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 181,205.21 06/30/2010 12X4208 1208845 09/30/2027 01992 6.729998400 64,970,000.0000 3,279,359.97 06/30/2010 12X4208 1208845 09/30/2027 01993 6.599998800 5,284,000.0000 261,557.95 06/30/2010 12X4208 1208845 09/30/2028 01993 6.599998800 62,261,000.0000 3,081,918.94 06/30/2010 12X4208 1208845 09/30/2042 01993 6.599998800 6,825,000.0000 337,837.44 06/30/2010 12X4208 1208845 09/30/2043 01993 6.599998800 533,000.0000 26,383.50 06/30/2010 12X4208 1208845 09/30/2044 01993 6.599998800 42,000.0000 2,079.00 06/30/2010 ------------------------ ---------------------- 143,505,000.0000 7,170,342.01 840 SUB-COHORT 12X4208 1208840 09/30/2027 01992 6.950001600 292,184,000.0000 15,230,094.51 06/30/2010 12X4208 1208840 09/30/2042 01992 6.950001600 585,000.0000 30,493.13 06/30/2010 12X4208 1208840 09/30/2028 01993 6.990001200 451,646,300.0000 23,677,561.34 06/30/2010 12X4208 1208840 09/30/2042 01993 6.990001200 618,000.0000 32,398.66 06/30/2010 ------------------------ ---------------------- 745,033,300.0000 38,970,547.64 850 SUB-COHORT 12X4208 1208850 09/30/2029 01994 7.040001600 61,672,500.0000 3,256,308.74 06/30/2010 12X4208 1208850 09/30/2042 01994 7.040001600 53,000.0000 2,798.40 06/30/2010 12X4208 1208850 09/30/2043 01994 7.040001600 850,000.0000 44,880.01 06/30/2010 12X4208 1208850 09/30/2030 01995 6.680001600 43,456,000.0000 2,177,146.12 06/30/2010 12X4208 1208850 09/30/2042 01995 6.680001600 44,000.0000 2,204.40 06/30/2010 12X4208 1208850 09/30/2031 01996 6.450001200 58,620,200.0000 2,835,752.70 06/30/2010 12X4208 1208850 09/30/2042 01996 6.450001200 36,000.0000 1,741.50 06/30/2010 12X4208 1208850 09/30/2043 01996 6.450001200 250,000.0000 12,093.75 06/30/2010 12X4208 1208850 09/30/2032 01997 5.979999600 52,271,200.0000 2,344,363.16 06/30/2010 12X4208 1208850 09/30/2042 01997 5.979999600 4,200.0000 188.37 06/30/2010 12X4208 1208850 09/30/2043 01997 5.979999600 350,000.0000 15,697.50 06/30/2010 12X4208 1208850 09/30/2033 01998 6.000001200 86,290,756.3100 3,883,084.81 06/30/2010 12X4208 1208850 09/30/2042 01998 6.000001200 2,507,000.0000 112,815.02 06/30/2010 12X4208 1208850 09/30/2043 01998 6.000001200 250,000.0000 11,250.00 06/30/2010 12X4208 1208850 09/30/2034 01999 5.919998400 58,631,930.9100 2,603,257.03 06/30/2010 12X4208 1208850 09/30/2043 01999 5.919998400 650,000.0000 28,859.99 06/30/2010 12X4208 1208850 09/30/2035 02000 5.730001200 101,783,400.0000 4,374,142.53 06/30/2010 12X4208 1208850 09/30/2042 02000 5.730001200 20,000.0000 859.50 06/30/2010 12X4208 1208850 09/30/2043 02000 5.730001200 450,000.0000 19,338.75 06/30/2010 12X4208 1208850 09/30/2036 02001 5.010001200 99,003,000.0000 3,720,038.62 06/30/2010 12X4208 1208850 09/30/2043 02001 5.010001200 3,200,000.0000 120,240.03 06/30/2010 12X4208 1208850 09/30/2037 02002 4.790001600 118,512,500.0000 4,257,562.98 06/30/2010 12X4208 1208850 09/30/2042 02002 4.790001600 4,701,000.0000 168,883.48 06/30/2010 12X4208 1208850 09/30/2043 02002 4.790001600 800,000.0000 28,740.01 06/30/2010 12X4208 1208850 09/30/2038 02003 4.719999600 106,240,000.0000 3,760,895.68 06/30/2010 12X4208 1208850 09/30/2042 02003 4.719999600 14,552,000.0000 515,140.76 06/30/2010 12X4208 1208850 09/30/2043 02003 4.719999600 3,345,000.0000 118,412.99 06/30/2010 12X4208 1208850 09/30/2039 02004 4.690000800 201,053,000.0000 7,072,040.48 06/30/2010 12X4208 1208850 09/30/2042 02004 4.690000800 28,673,000.0000 1,008,572.95 06/30/2010 12X4208 1208850 09/30/2043 02004 4.690000800 12,153,000.0000 427,481.85 06/30/2010 12X4208 1208850 09/30/2044 02004 4.690000800 125,000.0000 4,396.88 06/30/2010 