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 120,803.47 03/31/2011 12X4208 1208845 09/30/2027 01992 6.729998400 52,970,000.0000 1,782,440.08 03/31/2011 12X4208 1208845 09/30/2044 01992 6.729998400 16,216,000.0000 545,668.27 03/31/2011 12X4208 1208845 09/30/2027 01993 6.599998800 5,284,000.0000 174,371.97 03/31/2011 12X4208 1208845 09/30/2028 01993 6.599998800 48,261,000.0000 1,592,612.71 03/31/2011 12X4208 1208845 09/30/2042 01993 6.599998800 6,825,000.0000 225,224.96 03/31/2011 12X4208 1208845 09/30/2043 01993 6.599998800 533,000.0000 17,589.00 03/31/2011 12X4208 1208845 09/30/2044 01993 6.599998800 16,561,000.0000 546,512.90 03/31/2011 ------------------------ ---------------------- 150,240,000.0000 5,005,223.36 840 SUB-COHORT 12X4208 1208840 09/30/2027 01992 6.950001600 276,184,000.0000 9,597,396.21 03/31/2011 12X4208 1208840 09/30/2042 01992 6.950001600 585,000.0000 20,328.75 03/31/2011 12X4208 1208840 09/30/2044 01992 6.950001600 19,906,000.0000 0.00 03/31/2011 12X4208 1208840 09/30/2028 01993 6.990001200 393,646,300.0000 13,757,940.55 03/31/2011 12X4208 1208840 09/30/2042 01993 6.990001200 618,000.0000 21,599.10 03/31/2011 12X4208 1208840 09/30/2044 01993 6.990001200 69,500,000.0000 2,429,025.42 03/31/2011 ------------------------ ---------------------- 760,439,300.0000 25,826,290.03 850 SUB-COHORT 12X4208 1208850 09/30/2029 01994 7.040001600 60,672,500.0000 2,135,672.49 03/31/2011 12X4208 1208850 09/30/2042 01994 7.040001600 53,000.0000 1,865.60 03/31/2011 12X4208 1208850 09/30/2043 01994 7.040001600 850,000.0000 29,920.01 03/31/2011 12X4208 1208850 09/30/2030 01995 6.680001600 40,456,000.0000 1,351,230.72 03/31/2011 12X4208 1208850 09/30/2042 01995 6.680001600 44,000.0000 1,469.60 03/31/2011 12X4208 1208850 09/30/2031 01996 6.450001200 57,620,200.0000 1,858,251.80 03/31/2011 12X4208 1208850 09/30/2042 01996 6.450001200 36,000.0000 1,161.00 03/31/2011 12X4208 1208850 09/30/2043 01996 6.450001200 250,000.0000 8,062.50 03/31/2011 12X4208 1208850 09/30/2032 01997 5.979999600 51,271,200.0000 1,533,008.78 03/31/2011 12X4208 1208850 09/30/2042 01997 5.979999600 4,200.0000 125.58 03/31/2011 12X4208 1208850 09/30/2043 01997 5.979999600 350,000.0000 10,465.00 03/31/2011 12X4208 1208850 09/30/2033 01998 6.000001200 84,790,756.3100 2,543,723.20 03/31/2011 12X4208 1208850 09/30/2042 01998 6.000001200 2,507,000.0000 75,210.02 03/31/2011 12X4208 1208850 09/30/2043 01998 6.000001200 250,000.0000 7,500.00 03/31/2011 12X4208 1208850 09/30/2034 01999 5.919998400 57,631,930.9100 1,705,904.69 03/31/2011 12X4208 1208850 09/30/2043 01999 5.919998400 650,000.0000 19,239.99 03/31/2011 12X4208 1208850 09/30/2035 02000 5.730001200 99,783,400.0000 2,858,795.01 03/31/2011 12X4208 1208850 09/30/2042 02000 5.730001200 20,000.0000 573.00 03/31/2011 12X4208 1208850 09/30/2043 02000 5.730001200 450,000.0000 12,892.50 03/31/2011 12X4208 1208850 09/30/2036 02001 5.000000400 96,003,000.0000 2,400,075.19 03/31/2011 12X4208 1208850 09/30/2043 02001 5.000000400 3,200,000.0000 80,000.01 03/31/2011 12X4208 1208850 09/30/2044 02001 5.000000400 2,000,000.0000 0.00 03/31/2011 12X4208 1208850 09/30/2037 02002 4.790001600 115,512,500.0000 2,766,525.30 03/31/2011 12X4208 1208850 09/30/2042 02002 4.790001600 4,701,000.0000 112,588.99 03/31/2011 12X4208 1208850 09/30/2043 02002 4.790001600 800,000.0000 19,160.01 03/31/2011 12X4208 1208850 09/30/2038 02003 4.709998800 104,240,000.0000 2,454,851.37 03/31/2011 12X4208 1208850 09/30/2042 02003 4.709998800 14,552,000.0000 342,699.51 03/31/2011 12X4208 1208850 09/30/2043 02003 4.709998800 3,345,000.0000 78,774.73 03/31/2011 12X4208 1208850 09/30/2039 02004 4.690000800 197,053,000.0000 4,620,893.64 03/31/2011 12X4208 1208850 09/30/2042 02004 4.690000800 28,673,000.0000 672,381.96 03/31/2011 12X4208 1208850 09/30/2043 02004 4.690000800 