31/2011 12X4215 1215207 09/30/2059 02005 4.870000800 6,914,000.0000 224,474.57 05/31/2011 12X4215 1215207 09/30/2060 02005 4.870000800 3,158,000.0000 102,529.75 05/31/2011 12X4215 1215207 09/30/2061 02005 4.870000800 29,000.0000 941.53 05/31/2011 12X4215 1215207 09/30/2056 02006 4.759999200 885,600.0000 28,103.04 05/31/2011 12X4215 1215207 09/30/2057 02006 4.759999200 13,540,800.0000 429,694.65 05/31/2011 12X4215 1215207 09/30/2058 02006 4.759999200 13,388,000.0000 424,845.80 05/31/2011 12X4215 1215207 09/30/2059 02006 4.759999200 13,287,681.0000 421,662.34 05/31/2011 12X4215 1215207 09/30/2060 02006 4.759999200 8,638,000.0000 274,112.49 05/31/2011 12X4215 1215207 09/30/2061 02006 4.759999200 5,267,000.0000 167,139.44 05/31/2011 12X4215 1215207 09/30/2057 02007 4.560001200 4,903,000.0000 149,051.24 05/31/2011 12X4215 1215207 09/30/2058 02007 4.560001200 11,643,000.0000 353,947.29 05/31/2011 12X4215 1215207 09/30/2059 02007 4.560001200 21,033,000.0000 639,403.37 05/31/2011 12X4215 1215207 09/30/2060 02007 4.560001200 10,666,000.0000 324,246.49 05/31/2011 12X4215 1215207 09/30/2061 02007 4.560001200 2,636,000.0000 80,134.42 05/31/2011 12X4215 1215207 09/30/2058 02008 4.560001200 3,537,600.0000 107,543.07 05/31/2011 12X4215 1215207 09/30/2059 02008 4.560001200 12,259,000.0000 372,673.70 05/31/2011 12X4215 1215207 09/30/2060 02008 4.560001200 13,486,000.0000 409,974.51 05/31/2011 12X4215 1215207 09/30/2061 02008 4.560001200 3,254,000.0000 98,921.63 05/31/2011 12X4215 1215207 09/30/2059 02009 4.780000800 1,897,200.0000 60,457.45 05/31/2011 12X4215 1215207 09/30/2060 02009 4.780000800 16,265,000.0000 518,311.42 05/31/2011 12X4215 1215207 09/30/2061 02009 4.780000800 7,240,000.0000 230,714.71 05/31/2011 12X4215 1215207 09/30/2060 02010 2.959999200 9,524,500.0000 187,950.08 05/31/2011 12X4215 1215207 09/30/2061 02010 2.959999200 6,818,000.0000 134,541.83 05/31/2011 12X4215 1215207 09/30/2061 02011 2.959999200 5,417,000.0000 0.00 05/31/2011 ------------------------ ---------------------- 1,503,091,292.0000 59,789,000.66 208 SUB-COHORT 12X4215 1215208 09/30/2011 02001 3.399998400 1,550,000.0000 35,133.32 05/31/2011 12X4215 1215208 09/30/2012 02001 3.399998400 18,000.0000 408.00 05/31/2011 12X4215 1215208 09/30/2013 02001 3.399998400 535,000.0000 12,126.66 05/31/2011 12X4215 1215208 09/30/2012 02006 3.650000400 516,000.0000 12,556.00 05/31/2011 12X4215 1215208 09/30/2013 02006 3.650000400 25,000.0000 608.33 05/31/2011 12X4215 1215208 09/30/2011 02007 4.129999200 61,000.0000 1,679.53 05/31/2011 12X4215 1215208 09/30/2012 02007 4.129999200 752,000.0000 20,705.06 05/31/2011 12X4215 1215208 09/30/2013 02007 4.129999200 432,000.0000 11,894.40 05/31/2011 12X4215 1215208 09/30/2014 02007 4.129999200 582,000.0000 16,024.40 05/31/2011 12X4215 1215208 09/30/2012 02008 1.440000000 