12X4208 1208850 09/30/2040 02005 4.690000800 69,794,700.0000 2,455,028.99 06/30/2010 12X4208 1208850 09/30/2042 02005 4.690000800 24,581,000.0000 864,636.82 06/30/2010 12X4208 1208850 09/30/2043 02005 4.690000800 14,791,000.0000 520,273.51 06/30/2010 12X4208 1208850 09/30/2044 02005 4.690000800 10,918,000.0000 384,040.72 06/30/2010 12X4208 1208850 09/30/2041 02006 4.619998800 48,973,000.0000 1,696,914.01 06/30/2010 12X4208 1208850 09/30/2042 02006 4.619998800 18,447,000.0000 639,188.38 06/30/2010 12X4208 1208850 09/30/2043 02006 4.619998800 20,276,000.0000 702,563.22 06/30/2010 12X4208 1208850 09/30/2044 02006 4.619998800 929,000.0000 32,189.84 06/30/2010 12X4208 1208850 09/30/2042 02007 4.610001600 55,075,000.0000 1,904,218.79 06/30/2010 12X4208 1208850 09/30/2043 02007 4.610001600 19,802,000.0000 684,654.39 06/30/2010 12X4208 1208850 09/30/2044 02007 4.610001600 6,241,000.0000 215,782.65 06/30/2010 12X4208 1208850 09/30/2043 02008 4.489999200 43,500,000.0000 1,464,862.24 06/30/2010 12X4208 1208850 09/30/2044 02008 4.489999200 12,700,000.0000 427,672.42 06/30/2010 12X4208 1208850 09/30/2043 02009 4.889998800 5,230,000.0000 191,810.20 06/30/2010 12X4208 1208850 09/30/2044 02009 4.889998800 10,950,000.0000 401,591.15 06/30/2010 ------------------------ ---------------------- 1,422,755,387.2200 55,514,616.32 810 SUB-COHORT 12X4208 1208810 09/30/2029 01994 6.909998400 199,444,000.0000 10,336,182.91 06/30/2010 12X4208 1208810 09/30/2042 01994 6.909998400 13,700,000.0000 710,002.34 06/30/2010 12X4208 1208810 09/30/2030 01995 6.559999200 260,848,000.0000 12,833,720.03 06/30/2010 12X4208 1208810 09/30/2042 01995 6.559999200 15,300,000.0000 752,759.91 06/30/2010 12X4208 1208810 09/30/2031 01996 6.320001600 330,976,000.0000 15,688,266.37 06/30/2010 12X4208 1208810 09/30/2042 01996 6.320001600 9,000,000.0000 426,600.11 06/30/2010 12X4208 1208810 09/30/2043 01996 6.320001600 6,700,000.0000 317,580.08 06/30/2010 12X4208 1208810 09/30/2032 01997 6.140001600 296,888,000.0000 13,671,695.96 06/30/2010 12X4208 1208810 09/30/2042 01997 6.140001600 10,800,000.0000 497,340.13 06/30/2010 12X4208 1208810 09/30/2043 01997 6.140001600 4,400,000.0000 202,620.05 06/30/2010 12X4208 1208810 09/30/2033 01998 5.919998400 350,632,000.0000 15,568,056.59 06/30/2010 12X4208 1208810 09/30/2042 01998 5.919998400 7,400,000.0000 328,559.91 06/30/2010 12X4208 1208810 09/30/2043 01998 5.919998400 8,450,000.0000 375,179.90 06/30/2010 12X4208 1208810 09/30/2034 01999 5.889999600 221,418,000.0000 9,781,139.49 06/30/2010 12X4208 1208810 09/30/2042 01999 5.889999600 2,400,000.0000 106,019.99 06/30/2010 12X4208 1208810 09/30/2043 01999 5.889999600 6,200,000.0000 273,884.98 06/30/2010 12X4208 1208810 09/30/2035 02000 5.879998800 203,265,000.0000 8,963,984.67 06/30/2010 12X4208 1208810 09/30/2042 02000 5.879998800 7,100,000.0000 313,109.94 06/30/2010 12X4208 1208810 09/30/2043 02000 5.879998800 5,850,000.0000 257,984.95 06/30/2010 12X4208 1208810 09/30/2036 02001 5.150001600 208,651,000.0000 8,059,147.38 06/30/2010 12X4208 1208810 09/30/2042 02001 5.150001600 2,600,000.0000 100,425.03 06/30/2010 12X4208 1208810 09/30/2043 02001 5.150001600 6,900,000.0000 266,512.58 06/30/2010 12X4208 1208810 09/30/2037 02002 4.700001600 416,453,000.0000 14,679,973.25 06/30/2010 12X4208 1208810 09/30/2042 02002 4.700001600 5,601,000.0000 197,435.32 06/30/2010 12X4208 1208810 09/30/2038 02003 4.730000400 74,450,000.0000 2,641,113.97 06/30/2010 12X4208 1208810 09/30/2042 02003 4.730000400 8,241,000.0000 292,349.50 06/30/2010 12X4208 1208810 09/30/2043 02003 4.730000400 12,082,000.0000 428,608.99 06/30/2010 12X4208 