Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 201 SUB-COHORT 12X4215 1215201 09/30/2026 01992 7.490001600 93,933,000.0000 5,276,687.40 06/30/2010 12X4215 1215201 09/30/2027 01992 7.490001600 28,500,000.0000 1,600,987.84 06/30/2010 12X4215 1215201 09/30/2032 01992 7.490001600 13,300,000.0000 747,127.66 06/30/2010 12X4215 1215201 09/30/2034 01992 7.490001600 13,500,000.0000 758,362.66 06/30/2010 12X4215 1215201 09/30/2038 01992 7.490001600 8,613,000.0000 483,835.38 06/30/2010 12X4215 1215201 09/30/2039 01992 7.490001600 4,677,000.0000 262,730.53 06/30/2010 12X4215 1215201 09/30/2040 01992 7.490001600 27,400,000.0000 1,539,195.33 06/30/2010 12X4215 1215201 09/30/2042 01992 7.490001600 36,500,000.0000 2,050,387.94 06/30/2010 12X4215 1215201 09/30/2043 01992 7.490001600 45,152,000.0000 2,536,414.14 06/30/2010 12X4215 1215201 09/30/2026 01993 6.670000800 38,818,600.0000 1,941,900.70 06/30/2010 12X4215 1215201 09/30/2027 01993 6.670000800 163,700,000.0000 8,189,093.48 06/30/2010 12X4215 1215201 09/30/2038 01993 6.670000800 9,728,900.0000 486,688.28 06/30/2010 12X4215 1215201 09/30/2040 01993 6.670000800 30,000,000.0000 1,500,750.18 06/30/2010 12X4215 1215201 09/30/2042 01993 6.670000800 25,200,000.0000 1,260,630.15 06/30/2010 12X4215 1215201 09/30/2043 01993 6.670000800 60,842,000.0000 3,043,621.42 06/30/2010 12X4215 1215201 09/30/2027 01994 6.869998800 147,292,000.0000 7,589,218.97 06/30/2010 12X4215 1215201 09/30/2028 01994 6.869998800 243,300,000.0000 12,536,030.31 06/30/2010 12X4215 1215201 09/30/2037 01994 6.869998800 11,000,000.0000 566,774.90 06/30/2010 12X4215 1215201 09/30/2038 01994 6.869998800 10,900,000.0000 561,622.40 06/30/2010 12X4215 1215201 09/30/2040 01994 6.869998800 45,000,000.0000 2,318,624.60 06/30/2010 12X4215 1215201 09/30/2042 01994 6.869998800 10,450,000.0000 538,436.16 06/30/2010 12X4215 1215201 09/30/2028 01995 7.329999600 228,518,500.0000 12,562,803.85 06/30/2010 12X4215 1215201 09/30/2038 01995 7.329999600 4,311,000.0000 236,997.21 06/30/2010 12X4215 1215201 09/30/2039 01995 7.329999600 5,000.0000 274.87 06/30/2010 12X4215 1215201 09/30/2040 01995 7.329999600 27,000,000.0000 1,484,324.92 06/30/2010 12X4215 1215201 09/30/2042 01995 7.329999600 4,650,000.0000 255,633.74 06/30/2010 12X4215 1215201 09/30/2043 01995 7.329999600 20,390,000.0000 1,120,940.19 06/30/2010 12X4215 1215201 09/30/2029 01996 6.789999600 180,372,000.0000 9,185,443.56 06/30/2010 12X4215 1215201 09/30/2030 01996 6.789999600 100,000,000.0000 5,092,499.70 06/30/2010 12X4215 1215201 09/30/2037 01996 6.789999600 4,100,000.0000 208,792.49 06/30/2010 12X4215 1215201 09/30/2038 01996 6.789999600 14,424,700.0000 734,577.80 06/30/2010 12X4215 1215201 09/30/2040 01996 6.789999600 28,400,000.0000 1,446,269.91 06/30/2010 12X4215 1215201 09/30/2042 01996 6.789999600 2,000,000.0000 101,849.99 06/30/2010 12X4215 1215201 09/30/2030 01997 6.660000000 47,488,700.0000 2,372,060.57 06/30/2010 12X4215 1215201 09/30/2031 01997 6.660000000 138,200,000.0000 6,903,090.00 06/30/2010 12X4215 1215201 09/30/2032 01997 6.660000000 5,500,000.0000 274,725.00 06/30/2010 12X4215 1215201 09/30/2037 01997 6.660000000 4,200,000.0000 209,790.00 06/30/2010 12X4215 1215201 09/30/2038 