885,000.0000 8,496.00 05/31/2011 12X4215 1215208 09/30/2013 02008 1.440000000 39,000.0000 374.40 05/31/2011 12X4215 1215208 09/30/2012 02009 1.440000000 185,000.0000 1,776.00 05/31/2011 12X4215 1215208 09/30/2013 02009 1.440000000 259,000.0000 2,486.40 05/31/2011 ------------------------ ---------------------- 5,839,000.0000 124,268.50 209 SUB-COHORT 12X4215 1215209 09/30/2060 01992 7.310001600 654,000.0000 31,871.61 05/31/2011 12X4215 1215209 09/30/2057 01993 6.710000400 553,300.0000 24,750.95 05/31/2011 12X4215 1215209 09/30/2057 01994 6.770001600 2,178,700.0000 98,332.02 05/31/2011 12X4215 1215209 09/30/2060 01994 6.770001600 165,000.0000 7,447.00 05/31/2011 12X4215 1215209 09/30/2047 01997 6.890000400 783,000.0000 35,965.80 05/31/2011 12X4215 1215209 09/30/2048 01997 6.890000400 50,000.0000 2,296.67 05/31/2011 12X4215 1215209 09/30/2050 01997 6.890000400 17,000.0000 780.87 05/31/2011 12X4215 1215209 09/30/2052 01997 6.890000400 400,000.0000 18,373.33 05/31/2011 12X4215 1215209 09/30/2055 01997 6.890000400 86,600.0000 3,977.83 05/31/2011 12X4215 1215209 09/30/2056 01997 6.890000400 3,100.0000 142.39 05/31/2011 12X4215 1215209 09/30/2059 01997 6.890000400 81,000.0000 3,720.60 05/31/2011 12X4215 1215209 09/30/2060 01997 6.890000400 6,210,500.0000 285,268.98 05/31/2011 12X4215 1215209 09/30/2059 01998 5.979999600 374,600.0000 14,934.05 05/31/2011 12X4215 1215209 09/30/2060 01998 5.979999600 110,800.0000 4,417.23 05/31/2011 12X4215 1215209 09/30/2059 01999 5.810000400 624,800.0000 24,200.59 05/31/2011 12X4215 1215209 09/30/2060 01999 5.810000400 1,925,900.0000 74,596.53 05/31/2011 12X4215 1215209 09/30/2050 02000 6.360001200 267,500.0000 11,342.00 05/31/2011 12X4215 1215209 09/30/2054 02000 6.360001200 8,500.0000 360.40 05/31/2011 12X4215 1215209 09/30/2055 02000 6.360001200 13,900.0000 589.36 05/31/2011 12X4215 1215209 09/30/2056 02000 6.360001200 1,500.0000 63.60 05/31/2011 12X4215 1215209 09/30/2060 02000 6.360001200 349,100.0000 14,801.84 05/31/2011 12X4215 1215209 09/30/2051 02001 5.670000000 148,200.0000 5,601.96 05/31/2011 12X4215 1215209 09/30/2052 02001 5.670000000 120,000.0000 4,536.00 05/31/2011 12X4215 1215209 09/30/2055 02001 5.670000000 24,700.0000 933.66 05/31/2011 12X4215 1215209 09/30/2056 02001 5.670000000 7,500.0000 283.50 05/31/2011 12X4215 1215209 09/30/2060 02001 5.670000000 692,000.0000 26,157.60 05/31/2011 12X4215 1215209 09/30/2052 02002 5.600001600 590,500.0000 22,045.34 05/31/2011 12X4215 1215209 09/30/2056 02002 5.600001600 5,000.0000 186.67 05/31/2011 12X4215 1215209 09/30/2060 02002 5.600001600 410,000.0000 15,306.67 05/31/2011 12X4215 1215209 09/30/2054 02003 4.899999600 769,600.0000 25,140.26 05/31/2011 12X4215 1215209 09/30/2058 02003 4.899999600 50,000.0000 1,633.33 05/31/2011 12X4215 1215209 09/30/2060 02003 4.899999600 352,000.0000 