1208810 09/30/2039 02004 4.600000800 393,715,000.0000 13,583,169.86 06/30/2010 12X4208 1208810 09/30/2042 02004 4.600000800 83,261,000.0000 2,872,505.00 06/30/2010 12X4208 1208810 09/30/2043 02004 4.600000800 77,198,000.0000 2,663,331.46 06/30/2010 12X4208 1208810 09/30/2044 02004 4.600000800 15,517,000.0000 535,336.59 06/30/2010 12X4208 1208810 09/30/2040 02005 4.650001200 43,719,800.0000 1,524,728.42 06/30/2010 12X4208 1208810 09/30/2042 02005 4.650001200 21,472,000.0000 748,836.19 06/30/2010 12X4208 1208810 09/30/2043 02005 4.650001200 15,572,000.0000 543,073.64 06/30/2010 12X4208 1208810 09/30/2044 02005 4.650001200 6,577,000.0000 229,372.93 06/30/2010 12X4208 1208810 09/30/2041 02006 4.719999600 40,143,000.0000 1,421,062.08 06/30/2010 12X4208 1208810 09/30/2042 02006 4.719999600 20,317,000.0000 719,221.74 06/30/2010 12X4208 1208810 09/30/2043 02006 4.719999600 12,982,000.0000 459,562.76 06/30/2010 12X4208 1208810 09/30/2044 02006 4.719999600 7,863,000.0000 278,350.18 06/30/2010 12X4208 1208810 09/30/2042 02007 4.539999600 42,640,800.0000 1,451,919.11 06/30/2010 12X4208 1208810 09/30/2043 02007 4.539999600 27,018,000.0000 919,962.82 06/30/2010 12X4208 1208810 09/30/2044 02007 4.539999600 6,184,000.0000 210,565.18 06/30/2010 ------------------------ ---------------------- 3,509,928,600.0000 146,231,252.29 855 SUB-COHORT 12X4208 1208855 09/30/2029 01994 6.440000400 17,806,200.0000 860,039.51 06/30/2010 12X4208 1208855 09/30/2042 01994 6.440000400 2,028,000.0000 97,952.41 06/30/2010 12X4208 1208855 09/30/2044 01994 6.440000400 109,000.0000 5,264.70 06/30/2010 12X4208 1208855 09/30/2029 01995 6.090001200 370,000.0000 16,899.75 06/30/2010 12X4208 1208855 09/30/2030 01995 6.090001200 19,089,000.0000 871,890.25 06/30/2010 12X4208 1208855 09/30/2042 01995 6.090001200 80,000.0000 3,654.00 06/30/2010 12X4208 1208855 09/30/2044 01995 6.090001200 1,168,000.0000 53,348.41 06/30/2010 12X4208 1208855 09/30/2029 01996 6.019999200 499,000.0000 22,529.85 06/30/2010 12X4208 1208855 09/30/2031 01996 6.019999200 24,887,000.0000 1,123,647.90 06/30/2010 12X4208 1208855 09/30/2042 01996 6.019999200 2,763,000.0000 124,749.43 06/30/2010 12X4208 1208855 09/30/2043 01996 6.019999200 349,000.0000 15,757.35 06/30/2010 12X4208 1208855 09/30/2044 01996 6.019999200 145,000.0000 6,546.75 06/30/2010 12X4208 1208855 09/30/2032 01997 5.709999600 28,977,946.5100 1,240,980.47 06/30/2010 12X4208 1208855 09/30/2042 01997 5.709999600 1,138,000.0000 48,734.85 06/30/2010 12X4208 1208855 09/30/2044 01997 5.709999600 10,000.0000 428.25 06/30/2010 12X4208 1208855 09/30/2033 01998 5.739998400 29,249,000.0000 1,259,169.10 06/30/2010 12X4208 1208855 09/30/2042 01998 5.739998400 3,509,000.0000 151,062.41 06/30/2010 12X4208 1208855 09/30/2034 01999 5.500000800 32,243,000.0000 1,330,023.94 06/30/2010 12X4208 1208855 09/30/2042 01999 5.500000800 2,094,000.0000 86,377.51 06/30/2010 12X4208 1208855 09/30/2043 01999 5.500000800 2,083,000.0000 85,923.76 06/30/2010 12X4208 1208855 09/30/2044 01999 5.500000800 190,000.0000 7,837.50 06/30/2010 12X4208 1208855 09/30/2029 02000 5.090000400 666,000.0000 25,424.55 06/30/2010 12X4208 1208855 09/30/2035 02000 5.090000400 31,339,000.0000 1,196,366.42 06/30/2010 12X4208 1208855 09/30/2042 02000 5.090000400 11,000.0000 419.93 06/30/2010 12X4208 1208855 09/30/2043 02000 5.090000400 29,000.0000 1,107.08 06/30/2010 12X4208 1208855 09/30/2044 02000 5.090000400 5,630,000.0000 214,925.27 06/30/2010 12X4208 1208855 09/30/2036 02001 5.220000000 26,752,000.0000 1,047,340.80 06/30/2010 12X4208 1208855 09/30/2042 02001 5.220000000 1,503,000.0000 58,842.45 06/30/2010 12X4208 1208855 