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 78,547,000.0000 4,412,378.67 06/30/2011 12X4215 1215201 09/30/2027 01992 7.490001600 28,500,000.0000 1,600,987.84 06/30/2011 12X4215 1215201 09/30/2032 01992 7.490001600 13,300,000.0000 747,127.66 06/30/2011 12X4215 1215201 09/30/2034 01992 7.490001600 13,500,000.0000 758,362.66 06/30/2011 12X4215 1215201 09/30/2038 01992 7.490001600 8,613,000.0000 483,835.38 06/30/2011 12X4215 1215201 09/30/2039 01992 7.490001600 4,677,000.0000 262,730.53 06/30/2011 12X4215 1215201 09/30/2040 01992 7.490001600 27,400,000.0000 1,539,195.33 06/30/2011 12X4215 1215201 09/30/2042 01992 7.490001600 36,500,000.0000 2,050,387.94 06/30/2011 12X4215 1215201 09/30/2043 01992 7.490001600 60,152,000.0000 3,379,039.32 06/30/2011 12X4215 1215201 09/30/2026 01993 6.670000800 23,045,600.0000 1,152,856.28 06/30/2011 12X4215 1215201 09/30/2027 01993 6.670000800 163,700,000.0000 8,189,093.48 06/30/2011 12X4215 1215201 09/30/2038 01993 6.670000800 9,728,900.0000 486,688.28 06/30/2011 12X4215 1215201 09/30/2040 01993 6.670000800 30,000,000.0000 1,500,750.18 06/30/2011 12X4215 1215201 09/30/2042 01993 6.670000800 25,200,000.0000 1,260,630.15 06/30/2011 12X4215 1215201 09/30/2043 01993 6.670000800 60,842,000.0000 3,043,621.42 06/30/2011 12X4215 1215201 09/30/2027 01994 6.869998800 111,594,000.0000 5,749,879.85 06/30/2011 12X4215 1215201 09/30/2028 01994 6.869998800 243,300,000.0000 12,536,030.31 06/30/2011 12X4215 1215201 09/30/2037 01994 6.869998800 11,000,000.0000 566,774.90 06/30/2011 12X4215 1215201 09/30/2038 01994 6.869998800 10,900,000.0000 561,622.40 06/30/2011 12X4215 1215201 09/30/2040 01994 6.869998800 45,000,000.0000 2,318,624.60 06/30/2011 12X4215 1215201 09/30/2042 01994 6.869998800 10,450,000.0000 538,436.16 06/30/2011 12X4215 1215201 09/30/2043 01994 6.869998800 2,125,000.0000 109,490.61 06/30/2011 12X4215 1215201 09/30/2028 01995 7.329999600 198,801,500.0000 10,929,111.87 06/30/2011 12X4215 1215201 09/30/2038 01995 7.329999600 4,311,000.0000 236,997.21 06/30/2011 12X4215 1215201 09/30/2039 01995 7.329999600 5,000.0000 274.87 06/30/2011 12X4215 1215201 09/30/2040 01995 7.329999600 27,000,000.0000 1,484,324.92 06/30/2011 12X4215 1215201 09/30/2042 01995 7.329999600 4,650,000.0000 255,633.74 06/30/2011 12X4215 1215201 09/30/2043 01995 7.329999600 20,390,000.0000 1,120,940.19 06/30/2011 12X4215 1215201 09/30/2029 01996 6.789999600 151,932,000.0000 7,737,136.64 06/30/2011 12X4215 1215201 09/30/2030 01996 6.789999600 100,000,000.0000 5,092,499.70 06/30/2011 12X4215 1215201 09/30/2037 01996 6.789999600 4,100,000.0000 208,792.49 06/30/2011 12X4215 1215201 09/30/2038 01996 6.789999600 14,424,700.0000 734,577.80 06/30/2011 12X4215 1215201 09/30/2040 01996 6.789999600 28,400,000.0000 1,446,269.91 06/30/2011 12X4215 1215201 09/30/2042 01996 6.789999600 2,000,000.0000 101,849.99 06/30/2011 12X4215 1215201 09/30/2043 01996 6.789999600 1,594,000.0000 81,174.45 06/30/2011 12X4215 1215201 09/30/2030 01997 6.660000000 30,915,700.0000 1,544,239.22 06/30/2011 12X4215 1215201 09/30/2031 01997 6.660000000 138,200,000.0000 6,903,090.00 06/30/2011 12X4215 1215201 09/30/2032 01997 6.660000000 5,500,000.0000 274,725.00 06/30/2011 12X4215 1215201 09/30/2037 01997 6.660000000 4,200,000.0000 209,790.00 06/30/2011 12X4215 1215201 09/30/2038 01997 6.660000000 6,367,000.0000 318,031.65 06/30/2011 12X4215 1215201 09/30/2040 01997 6.660000000 20,300,000.0000 1,013,985.00 06/30/2011 12X4215 1215201 09/30/2041 01997 6.660000000 51,000.0000 2,547.45 06/30/2011 12X4215 1215201 09/30/2042 01997 6.660000000 12,150,000.0000 606,892.50 06/30/2011 12X4215 1215201 09/30/2043 01997 6.660000000 1,121,000.0000 55,993.95 06/30/2011 12X4215 1215201 09/30/2031 01998 5.940000000 89,870,700.0000 4,003,739.69 06/30/2011 12X4215 1215201 09/30/2032 01998 5.940000000 172,100,000.0000 7,667,055.00 06/30/2011 12X4215 1215201 09/30/2033 01998 5.940000000 7,200,000.0000 320,760.00 06/30/2011 12X4215 1215201 09/30/2037 01998 5.940000000 20,500,000.0000 913,275.00 06/30/2011 12X4215 1215201 09/30/2038 01998 5.940000000 9,722,000.0000 433,115.10 06/30/2011 12X4215 1215201 09/30/2040 01998 5.940000000 27,400,000.0000 1,220,670.00 06/30/2011 12X4215 1215201 09/30/2042 01998 5.940000000 40,200,000.0000 1,790,910.00 06/30/2011 12X4215 1215201 09/30/2043 01998 5.940000000 1,614,000.0000 71,903.70 06/30/2011 12X4215 1215201 09/30/2032 01999 5.950000800 65,125,300.0000 2,906,216.90 06/30/2011 12X4215 1215201 09/30/2033 01999 5.950000800 199,000,000.0000 8,880,376.19 06/30/2011 12X4215 1215201 09/30/2034 01999 5.950000800 9,000,000.0000 401,625.05 06/30/2011 12X4215 1215201 09/30/2037 01999 5.950000800 24,200,000.0000 1,079,925.15 06/30/2011 12X4215 1215201 09/30/2038 01999 5.950000800 10,483,500.0000 467,826.25 06/30/2011 12X4215 1215201 09/30/2040 01999 5.950000800 27,800,000.0000 1,240,575.17 06/30/2011 12X4215 1215201 09/30/2042 01999 5.950000800 42,850,000.0000 1,912,181.51 06/30/2011 12X4215 1215201 09/30/2043 01999 5.950000800 2,021,000.0000 90,187.14 06/30/2011 12X4215 1215201 09/30/2033 02000 6.210000000 109,107,100.0000 5,081,663.18 06/30/2011 12X4215 1215201 09/30/2034 02000 6.210000000 236,600,000.0000 11,019,645.00 06/30/2011 12X4215 1215201 09/30/2035 02000 6.210000000 15,000,000.0000 698,625.00 06/30/2011 12X4215 1215201 09/30/2037 02000 6.210000000 3,000,000.0000 139,725.00 06/30/2011 12X4215 1215201 09/30/2038 02000 6.210000000 8,800,500.0000 409,883.29 06/30/2011 12X4215 1215201 09/30/2040 02000 6.210000000 35,700,000.0000 1,662,727.50 06/30/2011 12X4215 1215201 09/30/2042 02000 6.210000000 76,050,000.0000 3,542,028.75 06/30/2011 12X4215 1215201 09/30/2043 02000 6.210000000 2,303,000.0000 107,262.23 06/30/2011 12X4215 1215201 09/30/2034 02001 5.289998400 171,008,600.0000 6,784,764.15 06/30/2011 12X4215 1215201 09/30/2035 02001 5.289998400 236,000,000.0000 9,363,297.17 06/30/2011 12X4215 1215201 09/30/2036 02001 5.289998400 10,000,000.0000 396,749.88 06/30/2011 12X4215 1215201 09/30/2037 02001 5.289998400 13,200,000.0000 523,709.84 06/30/2011 12X4215 1215201 09/30/2038 02001 5.289998400 8,686,000.0000 344,616.95 06/30/2011 12X4215 1215201 09/30/2040 02001 5.289998400 37,800,000.0000 1,499,714.55 06/30/2011 12X4215 1215201 09/30/2042 02001 5.289998400 55,400,000.0000 2,197,994.34 06/30/2011 12X4215 1215201 09/30/2043 02001 5.289998400 2,582,000.0000 102,440.82 06/30/2011 12X4215 1215201 09/30/2035 02002 4.860000000 202,122,600.0000 7,367,368.77 06/30/2011 12X4215 1215201 09/30/2036 02002 4.860000000 233,000,000.0000 8,492,850.00 06/30/2011 12X4215 1215201 09/30/2037 02002 4.860000000 52,000,000.0000 1,895,400.00 06/30/2011 12X4215 1215201 09/30/2038 02002 4.860000000 46,350,100.0000 1,689,461.15 06/30/2011 12X4215 1215201 09/30/2039 02002 4.860000000 4,000.0000 145.80 06/30/2011 12X4215 1215201 09/30/2040 02002 4.860000000 36,200,000.0000 1,319,490.00 06/30/2011 12X4215 1215201 09/30/2042 02002 4.860000000 30,370,000.0000 1,106,986.50 06/30/2011 12X4215 1215201 09/30/2043 02002 4.860000000 10,234,000.0000 373,029.30 06/30/2011 12X4215 1215201 09/30/2044 02002 4.860000000 6,000.0000 218.70 06/30/2011 12X4215 1215201 09/30/2036 02003 4.500000000 218,216,100.0000 7,364,793.38 06/30/2011 12X4215 1215201 09/30/2037 02003 4.500000000 271,000,000.0000 9,146,250.00 06/30/2011 12X4215 1215201 09/30/2038 