01997 6.660000000 6,367,000.0000 318,031.65 06/30/2010 12X4215 1215201 09/30/2040 01997 6.660000000 20,300,000.0000 1,013,985.00 06/30/2010 12X4215 1215201 09/30/2041 01997 6.660000000 51,000.0000 2,547.45 06/30/2010 12X4215 1215201 09/30/2042 01997 6.660000000 12,150,000.0000 606,892.50 06/30/2010 12X4215 1215201 09/30/2031 01998 5.940000000 111,857,700.0000 4,983,260.54 06/30/2010 12X4215 1215201 09/30/2032 01998 5.940000000 172,100,000.0000 7,667,055.00 06/30/2010 12X4215 1215201 09/30/2033 01998 5.940000000 7,200,000.0000 320,760.00 06/30/2010 12X4215 1215201 09/30/2037 01998 5.940000000 20,500,000.0000 913,275.00 06/30/2010 12X4215 1215201 09/30/2038 01998 5.940000000 9,722,000.0000 433,115.10 06/30/2010 12X4215 1215201 09/30/2040 01998 5.940000000 27,400,000.0000 1,220,670.00 06/30/2010 12X4215 1215201 09/30/2042 01998 5.940000000 40,200,000.0000 1,790,910.00 06/30/2010 12X4215 1215201 09/30/2032 01999 5.950000800 99,447,300.0000 4,437,836.36 06/30/2010 12X4215 1215201 09/30/2033 01999 5.950000800 199,000,000.0000 8,880,376.19 06/30/2010 12X4215 1215201 09/30/2034 01999 5.950000800 9,000,000.0000 401,625.05 06/30/2010 12X4215 1215201 09/30/2037 01999 5.950000800 24,200,000.0000 1,079,925.15 06/30/2010 12X4215 1215201 09/30/2038 01999 5.950000800 10,483,500.0000 467,826.25 06/30/2010 12X4215 1215201 09/30/2040 01999 5.950000800 27,800,000.0000 1,240,575.17 06/30/2010 12X4215 1215201 09/30/2042 01999 5.950000800 42,850,000.0000 1,912,181.51 06/30/2010 12X4215 1215201 09/30/2033 02000 6.210000000 153,928,100.0000 7,169,201.26 06/30/2010 12X4215 1215201 09/30/2034 02000 6.210000000 236,600,000.0000 11,019,645.00 06/30/2010 12X4215 1215201 09/30/2035 02000 6.210000000 15,000,000.0000 698,625.00 06/30/2010 12X4215 1215201 09/30/2037 02000 6.210000000 3,000,000.0000 139,725.00 06/30/2010 12X4215 1215201 09/30/2038 02000 6.210000000 8,800,500.0000 409,883.29 06/30/2010 12X4215 1215201 09/30/2040 02000 6.210000000 35,700,000.0000 1,662,727.50 06/30/2010 12X4215 1215201 09/30/2042 02000 6.210000000 76,050,000.0000 3,542,028.75 06/30/2010 12X4215 1215201 09/30/2034 02001 5.259999600 209,970,600.0000 8,283,339.54 06/30/2010 12X4215 1215201 09/30/2035 02001 5.259999600 236,000,000.0000 9,310,199.29 06/30/2010 12X4215 1215201 09/30/2036 02001 5.259999600 10,000,000.0000 394,499.97 06/30/2010 12X4215 1215201 09/30/2037 02001 5.259999600 13,200,000.0000 520,739.96 06/30/2010 12X4215 1215201 09/30/2038 02001 5.259999600 8,686,000.0000 342,662.67 06/30/2010 12X4215 1215201 09/30/2040 02001 5.259999600 37,800,000.0000 1,491,209.89 06/30/2010 12X4215 1215201 09/30/2042 02001 5.259999600 55,400,000.0000 2,185,529.83 06/30/2010 12X4215 1215201 09/30/2035 02002 4.790001600 235,709,600.0000 8,467,870.21 06/30/2010 12X4215 1215201 09/30/2036 02002 4.790001600 233,000,000.0000 8,370,527.80 06/30/2010 12X4215 1215201 09/30/2037 02002 4.790001600 52,000,000.0000 1,868,100.62 06/30/2010 12X4215 1215201 09/30/2038 02002 4.790001600 46,350,100.0000 1,665,127.90 06/30/2010 12X4215 1215201 09/30/2039 02002 4.790001600 4,000.0000 143.70 06/30/2010 12X4215 1215201 09/30/2040 02002 4.790001600 36,200,000.0000 1,300,485.43 06/30/2010 12X4215 1215201 09/30/2042 