09/30/2043 02001 5.220000000 1,700,000.0000 66,555.00 06/30/2010 12X4208 1208855 09/30/2037 02002 4.669999200 19,674,000.0000 689,081.73 06/30/2010 12X4208 1208855 09/30/2042 02002 4.669999200 9,997,000.0000 350,144.87 06/30/2010 12X4208 1208855 09/30/2043 02002 4.669999200 5,664,000.0000 198,381.57 06/30/2010 12X4208 1208855 09/30/2044 02002 4.669999200 2,906,000.0000 101,782.63 06/30/2010 12X4208 1208855 09/30/2038 02003 4.460000400 27,867,300.0000 932,161.27 06/30/2010 12X4208 1208855 09/30/2042 02003 4.460000400 9,385,000.0000 313,928.28 06/30/2010 12X4208 1208855 09/30/2043 02003 4.460000400 4,516,000.0000 151,060.21 06/30/2010 12X4208 1208855 09/30/2044 02003 4.460000400 1,305,000.0000 43,652.25 06/30/2010 12X4208 1208855 09/30/2039 02004 4.529998800 42,446,000.0000 1,442,102.47 06/30/2010 12X4208 1208855 09/30/2042 02004 4.529998800 6,767,000.0000 229,908.76 06/30/2010 12X4208 1208855 09/30/2043 02004 4.529998800 752,000.0000 25,549.19 06/30/2010 12X4208 1208855 09/30/2044 02004 4.529998800 4,825,000.0000 163,929.33 06/30/2010 12X4208 1208855 09/30/2040 02005 4.579999200 49,677,000.0000 1,706,404.65 06/30/2010 12X4208 1208855 09/30/2042 02005 4.579999200 27,745,000.0000 953,040.58 06/30/2010 12X4208 1208855 09/30/2043 02005 4.579999200 9,090,000.0000 312,241.45 06/30/2010 12X4208 1208855 09/30/2044 02005 4.579999200 5,162,000.0000 177,314.67 06/30/2010 12X4208 1208855 09/30/2041 02006 4.500000000 13,774,000.0000 464,872.50 06/30/2010 12X4208 1208855 09/30/2042 02006 4.500000000 36,134,000.0000 1,219,522.50 06/30/2010 12X4208 1208855 09/30/2043 02006 4.500000000 12,881,000.0000 434,733.75 06/30/2010 12X4208 1208855 09/30/2044 02006 4.500000000 11,041,000.0000 372,633.75 06/30/2010 12X4208 1208855 09/30/2042 02007 4.600000800 17,909,100.0000 617,864.06 06/30/2010 12X4208 1208855 09/30/2043 02007 4.600000800 14,902,000.0000 514,119.09 06/30/2010 12X4208 1208855 09/30/2044 02007 4.600000800 8,950,000.0000 308,775.05 06/30/2010 12X4208 1208855 09/30/2042 02008 4.939999200 235,400.0000 8,721.57 06/30/2010 12X4208 1208855 09/30/2043 02008 4.939999200 8,905,000.0000 329,930.20 06/30/2010 12X4208 1208855 09/30/2044 02008 4.939999200 7,977,000.0000 295,547.80 06/30/2010 12X4208 1208855 09/30/2043 02009 4.730000400 24,708,900.0000 876,548.30 06/30/2010 12X4208 1208855 09/30/2044 02009 4.730000400 3,856,000.0000 136,791.61 06/30/2010 12X4208 1208855 09/30/2044 02010 4.730000400 15,085,000.0000 535,140.42 06/30/2010 ------------------------ ---------------------- 640,553,846.5100 23,929,684.11 815 SUB-COHORT 12X4208 1208815 09/30/2029 01994 6.710000400 30,475,300.0000 1,533,669.56 06/30/2010 12X4208 1208815 09/30/2032 01994 6.710000400 500,000.0000 25,162.50 06/30/2010 12X4208 1208815 09/30/2030 01995 5.910001200 41,379,500.0000 1,834,146.71 06/30/2010 12X4208 1208815 09/30/2032 01995 5.910001200 1,990,000.0000 88,206.77 06/30/2010 12X4208 1208815 09/30/2033 01995 5.910001200 350,000.0000 15,513.75 06/30/2010 12X4208 1208815 09/30/2031 01996 6.099998400 29,861,000.0000 1,366,140.39 06/30/2010 12X4208 1208815 09/30/2032 01996 6.099998400 2,185,000.0000 99,963.72 06/30/2010 12X4208 1208815 09/30/2033 01996 6.099998400 1,000,000.0000 45,749.99 06/30/2010 12X4208 1208815 09/30/2034 01996 6.099998400 338,000.0000 15,463.50 06/30/2010 12X4208 1208815 09/30/2032 01997 5.600001600 48,117,000.0000 2,020,914.58 06/30/2010 12X4208 1208815 09/30/2033 01997 5.600001600 1,723,000.0000 72,366.02 06/30/2010 12X4208 1208815 09/30/2032 01998 5.590000800 4,955,000.0000 207,738.40 06/30/2010 12X4208 1208815 09/30/2033 01998 5.590000800 83,091,000.0000 3,483,590.67 06/30/2010 