02003 4.500000000 115,557,000.0000 3,900,048.75 06/30/2011 12X4215 1215201 09/30/2039 02003 4.500000000 10,675,000.0000 360,281.25 06/30/2011 12X4215 1215201 09/30/2040 02003 4.500000000 25,831,000.0000 871,796.25 06/30/2011 12X4215 1215201 09/30/2041 02003 4.500000000 6,000,000.0000 202,500.00 06/30/2011 12X4215 1215201 09/30/2042 02003 4.500000000 19,900,000.0000 671,625.00 06/30/2011 12X4215 1215201 09/30/2043 02003 4.500000000 3,515,000.0000 118,631.25 06/30/2011 12X4215 1215201 09/30/2037 02004 4.669999200 430,195,200.0000 15,067,584.30 06/30/2011 12X4215 1215201 09/30/2038 02004 4.669999200 330,310,000.0000 11,569,105.77 06/30/2011 12X4215 1215201 09/30/2039 02004 4.669999200 17,413,000.0000 609,890.22 06/30/2011 12X4215 1215201 09/30/2040 02004 4.669999200 50,009,000.0000 1,751,564.92 06/30/2011 12X4215 1215201 09/30/2041 02004 4.669999200 3,753,000.0000 131,448.80 06/30/2011 12X4215 1215201 09/30/2042 02004 4.669999200 114,750,000.0000 4,019,118.06 06/30/2011 12X4215 1215201 09/30/2043 02004 4.669999200 4,432,000.0000 155,230.77 06/30/2011 12X4215 1215201 09/30/2038 02005 4.560001200 539,883,100.0000 18,464,006.88 06/30/2011 12X4215 1215201 09/30/2039 02005 4.560001200 278,957,000.0000 9,540,331.91 06/30/2011 12X4215 1215201 09/30/2040 02005 4.560001200 57,158,000.0000 1,954,804.11 06/30/2011 12X4215 1215201 09/30/2041 02005 4.560001200 3,802,000.0000 130,028.43 06/30/2011 12X4215 1215201 09/30/2042 02005 4.560001200 8,145,000.0000 278,559.07 06/30/2011 12X4215 1215201 09/30/2043 02005 4.560001200 3,895,000.0000 133,209.04 06/30/2011 12X4215 1215201 09/30/2039 02006 4.870000800 714,113,000.0000 26,082,981.61 06/30/2011 12X4215 1215201 09/30/2040 02006 4.870000800 229,682,000.0000 8,389,136.43 06/30/2011 12X4215 1215201 09/30/2041 02006 4.870000800 13,170,000.0000 481,034.33 06/30/2011 12X4215 1215201 09/30/2042 02006 4.870000800 47,654,900.0000 1,740,595.51 06/30/2011 12X4215 1215201 09/30/2043 02006 4.870000800 4,128,000.0000 150,775.22 06/30/2011 12X4215 1215201 09/30/2040 02007 4.780000800 850,894,000.0000 30,504,555.01 06/30/2011 12X4215 1215201 09/30/2041 02007 4.780000800 166,241,000.0000 5,959,740.85 06/30/2011 12X4215 1215201 09/30/2042 02007 4.780000800 47,218,000.0000 1,692,765.58 06/30/2011 12X4215 1215201 09/30/2043 02007 4.780000800 4,580,000.0000 164,193.03 06/30/2011 12X4215 1215201 09/30/2044 02007 4.780000800 27,000.0000 967.95 06/30/2011 12X4215 1215201 09/30/2041 02008 4.200001200 837,939,000.0000 26,395,086.04 06/30/2011 12X4215 1215201 09/30/2042 02008 4.200001200 201,621,197.0000 6,351,069.52 06/30/2011 12X4215 1215201 09/30/2043 02008 4.200001200 19,995,000.0000 629,842.68 06/30/2011 12X4215 1215201 09/30/2044 02008 4.200001200 286,000.0000 9,009.00 06/30/2011 12X4215 1215201 09/30/2042 02009 3.620001600 1,078,066,818.0000 29,269,527.05 06/30/2011 12X4215 1215201 09/30/2043 02009 3.620001600 274,331,000.0000 7,448,089.94 06/30/2011 12X4215 1215201 09/30/2044 02009 3.620001600 23,667,000.0000 642,559.33 06/30/2011 12X4215 1215201 09/30/2043 02010 3.729999600 1,694,508,000.0000 47,403,856.22 06/30/2011 12X4215 1215201 09/30/2044 02010 3.729999600 321,666,000.0000 8,998,605.39 06/30/2011 12X4215 1215201 09/30/2044 02011 3.729999600 589,453,000.0000 16,489,945.91 06/30/2011 ------------------------ ---------------------- 13,807,735,115.0000 498,372,706.98 202 SUB-COHORT 12X4215 1215202 09/30/2021 01992 7.490001600 30,726.0000 1,726.03 06/30/2011 12X4215 1215202 09/30/2022 01992 7.490001600 20,000.0000 1,123.50 06/30/2011 12X4215 1215202 09/30/2027 01992 7.490001600 76,700.0000 4,308.62 06/30/2011 12X4215 1215202 09/30/2029 01992 7.490001600 3,000.0000 168.53 06/30/2011 12X4215 1215202 09/30/2021 01993 6.660000000 76,000.0000 3,796.20 06/30/2011 12X4215 1215202 09/30/2026 01993 6.660000000 18,000.0000 899.10 06/30/2011 12X4215 1215202 09/30/2027 01993 6.660000000 72,900.0000 3,641.36 06/30/2011 12X4215 1215202 09/30/2029 01993 6.660000000 110,000.0000 5,494.50 06/30/2011 12X4215 1215202 09/30/2019 01994 6.819998400 1,058,000.0000 54,116.69 06/30/2011 12X4215 1215202 09/30/2026 01994 6.819998400 303,000.0000 15,498.45 06/30/2011 12X4215 1215202 09/30/2029 01994 6.819998400 1,450,000.0000 74,167.48 06/30/2011 12X4215 1215202 09/30/2027 01995 7.189999200 35,800.0000 1,930.51 06/30/2011 12X4215 1215202 09/30/2029 01995 7.189999200 1,550,000.0000 83,583.74 06/30/2011 12X4215 1215202 09/30/2030 01995 7.189999200 244,000.0000 13,157.70 06/30/2011 12X4215 1215202 09/30/2026 01996 6.649999200 256,000.0000 12,768.00 06/30/2011 12X4215 1215202 09/30/2029 01996 6.649999200 2,500,000.0000 124,687.49 06/30/2011 12X4215 1215202 09/30/2026 01997 6.670000800 562,400.0000 28,134.06 06/30/2011 12X4215 1215202 09/30/2027 01997 6.670000800 300,000.0000 15,007.50 06/30/2011 12X4215 1215202 09/30/2029 01997 6.670000800 2,450,000.0000 122,561.26 06/30/2011 12X4215 1215202 09/30/2019 01998 5.829998400 691,000.0000 30,213.97 06/30/2011 12X4215 1215202 09/30/2026 01998 5.829998400 2,123,000.0000 92,828.15 06/30/2011 12X4215 1215202 09/30/2029 01998 5.829998400 1,350,000.0000 59,028.73 06/30/2011 12X4215 1215202 09/30/2031 01998 5.829998400 11,000.0000 480.97 06/30/2011 12X4215 1215202 09/30/2019 01999 5.789998800 713,000.0000 30,962.02 06/30/2011 12X4215 1215202 09/30/2025 01999 5.789998800 60,000.0000 2,605.50 06/30/2011 12X4215 1215202 09/30/2026 01999 5.789998800 2,273,000.0000 98,705.00 06/30/2011 12X4215 1215202 09/30/2027 01999 5.789998800 7,000.0000 303.97 06/30/2011 12X4215 1215202 09/30/2029 01999 5.789998800 1,350,000.0000 58,623.74 06/30/2011 12X4215 1215202 09/30/2021 02000 6.239998800 781,000.0000 36,550.79 06/30/2011 12X4215 1215202 09/30/2026 02000 6.239998800 2,974,000.0000 139,183.17 06/30/2011 12X4215 1215202 09/30/2027 02000 6.239998800 300,000.0000 14,040.00 06/30/2011 12X4215 1215202 09/30/2029 02000 6.239998800 1,400,000.0000 65,519.99 06/30/2011 12X4215 1215202 09/30/2021 02001 5.169999600 114,800.0000 4,451.37 06/30/2011 12X4215 1215202 09/30/2022 02001 5.169999600 3,000,000.0000 116,324.99 06/30/2011 12X4215 1215202 09/30/2024 02001 5.169999600 920,000.0000 35,673.00 06/30/2011 12X4215 1215202 09/30/2025 02001 5.169999600 21,400.0000 829.78 06/30/2011 12X4215 1215202 09/30/2026 02001 5.169999600 1,580,000.0000 61,264.50 06/30/2011 12X4215 1215202 09/30/2027 02001 5.169999600 400,000.0000 15,510.00 06/30/2011 12X4215 1215202 09/30/2029 02001 5.169999600 1,650,000.0000 63,978.75 06/30/2011 12X4215 1215202 09/30/2023 02002 4.770000000 3,227,000.0000 115,445.93 06/30/2011 12X4215 1215202 09/30/2024 02002 4.770000000 1,862,000.0000 66,613.05 06/30/2011 12X4215 1215202 09/30/2025 02002 4.770000000 5,900.0000 211.07 06/30/2011 12X4215 1215202 09/30/2026 02002 4.770000000 1,697,400.0000 60,724.49 06/30/2011 12X4215 1215202 09/30/2027 02002 4.770000000 500,000.0000 17,887.50 06/30/2011 12X4215 1215202 09/30/2029 02002 4.770000000 2,400,000.0000 85,860.00 06/30/2011 12X4215 1215202 09/30/2023 02003 4.110001200 608,000.0000 18,741.61 06/30/2011 12X4215 1215202 09/30/2024 02003 4.110001200 6,500,000.0000 200,362.56 06/30/2011 12X4215 1215202 09/30/2025 02003 4.110001200 670,000.0000 20,652.76 06/30/2011 12X4215 1215202 09/30/2026 02003 4.110001200 703,000.0000 21,669.98 06/30/2011 12X4215 1215202 09/30/2027 02003 4.110001200 500,000.0000 15,412.50 