12,153,000.0000 284,987.90 03/31/2011 12X4208 1208850 09/30/2044 02004 4.690000800 2,674,000.0000 62,705.31 03/31/2011 12X4208 1208850 09/30/2040 02005 4.569998400 69,294,700.0000 1,583,383.34 03/31/2011 12X4208 1208850 09/30/2042 02005 4.569998400 24,581,000.0000 561,675.65 03/31/2011 12X4208 1208850 09/30/2043 02005 4.569998400 14,791,000.0000 337,974.23 03/31/2011 12X4208 1208850 09/30/2044 02005 4.569998400 15,935,000.0000 364,114.62 03/31/2011 12X4208 1208850 09/30/2041 02006 4.659998400 48,973,000.0000 1,141,070.51 03/31/2011 12X4208 1208850 09/30/2042 02006 4.659998400 18,447,000.0000 429,814.95 03/31/2011 12X4208 1208850 09/30/2043 02006 4.659998400 20,276,000.0000 472,430.64 03/31/2011 12X4208 1208850 09/30/2044 02006 4.659998400 4,822,000.0000 112,352.56 03/31/2011 12X4208 1208850 09/30/2042 02007 4.550000400 55,075,000.0000 1,252,956.36 03/31/2011 12X4208 1208850 09/30/2043 02007 4.550000400 19,802,000.0000 450,495.54 03/31/2011 12X4208 1208850 09/30/2044 02007 4.550000400 12,186,000.0000 277,231.52 03/31/2011 12X4208 1208850 09/30/2045 02007 4.550000400 1,151,000.0000 0.00 03/31/2011 12X4208 1208850 09/30/2043 02008 4.380001200 43,500,000.0000 952,650.26 03/31/2011 12X4208 1208850 09/30/2044 02008 4.380001200 20,387,000.0000 446,475.42 03/31/2011 12X4208 1208850 09/30/2045 02008 4.380001200 5,602,000.0000 122,683.83 03/31/2011 12X4208 1208850 09/30/2043 02009 4.820000400 5,230,000.0000 126,043.01 03/31/2011 12X4208 1208850 09/30/2044 02009 4.820000400 14,621,000.0000 352,366.13 03/31/2011 12X4208 1208850 09/30/2045 02009 4.820000400 8,712,000.0000 0.00 03/31/2011 12X4208 1208850 09/30/2045 02010 4.820000400 1,342,000.0000 32,342.20 03/31/2011 ------------------------ ---------------------- 1,447,324,387.2200 37,066,776.18 810 SUB-COHORT 12X4208 1208810 09/30/2029 01994 6.909998400 191,444,000.0000 6,614,388.67 03/31/2011 12X4208 1208810 09/30/2042 01994 6.909998400 13,700,000.0000 473,334.89 03/31/2011 12X4208 1208810 09/30/2030 01995 6.559999200 252,848,000.0000 8,293,413.39 03/31/2011 12X4208 1208810 09/30/2042 01995 6.559999200 15,300,000.0000 501,839.94 03/31/2011 12X4208 1208810 09/30/2031 01996 6.320001600 322,976,000.0000 10,206,044.18 03/31/2011 12X4208 1208810 09/30/2042 01996 6.320001600 9,000,000.0000 284,400.07 03/31/2011 12X4208 1208810 09/30/2043 01996 6.320001600 6,700,000.0000 211,720.05 03/31/2011 12X4208 1208810 09/30/2044 01996 6.320001600 1,850,000.0000 58,460.01 03/31/2011 12X4208 1208810 09/30/2032 01997 6.140001600 290,888,000.0000 8,930,263.93 03/31/2011 12X4208 1208810 09/30/2042 01997 6.140001600 10,800,000.0000 331,560.09 03/31/2011 12X4208 1208810 09/30/2043 01997 6.140001600 4,400,000.0000 135,080.04 03/31/2011 12X4208 1208810 09/30/2044 01997 6.140001600 1,501,000.0000 46,080.71 03/31/2011 12X4208 1208810 09/30/2033 01998 5.919998400 343,632,000.0000 10,171,504.45 03/31/2011 12X4208 1208810 09/30/2042 01998 5.919998400 7,400,000.0000 219,039.94 03/31/2011 12X4208 1208810 09/30/2043 01998 5.919998400 8,450,000.0000 250,119.93 03/31/2011 12X4208 1208810 09/30/2044 01998 5.919998400 1,326,000.0000 39,249.59 03/31/2011 12X4208 1208810 09/30/2034 01999 5.889999600 217,418,000.0000 6,402,959.67 03/31/2011 12X4208 1208810 09/30/2042 01999 5.889999600 2,400,000.0000 70,680.00 03/31/2011 12X4208 1208810 09/30/2043 01999 5.889999600 6,200,000.0000 182,589.99 03/31/2011 12X4208 1208810 09/30/2035 02000 5.879998800 199,425,000.0000 5,863,093.80 03/31/2011 12X4208 1208810 09/30/2042 02000 5.879998800 7,100,000.0000 208,739.96 03/31/2011 12X4208 1208810 09/30/2043 02000 5.879998800 5,850,000.0000 171,989.96 03/31/2011 12X4208 1208810 09/30/2044 02000 5.879998800 2,273,000.0000 66,826.19 03/31/2011 12X4208 1208810 09/30/2036 02001 5.150001600 204,651,000.0000 5,269,764.89 03/31/2011 12X4208 1208810 09/30/2042 02001 5.150001600 