12X4208 1208815 09/30/2034 01998 5.590000800 2,522,000.0000 105,734.87 06/30/2010 12X4208 1208815 09/30/2032 01999 5.249998800 5,079,000.0000 199,985.58 06/30/2010 12X4208 1208815 09/30/2033 01999 5.249998800 2,371,000.0000 93,358.10 06/30/2010 12X4208 1208815 09/30/2034 01999 5.249998800 81,640,000.0000 3,214,574.27 06/30/2010 12X4208 1208815 09/30/2032 02000 4.950000000 25,447,000.0000 944,719.88 06/30/2010 12X4208 1208815 09/30/2033 02000 4.950000000 4,929,000.0000 182,989.13 06/30/2010 12X4208 1208815 09/30/2035 02000 4.950000000 104,411,000.0000 3,876,258.38 06/30/2010 12X4208 1208815 09/30/2032 02001 4.920001200 23,543,000.0000 868,736.91 06/30/2010 12X4208 1208815 09/30/2033 02001 4.920001200 21,368,700.0000 788,505.22 06/30/2010 12X4208 1208815 09/30/2034 02001 4.920001200 14,297,000.0000 527,559.43 06/30/2010 12X4208 1208815 09/30/2036 02001 4.920001200 92,452,000.0000 3,411,479.63 06/30/2010 12X4208 1208815 09/30/2032 02002 4.619998800 29,550,000.0000 1,023,907.23 06/30/2010 12X4208 1208815 09/30/2033 02002 4.619998800 16,198,000.0000 561,260.55 06/30/2010 12X4208 1208815 09/30/2034 02002 4.619998800 11,919,000.0000 412,993.24 06/30/2010 12X4208 1208815 09/30/2037 02002 4.619998800 69,966,000.0000 2,424,321.27 06/30/2010 12X4208 1208815 09/30/2032 02003 4.359999600 21,833,000.0000 713,939.03 06/30/2010 12X4208 1208815 09/30/2033 02003 4.359999600 14,299,000.0000 467,577.26 06/30/2010 12X4208 1208815 09/30/2034 02003 4.359999600 6,596,000.0000 215,689.18 06/30/2010 12X4208 1208815 09/30/2038 02003 4.359999600 88,453,000.0000 2,892,412.83 06/30/2010 12X4208 1208815 09/30/2032 02004 3.939998400 1,426,000.0000 42,138.28 06/30/2010 12X4208 1208815 09/30/2033 02004 3.939998400 553,000.0000 16,341.14 06/30/2010 12X4208 1208815 09/30/2034 02004 3.939998400 479,000.0000 14,154.44 06/30/2010 12X4208 1208815 09/30/2039 02004 3.939998400 26,666,000.0000 787,979.98 06/30/2010 12X4208 1208815 09/30/2032 02005 4.380001200 39,012,000.0000 1,281,544.55 06/30/2010 12X4208 1208815 09/30/2033 02005 4.380001200 18,132,000.0000 595,636.36 06/30/2010 12X4208 1208815 09/30/2034 02005 4.380001200 1,690,000.0000 55,516.52 06/30/2010 12X4208 1208815 09/30/2040 02005 4.380001200 112,012,000.0000 3,679,595.21 06/30/2010 12X4208 1208815 09/30/2032 02006 4.500000000 62,254,000.0000 2,101,072.50 06/30/2010 12X4208 1208815 09/30/2033 02006 4.500000000 33,139,000.0000 1,118,441.25 06/30/2010 12X4208 1208815 09/30/2034 02006 4.500000000 15,786,000.0000 532,777.50 06/30/2010 12X4208 1208815 09/30/2041 02006 4.500000000 118,259,000.0000 3,991,241.25 06/30/2010 12X4208 1208815 09/30/2032 02007 4.770000000 22,101,000.0000 790,663.28 06/30/2010 12X4208 1208815 09/30/2033 02007 4.770000000 35,569,000.0000 1,272,480.98 06/30/2010 12X4208 1208815 09/30/2034 02007 4.770000000 25,472,000.0000 911,260.80 06/30/2010 12X4208 1208815 09/30/2032 02008 4.680000000 5,727,500.0000 201,035.25 06/30/2010 12X4208 1208815 09/30/2033 02008 4.680000000 78,569,000.0000 2,757,771.90 06/30/2010 12X4208 1208815 09/30/2034 02008 4.680000000 66,226,000.0000 2,324,532.60 06/30/2010 12X4208 1208815 09/30/2033 02009 4.790001600 6,016,300.0000 216,135.65 06/30/2010 12X4208 1208815 09/30/2034 02009 4.790001600 34,260,000.0000 1,230,790.91 06/30/2010 12X4208 1208815 09/30/2034 02010 4.790001600 363,000.0000 13,040.78 06/30/2010 ------------------------ ---------------------- 1,586,550,300.0000 57,668,779.68 870 SUB-COHORT 12X4208 1208870 09/30/2036 02001 5.109998400 450,437,000.0000 17,262,992.62 06/30/2010 12X4208 1208870 09/30/2040 02001 5.109998400 3,110,000.0000 119,190.71 06/30/2010 12X4208 1208870 