06/30/2011 12X4215 1215202 09/30/2029 02003 4.110001200 2,400,000.0000 73,980.02 06/30/2011 12X4215 1215202 09/30/2024 02004 4.309999200 5,335,000.0000 172,453.84 06/30/2011 12X4215 1215202 09/30/2025 02004 4.309999200 3,560,000.0000 115,076.98 06/30/2011 12X4215 1215202 09/30/2026 02004 4.309999200 1,006,000.0000 32,518.94 06/30/2011 12X4215 1215202 09/30/2027 02004 4.309999200 500,000.0000 16,162.50 06/30/2011 12X4215 1215202 09/30/2029 02004 4.309999200 3,250,000.0000 105,056.23 06/30/2011 12X4215 1215202 09/30/2025 02005 4.330000800 8,547,900.0000 277,593.10 06/30/2011 12X4215 1215202 09/30/2026 02005 4.330000800 4,005,000.0000 130,062.40 06/30/2011 12X4215 1215202 09/30/2027 02005 4.330000800 773,000.0000 25,103.18 06/30/2011 12X4215 1215202 09/30/2028 02005 4.330000800 15,000.0000 487.13 06/30/2011 12X4215 1215202 09/30/2029 02005 4.330000800 3,550,000.0000 115,286.27 06/30/2011 12X4215 1215202 09/30/2026 02006 4.820000400 8,906,400.0000 321,966.39 06/30/2011 12X4215 1215202 09/30/2027 02006 4.820000400 3,101,000.0000 112,101.16 06/30/2011 12X4215 1215202 09/30/2029 02006 4.820000400 6,275,000.0000 226,841.27 06/30/2011 12X4215 1215202 09/30/2027 02007 4.700001600 8,217,000.0000 289,649.35 06/30/2011 12X4215 1215202 09/30/2028 02007 4.700001600 1,078,000.0000 37,999.51 06/30/2011 12X4215 1215202 09/30/2029 02007 4.700001600 11,439,000.0000 403,224.89 06/30/2011 12X4215 1215202 09/30/2030 02007 4.700001600 20,000.0000 705.00 06/30/2011 12X4215 1215202 09/30/2028 02008 3.849998400 10,899,000.0000 314,708.49 06/30/2011 12X4215 1215202 09/30/2029 02008 3.849998400 6,108,442.0000 176,381.19 06/30/2011 12X4215 1215202 09/30/2030 02008 3.849998400 2,265,000.0000 65,401.85 06/30/2011 12X4215 1215202 09/30/2031 02008 3.849998400 477,000.0000 13,773.37 06/30/2011 12X4215 1215202 09/30/2029 02009 3.309998400 14,146,000.0000 351,174.28 06/30/2011 12X4215 1215202 09/30/2030 02009 3.309998400 3,996,000.0000 99,200.65 06/30/2011 12X4215 1215202 09/30/2031 02009 3.309998400 1,351,000.0000 33,538.56 06/30/2011 12X4215 1215202 09/30/2030 02010 3.309998400 19,723,800.0000 489,643.10 06/30/2011 12X4215 1215202 09/30/2031 02010 3.309998400 2,596,000.0000 64,445.67 06/30/2011 12X4215 1215202 09/30/2031 02011 3.039998400 9,995,000.0000 227,885.88 06/30/2011 ------------------------ ---------------------- 195,044,568.0000 6,409,851.76 203 SUB-COHORT 12X4215 1215203 09/30/2042 01992 7.570000800 27,119,000.0000 1,539,681.39 06/30/2011 12X4215 1215203 09/30/2044 01992 7.570000800 1,963,000.0000 111,449.34 06/30/2011 12X4215 1215203 09/30/2042 01993 6.660000000 28,616,000.0000 1,429,369.20 06/30/2011 12X4215 1215203 09/30/2043 01993 6.660000000 220,000.0000 10,989.00 06/30/2011 12X4215 1215203 09/30/2044 01993 6.660000000 2,079,000.0000 103,846.05 06/30/2011 12X4215 1215203 09/30/2042 01994 6.789999600 24,876,000.0000 1,266,810.23 06/30/2011 12X4215 1215203 09/30/2043 01994 6.789999600 198,000.0000 10,083.15 06/30/2011 12X4215 1215203 09/30/2044 01994 6.789999600 18,000.0000 916.65 06/30/2011 12X4215 1215203 09/30/2043 01997 6.660000000 4,445,000.0000 222,027.75 06/30/2011 12X4215 1215203 09/30/2044 01997 6.660000000 188,000.0000 9,390.60 06/30/2011 12X4215 1215203 09/30/2031 01998 5.979999600 438,000.0000 19,644.30 06/30/2011 12X4215 1215203 09/30/2032 01998 5.979999600 963,000.0000 43,190.55 06/30/2011 12X4215 1215203 09/30/2038 01998 5.979999600 2,700.0000 121.09 06/30/2011 12X4215 1215203 09/30/2042 01998 5.979999600 4,050,000.0000 181,642.49 06/30/2011 12X4215 1215203 09/30/2043 01998 5.979999600 6,000.0000 269.10 06/30/2011 12X4215 1215203 09/30/2044 01998 5.979999600 127,000.0000 5,695.95 06/30/2011 12X4215 1215203 09/30/2042 01999 5.810000400 4,165,000.0000 181,489.89 06/30/2011 12X4215 1215203 09/30/2043 01999 5.810000400 674,000.0000 29,369.55 06/30/2011 12X4215 1215203 09/30/2044 01999 5.810000400 34,000.0000 1,481.55 06/30/2011 12X4215 1215203 09/30/2033 02000 6.350000400 1,623,000.0000 77,295.38 06/30/2011 12X4215 1215203 09/30/2042 02000 6.350000400 627,000.0000 29,860.88 06/30/2011 12X4215 1215203 09/30/2043 02000 6.350000400 118,000.0000 5,619.75 06/30/2011 12X4215 1215203 09/30/2044 02000 6.350000400 49,000.0000 2,333.63 06/30/2011 12X4215 1215203 09/30/2042 02001 4.730000400 463,000.0000 16,424.93 06/30/2011 12X4215 1215203 09/30/2042 02002 4.939999200 258,000.0000 9,558.90 06/30/2011 12X4215 1215203 09/30/2044 02002 4.939999200 40,000.0000 1,482.00 06/30/2011 12X4215 1215203 09/30/2036 02003 4.100000400 135,000.0000 4,151.25 06/30/2011 12X4215 1215203 09/30/2042 02003 4.100000400 105,000.0000 3,228.75 06/30/2011 12X4215 1215203 09/30/2037 02004 3.949999200 207,000.0000 6,132.37 06/30/2011 12X4215 1215203 09/30/2042 02004 3.949999200 72,000.0000 2,133.00 06/30/2011 12X4215 1215203 09/30/2038 02005 3.880000800 68,000.0000 1,978.80 06/30/2011 12X4215 1215203 09/30/2042 02005 3.880000800 220,000.0000 6,402.00 06/30/2011 12X4215 1215203 09/30/2039 02006 4.839998400 254,000.0000 9,220.20 06/30/2011 12X4215 1215203 09/30/2042 02006 4.839998400 55,000.0000 1,996.50 06/30/2011 12X4215 1215203 09/30/2040 02007 4.880001600 124,000.0000 4,538.40 06/30/2011 12X4215 1215203 09/30/2042 02007 4.880001600 37,000.0000 1,354.20 06/30/2011 12X4215 1215203 09/30/2043 02007 4.880001600 9,200.0000 0.00 06/30/2011 12X4215 1215203 09/30/2041 02008 3.489998400 141,000.0000 3,690.67 06/30/2011 12X4215 1215203 09/30/2042 02008 3.489998400 42,000.0000 1,099.35 06/30/2011 12X4215 1215203 09/30/2042 02009 3.089998800 822,900.0000 19,070.70 06/30/2011 12X4215 1215203 09/30/2043 02009 3.089998800 127,600.0000 2,957.13 06/30/2011 12X4215 1215203 09/30/2044 02009 3.089998800 47,000.0000 1,089.22 06/30/2011 12X4215 1215203 09/30/2043 02010 3.089998800 1,273,800.0000 29,520.30 06/30/2011 12X4215 1215203 09/30/2044 02011 3.089998800 513,000.0000 11,888.77 06/30/2011 ------------------------ ---------------------- 107,613,200.0000 5,420,494.91 206 SUB-COHORT 12X4215 1215206 09/30/2028 01992 6.919999200 435,000.0000 22,576.50 06/30/2011 12X4215 1215206 09/30/2029 01992 6.919999200 1,800,000.0000 93,419.99 06/30/2011 12X4215 1215206 09/30/2035 01992 6.919999200 1,600,000.0000 83,039.99 06/30/2011 12X4215 1215206 09/30/2037 01992 6.919999200 39,000.0000 2,024.10 06/30/2011 12X4215 1215206 09/30/2038 01992 6.919999200 360,000.0000 18,684.00 06/30/2011 12X4215 1215206 09/30/2042 01992 6.919999200 781,000.0000 40,533.90 06/30/2011 12X4215 1215206 09/30/2044 01992 6.919999200 51,000.0000 2,646.90 06/30/2011 12X4215 1215206 09/30/2028 01993 7.049998800 747,000.0000 39,497.62 06/30/2011 12X4215 1215206 09/30/2029 01993 7.049998800 1,993,000.0000 105,379.86 06/30/2011 12X4215 1215206 09/30/2030 01993 7.049998800 1,300,000.0000 68,737.49 06/30/2011 12X4215 1215206 09/30/2038 01993 7.049998800 488,000.0000 25,803.00 06/30/2011 12X4215 1215206 09/30/2042 01993 7.049998800 1,300,000.0000 68,737.49 06/30/2011 12X4215 1215206 09/30/2044 01993 7.049998800 21,000.0000 1,110.37 06/30/2011 12X4215 1215206 09/30/2043 01994 6.990001200 5,291,200.0000 277,391.21 06/30/2011 12X4215 1215206 09/30/2044 01994 6.990001200 11,000.0000 576.68 06/30/2011 12X4215 1215206 09/30/2029 01995 6.950001600 326,000.0000 16,992.75 06/30/2011 12X4215 1215206 09/30/2030 01995 6.950001600 2,000,000.0000 104,250.02 06/30/2011 12X4215 1215206 09/30/2033 