2,600,000.0000 66,950.02 03/31/2011 12X4208 1208810 09/30/2043 02001 5.150001600 6,900,000.0000 177,675.06 03/31/2011 12X4208 1208810 09/30/2044 02001 5.150001600 2,175,000.0000 56,006.27 03/31/2011 12X4208 1208810 09/30/2037 02002 4.680000000 405,453,000.0000 9,487,600.20 03/31/2011 12X4208 1208810 09/30/2042 02002 4.680000000 5,601,000.0000 131,063.40 03/31/2011 12X4208 1208810 09/30/2044 02002 4.680000000 1,858,000.0000 43,477.20 03/31/2011 12X4208 1208810 09/30/2038 02003 4.719999600 74,450,000.0000 1,757,019.85 03/31/2011 12X4208 1208810 09/30/2042 02003 4.719999600 8,241,000.0000 194,487.58 03/31/2011 12X4208 1208810 09/30/2043 02003 4.719999600 12,082,000.0000 285,135.18 03/31/2011 12X4208 1208810 09/30/2039 02004 4.579999200 393,715,000.0000 9,016,071.93 03/31/2011 12X4208 1208810 09/30/2042 02004 4.579999200 83,261,000.0000 1,906,676.57 03/31/2011 12X4208 1208810 09/30/2043 02004 4.579999200 77,198,000.0000 1,767,833.89 03/31/2011 12X4208 1208810 09/30/2044 02004 4.579999200 15,517,000.0000 355,339.24 03/31/2011 12X4208 1208810 09/30/2040 02005 4.550000400 43,719,800.0000 994,625.54 03/31/2011 12X4208 1208810 09/30/2042 02005 4.550000400 21,472,000.0000 488,488.04 03/31/2011 12X4208 1208810 09/30/2043 02005 4.550000400 15,572,000.0000 354,263.03 03/31/2011 12X4208 1208810 09/30/2044 02005 4.550000400 8,770,000.0000 199,517.52 03/31/2011 12X4208 1208810 09/30/2045 02005 4.550000400 2,727,000.0000 62,039.26 03/31/2011 12X4208 1208810 09/30/2041 02006 4.579999200 38,859,000.0000 889,870.94 03/31/2011 12X4208 1208810 09/30/2042 02006 4.579999200 20,317,000.0000 465,259.22 03/31/2011 12X4208 1208810 09/30/2043 02006 4.579999200 12,982,000.0000 297,287.75 03/31/2011 12X4208 1208810 09/30/2044 02006 4.579999200 19,298,000.0000 441,924.12 03/31/2011 12X4208 1208810 09/30/2045 02006 4.579999200 1,336,000.0000 30,594.39 03/31/2011 12X4208 1208810 09/30/2042 02007 4.439998800 40,896,800.0000 907,908.71 03/31/2011 12X4208 1208810 09/30/2043 02007 4.439998800 27,018,000.0000 599,799.44 03/31/2011 12X4208 1208810 09/30/2044 02007 4.439998800 8,252,000.0000 183,194.35 03/31/2011 12X4208 1208810 09/30/2045 02007 4.439998800 6,994,000.0000 155,266.76 03/31/2011 ------------------------ ---------------------- 3,484,796,600.0000 96,318,519.80 855 SUB-COHORT 12X4208 1208855 09/30/2029 01994 6.440000400 16,306,200.0000 525,059.67 03/31/2011 12X4208 1208855 09/30/2042 01994 6.440000400 2,028,000.0000 65,301.60 03/31/2011 12X4208 1208855 09/30/2044 01994 6.440000400 146,000.0000 4,701.20 03/31/2011 12X4208 1208855 09/30/2045 01994 6.440000400 107,000.0000 3,445.40 03/31/2011 12X4208 1208855 09/30/2029 01995 6.009998400 370,000.0000 11,118.50 03/31/2011 12X4208 1208855 09/30/2030 01995 6.009998400 18,189,000.0000 546,579.30 03/31/2011 12X4208 1208855 09/30/2042 01995 6.009998400 80,000.0000 2,404.00 03/31/2011 12X4208 1208855 09/30/2044 01995 6.009998400 1,168,000.0000 35,098.39 03/31/2011 12X4208 1208855 09/30/2029 01996 6.009998400 499,000.0000 14,994.95 03/31/2011 12X4208 1208855 09/30/2031 01996 6.009998400 22,687,000.0000 681,744.17 03/31/2011 12X4208 1208855 09/30/2042 01996 6.009998400 2,763,000.0000 83,028.13 03/31/2011 12X4208 1208855 09/30/2043 01996 6.009998400 349,000.0000 10,487.45 03/31/2011 12X4208 1208855 09/30/2044 01996 6.009998400 193,000.0000 5,799.65 03/31/2011 12X4208 1208855 09/30/2032 01997 5.670000000 26,577,946.5100 753,484.78 03/31/2011 12X4208 1208855 09/30/2042 01997 5.670000000 1,138,000.0000 32,262.30 03/31/2011 12X4208 1208855 09/30/2044 01997 5.670000000 76,000.0000 2,154.60 03/31/2011 12X4208 1208855 09/30/2033 01998 5.739998400 26,099,000.0000 749,041.09 03/31/2011 12X4208 1208855 09/30/2042 01998 5.739998400 3,509,000.0000 100,708.27 03/31/2011 12X4208 1208855 09/30/2044 01998 5.739998400 79,000.0000 2,267.30 03/31/2011 12X4208 