02002 4.790001600 30,370,000.0000 1,091,042.61 06/30/2010 12X4215 1215201 09/30/2036 02003 4.389998400 257,723,100.0000 8,485,529.97 06/30/2010 12X4215 1215201 09/30/2037 02003 4.389998400 271,000,000.0000 8,922,671.75 06/30/2010 12X4215 1215201 09/30/2038 02003 4.389998400 115,557,000.0000 3,804,712.84 06/30/2010 12X4215 1215201 09/30/2039 02003 4.389998400 10,675,000.0000 351,474.25 06/30/2010 12X4215 1215201 09/30/2040 02003 4.389998400 25,831,000.0000 850,485.37 06/30/2010 12X4215 1215201 09/30/2041 02003 4.389998400 6,000,000.0000 197,549.93 06/30/2010 12X4215 1215201 09/30/2042 02003 4.389998400 19,900,000.0000 655,207.26 06/30/2010 12X4215 1215201 09/30/2043 02003 4.389998400 7,000.0000 230.47 06/30/2010 12X4215 1215201 09/30/2037 02004 4.590000000 477,372,200.0000 16,433,537.99 06/30/2010 12X4215 1215201 09/30/2038 02004 4.590000000 330,310,000.0000 11,370,921.75 06/30/2010 12X4215 1215201 09/30/2039 02004 4.590000000 17,413,000.0000 599,442.53 06/30/2010 12X4215 1215201 09/30/2040 02004 4.590000000 50,009,000.0000 1,721,559.83 06/30/2010 12X4215 1215201 09/30/2041 02004 4.590000000 3,753,000.0000 129,197.03 06/30/2010 12X4215 1215201 09/30/2042 02004 4.590000000 114,750,000.0000 3,950,268.75 06/30/2010 12X4215 1215201 09/30/2038 02005 4.529998800 579,314,100.0000 19,682,191.33 06/30/2010 12X4215 1215201 09/30/2039 02005 4.529998800 278,957,000.0000 9,477,561.56 06/30/2010 12X4215 1215201 09/30/2040 02005 4.529998800 57,158,000.0000 1,941,942.54 06/30/2010 12X4215 1215201 09/30/2041 02005 4.529998800 3,802,000.0000 129,172.92 06/30/2010 12X4215 1215201 09/30/2042 02005 4.529998800 8,145,000.0000 276,726.30 06/30/2010 12X4215 1215201 09/30/2039 02006 4.860000000 751,445,000.0000 27,390,170.25 06/30/2010 12X4215 1215201 09/30/2040 02006 4.860000000 229,682,000.0000 8,371,908.90 06/30/2010 12X4215 1215201 09/30/2041 02006 4.860000000 13,170,000.0000 480,046.50 06/30/2010 12X4215 1215201 09/30/2042 02006 4.860000000 47,654,900.0000 1,737,021.11 06/30/2010 12X4215 1215201 09/30/2043 02006 4.860000000 96,000.0000 3,499.20 06/30/2010 12X4215 1215201 09/30/2040 02007 4.749998400 899,368,000.0000 32,039,974.21 06/30/2010 12X4215 1215201 09/30/2041 02007 4.749998400 166,241,000.0000 5,922,333.63 06/30/2010 12X4215 1215201 09/30/2042 02007 4.749998400 47,218,000.0000 1,682,140.68 06/30/2010 12X4215 1215201 09/30/2043 02007 4.749998400 487,000.0000 17,349.37 06/30/2010 12X4215 1215201 09/30/2041 02008 4.119998400 865,356,000.0000 26,739,490.02 06/30/2010 12X4215 1215201 09/30/2042 02008 4.119998400 201,621,197.0000 6,230,092.57 06/30/2010 12X4215 1215201 09/30/2043 02008 4.119998400 9,360,000.0000 289,223.89 06/30/2010 12X4215 1215201 09/30/2042 02009 3.740000400 1,114,465,818.0000 31,260,769.54 06/30/2010 12X4215 1215201 09/30/2043 02009 3.740000400 242,043,000.0000 6,789,306.88 06/30/2010 12X4215 1215201 09/30/2043 02010 3.740000400 1,266,254,000.0000 35,518,428.50 06/30/2010 ------------------------ ---------------------- 12,933,902,115.0000 479,055,496.99 202 SUB-COHORT 12X4215 1215202 09/30/2021 01992 7.490001600 635,726.0000 35,711.92 06/30/2010 12X4215 1215202 09/30/2022 01992 7.490001600 20,000.0000 1,123.50 06/30/2010 12X4215 1215202 