01995 6.950001600 1,200,000.0000 62,550.01 06/30/2011 12X4215 1215206 09/30/2035 01995 6.950001600 310,000.0000 16,158.75 06/30/2011 12X4215 1215206 09/30/2038 01995 6.950001600 195,000.0000 10,164.38 06/30/2011 12X4215 1215206 09/30/2042 01995 6.950001600 1,600,000.0000 83,400.02 06/30/2011 12X4215 1215206 09/30/2031 01996 6.419998800 461,000.0000 22,197.15 06/30/2011 12X4215 1215206 09/30/2032 01996 6.419998800 2,000,000.0000 96,299.98 06/30/2011 12X4215 1215206 09/30/2034 01996 6.419998800 50,000.0000 2,407.50 06/30/2011 12X4215 1215206 09/30/2035 01996 6.419998800 400,000.0000 19,260.00 06/30/2011 12X4215 1215206 09/30/2038 01996 6.419998800 437,000.0000 21,041.55 06/30/2011 12X4215 1215206 09/30/2042 01996 6.419998800 2,550,000.0000 122,782.48 06/30/2011 12X4215 1215206 09/30/2031 01997 6.040000800 2,120,800.0000 96,072.25 06/30/2011 12X4215 1215206 09/30/2032 01997 6.040000800 1,000,000.0000 45,300.01 06/30/2011 12X4215 1215206 09/30/2033 01997 6.040000800 700,000.0000 31,710.00 06/30/2011 12X4215 1215206 09/30/2035 01997 6.040000800 400,000.0000 18,120.00 06/30/2011 12X4215 1215206 09/30/2038 01997 6.040000800 317,000.0000 14,360.10 06/30/2011 12X4215 1215206 09/30/2042 01997 6.040000800 2,100,000.0000 95,130.01 06/30/2011 12X4215 1215206 09/30/2032 01998 5.979999600 2,269,600.0000 101,791.55 06/30/2011 12X4215 1215206 09/30/2033 01998 5.979999600 800,000.0000 35,880.00 06/30/2011 12X4215 1215206 09/30/2035 01998 5.979999600 1,000,000.0000 44,850.00 06/30/2011 12X4215 1215206 09/30/2038 01998 5.979999600 257,000.0000 11,526.45 06/30/2011 12X4215 1215206 09/30/2040 01998 5.979999600 827,000.0000 37,090.95 06/30/2011 12X4215 1215206 09/30/2042 01998 5.979999600 706,000.0000 31,664.10 06/30/2011 12X4215 1215206 09/30/2043 01998 5.979999600 782,000.0000 35,072.70 06/30/2011 12X4215 1215206 09/30/2044 01998 5.979999600 797,000.0000 35,745.45 06/30/2011 12X4215 1215206 09/30/2035 01999 5.690001600 1,978,000.0000 84,411.17 06/30/2011 12X4215 1215206 09/30/2036 01999 5.690001600 1,000,000.0000 42,675.01 06/30/2011 12X4215 1215206 09/30/2037 01999 5.690001600 3,400,000.0000 145,095.04 06/30/2011 12X4215 1215206 09/30/2038 01999 5.690001600 755,000.0000 32,219.63 06/30/2011 12X4215 1215206 09/30/2040 01999 5.690001600 400,000.0000 17,070.00 06/30/2011 12X4215 1215206 09/30/2042 01999 5.690001600 1,250,000.0000 53,343.77 06/30/2011 12X4215 1215206 09/30/2035 02000 5.349999600 2,263,000.0000 90,802.87 06/30/2011 12X4215 1215206 09/30/2036 02000 5.349999600 3,700,000.0000 148,462.49 06/30/2011 12X4215 1215206 09/30/2037 02000 5.349999600 2,616,000.0000 104,966.99 06/30/2011 12X4215 1215206 09/30/2038 02000 5.349999600 628,000.0000 25,198.50 06/30/2011 12X4215 1215206 09/30/2039 02000 5.349999600 2,071,000.0000 83,098.87 06/30/2011 12X4215 1215206 09/30/2042 02000 5.349999600 2,450,000.0000 98,306.24 06/30/2011 12X4215 1215206 09/30/2037 02001 5.159998800 5,239,000.0000 202,749.25 06/30/2011 12X4215 1215206 09/30/2038 02001 5.159998800 2,748,000.0000 106,347.58 06/30/2011 12X4215 1215206 09/30/2039 02001 5.159998800 1,593,000.0000 61,649.09 06/30/2011 12X4215 1215206 09/30/2040 02001 5.159998800 388,000.0000 15,015.60 06/30/2011 12X4215 1215206 09/30/2041 02001 5.159998800 148,000.0000 5,727.60 06/30/2011 12X4215 1215206 09/30/2042 02001 5.159998800 3,287,000.0000 127,206.87 06/30/2011 12X4215 1215206 09/30/2043 02001 5.159998800 1,370,000.0000 53,018.99 06/30/2011 12X4215 1215206 09/30/2044 02001 5.159998800 398,000.0000 15,402.60 06/30/2011 12X4215 1215206 09/30/2037 02002 4.960000800 2,583,000.0000 96,087.62 06/30/2011 12X4215 1215206 09/30/2038 02002 4.960000800 7,200,000.0000 267,840.04 06/30/2011 12X4215 1215206 09/30/2039 02002 4.960000800 1,572,000.0000 58,478.41 06/30/2011 12X4215 1215206 09/30/2040 02002 4.960000800 1,812,000.0000 67,406.41 06/30/2011 12X4215 1215206 09/30/2041 02002 4.960000800 105,000.0000 3,906.00 06/30/2011 12X4215 1215206 09/30/2042 02002 4.960000800 2,950,000.0000 109,740.02 06/30/2011 12X4215 1215206 09/30/2043 02002 4.960000800 942,000.0000 35,042.41 06/30/2011 12X4215 1215206 09/30/2044 02002 4.960000800 1,164,000.0000 43,300.81 06/30/2011 12X4215 1215206 09/30/2038 02003 4.780000800 938,000.0000 33,627.31 06/30/2011 12X4215 1215206 09/30/2039 02003 4.780000800 4,394,000.0000 157,524.93 06/30/2011 12X4215 1215206 09/30/2040 02003 4.780000800 1,085,000.0000 38,897.26 06/30/2011 12X4215 1215206 09/30/2041 02003 4.780000800 5,590,000.0000 200,401.53 06/30/2011 12X4215 1215206 09/30/2042 02003 4.780000800 7,405,200.0000 265,476.46 06/30/2011 12X4215 1215206 09/30/2043 02003 4.780000800 1,036,000.0000 37,140.61 06/30/2011 12X4215 1215206 09/30/2044 02003 4.780000800 1,579,000.0000 56,607.16 06/30/2011 12X4215 1215206 09/30/2039 02004 4.579999200 1,700,000.0000 58,394.99 06/30/2011 12X4215 1215206 09/30/2040 02004 4.579999200 6,584,000.0000 226,160.36 06/30/2011 12X4215 1215206 09/30/2041 02004 4.579999200 1,165,000.0000 40,017.74 06/30/2011 12X4215 1215206 09/30/2042 02004 4.579999200 5,043,000.0000 173,227.02 06/30/2011 12X4215 1215206 09/30/2043 02004 4.579999200 1,126,000.0000 38,678.09 06/30/2011 12X4215 1215206 09/30/2040 02005 4.770000000 3,528,300.0000 126,224.93 06/30/2011 12X4215 1215206 09/30/2041 02005 4.770000000 4,534,000.0000 162,203.85 06/30/2011 12X4215 1215206 09/30/2042 02005 4.770000000 3,033,000.0000 108,505.58 06/30/2011 12X4215 1215206 09/30/2043 02005 4.770000000 1,950,000.0000 69,761.25 06/30/2011 12X4215 1215206 09/30/2044 02005 4.770000000 410,000.0000 0.00 06/30/2011 12X4215 1215206 09/30/2040 02006 4.929998400 414,700.0000 15,333.53 06/30/2011 12X4215 1215206 09/30/2041 02006 4.929998400 2,027,000.0000 74,948.30 06/30/2011 12X4215 1215206 09/30/2042 02006 4.929998400 1,482,000.0000 54,796.93 06/30/2011 12X4215 1215206 09/30/2043 02006 4.929998400 2,763,000.0000 102,161.89 06/30/2011 12X4215 1215206 09/30/2044 02006 4.929998400 580,000.0000 0.00 06/30/2011 12X4215 1215206 09/30/2042 02007 5.150001600 846,300.0000 32,688.35 06/30/2011 12X4215 1215206 09/30/2043 02007 5.150001600 7,216,000.0000 278,718.09 06/30/2011 12X4215 1215206 09/30/2044 02007 5.150001600 2,236,000.0000 86,365.53 06/30/2011 12X4215 1215206 09/30/2042 02008 5.100001200 378,700.0000 14,485.28 06/30/2011 12X4215 1215206 09/30/2043 02008 5.100001200 254,500.0000 9,734.63 06/30/2011 12X4215 1215206 09/30/2044 02008 5.100001200 1,892,000.0000 72,369.02 06/30/2011 12X4215 1215206 09/30/2042 02009 4.899999600 468,000.0000 17,199.00 06/30/2011 12X4215 1215206 09/30/2043 02009 4.899999600 2,314,000.0000 85,039.49 06/30/2011 12X4215 1215206 09/30/2044 02009 4.899999600 903,000.0000 33,185.25 06/30/2011 12X4215 1215206 09/30/2043 02010 4.899999600 1,279,900.0000 47,036.32 06/30/2011 12X4215 1215206 09/30/2044 02010 4.899999600 476,000.0000 17,493.00 06/30/2011 12X4215 1215206 09/30/2044 02011 4.899999600 442,000.0000 16,243.50 06/30/2011 ------------------------ ---------------------- 174,906,200.0000 7,007,194.32 207 SUB-COHORT 12X4215 1215207 09/30/2043 01992 6.819998400 46,396,000.0000 2,373,154.84 06/30/2011 12X4215 1215207 09/30/2044 01992 6.819998400 78,100,000.0000 3,994,814.06 06/30/2011 12X4215 1215207 09/30/2045 01992 6.819998400 3,000,000.0000 153,449.96 06/30/2011 12X4215 1215207 09/30/2052 01992 6.819998400 31,000,000.0000 1,585,649.63 06/30/2011 