1208855 09/30/2034 01999 5.450000400 29,643,000.0000 807,771.81 03/31/2011 12X4208 1208855 09/30/2042 01999 5.450000400 2,094,000.0000 57,061.50 03/31/2011 12X4208 1208855 09/30/2043 01999 5.450000400 2,083,000.0000 56,761.75 03/31/2011 12X4208 1208855 09/30/2044 01999 5.450000400 254,000.0000 6,921.50 03/31/2011 12X4208 1208855 09/30/2045 01999 5.450000400 372,000.0000 0.00 03/31/2011 12X4208 1208855 09/30/2029 02000 4.939999200 666,000.0000 16,450.20 03/31/2011 12X4208 1208855 09/30/2035 02000 4.939999200 28,789,000.0000 711,088.18 03/31/2011 12X4208 1208855 09/30/2042 02000 4.939999200 11,000.0000 271.70 03/31/2011 12X4208 1208855 09/30/2043 02000 4.939999200 29,000.0000 716.30 03/31/2011 12X4208 1208855 09/30/2044 02000 4.939999200 7,507,000.0000 185,422.87 03/31/2011 12X4208 1208855 09/30/2045 02000 4.939999200 262,000.0000 0.00 03/31/2011 12X4208 1208855 09/30/2036 02001 5.230000800 25,852,000.0000 676,029.90 03/31/2011 12X4208 1208855 09/30/2042 02001 5.230000800 1,503,000.0000 39,303.46 03/31/2011 12X4208 1208855 09/30/2043 02001 5.230000800 1,700,000.0000 44,455.01 03/31/2011 12X4208 1208855 09/30/2044 02001 5.230000800 501,000.0000 13,101.15 03/31/2011 12X4208 1208855 09/30/2037 02002 4.399999200 18,474,000.0000 406,427.93 03/31/2011 12X4208 1208855 09/30/2042 02002 4.399999200 9,997,000.0000 219,933.96 03/31/2011 12X4208 1208855 09/30/2043 02002 4.399999200 5,664,000.0000 124,607.98 03/31/2011 12X4208 1208855 09/30/2044 02002 4.399999200 4,340,000.0000 95,479.98 03/31/2011 12X4208 1208855 09/30/2038 02003 4.230000000 27,867,300.0000 589,393.40 03/31/2011 12X4208 1208855 09/30/2042 02003 4.230000000 9,385,000.0000 198,492.75 03/31/2011 12X4208 1208855 09/30/2043 02003 4.230000000 4,516,000.0000 95,513.40 03/31/2011 12X4208 1208855 09/30/2044 02003 4.230000000 2,241,000.0000 47,397.15 03/31/2011 12X4208 1208855 09/30/2045 02003 4.230000000 175,000.0000 3,701.25 03/31/2011 12X4208 1208855 09/30/2039 02004 4.410000000 40,146,000.0000 885,219.30 03/31/2011 12X4208 1208855 09/30/2042 02004 4.410000000 6,767,000.0000 149,212.35 03/31/2011 12X4208 1208855 09/30/2043 02004 4.410000000 752,000.0000 16,581.60 03/31/2011 12X4208 1208855 09/30/2044 02004 4.410000000 6,433,000.0000 141,847.65 03/31/2011 12X4208 1208855 09/30/2045 02004 4.410000000 1,992,000.0000 43,923.60 03/31/2011 12X4208 1208855 09/30/2040 02005 4.510000800 48,227,000.0000 1,087,519.04 03/31/2011 12X4208 1208855 09/30/2042 02005 4.510000800 27,745,000.0000 625,649.86 03/31/2011 12X4208 1208855 09/30/2043 02005 4.510000800 9,090,000.0000 204,979.54 03/31/2011 12X4208 1208855 09/30/2044 02005 4.510000800 7,620,000.0000 171,831.03 03/31/2011 12X4208 1208855 09/30/2045 02005 4.510000800 2,584,000.0000 58,269.21 03/31/2011 12X4208 1208855 09/30/2041 02006 4.290001200 13,174,000.0000 282,582.38 03/31/2011 12X4208 1208855 09/30/2042 02006 4.290001200 36,134,000.0000 775,074.52 03/31/2011 12X4208 1208855 09/30/2043 02006 4.290001200 12,881,000.0000 276,297.53 03/31/2011 12X4208 1208855 09/30/2044 02006 4.290001200 19,119,000.0000 410,102.66 03/31/2011 12X4208 1208855 09/30/2045 02006 4.290001200 10,509,000.0000 225,418.11 03/31/2011 12X4208 1208855 09/30/2042 02007 4.290001200 17,909,100.0000 384,150.30 03/31/2011 12X4208 1208855 09/30/2043 02007 4.290001200 14,902,000.0000 319,647.99 03/31/2011 12X4208 1208855 09/30/2044 02007 4.290001200 13,252,000.0000 284,255.48 03/31/2011 12X4208 1208855 09/30/2045 02007 4.290001200 2,947,000.0000 63,213.17 03/31/2011 12X4208 1208855 09/30/2042 02008 4.830001200 235,400.0000 5,684.91 03/31/2011 12X4208 1208855 09/30/2043 02008 4.830001200 8,905,000.0000 215,055.80 03/31/2011 12X4208 1208855 09/30/2044 02008 4.830001200 14,758,000.0000 356,405.79 03/31/2011 12X4208 1208855 09/30/2045 02008 4.830001200 6,288,000.0000 151,855.24 03/31/2011 12X4208 1208855 