09/30/2027 01992 7.490001600 76,700.0000 4,308.62 06/30/2010 12X4215 1215202 09/30/2029 01992 7.490001600 3,000.0000 168.53 06/30/2010 12X4215 1215202 09/30/2021 01993 6.670000800 431,000.0000 21,560.78 06/30/2010 12X4215 1215202 09/30/2026 01993 6.670000800 18,000.0000 900.45 06/30/2010 12X4215 1215202 09/30/2027 01993 6.670000800 72,900.0000 3,646.82 06/30/2010 12X4215 1215202 09/30/2029 01993 6.670000800 110,000.0000 5,502.75 06/30/2010 12X4215 1215202 09/30/2015 01994 6.819998400 450,000.0000 23,017.49 06/30/2010 12X4215 1215202 09/30/2019 01994 6.819998400 1,545,000.0000 79,026.73 06/30/2010 12X4215 1215202 09/30/2026 01994 6.819998400 303,000.0000 15,498.45 06/30/2010 12X4215 1215202 09/30/2029 01994 6.819998400 1,450,000.0000 74,167.48 06/30/2010 12X4215 1215202 09/30/2019 01995 7.189999200 1,254,800.0000 67,665.08 06/30/2010 12X4215 1215202 09/30/2026 01995 7.189999200 475,000.0000 25,614.37 06/30/2010 12X4215 1215202 09/30/2027 01995 7.189999200 300,000.0000 16,177.50 06/30/2010 12X4215 1215202 09/30/2029 01995 7.189999200 1,550,000.0000 83,583.74 06/30/2010 12X4215 1215202 09/30/2030 01995 7.189999200 244,000.0000 13,157.70 06/30/2010 12X4215 1215202 09/30/2019 01996 6.649999200 94,000.0000 4,688.25 06/30/2010 12X4215 1215202 09/30/2020 01996 6.649999200 3,020,000.0000 150,622.48 06/30/2010 12X4215 1215202 09/30/2026 01996 6.649999200 1,125,000.0000 56,109.37 06/30/2010 12X4215 1215202 09/30/2029 01996 6.649999200 2,500,000.0000 124,687.49 06/30/2010 12X4215 1215202 09/30/2018 01997 6.670000800 971,400.0000 48,594.29 06/30/2010 12X4215 1215202 09/30/2019 01997 6.670000800 1,844,000.0000 92,246.11 06/30/2010 12X4215 1215202 09/30/2026 01997 6.670000800 1,397,000.0000 69,884.93 06/30/2010 12X4215 1215202 09/30/2027 01997 6.670000800 300,000.0000 15,007.50 06/30/2010 12X4215 1215202 09/30/2029 01997 6.670000800 2,450,000.0000 122,561.26 06/30/2010 12X4215 1215202 09/30/2018 01998 5.829998400 276,000.0000 12,068.10 06/30/2010 12X4215 1215202 09/30/2019 01998 5.829998400 3,711,000.0000 162,263.43 06/30/2010 12X4215 1215202 09/30/2026 01998 5.829998400 2,123,000.0000 92,828.15 06/30/2010 12X4215 1215202 09/30/2029 01998 5.829998400 1,350,000.0000 59,028.73 06/30/2010 12X4215 1215202 09/30/2019 01999 5.789998800 4,136,000.0000 179,605.76 06/30/2010 12X4215 1215202 09/30/2025 01999 5.789998800 60,000.0000 2,605.50 06/30/2010 12X4215 1215202 09/30/2026 01999 5.789998800 2,273,000.0000 98,705.00 06/30/2010 12X4215 1215202 09/30/2027 01999 5.789998800 7,000.0000 303.97 06/30/2010 12X4215 1215202 09/30/2029 01999 5.789998800 1,350,000.0000 58,623.74 06/30/2010 12X4215 1215202 09/30/2020 02000 6.239998800 2,431,000.0000 113,770.78 06/30/2010 12X4215 1215202 09/30/2021 02000 6.239998800 2,100,000.0000 98,279.98 06/30/2010 12X4215 1215202 09/30/2026 02000 6.239998800 2,974,000.0000 139,183.17 06/30/2010 12X4215 1215202 09/30/2027 02000 6.239998800 300,000.0000 14,040.00 06/30/2010 12X4215 1215202 09/30/2029 02000 6.239998800 1,400,000.0000 65,519.99 06/30/2010 12X4215 1215202 09/30/2021 02001 5.169999600 3,920,800.0000 152,029.01 06/30/2010 12X4215 1215202 09/30/2022 02001 5.169999600 3,000,000.0000 116,324.99 06/30/2010 12X4215 1215202 