09/30/2037 02002 4.790001600 683,207,000.0000 24,544,219.67 06/30/2010 12X4208 1208870 09/30/2040 02002 4.790001600 3,538,000.0000 127,102.69 06/30/2010 12X4208 1208870 09/30/2038 02003 4.730000400 931,420,000.0000 33,042,127.29 06/30/2010 12X4208 1208870 09/30/2040 02003 4.730000400 176,784,000.0000 6,271,412.93 06/30/2010 12X4208 1208870 09/30/2041 02003 4.730000400 7,978,000.0000 283,019.57 06/30/2010 12X4208 1208870 09/30/2039 02004 4.629999600 777,823,000.0000 27,009,901.34 06/30/2010 12X4208 1208870 09/30/2040 02004 4.629999600 264,671,000.0000 9,190,699.68 06/30/2010 12X4208 1208870 09/30/2041 02004 4.629999600 104,748,000.0000 3,637,373.99 06/30/2010 12X4208 1208870 09/30/2042 02004 4.629999600 14,107,000.0000 489,865.53 06/30/2010 12X4208 1208870 09/30/2040 02005 4.610001600 754,036,200.0000 26,070,810.66 06/30/2010 12X4208 1208870 09/30/2041 02005 4.610001600 164,058,000.0000 5,672,307.32 06/30/2010 12X4208 1208870 09/30/2042 02005 4.610001600 30,070,000.0000 1,039,670.61 06/30/2010 12X4208 1208870 09/30/2040 02006 4.619998800 248,076,000.0000 8,595,831.17 06/30/2010 12X4208 1208870 09/30/2041 02006 4.619998800 589,696,000.0000 20,432,961.09 06/30/2010 12X4208 1208870 09/30/2042 02006 4.619998800 65,789,000.0000 2,279,588.26 06/30/2010 12X4208 1208870 09/30/2040 02007 4.309999200 358,800,000.0000 11,598,207.85 06/30/2010 12X4208 1208870 09/30/2041 02007 4.309999200 419,484,000.0000 13,559,817.78 06/30/2010 12X4208 1208870 09/30/2042 02007 4.309999200 114,027,000.0000 3,685,922.09 06/30/2010 ------------------------ ---------------------- 6,161,859,200.0000 214,913,022.85 820 SUB-COHORT 12X4208 1208820 09/30/2043 01992 7.400001600 15,700,000.0000 871,350.19 06/30/2010 12X4208 1208820 09/30/2028 01993 6.649999200 8,613,000.0000 429,573.32 06/30/2010 12X4208 1208820 09/30/2042 01993 6.649999200 450,000.0000 22,443.75 06/30/2010 12X4208 1208820 09/30/2043 01993 6.649999200 7,515,410.0000 374,831.03 06/30/2010 12X4208 1208820 09/30/2043 01994 5.900000400 2,750,000.0000 121,687.51 06/30/2010 12X4208 1208820 09/30/2043 01995 5.990000400 3,700,000.0000 166,222.51 06/30/2010 12X4208 1208820 09/30/2032 01997 5.749999200 4,445,000.0000 191,690.60 06/30/2010 12X4208 1208820 09/30/2042 01997 5.749999200 515,000.0000 22,209.37 06/30/2010 12X4208 1208820 09/30/2043 01998 5.799999600 5,050,000.0000 219,674.98 06/30/2010 12X4208 1208820 09/30/2043 01999 5.780001600 48,100,000.0000 2,085,135.58 06/30/2010 12X4208 1208820 09/30/2043 02000 5.490000000 39,000,000.0000 1,605,825.00 06/30/2010 12X4208 1208820 09/30/2043 02001 4.889998800 48,400,000.0000 1,775,069.56 06/30/2010 12X4208 1208820 09/30/2037 02002 4.590000000 6,935,000.0000 238,737.38 06/30/2010 12X4208 1208820 09/30/2042 02002 4.590000000 324,700.0000 11,177.80 06/30/2010 12X4208 1208820 09/30/2043 02002 4.590000000 76,931,000.0000 2,648,349.68 06/30/2010 12X4208 1208820 09/30/2044 02002 4.590000000 57,000.0000 1,962.23 06/30/2010 12X4208 1208820 09/30/2038 02003 4.700001600 28,113,000.0000 990,983.59 06/30/2010 12X4208 1208820 09/30/2042 02003 4.700001600 1,303,000.0000 45,930.77 06/30/2010 12X4208 1208820 09/30/2043 02003 4.700001600 44,813,000.0000 1,579,658.79 06/30/2010 12X4208 1208820 09/30/2044 02003 4.700001600 759,000.0000 26,754.76 06/30/2010 12X4208 1208820 09/30/2039 02004 4.600000800 23,646,000.0000 815,787.14 06/30/2010 12X4208 1208820 09/30/2042 02004 4.600000800 2,043,000.0000 70,483.51 06/30/2010 12X4208 1208820 09/30/2043 02004 4.600000800 29,787,000.0000 1,027,651.68 06/30/2010 12X4208 1208820 09/30/2044 02004 4.600000800 476,000.0000 16,422.00 06/30/2010 12X4208 1208820 09/30/2040 