12X4215 1215207 09/30/2056 01992 6.819998400 12,945,000.0000 662,136.59 06/30/2011 12X4215 1215207 09/30/2057 01992 6.819998400 10,000,000.0000 511,499.88 06/30/2011 12X4215 1215207 09/30/2058 01992 6.819998400 122,000.0000 6,240.30 06/30/2011 12X4215 1215207 09/30/2059 01992 6.819998400 1,250,000.0000 63,937.49 06/30/2011 12X4215 1215207 09/30/2060 01992 6.819998400 9,700,000.0000 496,154.88 06/30/2011 12X4215 1215207 09/30/2061 01992 6.819998400 1,128,000.0000 57,697.19 06/30/2011 12X4215 1215207 09/30/2044 01993 6.890000400 68,186,000.0000 3,523,511.75 06/30/2011 12X4215 1215207 09/30/2045 01993 6.890000400 54,000,000.0000 2,790,450.16 06/30/2011 12X4215 1215207 09/30/2052 01993 6.890000400 34,000,000.0000 1,756,950.10 06/30/2011 12X4215 1215207 09/30/2056 01993 6.890000400 12,513,000.0000 646,609.31 06/30/2011 12X4215 1215207 09/30/2057 01993 6.890000400 9,200,000.0000 475,410.03 06/30/2011 12X4215 1215207 09/30/2058 01993 6.890000400 10,345,000.0000 534,577.91 06/30/2011 12X4215 1215207 09/30/2059 01993 6.890000400 4,750,000.0000 245,456.26 06/30/2011 12X4215 1215207 09/30/2060 01993 6.890000400 3,462,000.0000 178,898.86 06/30/2011 12X4215 1215207 09/30/2061 01993 6.890000400 1,160,000.0000 59,943.00 06/30/2011 12X4215 1215207 09/30/2045 01994 7.089998400 19,624,000.0000 1,043,505.96 06/30/2011 12X4215 1215207 09/30/2046 01994 7.089998400 64,000,000.0000 3,403,199.23 06/30/2011 12X4215 1215207 09/30/2052 01994 7.089998400 29,000,000.0000 1,542,074.65 06/30/2011 12X4215 1215207 09/30/2055 01994 7.089998400 16,510,000.0000 877,919.05 06/30/2011 12X4215 1215207 09/30/2056 01994 7.089998400 9,570,000.0000 508,884.64 06/30/2011 12X4215 1215207 09/30/2057 01994 7.089998400 12,200,000.0000 648,734.85 06/30/2011 12X4215 1215207 09/30/2058 01994 7.089998400 12,651,000.0000 672,716.77 06/30/2011 12X4215 1215207 09/30/2059 01994 7.089998400 7,600,000.0000 404,129.91 06/30/2011 12X4215 1215207 09/30/2060 01994 7.089998400 2,589,000.0000 137,670.04 06/30/2011 12X4215 1215207 09/30/2061 01994 7.089998400 755,000.0000 40,147.12 06/30/2011 12X4215 1215207 09/30/2046 01995 6.710000400 36,789,000.0000 1,851,406.54 06/30/2011 12X4215 1215207 09/30/2048 01995 6.710000400 2,000,000.0000 100,650.01 06/30/2011 12X4215 1215207 09/30/2050 01995 6.710000400 1,000,000.0000 50,325.00 06/30/2011 12X4215 1215207 09/30/2052 01995 6.710000400 14,000,000.0000 704,550.04 06/30/2011 12X4215 1215207 09/30/2055 01995 6.710000400 1,069,000.0000 53,797.43 06/30/2011 12X4215 1215207 09/30/2056 01995 6.710000400 6,695,000.0000 336,925.90 06/30/2011 12X4215 1215207 09/30/2057 01995 6.710000400 2,200,000.0000 110,715.01 06/30/2011 12X4215 1215207 09/30/2058 01995 6.710000400 63,000.0000 3,170.48 06/30/2011 12X4215 1215207 09/30/2059 01995 6.710000400 901,000.0000 45,342.83 06/30/2011 12X4215 1215207 09/30/2060 01995 6.710000400 3,298,000.0000 165,971.86 06/30/2011 12X4215 1215207 09/30/2061 01995 6.710000400 509,000.0000 25,615.43 06/30/2011 12X4215 1215207 09/30/2047 01996 6.459998400 3,267,000.0000 158,286.11 06/30/2011 12X4215 1215207 09/30/2048 01996 6.459998400 29,000,000.0000 1,405,049.65 06/30/2011 12X4215 1215207 09/30/2052 01996 6.459998400 9,000,000.0000 436,049.89 06/30/2011 12X4215 1215207 09/30/2055 01996 6.459998400 667,600.0000 32,345.21 06/30/2011 12X4215 1215207 09/30/2056 01996 6.459998400 5,122,000.0000 248,160.84 06/30/2011 12X4215 1215207 09/30/2057 01996 6.459998400 3,700,000.0000 179,264.96 06/30/2011 12X4215 1215207 09/30/2058 01996 6.459998400 19,000.0000 920.55 06/30/2011 12X4215 1215207 09/30/2059 01996 6.459998400 61,000.0000 2,955.45 06/30/2011 12X4215 1215207 09/30/2060 01996 6.459998400 5,851,000.0000 283,480.88 06/30/2011 12X4215 1215207 09/30/2061 01996 6.459998400 162,000.0000 7,848.90 06/30/2011 12X4215 1215207 09/30/2048 01997 5.950000800 16,387,000.0000 731,269.97 06/30/2011 12X4215 1215207 09/30/2049 01997 5.950000800 17,000,000.0000 758,625.10 06/30/2011 12X4215 1215207 09/30/2050 01997 5.950000800 1,000,000.0000 44,625.01 06/30/2011 12X4215 1215207 09/30/2051 01997 5.950000800 1,000,000.0000 44,625.01 06/30/2011 12X4215 1215207 09/30/2052 01997 5.950000800 14,000,000.0000 624,750.08 06/30/2011 12X4215 1215207 09/30/2055 01997 5.950000800 1,557,500.0000 69,503.45 06/30/2011 12X4215 1215207 09/30/2056 01997 5.950000800 5,215,000.0000 232,719.41 06/30/2011 12X4215 1215207 09/30/2057 01997 5.950000800 3,600,000.0000 160,650.02 06/30/2011 12X4215 1215207 09/30/2058 01997 5.950000800 651,000.0000 29,050.88 06/30/2011 12X4215 1215207 09/30/2059 01997 5.950000800 606,000.0000 27,042.75 06/30/2011 12X4215 1215207 09/30/2061 01997 5.950000800 348,000.0000 15,529.50 06/30/2011 12X4215 1215207 09/30/2049 01998 5.870001600 23,565,000.0000 1,037,449.41 06/30/2011 12X4215 1215207 09/30/2050 01998 5.870001600 19,000,000.0000 836,475.23 06/30/2011 12X4215 1215207 09/30/2051 01998 5.870001600 3,000,000.0000 132,075.04 06/30/2011 12X4215 1215207 09/30/2052 01998 5.870001600 6,000,000.0000 264,150.07 06/30/2011 12X4215 1215207 09/30/2053 01998 5.870001600 13,000,000.0000 572,325.16 06/30/2011 12X4215 1215207 09/30/2055 01998 5.870001600 2,342,000.0000 103,106.58 06/30/2011 12X4215 1215207 09/30/2056 01998 5.870001600 591,000.0000 26,018.78 06/30/2011 12X4215 1215207 09/30/2057 01998 5.870001600 4,500,000.0000 198,112.55 06/30/2011 12X4215 1215207 09/30/2058 01998 5.870001600 735,000.0000 32,358.38 06/30/2011 12X4215 1215207 09/30/2059 01998 5.870001600 1,250,000.0000 55,031.27 06/30/2011 12X4215 1215207 09/30/2060 01998 5.870001600 5,923,000.0000 260,760.15 06/30/2011 12X4215 1215207 09/30/2061 01998 5.870001600 49,000.0000 2,157.23 06/30/2011 12X4215 1215207 09/30/2050 01999 5.839999200 22,761,000.0000 996,931.66 06/30/2011 12X4215 1215207 09/30/2051 01999 5.839999200 13,000,000.0000 569,399.92 06/30/2011 12X4215 1215207 09/30/2052 01999 5.839999200 8,000,000.0000 350,399.95 06/30/2011 12X4215 1215207 09/30/2053 01999 5.839999200 4,200,000.0000 183,959.97 06/30/2011 12X4215 1215207 09/30/2055 01999 5.839999200 2,898,200.0000 126,941.14 06/30/2011 12X4215 1215207 09/30/2056 01999 5.839999200 1,455,000.0000 63,728.99 06/30/2011 12X4215 1215207 09/30/2057 01999 5.839999200 4,023,000.0000 176,207.38 06/30/2011 12X4215 1215207 09/30/2058 01999 5.839999200 1,546,000.0000 67,714.79 06/30/2011 12X4215 1215207 09/30/2059 01999 5.839999200 2,154,000.0000 94,345.19 06/30/2011 12X4215 1215207 09/30/2060 01999 5.839999200 1,429,000.0000 62,590.19 06/30/2011 12X4215 1215207 09/30/2061 01999 5.839999200 121,000.0000 5,299.80 06/30/2011 12X4215 1215207 09/30/2051 02000 5.590000800 13,930,000.0000 584,015.33 06/30/2011 12X4215 1215207 09/30/2052 02000 5.590000800 24,000,000.0000 1,006,200.14 06/30/2011 12X4215 1215207 09/30/2053 02000 5.590000800 9,000,000.0000 377,325.05 06/30/2011 12X4215 1215207 09/30/2055 02000 5.590000800 1,420,000.0000 59,533.51 06/30/2011 12X4215 1215207 09/30/2056 02000 5.590000800 2,754,000.0000 115,461.47 06/30/2011 12X4215 1215207 09/30/2057 02000 5.590000800 3,447,000.0000 144,515.50 06/30/2011 12X4215 1215207 09/30/2058 02000 5.590000800 1,053,000.0000 44,147.03 06/30/2011 12X4215 1215207 09/30/2059 02000 5.590000800 4,950,000.0000 207,528.78 06/30/2011 12X4215 1215207 09/30/2060 02000 5.590000800 1,021,000.0000 42,805.43 06/30/2011 12X4215 1215207 09/30/2061 02000 5.590000800 