09/30/2043 02009 4.569998400 24,708,900.0000 564,598.17 03/31/2011 12X4208 1208855 09/30/2044 02009 4.569998400 6,330,000.0000 144,640.45 03/31/2011 12X4208 1208855 09/30/2045 02009 4.569998400 2,229,000.0000 50,932.63 03/31/2011 12X4208 1208855 09/30/2044 02010 2.279998800 20,113,000.0000 229,288.08 03/31/2011 12X4208 1208855 09/30/2045 02010 2.279998800 5,033,000.0000 0.00 03/31/2011 ------------------------ ---------------------- 687,072,846.5100 16,150,220.27 815 SUB-COHORT 12X4208 1208815 09/30/2029 01994 6.710000400 25,475,300.0000 854,696.37 03/31/2011 12X4208 1208815 09/30/2032 01994 6.710000400 500,000.0000 16,775.00 03/31/2011 12X4208 1208815 09/30/2030 01995 5.910001200 34,379,500.0000 1,015,914.43 03/31/2011 12X4208 1208815 09/30/2032 01995 5.910001200 1,990,000.0000 58,804.51 03/31/2011 12X4208 1208815 09/30/2033 01995 5.910001200 350,000.0000 10,342.50 03/31/2011 12X4208 1208815 09/30/2031 01996 6.090001200 25,361,000.0000 772,242.60 03/31/2011 12X4208 1208815 09/30/2032 01996 6.090001200 2,185,000.0000 66,533.26 03/31/2011 12X4208 1208815 09/30/2033 01996 6.090001200 1,000,000.0000 30,450.01 03/31/2011 12X4208 1208815 09/30/2034 01996 6.090001200 451,000.0000 13,732.95 03/31/2011 12X4208 1208815 09/30/2032 01997 5.580000000 40,617,000.0000 1,133,214.30 03/31/2011 12X4208 1208815 09/30/2033 01997 5.580000000 1,723,000.0000 48,071.70 03/31/2011 12X4208 1208815 09/30/2032 01998 5.490000000 4,955,000.0000 136,014.75 03/31/2011 12X4208 1208815 09/30/2033 01998 5.490000000 68,091,000.0000 1,869,097.95 03/31/2011 12X4208 1208815 09/30/2034 01998 5.490000000 3,419,000.0000 93,851.55 03/31/2011 12X4208 1208815 09/30/2035 01998 5.490000000 278,000.0000 7,631.10 03/31/2011 12X4208 1208815 09/30/2032 01999 5.259999600 5,079,000.0000 133,577.69 03/31/2011 12X4208 1208815 09/30/2033 01999 5.259999600 2,371,000.0000 62,357.30 03/31/2011 12X4208 1208815 09/30/2034 01999 5.259999600 74,622,000.0000 1,962,558.45 03/31/2011 12X4208 1208815 09/30/2032 02000 4.950000000 25,447,000.0000 629,813.25 03/31/2011 12X4208 1208815 09/30/2033 02000 4.950000000 4,929,000.0000 121,992.75 03/31/2011 12X4208 1208815 09/30/2034 02000 4.950000000 5,200,000.0000 0.00 03/31/2011 12X4208 1208815 09/30/2035 02000 4.950000000 76,911,000.0000 1,903,547.25 03/31/2011 12X4208 1208815 09/30/2032 02001 4.550000400 23,543,000.0000 535,603.30 03/31/2011 12X4208 1208815 09/30/2033 02001 4.550000400 21,368,700.0000 486,137.97 03/31/2011 12X4208 1208815 09/30/2034 02001 4.550000400 16,929,000.0000 385,134.78 03/31/2011 12X4208 1208815 09/30/2036 02001 4.550000400 80,452,000.0000 1,830,283.16 03/31/2011 12X4208 1208815 09/30/2032 02002 4.389998400 29,550,000.0000 648,622.26 03/31/2011 12X4208 1208815 09/30/2033 02002 4.389998400 16,198,000.0000 355,545.97 03/31/2011 12X4208 1208815 09/30/2034 02002 4.389998400 15,892,000.0000 348,829.27 03/31/2011 12X4208 1208815 09/30/2035 02002 4.389998400 3,188,000.0000 69,976.57 03/31/2011 12X4208 1208815 09/30/2037 02002 4.389998400 58,966,000.0000 1,294,303.23 03/31/2011 12X4208 1208815 09/30/2032 02003 4.259998800 21,833,000.0000 465,042.77 03/31/2011 12X4208 1208815 09/30/2033 02003 4.259998800 14,299,000.0000 304,568.61 03/31/2011 12X4208 1208815 09/30/2034 02003 4.259998800 8,895,000.0000 189,463.45 03/31/2011 12X4208 1208815 09/30/2035 02003 4.259998800 3,507,000.0000 74,699.08 03/31/2011 12X4208 1208815 09/30/2038 02003 4.259998800 79,453,000.0000 1,692,348.42 03/31/2011 12X4208 1208815 09/30/2032 02004 3.920000400 1,426,000.0000 27,949.60 03/31/2011 12X4208 1208815 09/30/2033 02004 3.920000400 553,000.0000 10,838.80 03/31/2011 12X4208 1208815 09/30/2034 02004 3.920000400 639,000.0000 12,524.40 03/31/2011 12X4208 1208815 09/30/2035 02004 3.920000400 272,000.0000 5,331.20 03/31/2011 12X4208 1208815 09/30/2039 02004 3.920000400 23,166,000.0000 