02005 4.579999200 30,926,302.0000 1,062,318.29 06/30/2010 12X4208 1208820 09/30/2042 02005 4.579999200 10,465,000.0000 359,472.69 06/30/2010 12X4208 1208820 09/30/2043 02005 4.579999200 22,537,000.0000 774,145.81 06/30/2010 12X4208 1208820 09/30/2044 02005 4.579999200 1,259,000.0000 43,246.64 06/30/2010 12X4208 1208820 09/30/2042 02006 4.389998400 1,856,500.0000 61,125.24 06/30/2010 12X4208 1208820 09/30/2043 02006 4.389998400 10,559,000.0000 347,654.95 06/30/2010 12X4208 1208820 09/30/2044 02006 4.389998400 1,176,000.0000 38,719.79 06/30/2010 12X4208 1208820 09/30/2043 02007 4.500000000 2,650,000.0000 89,437.50 06/30/2010 12X4208 1208820 09/30/2044 02007 4.500000000 2,661,000.0000 89,808.75 06/30/2010 12X4208 1208820 09/30/2042 02008 4.759999200 519,750.0000 18,555.07 06/30/2010 12X4208 1208820 09/30/2043 02008 4.759999200 11,372,000.0000 405,980.33 06/30/2010 12X4208 1208820 09/30/2044 02008 4.759999200 9,831,000.0000 350,966.64 06/30/2010 12X4208 1208820 09/30/2043 02009 4.899999600 2,713,000.0000 99,702.74 06/30/2010 12X4208 1208820 09/30/2044 02009 4.899999600 13,354,000.0000 490,759.46 06/30/2010 ------------------------ ---------------------- 521,305,662.0000 19,591,506.63 825 SUB-COHORT 12X4208 1208825 09/30/2028 01993 6.810001200 2,790,000.0000 142,499.28 06/30/2010 12X4208 1208825 09/30/2042 01995 6.030000000 240,000.0000 10,854.00 06/30/2010 12X4208 1208825 09/30/2043 01995 6.030000000 1,787,000.0000 80,817.08 06/30/2010 12X4208 1208825 09/30/2043 01996 6.050001600 2,600,000.0000 117,975.03 06/30/2010 12X4208 1208825 09/30/2043 01997 4.820000400 1,650,000.0000 59,647.50 06/30/2010 12X4208 1208825 09/30/2043 01999 5.190001200 773,000.0000 30,089.03 06/30/2010 12X4208 1208825 09/30/2043 02000 4.929998400 1,500,000.0000 55,462.48 06/30/2010 12X4208 1208825 09/30/2043 02001 4.830001200 1,750,000.0000 63,393.77 06/30/2010 12X4208 1208825 09/30/2044 02001 4.830001200 150,000.0000 5,433.75 06/30/2010 12X4208 1208825 09/30/2043 02002 4.489999200 1,400,000.0000 47,144.99 06/30/2010 12X4208 1208825 09/30/2044 02002 4.489999200 5,000.0000 168.37 06/30/2010 12X4208 1208825 09/30/2038 02003 4.299998400 115,000.0000 3,708.75 06/30/2010 12X4208 1208825 09/30/2042 02003 4.299998400 149,000.0000 4,805.25 06/30/2010 12X4208 1208825 09/30/2043 02003 4.299998400 6,530,000.0000 210,592.42 06/30/2010 12X4208 1208825 09/30/2044 02003 4.299998400 7,000.0000 225.75 06/30/2010 12X4208 1208825 09/30/2039 02004 4.209998400 1,891,000.0000 59,708.30 06/30/2010 12X4208 1208825 09/30/2042 02004 4.209998400 438,000.0000 13,829.84 06/30/2010 12X4208 1208825 09/30/2043 02004 4.209998400 1,612,000.0000 50,898.88 06/30/2010 12X4208 1208825 09/30/2044 02004 4.209998400 101,000.0000 3,189.07 06/30/2010 12X4208 1208825 09/30/2040 02005 4.299998400 1,829,500.0000 59,001.35 06/30/2010 12X4208 1208825 09/30/2042 02005 4.299998400 52,000.0000 1,677.00 06/30/2010 12X4208 1208825 09/30/2043 02005 4.299998400 2,088,000.0000 67,337.97 06/30/2010 12X4208 1208825 09/30/2044 02005 4.299998400 30,000.0000 967.50 06/30/2010 12X4208 1208825 09/30/2041 02006 4.389998400 699,000.0000 23,014.57 06/30/2010 12X4208 1208825 09/30/2042 02006 4.389998400 490,000.0000 16,133.24 06/30/2010 12X4208 1208825 09/30/2043 02006 4.389998400 1,584,000.0000 52,153.18 06/30/2010 12X4208 1208825 09/30/2044 02006 4.389998400 157,000.0000 5,169.22 06/30/2010 12X4208 1208825 09/30/2042 02007 5.040000000 33,000.0000 1,247.40 06/30/2010 12X4208 1208825 09/30/2043 02007 5.040000000 31,000.0000 1,171.80 06/30/2010 12X4208 1208825 09/30/2044 02007 5.040000000 112,000.0000 4,233.60 06/30/2010 12X4208 1208825 09/30/2043 02008 