374,000.0000 15,679.95 06/30/2011 12X4215 1215207 09/30/2052 02001 5.349999600 16,224,000.0000 650,987.95 06/30/2011 12X4215 1215207 09/30/2053 02001 5.349999600 27,300,000.0000 1,095,412.42 06/30/2011 12X4215 1215207 09/30/2055 02001 5.349999600 5,969,000.0000 239,506.11 06/30/2011 12X4215 1215207 09/30/2056 02001 5.349999600 2,953,000.0000 118,489.12 06/30/2011 12X4215 1215207 09/30/2057 02001 5.349999600 2,629,500.0000 105,508.68 06/30/2011 12X4215 1215207 09/30/2058 02001 5.349999600 6,917,000.0000 277,544.60 06/30/2011 12X4215 1215207 09/30/2059 02001 5.349999600 1,781,000.0000 71,462.62 06/30/2011 12X4215 1215207 09/30/2060 02001 5.349999600 2,187,000.0000 87,753.37 06/30/2011 12X4215 1215207 09/30/2061 02001 5.349999600 770,000.0000 0.00 06/30/2011 12X4215 1215207 09/30/2053 02002 5.060001600 33,561,000.0000 1,273,640.35 06/30/2011 12X4215 1215207 09/30/2055 02002 5.060001600 12,000,000.0000 455,400.14 06/30/2011 12X4215 1215207 09/30/2056 02002 5.060001600 4,665,000.0000 177,036.81 06/30/2011 12X4215 1215207 09/30/2057 02002 5.060001600 6,254,000.0000 237,339.38 06/30/2011 12X4215 1215207 09/30/2058 02002 5.060001600 4,791,000.0000 181,818.51 06/30/2011 12X4215 1215207 09/30/2059 02002 5.060001600 890,000.0000 33,775.51 06/30/2011 12X4215 1215207 09/30/2060 02002 5.060001600 5,139,000.0000 195,025.11 06/30/2011 12X4215 1215207 09/30/2061 02002 5.060001600 1,295,000.0000 49,145.27 06/30/2011 12X4215 1215207 09/30/2053 02003 4.960000800 16,720,000.0000 621,984.10 06/30/2011 12X4215 1215207 09/30/2055 02003 4.960000800 17,800,000.0000 662,160.11 06/30/2011 12X4215 1215207 09/30/2056 02003 4.960000800 9,498,000.0000 353,325.66 06/30/2011 12X4215 1215207 09/30/2057 02003 4.960000800 3,626,000.0000 134,887.22 06/30/2011 12X4215 1215207 09/30/2058 02003 4.960000800 3,228,000.0000 120,081.62 06/30/2011 12X4215 1215207 09/30/2059 02003 4.960000800 7,756,000.0000 288,523.25 06/30/2011 12X4215 1215207 09/30/2060 02003 4.960000800 7,108,000.0000 264,417.64 06/30/2011 12X4215 1215207 09/30/2061 02003 4.960000800 410,000.0000 0.00 06/30/2011 12X4215 1215207 09/30/2055 02004 4.860000000 15,343,000.0000 559,252.35 06/30/2011 12X4215 1215207 09/30/2056 02004 4.860000000 16,995,000.0000 619,467.75 06/30/2011 12X4215 1215207 09/30/2057 02004 4.860000000 15,297,000.0000 557,575.65 06/30/2011 12X4215 1215207 09/30/2058 02004 4.860000000 3,794,000.0000 138,291.30 06/30/2011 12X4215 1215207 09/30/2059 02004 4.860000000 6,631,111.0000 241,704.00 06/30/2011 12X4215 1215207 09/30/2060 02004 4.860000000 2,760,000.0000 100,602.00 06/30/2011 12X4215 1215207 09/30/2061 02004 4.860000000 966,000.0000 35,210.70 06/30/2011 12X4215 1215207 09/30/2056 02005 4.870000800 11,838,000.0000 432,383.02 06/30/2011 12X4215 1215207 09/30/2057 02005 4.870000800 14,206,000.0000 518,874.24 06/30/2011 12X4215 1215207 09/30/2058 02005 4.870000800 13,856,000.0000 506,090.48 06/30/2011 12X4215 1215207 09/30/2059 02005 4.870000800 6,914,000.0000 252,533.89 06/30/2011 12X4215 1215207 09/30/2060 02005 4.870000800 3,158,000.0000 115,345.97 06/30/2011 12X4215 1215207 09/30/2061 02005 4.870000800 67,000.0000 2,447.18 06/30/2011 12X4215 1215207 09/30/2057 02006 4.759999200 7,953,400.0000 283,936.33 06/30/2011 12X4215 1215207 09/30/2058 02006 4.759999200 13,388,000.0000 477,951.52 06/30/2011 12X4215 1215207 09/30/2059 02006 4.759999200 13,287,681.0000 474,370.13 06/30/2011 12X4215 1215207 09/30/2060 02006 4.759999200 8,638,000.0000 308,376.55 06/30/2011 12X4215 1215207 09/30/2061 02006 4.759999200 6,726,000.0000 240,118.16 06/30/2011 12X4215 1215207 09/30/2057 02007 4.560001200 1,833,000.0000 62,688.62 06/30/2011 12X4215 1215207 09/30/2058 02007 4.560001200 11,643,000.0000 398,190.70 06/30/2011 12X4215 1215207 09/30/2059 02007 4.560001200 21,033,000.0000 719,328.79 06/30/2011 12X4215 1215207 09/30/2060 02007 4.560001200 10,666,000.0000 364,777.30 06/30/2011 12X4215 1215207 09/30/2061 02007 4.560001200 5,803,000.0000 198,462.65 06/30/2011 12X4215 1215207 09/30/2058 02008 4.560001200 463,600.0000 15,855.12 06/30/2011 12X4215 1215207 09/30/2059 02008 4.560001200 12,259,000.0000 419,257.91 06/30/2011 12X4215 1215207 09/30/2060 02008 4.560001200 13,486,000.0000 461,221.32 06/30/2011 12X4215 1215207 09/30/2061 02008 4.560001200 5,445,000.0000 186,219.05 06/30/2011 12X4215 1215207 09/30/2060 02009 4.780000800 12,301,200.0000 440,998.09 06/30/2011 12X4215 1215207 09/30/2061 02009 4.780000800 9,288,000.0000 332,974.86 06/30/2011 12X4215 1215207 09/30/2060 02010 2.959999200 4,607,500.0000 102,286.47 06/30/2011 12X4215 1215207 09/30/2061 02010 2.959999200 8,153,000.0000 180,996.55 06/30/2011 12X4215 1215207 09/30/2061 02011 2.959999200 5,417,000.0000 0.00 06/30/2011 ------------------------ ---------------------- 1,441,673,292.0000 64,594,513.79 208 SUB-COHORT 12X4215 1215208 09/30/2011 02001 3.399998400 1,546,000.0000 39,422.98 06/30/2011 12X4215 1215208 09/30/2012 02001 3.399998400 18,000.0000 459.00 06/30/2011 12X4215 1215208 09/30/2013 02001 3.399998400 535,000.0000 13,642.49 06/30/2011 12X4215 1215208 09/30/2012 02006 3.650000400 336,000.0000 9,198.00 06/30/2011 12X4215 1215208 09/30/2013 02006 3.650000400 25,000.0000 684.38 06/30/2011 12X4215 1215208 09/30/2011 02007 4.129999200 61,000.0000 1,889.47 06/30/2011 12X4215 1215208 09/30/2012 02007 4.129999200 752,000.0000 23,293.20 06/30/2011 12X4215 1215208 09/30/2013 02007 4.129999200 432,000.0000 13,381.20 06/30/2011 12X4215 1215208 09/30/2014 02007 4.129999200 726,000.0000 22,487.85 06/30/2011 12X4215 1215208 09/30/2012 02008 1.440000000 733,000.0000 7,916.40 06/30/2011 12X4215 1215208 09/30/2013 02008 1.440000000 39,000.0000 421.20 06/30/2011 12X4215 1215208 09/30/2012 02009 1.440000000 106,000.0000 1,144.80 06/30/2011 12X4215 1215208 09/30/2013 02009 1.440000000 259,000.0000 2,797.20 06/30/2011 ------------------------ ---------------------- 5,568,000.0000 136,738.17 209 SUB-COHORT 12X4215 1215209 09/30/2060 01992 7.310001600 587,400.0000 32,204.21 06/30/2011 12X4215 1215209 09/30/2061 01992 7.310001600 69,000.0000 3,782.93 06/30/2011 12X4215 1215209 09/30/2057 01993 6.710000400 539,300.0000 27,140.27 06/30/2011 12X4215 1215209 09/30/2057 01994 6.770001600 2,051,700.0000 104,175.09 06/30/2011 12X4215 1215209 09/30/2060 01994 6.770001600 165,000.0000 8,377.88 06/30/2011 12X4215 1215209 09/30/2061 01994 6.770001600 24,000.0000 1,218.60 06/30/2011 12X4215 1215209 09/30/2060 01997 6.890000400 1,394,200.0000 72,045.29 06/30/2011 12X4215 1215209 09/30/2061 01997 6.890000400 88,000.0000 4,547.40 06/30/2011 12X4215 1215209 09/30/2059 01998 5.979999600 334,600.0000 15,006.81 06/30/2011 12X4215 1215209 09/30/2060 01998 5.979999600 110,800.0000 4,969.38 06/30/2011 12X4215 1215209 09/30/2059 01999 5.810000400 162,800.0000 7,094.01 06/30/2011 12X4215 1215209 09/30/2060 01999 5.810000400 1,925,900.0000 83,921.10 06/30/2011 12X4215 1215209 09/30/2061 01999 5.810000400 11,000.0000 479.33 06/30/2011 12X4215 1215209 09/30/2050 02000 6.360001200 111,500.0000 5,318.55 06/30/2011 12X4215 1215209 09/30/2054 02000 6.360001200 8,500.0000 405.45 06/30/2011 12X4215 1215209 09/30/2055 02000 6.360001200 13,900.0000 663.03 06/30/2011 12X4215 1215209 09/30/2056 02000 6.360001200 1,500.0000 71.55 06/30/2011 12X4215 1215209 09/30/2060 02000 6.360001200 349,100.0000 16,652.07 06/30/2011 12X4215 1215209 