454,053.65 03/31/2011 12X4208 1208815 09/30/2032 02005 4.399999200 39,012,000.0000 858,263.84 03/31/2011 12X4208 1208815 09/30/2033 02005 4.399999200 18,132,000.0000 398,903.93 03/31/2011 12X4208 1208815 09/30/2034 02005 4.399999200 2,741,000.0000 60,301.99 03/31/2011 12X4208 1208815 09/30/2040 02005 4.399999200 98,512,000.0000 2,167,263.61 03/31/2011 12X4208 1208815 09/30/2032 02006 4.430001600 62,254,000.0000 1,378,926.60 03/31/2011 12X4208 1208815 09/30/2033 02006 4.430001600 33,139,000.0000 734,029.12 03/31/2011 12X4208 1208815 09/30/2034 02006 4.430001600 21,772,000.0000 482,249.97 03/31/2011 12X4208 1208815 09/30/2035 02006 4.430001600 4,590,000.0000 101,668.54 03/31/2011 12X4208 1208815 09/30/2041 02006 4.430001600 102,759,000.0000 2,276,112.67 03/31/2011 12X4208 1208815 09/30/2032 02007 4.470001200 21,601,000.0000 482,782.48 03/31/2011 12X4208 1208815 09/30/2033 02007 4.470001200 35,569,000.0000 794,967.36 03/31/2011 12X4208 1208815 09/30/2034 02007 4.470001200 36,973,000.0000 826,346.77 03/31/2011 12X4208 1208815 09/30/2035 02007 4.470001200 10,361,000.0000 231,568.41 03/31/2011 12X4208 1208815 09/30/2033 02008 4.140000000 75,296,500.0000 1,558,637.55 03/31/2011 12X4208 1208815 09/30/2034 02008 4.140000000 88,301,000.0000 1,827,830.70 03/31/2011 12X4208 1208815 09/30/2035 02008 4.140000000 31,335,000.0000 648,634.50 03/31/2011 12X4208 1208815 09/30/2033 02009 4.449999600 6,016,300.0000 133,862.66 03/31/2011 12X4208 1208815 09/30/2034 02009 4.449999600 47,180,000.0000 1,049,754.91 03/31/2011 12X4208 1208815 09/30/2035 02009 4.449999600 31,167,000.0000 693,465.69 03/31/2011 12X4208 1208815 09/30/2034 02010 2.900001600 3,976,500.0000 57,659.28 03/31/2011 12X4208 1208815 09/30/2035 02010 2.900001600 19,005,000.0000 275,572.65 03/31/2011 ------------------------ ---------------------- 1,615,155,800.0000 37,171,279.39 870 SUB-COHORT 12X4208 1208870 09/30/2036 02001 5.109998400 442,387,000.0000 11,302,984.31 03/31/2011 12X4208 1208870 09/30/2040 02001 5.109998400 3,110,000.0000 79,460.48 03/31/2011 12X4208 1208870 09/30/2037 02002 4.790001600 671,207,000.0000 16,075,413.02 03/31/2011 12X4208 1208870 09/30/2040 02002 4.790001600 3,538,000.0000 84,735.13 03/31/2011 12X4208 1208870 09/30/2042 02002 4.790001600 2,360,000.0000 56,522.02 03/31/2011 12X4208 1208870 09/30/2038 02003 4.730000400 911,420,000.0000 21,555,084.82 03/31/2011 12X4208 1208870 09/30/2040 02003 4.730000400 176,784,000.0000 4,180,941.95 03/31/2011 12X4208 1208870 09/30/2041 02003 4.730000400 7,978,000.0000 188,679.72 03/31/2011 12X4208 1208870 09/30/2039 02004 4.629999600 757,823,000.0000 17,543,600.93 03/31/2011 12X4208 1208870 09/30/2040 02004 4.629999600 264,671,000.0000 6,127,133.12 03/31/2011 12X4208 1208870 09/30/2041 02004 4.629999600 104,748,000.0000 2,424,915.99 03/31/2011 12X4208 1208870 09/30/2042 02004 4.629999600 14,107,000.0000 326,577.02 03/31/2011 12X4208 1208870 09/30/2040 02005 4.600000800 739,036,200.0000 16,997,835.56 03/31/2011 12X4208 1208870 09/30/2041 02005 4.600000800 164,058,000.0000 3,773,334.66 03/31/2011 12X4208 1208870 09/30/2042 02005 4.600000800 45,586,000.0000 1,048,478.18 03/31/2011 12X4208 1208870 09/30/2043 02005 4.600000800 15,047,000.0000 346,081.06 03/31/2011 12X4208 1208870 09/30/2040 02006 4.529998800 248,076,000.0000 5,618,919.91 03/31/2011 12X4208 1208870 09/30/2041 02006 4.529998800 580,746,000.0000 13,153,893.42 03/31/2011 12X4208 1208870 09/30/2042 02006 4.529998800 88,142,000.0000 1,996,415.77 03/31/2011 12X4208 1208870 09/30/2043 02006 4.529998800 22,324,000.0000 505,638.47 03/31/2011 12X4208 1208870 09/30/2040 02007 4.290001200 358,800,000.0000 7,696,262.15 03/31/2011 12X4208 1208870 09/30/2041 02007 4.290001200 419,484,000.0000 8,997,934.32 03/31/2011 12X4208 1208870 09/30/2042 02007 4.290001200 126,395,000.0000 2,711,173.51 03/31/2011 