4.340001600 60,000.0000 1,953.00 06/30/2010 12X4208 1208825 09/30/2043 02009 4.340001600 45,000.0000 1,464.75 06/30/2010 12X4208 1208825 09/30/2044 02009 4.340001600 645,000.0000 20,994.76 06/30/2010 12X4208 1208825 09/30/2044 02010 4.340001600 19,000.0000 618.45 06/30/2010 ------------------------ ---------------------- 33,362,500.0000 1,217,581.33 881 SUB-COHORT 12X4208 1208881 09/30/2043 02007 4.880001600 1,000,000.0000 36,600.01 06/30/2010 12X4208 1208881 09/30/2044 02007 4.880001600 56,400,000.0000 2,064,240.68 06/30/2010 12X4208 1208881-0 09/30/2042 02007 4.880001600 17,984,579.7900 658,235.84 06/30/2010 12X4208 1208881-N 09/30/2042 02007 4.880001600 41,441,126.7000 1,516,745.73 06/30/2010 12X4208 1208881 09/30/2044 02009 3.510000000 20,704,874.7300 545,055.83 06/30/2010 ------------------------ ---------------------- 137,530,581.2200 4,820,878.09 871 SUB-COHORT 12X4208 1208871 09/30/2043 02005 4.449999600 49,650,000.0000 1,657,068.60 06/30/2010 12X4208 1208871 09/30/2043 02006 4.910000400 67,200,000.0000 2,474,640.20 06/30/2010 ------------------------ ---------------------- 116,850,000.0000 4,131,708.80 880 SUB-COHORT 12X4208 1208880 09/30/2041 02006 4.849999200 20,259,735.0000 736,947.74 06/30/2010 12X4208 1208880 09/30/2042 02006 4.849999200 1,007,000.0000 36,629.62 06/30/2010 12X4208 1208880 09/30/2043 02006 4.849999200 250,000.0000 9,093.75 06/30/2010 12X4208 1208880 09/30/2044 02006 4.849999200 750,000.0000 27,281.25 06/30/2010 ------------------------ ---------------------- 22,266,735.0000 809,952.36 ======================== ====================== 15,041,501,111.9500 574,969,872.11 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 12X4208 1208810 09/30/2038 02003 06/30/2010 INT + 0.0000 709,500.06 480415 1208810 09/30/2039 02004 06/30/2010 INT + 0.0000 575,000.10 480417 1208810 09/30/2040 02005 06/30/2010 INT + 0.0000 69,568.66 480419 1208810 09/30/2042 02007 06/30/2010 INT + 0.0000 54,598.03 480421 1208815 09/30/2029 01994 06/30/2010 INT + 0.0000 67,100.00 480397 1208815 09/30/2030 01995 06/30/2010 INT + 0.0000 88,650.01 480399 1208815 09/30/2031 01996 06/30/2010 INT + 0.0000 60,999.98 480401 1208815 09/30/2033 01998 06/30/2010 INT + 0.0000 55,900.00 480403 1208815 09/30/2034 01999 06/30/2010 INT + 0.0000 13,124.99 480405 1208815 09/30/2035 02000 06/30/2010 INT + 0.0000 24,750.00 480407 1208815 09/30/2038 02003 06/30/2010 INT + 0.0000 10,899.99 480409 1208815 09/30/2039 02004 06/30/2010 INT + 0.0000 9,849.99 480411 1208815 09/30/2040 02005 06/30/2010 INT + 0.0000 109,500.03 480413 1208840 09/30/2027 01992 06/30/2010 INT + 0.0000 104,250.02 480344 1208840 09/30/2028 01993 06/30/2010 INT + 0.0000 104,850.01 480346 1208850 09/30/2040 02005 06/30/2010 INT + 0.0000 15,622.39 480336 1208850 09/30/2041 02006 06/30/2010 INT + 0.0000 161,699.95 480338 1208850 09/30/2042 02007 06/30/2010 INT + 0.0000 46,100.01 480340 1208850 09/30/2042 02008 06/30/2010 INT + 0.0000 128,301.72 480342 1208850 09/30/2043 02008 06/30/2010 INT + 0.0000 28,848.24 480348 1208855 09/30/2038 02003 06/30/2010 INT + 0.0000 48,027.51 480391 1208855 09/30/2040 02005 06/30/2010 INT + 0.0000 45,799.99 480393 1208855 09/30/2042 02007 06/30/2010 INT + 0.0000 10,071.70 480395 1208870 09/30/2038 02003 06/30/2010 INT + 0.0000 473,000.04 480383 1208870 09/30/2039 02004 06/30/2010 INT + 0.0000 462,999.96 480385 1208870 09/30/2040 02005 06/30/2010 INT + 0.0000 345,750.12 480387 1208870 09/30/2042 02007 06/30/2010 INT + 0.0000 2,154,999.60 480389 ------------------------ ---------------------- 0.0000 5,979,763.10 ======================== ====================== 0.0000 5,979,763.10