09/30/2051 02001 5.670000000 134,200.0000 5,706.86 06/30/2011 12X4215 1215209 09/30/2052 02001 5.670000000 120,000.0000 5,103.00 06/30/2011 12X4215 1215209 09/30/2055 02001 5.670000000 24,700.0000 1,050.37 06/30/2011 12X4215 1215209 09/30/2056 02001 5.670000000 7,500.0000 318.94 06/30/2011 12X4215 1215209 09/30/2060 02001 5.670000000 692,000.0000 29,427.30 06/30/2011 12X4215 1215209 09/30/2052 02002 5.600001600 577,500.0000 24,255.01 06/30/2011 12X4215 1215209 09/30/2056 02002 5.600001600 5,000.0000 210.00 06/30/2011 12X4215 1215209 09/30/2060 02002 5.600001600 410,000.0000 17,220.00 06/30/2011 12X4215 1215209 09/30/2061 02002 5.600001600 7,000.0000 294.00 06/30/2011 12X4215 1215209 09/30/2054 02003 4.899999600 754,600.0000 27,731.55 06/30/2011 12X4215 1215209 09/30/2058 02003 4.899999600 50,000.0000 1,837.50 06/30/2011 12X4215 1215209 09/30/2060 02003 4.899999600 352,000.0000 12,936.00 06/30/2011 12X4215 1215209 09/30/2061 02003 4.899999600 11,000.0000 404.25 06/30/2011 12X4215 1215209 09/30/2054 02004 5.190001200 141,800.0000 5,519.57 06/30/2011 12X4215 1215209 09/30/2056 02004 5.190001200 10,000.0000 389.25 06/30/2011 12X4215 1215209 09/30/2060 02004 5.190001200 90,000.0000 3,503.25 06/30/2011 12X4215 1215209 09/30/2055 02005 4.479998400 613,400.0000 20,610.23 06/30/2011 12X4215 1215209 09/30/2056 02005 4.479998400 177,000.0000 5,947.20 06/30/2011 12X4215 1215209 09/30/2060 02005 4.479998400 39,000.0000 1,310.40 06/30/2011 12X4215 1215209 09/30/2057 02006 4.889998800 782,700.0000 28,705.52 06/30/2011 12X4215 1215209 09/30/2059 02006 4.889998800 114,000.0000 4,180.95 06/30/2011 12X4215 1215209 09/30/2060 02006 4.889998800 14,000.0000 513.45 06/30/2011 12X4215 1215209 09/30/2057 02007 4.910000400 798,000.0000 29,386.35 06/30/2011 12X4215 1215209 09/30/2059 02007 4.910000400 66,000.0000 2,430.45 06/30/2011 12X4215 1215209 09/30/2060 02007 4.910000400 36,000.0000 1,325.70 06/30/2011 12X4215 1215209 09/30/2058 02008 4.190000400 919,000.0000 28,879.58 06/30/2011 12X4215 1215209 09/30/2059 02008 4.190000400 39,000.0000 1,225.58 06/30/2011 12X4215 1215209 09/30/2060 02008 4.190000400 20,000.0000 628.50 06/30/2011 12X4215 1215209 09/30/2059 02009 3.840001200 926,000.0000 26,668.81 06/30/2011 12X4215 1215209 09/30/2060 02009 3.840001200 105,000.0000 3,024.00 06/30/2011 12X4215 1215209 09/30/2060 02010 3.840001200 694,000.0000 19,987.21 06/30/2011 ------------------------ ---------------------- 16,678,600.0000 698,803.73 212 SUB-COHORT 12X4215 1215212 09/30/2011 02001 5.370001200 144,000.0000 5,799.60 06/30/2011 12X4215 1215212 09/30/2012 02001 5.370001200 30,000.0000 1,208.25 06/30/2011 12X4215 1215212 09/30/2011 02002 5.289998400 207,000.0000 8,212.72 06/30/2011 12X4215 1215212 09/30/2012 02002 5.289998400 4,000.0000 158.70 06/30/2011 12X4215 1215212 09/30/2014 02002 5.289998400 42,000.0000 1,666.35 06/30/2011 12X4215 1215212 09/30/2011 02003 4.250001600 127,000.0000 4,048.13 06/30/2011 ------------------------ ---------------------- 554,000.0000 21,093.75 401 SUB-COHORT 12X4215 1215401 09/30/2011 02001 3.700000800 1,524,000.0000 42,291.01 06/30/2011 12X4215 1215401 09/30/2011 02003 2.120000400 1.0000 0.02 06/30/2011 12X4215 1215401 09/30/2013 02004 3.480001200 1,000.0000 26.10 06/30/2011 12X4215 1215401 09/30/2011 02005 3.620001600 1,264,000.0000 34,317.62 06/30/2011 12X4215 1215401 09/30/2013 02005 3.620001600 270,000.0000 7,330.50 06/30/2011 12X4215 1215401 09/30/2014 02005 3.620001600 73,000.0000 1,981.95 06/30/2011 12X4215 1215401 09/30/2013 02006 3.409999200 632,000.0000 16,163.40 06/30/2011 12X4215 1215401 09/30/2014 02006 3.409999200 14,000.0000 358.05 06/30/2011 12X4215 1215401 09/30/2014 02007 3.520000800 12,000.0000 316.80 06/30/2011 ------------------------ ---------------------- 3,790,001.0000 102,785.45 ======================== ====================== 15,753,562,976.0000 582,764,182.86 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 12X4215 1215201 09/30/2026 01992 06/23/2011 INT + 0.0000 576,205.82 485520 1215201 09/30/2026 01993 06/23/2011 INT + 0.0000 526,029.61 485522 1215201 09/30/2027 01994 06/23/2011 INT + 0.0000 367,476.23 485524 1215201 09/30/2028 01995 06/23/2011 INT + 0.0000 539,378.02 485526 1215201 09/30/2029 01996 06/23/2011 INT + 0.0000 354,437.97 485528 1215201 09/30/2030 01997 06/23/2011 INT + 0.0000 382,573.71 485530 1215201 09/30/2030 01997 06/23/2011 INT + 0.0000 2,807.19 485532 1215201 09/30/2031 01998 06/23/2011 INT + 0.0000 296,613.90 485534 1215201 09/30/2032 01999 06/23/2011 INT + 0.0000 277,329.53 485536 1215201 09/30/2033 02000 06/23/2011 INT + 0.0000 304,942.05 485498 1215201 09/30/2034 02001 06/23/2011 INT + 0.0000 263,494.82 485500 1215201 09/30/2035 02002 06/23/2011 INT + 0.0000 208,664.10 485502 1215201 09/30/2036 02003 06/23/2011 INT + 0.0000 213,907.50 485504 1215201 09/30/2037 02004 06/23/2011 INT + 0.0000 260,982.90 485506 1215201 09/30/2038 02005 06/23/2011 INT + 0.0000 215,026.85 485508 1215201 09/30/2039 02006 06/23/2011 INT + 0.0000 251,584.24 485510 1215201 09/30/2040 02007 06/23/2011 INT + 0.0000 441,528.67 485512 1215201 09/30/2041 02008 06/23/2011 INT + 0.0000 323,757.09 485514 1215201 09/30/2042 02009 06/23/2011 INT + 0.0000 550,222.14 485516 1215201 09/30/2043 02010 06/23/2011 INT + 0.0000 293,662.86 485518 1215202 09/30/2019 01994 06/23/2011 INT + 0.0000 11,491.69 485568 1215202 09/30/2019 01995 06/23/2011 INT + 0.0000 9,160.05 485570 1215202 09/30/2019 01997 06/23/2011 INT + 0.0000 27,193.59 485580 1215202 09/30/2019 01998 06/23/2011 INT + 0.0000 52,353.38 485584 1215202 09/30/2019 01999 06/23/2011 INT + 0.0000 41,195.84 485586 1215202 09/30/2020 01996 06/23/2011 INT + 0.0000 37,040.49 485576 1215202 09/30/2020 02000 06/23/2011 INT + 0.0000 13,447.19 485538 1215202 09/30/2021 01992 06/23/2011 INT + 0.0000 3,932.25 485564 1215202 09/30/2021 01993 06/23/2011 INT + 0.0000 5,161.50 485566 1215202 09/30/2021 02000 06/23/2011 INT + 0.0000 41,152.79 485540 1215202 09/30/2021 02001 06/23/2011 INT + 0.0000 46,685.09 485542 1215202 09/30/2022 02002 06/23/2011 INT + 0.0000 45,100.35 485544 1215202 09/30/2023 02002 06/23/2011 INT + 0.0000 18,436.05 485546 1215202 09/30/2023 02003 06/23/2011 INT + 0.0000 54,005.41 485548 1215202 09/30/2024 02004 06/23/2011 INT + 0.0000 58,745.28 485550 1215202 09/30/2025 02005 06/23/2011 INT + 0.0000 72,224.41 485552 1215202 09/30/2026 01995 06/23/2011 INT + 0.0000 17,076.24 485572 1215202 09/30/2026 01996 06/23/2011 INT + 0.0000 28,894.24 485578 1215202 09/30/2026 01997 06/23/2011 INT + 0.0000 27,833.91 485582 1215202 09/30/2026 02006 06/23/2011 INT + 0.0000 89,748.40 485554 1215202 09/30/2027 01995 06/23/2011 INT + 0.0000 9,497.98 485574 1215202 09/30/2027 02007 06/23/2011 INT + 0.0000 110,121.03 485556 1215202 09/30/2028 02008 06/23/2011 INT + 0.0000 45,545.48 485558 1215202 09/30/2029 02009 06/23/2011 INT + 0.0000 38,114.63 485560 1215202 09/30/2030 02010 06/23/2011 INT + 0.0000 16,053.49 485562 1215203 09/30/2031 01998 06/24/2011 INT + 0.0000 59,859.79 485638 1215203 09/30/2032 01999 06/24/2011 INT + 0.0000 17,807.65 485640 1215203 09/30/2033 02000 06/24/2011 INT + 0.0000 22,955.25 485602 1215203 09/30/2034 02001 06/24/2011 INT + 0.0000 7,922.75 485604 1215203 09/30/2035 02002 06/24/2011 INT + 0.0000 5,458.69 485608 1215203 09/30/2036 02003 06/24/2011 INT + 0.0000 4,858.50 485612 