12X4208 1208870 09/30/2043 02007 4.290001200 48,451,000.0000 1,039,274.24 03/31/2011 ------------------------ ---------------------- 6,216,278,200.0000 143,831,289.76 820 SUB-COHORT 12X4208 1208820 09/30/2043 01993 6.649999200 2,578,410.0000 85,732.12 03/31/2011 12X4208 1208820 09/30/2043 01994 5.900000400 1,750,000.0000 51,625.00 03/31/2011 12X4208 1208820 09/30/2043 01995 5.990000400 2,700,000.0000 80,865.01 03/31/2011 12X4208 1208820 09/30/2044 01996 5.950000800 1,500,000.0000 44,625.01 03/31/2011 12X4208 1208820 09/30/2032 01997 5.749999200 3,445,000.0000 99,043.74 03/31/2011 12X4208 1208820 09/30/2042 01997 5.749999200 515,000.0000 14,806.25 03/31/2011 12X4208 1208820 09/30/2043 01998 5.799999600 2,050,000.0000 59,450.00 03/31/2011 12X4208 1208820 09/30/2043 02001 4.889998800 33,400,000.0000 816,629.80 03/31/2011 12X4208 1208820 09/30/2043 02002 4.610001600 49,190,700.0000 1,133,846.03 03/31/2011 12X4208 1208820 09/30/2044 02002 4.610001600 57,000.0000 1,313.85 03/31/2011 12X4208 1208820 09/30/2038 02003 4.700001600 18,113,000.0000 425,655.64 03/31/2011 12X4208 1208820 09/30/2042 02003 4.700001600 1,303,000.0000 30,620.51 03/31/2011 12X4208 1208820 09/30/2043 02003 4.700001600 44,813,000.0000 1,053,105.86 03/31/2011 12X4208 1208820 09/30/2044 02003 4.700001600 759,000.0000 17,836.51 03/31/2011 12X4208 1208820 09/30/2045 02003 4.700001600 199,000.0000 4,676.50 03/31/2011 12X4208 1208820 09/30/2039 02004 4.610001600 18,646,000.0000 429,790.45 03/31/2011 12X4208 1208820 09/30/2042 02004 4.610001600 2,043,000.0000 47,091.17 03/31/2011 12X4208 1208820 09/30/2043 02004 4.610001600 29,787,000.0000 686,590.59 03/31/2011 12X4208 1208820 09/30/2044 02004 4.610001600 11,476,000.0000 264,521.89 03/31/2011 12X4208 1208820 09/30/2040 02005 4.560001200 24,426,302.0000 556,919.83 03/31/2011 12X4208 1208820 09/30/2042 02005 4.560001200 10,465,000.0000 238,602.06 03/31/2011 12X4208 1208820 09/30/2043 02005 4.560001200 22,537,000.0000 513,843.74 03/31/2011 12X4208 1208820 09/30/2044 02005 4.560001200 26,259,000.0000 598,705.36 03/31/2011 12X4208 1208820 09/30/2045 02005 4.560001200 489,000.0000 11,149.20 03/31/2011 12X4208 1208820 09/30/2045 02006 4.560001200 402,000.0000 9,165.60 03/31/2011 12X4208 1208820 09/30/2045 02007 4.560001200 2,753,000.0000 62,768.42 03/31/2011 12X4208 1208820 09/30/2045 02008 4.560001200 4,549,000.0000 103,717.23 03/31/2011 12X4208 1208820 09/30/2043 02009 4.700001600 2,713,000.0000 63,755.52 03/31/2011 12X4208 1208820 09/30/2044 02009 4.700001600 38,354,000.0000 901,319.31 03/31/2011 12X4208 1208820 09/30/2045 02009 4.700001600 17,234,000.0000 404,999.14 03/31/2011 12X4208 1208820 09/30/2044 02010 2.919999600 2,600,000.0000 37,959.99 03/31/2011 12X4208 1208820 09/30/2045 02010 2.919999600 5,332,000.0000 77,847.19 03/31/2011 ------------------------ ---------------------- 382,438,412.0000 8,928,578.52 825 SUB-COHORT 12X4208 1208825 09/30/2028 01993 6.810001200 2,390,000.0000 81,379.51 03/31/2011 12X4208 1208825 09/30/2043 01995 6.069999600 1,627,000.0000 49,379.45 03/31/2011 12X4208 1208825 09/30/2043 01996 6.050001600 2,100,000.0000 63,525.02 03/31/2011 12X4208 1208825 09/30/2043 01997 4.820000400 850,000.0000 20,485.00 03/31/2011 12X4208 1208825 09/30/2043 01999 5.199998400 773,000.0000 20,097.99 03/31/2011 12X4208 1208825 09/30/2045 01999 5.199998400 6,000.0000 156.00 03/31/2011 12X4208 1208825 09/30/2043 02000 4.929998400 1,400,000.0000 34,509.99 03/31/2011 12X4208 1208825 09/30/2043 02001 4.410000000 850,000.0000 18,742.50 03/31/2011 12X4208 1208825 09/30/2044 02001 4.410000000 150,000.0000 3,307.50 03/31/2011 12X4208 1208825 09/30/2045 02001 4.410000000 60,000.0000 1,323.00 03/31/2011 12X4208 1208825 09/30/2043 02002 4.439998800 1,400,000.0000 31,079.99 03/31/2011 12X4208 1208825 09/30/2044 02002 4.439998800 5,000.0000 111.00 