11,498.67 05/31/2011 12X4215 1215209 09/30/2054 02004 5.190001200 152,800.0000 5,286.88 05/31/2011 12X4215 1215209 09/30/2056 02004 5.190001200 10,000.0000 346.00 05/31/2011 12X4215 1215209 09/30/2060 02004 5.190001200 90,000.0000 3,114.00 05/31/2011 12X4215 1215209 09/30/2055 02005 4.479998400 625,400.0000 18,678.61 05/31/2011 12X4215 1215209 09/30/2056 02005 4.479998400 177,000.0000 5,286.40 05/31/2011 12X4215 1215209 09/30/2060 02005 4.479998400 39,000.0000 1,164.80 05/31/2011 12X4215 1215209 09/30/2057 02006 4.889998800 784,900.0000 25,587.73 05/31/2011 12X4215 1215209 09/30/2059 02006 4.889998800 114,000.0000 3,716.40 05/31/2011 12X4215 1215209 09/30/2060 02006 4.889998800 14,000.0000 456.40 05/31/2011 12X4215 1215209 09/30/2057 02007 4.910000400 809,000.0000 26,481.27 05/31/2011 12X4215 1215209 09/30/2059 02007 4.910000400 66,000.0000 2,160.40 05/31/2011 12X4215 1215209 09/30/2060 02007 4.910000400 36,000.0000 1,178.40 05/31/2011 12X4215 1215209 09/30/2058 02008 4.190000400 929,000.0000 25,950.07 05/31/2011 12X4215 1215209 09/30/2059 02008 4.190000400 39,000.0000 1,089.40 05/31/2011 12X4215 1215209 09/30/2060 02008 4.190000400 20,000.0000 558.67 05/31/2011 12X4215 1215209 09/30/2059 02009 3.840001200 934,000.0000 23,910.41 05/31/2011 12X4215 1215209 09/30/2060 02009 3.840001200 105,000.0000 2,688.00 05/31/2011 12X4215 1215209 09/30/2060 02010 3.840001200 950,000.0000 24,320.01 05/31/2011 ------------------------ ---------------------- 23,923,400.0000 943,531.16 212 SUB-COHORT 12X4215 1215212 09/30/2011 02001 5.370001200 179,000.0000 6,408.20 05/31/2011 12X4215 1215212 09/30/2012 02001 5.370001200 30,000.0000 1,074.00 05/31/2011 12X4215 1215212 09/30/2011 02002 5.289998400 252,000.0000 8,887.20 05/31/2011 12X4215 1215212 09/30/2012 02002 5.289998400 4,000.0000 141.07 05/31/2011 12X4215 1215212 09/30/2011 02003 4.250001600 140,000.0000 3,966.67 05/31/2011 ------------------------ ---------------------- 605,000.0000 20,477.14 401 SUB-COHORT 12X4215 1215401 09/30/2011 02000 5.709999600 5,400.0000 205.56 05/31/2011 12X4215 1215401 09/30/2011 02001 3.700000800 1,548,000.0000 38,184.01 05/31/2011 12X4215 1215401 09/30/2011 02003 2.120000400 1,000.0000 14.13 05/31/2011 12X4215 1215401 09/30/2013 02004 3.480001200 1,000.0000 23.20 05/31/2011 12X4215 1215401 09/30/2011 02005 3.620001600 1,414,000.0000 34,124.55 05/31/2011 12X4215 1215401 09/30/2013 02005 3.620001600 270,000.0000 6,516.00 05/31/2011 12X4215 1215401 09/30/2013 02006 3.409999200 750,000.0000 17,050.00 05/31/2011 12X4215 1215401 09/30/2013 02007 3.520000800 83,000.0000 1,947.73 05/31/2011 ------------------------ ---------------------- 4,072,400.0000 98,065.18 ======================== ====================== 16,009,583,275.0000 529,045,617.24 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00