1215203 09/30/2037 02004 06/24/2011 INT + 0.0000 2,152.74 485614 1215203 09/30/2038 02005 06/24/2011 INT + 0.0000 9,971.60 485616 1215203 09/30/2039 02006 06/24/2011 INT + 0.0000 3,242.79 485618 1215203 09/30/2040 01993 06/24/2011 INT + 0.0000 6,793.20 485630 1215203 09/30/2040 02007 06/24/2011 INT + 0.0000 536.80 485620 1215203 09/30/2041 02008 06/24/2011 INT + 0.0000 2,983.94 485622 1215203 09/30/2042 01992 06/24/2011 INT + 0.0000 119,643.86 485628 1215203 09/30/2042 01993 06/24/2011 INT + 0.0000 137,928.60 485632 1215203 09/30/2042 01994 06/24/2011 INT + 0.0000 138,108.59 485634 1215203 09/30/2042 01999 06/24/2011 INT + 0.0000 24,256.75 485642 1215203 09/30/2042 02001 06/24/2011 INT + 0.0000 3,240.05 485606 1215203 09/30/2042 02002 06/24/2011 INT + 0.0000 98.79 485610 1215203 09/30/2042 02009 06/24/2011 INT + 0.0000 1,778.29 485624 1215203 09/30/2043 01997 06/24/2011 INT + 0.0000 152,613.90 485636 1215203 09/30/2043 02010 06/24/2011 INT + 0.0000 4,959.44 485626 1215206 09/30/2027 01992 06/24/2011 INT + 0.0000 17,092.39 485684 1215206 09/30/2028 01992 06/24/2011 INT + 0.0000 19,548.99 485686 1215206 09/30/2028 01993 06/24/2011 INT + 0.0000 39,867.74 485688 1215206 09/30/2029 01995 06/24/2011 INT + 0.0000 38,989.50 485692 1215206 09/30/2030 01996 06/24/2011 INT + 0.0000 31,682.69 485694 1215206 09/30/2030 01997 06/24/2011 INT + 0.0000 22,190.96 485698 1215206 09/30/2031 01996 06/24/2011 INT + 0.0000 29,339.39 485696 1215206 09/30/2031 01997 06/24/2011 INT + 0.0000 26,551.84 485700 1215206 09/30/2032 01998 06/24/2011 INT + 0.0000 19,405.09 485702 1215206 09/30/2034 01999 06/24/2011 INT + 0.0000 6,372.80 485704 1215206 09/30/2035 01999 06/24/2011 INT + 0.0000 29,075.90 485706 1215206 09/30/2035 02000 06/24/2011 INT + 0.0000 31,859.24 485644 1215206 09/30/2036 02001 06/24/2011 INT + 0.0000 28,999.19 485646 1215206 09/30/2037 02001 06/24/2011 INT + 0.0000 29,953.79 485648 1215206 09/30/2037 02002 06/24/2011 INT + 0.0000 29,090.40 485650 1215206 09/30/2037 02003 06/24/2011 INT + 0.0000 22,633.30 485652 1215206 09/30/2038 02003 06/24/2011 INT + 0.0000 20,291.10 485654 1215206 09/30/2038 02004 06/24/2011 INT + 0.0000 1,648.79 485656 1215206 09/30/2038 02005 06/24/2011 INT + 0.0000 5,397.25 485660 1215206 09/30/2039 02004 06/24/2011 INT + 0.0000 28,831.09 485658 1215206 09/30/2039 02005 06/24/2011 INT + 0.0000 13,976.10 485662 1215206 09/30/2040 02005 06/24/2011 INT + 0.0000 39,941.59 485664 1215206 09/30/2040 02006 06/24/2011 INT + 0.0000 36,013.63 485666 1215206 09/30/2040 02007 06/24/2011 INT + 0.0000 28,718.98 485668 1215206 09/30/2041 02007 06/24/2011 INT + 0.0000 26,445.25 485670 1215206 09/30/2041 02008 06/24/2011 INT + 0.0000 15,912.00 485674 1215206 09/30/2041 02008 06/24/2011 INT + 0.0000 731.85 485676 1215206 09/30/2042 02007 06/24/2011 INT + 0.0000 31,536.03 485672 1215206 09/30/2042 02008 06/24/2011 INT + 0.0000 2,685.15 485678 1215206 09/30/2042 02009 06/24/2011 INT + 0.0000 41,110.99 485680 1215206 09/30/2043 01994 06/24/2011 INT + 0.0000 57,912.15 485690 1215206 09/30/2043 02010 06/24/2011 INT + 0.0000 21,951.99 485682 1215207 09/30/2043 01992 06/24/2011 INT + 0.0000 83,544.98 485738 1215207 09/30/2043 01992 06/24/2011 INT + 0.0000 194,506.35 485740 1215207 09/30/2044 01993 06/24/2011 INT + 0.0000 261,785.56 485742 1215207 09/30/2045 01994 06/24/2011 INT + 0.0000 235,387.94 485744 1215207 09/30/2046 01995 06/24/2011 INT + 0.0000 150,337.55 485746 1215207 09/30/2047 01996 06/24/2011 INT + 0.0000 150,808.66 485748 1215207 09/30/2048 01997 06/24/2011 INT + 0.0000 72,084.25 485750 1215207 09/30/2049 01998 06/24/2011 INT + 0.0000 62,662.26 485752 1215207 09/30/2049 01999 06/24/2011 INT + 0.0000 30,163.59 485754 1215207 09/30/2050 01999 06/24/2011 INT + 0.0000 6,978.79 485756 1215207 09/30/2051 02000 06/24/2011 INT + 0.0000 50,365.90 485708 1215207 09/30/2052 02001 06/24/2011 INT + 0.0000 77,735.49 485710 1215207 09/30/2053 02002 06/24/2011 INT + 0.0000 51,106.01 485712 1215207 09/30/2053 02003 06/24/2011 INT + 0.0000 102,944.81 485714 1215207 09/30/2055 02004 06/24/2011 INT + 0.0000 71,004.60 485716 1215207 09/30/2055 02005 06/24/2011 INT + 0.0000 35,404.90 485718 1215207 09/30/2056 02005 06/24/2011 INT + 0.0000 42,028.10 485720 1215207 09/30/2056 02006 06/24/2011 INT + 0.0000 21,077.27 485722 1215207 09/30/2057 02006 06/24/2011 INT + 0.0000 132,980.09 485724 1215207 09/30/2057 02007 06/24/2011 INT + 0.0000 69,996.01 485726 1215207 09/30/2058 02008 06/24/2011 INT + 0.0000 70,087.21 485728 1215207 09/30/2059 02009 06/24/2011 INT + 0.0000 44,215.00 485730 1215207 09/30/2059 02009 06/24/2011 INT + 0.0000 1,128.08 485732 1215207 09/30/2060 02009 06/24/2011 INT + 0.0000 94,734.83 485734 1215207 09/30/2060 02010 06/24/2011 INT + 0.0000 72,771.58 485736 1215208 09/30/2011 02001 06/24/2011 INT + 0.0000 67.99 485806 1215208 09/30/2012 02006 06/24/2011 INT + 0.0000 3,285.00 485808 1215208 09/30/2012 02008 06/24/2011 INT + 0.0000 1,094.40 485810 1215208 09/30/2012 02009 06/24/2011 INT + 0.0000 568.80 485812 1215209 09/30/2047 01997 06/24/2011 INT + 0.0000 26,974.35 485786 1215209 09/30/2048 01997 06/24/2011 INT + 0.0000 1,722.50 485788 1215209 09/30/2050 01997 06/24/2011 INT + 0.0000 585.65 485790 1215209 09/30/2050 02000 06/24/2011 INT + 0.0000 4,960.80 485758 1215209 09/30/2051 02001 06/24/2011 INT + 0.0000 396.90 485760 1215209 09/30/2052 01997 06/24/2011 INT + 0.0000 13,780.00 485792 1215209 09/30/2052 02002 06/24/2011 INT + 0.0000 364.00 485762 1215209 09/30/2054 02003 06/24/2011 INT + 0.0000 367.49 485764 1215209 09/30/2054 02004 06/24/2011 INT + 0.0000 285.45 485766 1215209 09/30/2055 01997 06/24/2011 INT + 0.0000 2,983.37 485794 1215209 09/30/2055 02005 06/24/2011 INT + 0.0000 268.79 485768 1215209 09/30/2056 01997 06/24/2011 INT + 0.0000 106.79 485796 1215209 09/30/2057 01993 06/24/2011 INT + 0.0000 469.70 485782 1215209 09/30/2057 01994 06/24/2011 INT + 0.0000 4,298.95 485784 1215209 09/30/2057 02006 06/24/2011 INT + 0.0000 53.78 485770 1215209 09/30/2057 02007 06/24/2011 INT + 0.0000 270.05 485772 1215209 09/30/2058 02008 06/24/2011 INT + 0.0000 209.50 485774 1215209 09/30/2059 01997 06/24/2011 INT + 0.0000 2,790.45 485798 1215209 09/30/2059 01998 06/24/2011 INT + 0.0000 1,195.99 485802 1215209 09/30/2059 01999 06/24/2011 INT + 0.0000 13,421.10 485804 1215209 09/30/2059 02009 06/24/2011 INT + 0.0000 153.60 485776 1215209 09/30/2060 01992 06/24/2011 INT + 0.0000 2,434.23 485780 1215209 09/30/2060 01997 06/24/2011 INT + 0.0000 165,921.54 485800 1215209 09/30/2060 02010 06/24/2011 INT + 0.0000 4,915.20 485778 1215212 09/30/2011 02001 06/24/2011 INT + 0.0000 939.75 485814 1215212 09/30/2011 02002 06/24/2011 INT + 0.0000 1,190.24 485816 1215212 09/30/2011 02003 06/24/2011 INT + 0.0000 276.25 485818 1215401 09/30/2011 02000 06/23/2011 INT + 0.0000 57.09 485588 1215401 09/30/2011 02000 06/23/2011 INT + 0.0000 97.06 485590 1215401 09/30/2011 02001 06/23/2011 INT + 0.0000 444.00 485592 1215401 09/30/2011 02003 06/23/2011 INT + 0.0000 10.58 485594 1215401 09/30/2011 02005 06/23/2011 INT + 0.0000 2,715.00 485596 1215401 09/30/2013 02006 06/23/2011 INT + 0.0000 2,011.89 485598 1215401 09/30/2013 02007 06/23/2011 INT + 0.0000 1,460.80 485600 ------------------------ ---------------------- 0.0000 11,542,753.92 ======================== ====================== 0.0000 11,542,753.92