03/31/2011 12X4208 1208825 09/30/2043 02003 4.309999200 1,794,000.0000 38,660.69 03/31/2011 12X4208 1208825 09/30/2044 02003 4.309999200 7,000.0000 150.85 03/31/2011 12X4208 1208825 09/30/2045 02003 4.309999200 15,000.0000 323.25 03/31/2011 12X4208 1208825 09/30/2039 02004 4.169998800 991,000.0000 20,662.34 03/31/2011 12X4208 1208825 09/30/2042 02004 4.169998800 438,000.0000 9,132.30 03/31/2011 12X4208 1208825 09/30/2043 02004 4.169998800 1,612,000.0000 33,610.19 03/31/2011 12X4208 1208825 09/30/2044 02004 4.169998800 101,000.0000 2,105.85 03/31/2011 12X4208 1208825 09/30/2045 02004 4.169998800 56,000.0000 1,167.60 03/31/2011 12X4208 1208825 09/30/2040 02005 4.269999600 1,829,500.0000 39,059.82 03/31/2011 12X4208 1208825 09/30/2042 02005 4.269999600 52,000.0000 1,110.20 03/31/2011 12X4208 1208825 09/30/2043 02005 4.269999600 2,088,000.0000 44,578.80 03/31/2011 12X4208 1208825 09/30/2044 02005 4.269999600 30,000.0000 640.50 03/31/2011 12X4208 1208825 09/30/2045 02005 4.269999600 55,000.0000 1,174.25 03/31/2011 12X4208 1208825 09/30/2041 02006 4.250001600 699,000.0000 14,853.76 03/31/2011 12X4208 1208825 09/30/2042 02006 4.250001600 490,000.0000 10,412.50 03/31/2011 12X4208 1208825 09/30/2043 02006 4.250001600 1,584,000.0000 33,660.01 03/31/2011 12X4208 1208825 09/30/2044 02006 4.250001600 157,000.0000 3,336.25 03/31/2011 12X4208 1208825 09/30/2045 02006 4.250001600 81,000.0000 1,721.25 03/31/2011 12X4208 1208825 09/30/2042 02007 4.449999600 33,000.0000 734.25 03/31/2011 12X4208 1208825 09/30/2043 02007 4.449999600 31,000.0000 689.75 03/31/2011 12X4208 1208825 09/30/2044 02007 4.449999600 112,000.0000 2,492.00 03/31/2011 12X4208 1208825 09/30/2045 02007 4.449999600 46,000.0000 1,023.50 03/31/2011 12X4208 1208825 09/30/2043 02008 4.309999200 60,000.0000 1,293.00 03/31/2011 12X4208 1208825 09/30/2043 02009 4.309999200 45,000.0000 969.75 03/31/2011 12X4208 1208825 09/30/2044 02009 4.309999200 865,000.0000 18,640.75 03/31/2011 12X4208 1208825 09/30/2045 02009 4.309999200 238,000.0000 5,128.90 03/31/2011 12X4208 1208825 09/30/2044 02010 2.679998400 109,700.0000 1,469.98 03/31/2011 12X4208 1208825 09/30/2045 02010 2.679998400 184,000.0000 2,465.60 03/31/2011 ------------------------ ---------------------- 25,414,200.0000 615,364.84 881 SUB-COHORT 12X4208 1208881 09/30/2044 02007 4.880001600 37,400,000.0000 912,560.30 03/31/2011 12X4208 1208881 09/30/2045 02007 4.880001600 1,000,000.0000 0.00 03/31/2011 12X4208 1208881-0 09/30/2042 02007 4.880001600 17,984,579.7900 438,823.89 03/31/2011 12X4208 1208881-N 09/30/2042 02007 4.880001600 41,441,126.7000 1,011,163.82 03/31/2011 12X4208 1208881 09/30/2044 02009 3.510000000 20,704,874.7300 363,370.55 03/31/2011 12X4208 1208881 09/30/2045 02009 3.510000000 25,000,000.0000 438,750.00 03/31/2011 ------------------------ ---------------------- 143,530,581.2200 3,164,668.56 871 SUB-COHORT 12X4208 1208871 09/30/2043 02005 4.759999200 4,650,000.0000 110,669.98 03/31/2011 12X4208 1208871 09/30/2043 02006 4.899999600 7,200,000.0000 176,399.99 03/31/2011 12X4208 1208871 09/30/2044 02008 4.479998400 10,000,000.0000 223,999.92 03/31/2011 12X4208 1208871 09/30/2045 02010 4.309999200 2,775,000.0000 59,801.24 03/31/2011 ------------------------ ---------------------- 24,625,000.0000 570,871.13 880 SUB-COHORT 12X4208 1208880 09/30/2041 02006 4.849999200 18,759,735.0000 454,923.50 03/31/2011 12X4208 1208880 09/30/2042 02006 4.849999200 1,007,000.0000 24,419.75 03/31/2011 12X4208 1208880 09/30/2043 02006 4.849999200 250,000.0000 6,062.50 03/31/2011 12X4208 1208880 09/30/2044 02006 4.849999200 750,000.0000 18,187.50 03/31/2011 ------------------------ ---------------------- 20,766,735.0000 503,593.25 ======================== ====================== 14,958,082,061.9500 375,152,675.09 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00