09/30/2024 02001 5.169999600 920,000.0000 35,673.00 06/30/2010 12X4215 1215202 09/30/2025 02001 5.169999600 21,400.0000 829.78 06/30/2010 12X4215 1215202 09/30/2026 02001 5.169999600 1,580,000.0000 61,264.50 06/30/2010 12X4215 1215202 09/30/2027 02001 5.169999600 400,000.0000 15,510.00 06/30/2010 12X4215 1215202 09/30/2029 02001 5.169999600 1,650,000.0000 63,978.75 06/30/2010 12X4215 1215202 09/30/2022 02002 4.659998400 4,891,000.0000 170,940.39 06/30/2010 12X4215 1215202 09/30/2023 02002 4.659998400 4,000,000.0000 139,799.95 06/30/2010 12X4215 1215202 09/30/2024 02002 4.659998400 1,862,000.0000 65,076.88 06/30/2010 12X4215 1215202 09/30/2025 02002 4.659998400 5,900.0000 206.20 06/30/2010 12X4215 1215202 09/30/2026 02002 4.659998400 1,697,400.0000 59,324.11 06/30/2010 12X4215 1215202 09/30/2027 02002 4.659998400 500,000.0000 17,474.99 06/30/2010 12X4215 1215202 09/30/2029 02002 4.659998400 2,400,000.0000 83,879.97 06/30/2010 12X4215 1215202 09/30/2023 02003 3.970000800 6,236,000.0000 185,676.94 06/30/2010 12X4215 1215202 09/30/2024 02003 3.970000800 6,500,000.0000 193,537.54 06/30/2010 12X4215 1215202 09/30/2025 02003 3.970000800 670,000.0000 19,949.25 06/30/2010 12X4215 1215202 09/30/2026 02003 3.970000800 703,000.0000 20,931.83 06/30/2010 12X4215 1215202 09/30/2027 02003 3.970000800 500,000.0000 14,887.50 06/30/2010 12X4215 1215202 09/30/2029 02003 3.970000800 2,400,000.0000 71,460.01 06/30/2010 12X4215 1215202 09/30/2024 02004 4.309999200 10,861,000.0000 351,081.76 06/30/2010 12X4215 1215202 09/30/2025 02004 4.309999200 3,560,000.0000 115,076.98 06/30/2010 12X4215 1215202 09/30/2026 02004 4.309999200 1,006,000.0000 32,518.94 06/30/2010 12X4215 1215202 09/30/2027 02004 4.309999200 500,000.0000 16,162.50 06/30/2010 12X4215 1215202 09/30/2029 02004 4.309999200 3,250,000.0000 105,056.23 06/30/2010 12X4215 1215202 09/30/2025 02005 4.330000800 13,583,900.0000 441,137.23 06/30/2010 12X4215 1215202 09/30/2026 02005 4.330000800 4,005,000.0000 130,062.40 06/30/2010 12X4215 1215202 09/30/2027 02005 4.330000800 773,000.0000 25,103.18 06/30/2010 12X4215 1215202 09/30/2028 02005 4.330000800 15,000.0000 487.13 06/30/2010 12X4215 1215202 09/30/2029 02005 4.330000800 3,550,000.0000 115,286.27 06/30/2010 12X4215 1215202 09/30/2026 02006 4.839998400 14,630,400.0000 531,083.34 06/30/2010 12X4215 1215202 09/30/2027 02006 4.839998400 3,101,000.0000 112,566.26 06/30/2010 12X4215 1215202 09/30/2029 02006 4.839998400 6,275,000.0000 227,782.42 06/30/2010 12X4215 1215202 09/30/2027 02007 4.719999600 14,603,000.0000 516,946.16 06/30/2010 12X4215 1215202 09/30/2028 02007 4.719999600 1,078,000.0000 38,161.20 06/30/2010 12X4215 1215202 09/30/2029 02007 4.719999600 11,439,000.0000 404,940.57 06/30/2010 12X4215 1215202 09/30/2030 02007 4.719999600 20,000.0000 708.00 06/30/2010 12X4215 1215202 09/30/2028 02008 4.110001200 14,765,000.0000 455,131.26 06/30/2010 12X4215 1215202 09/30/2029 02008 4.110001200 6,108,442.0000 188,292.78 06/30/2010 12X4215 1215202 09/30/2030 02008 4.110001200 6,000.0000 184.95 06/30/2010 12X4215 1215202 09/30/2029 02009 4.110001200 16,999,000.0000 523,994.33 06/30/2010 12X4215 1215202 09/30/2030 02009 4.110001200 3,693,000.0000 113,836.76 06/30/2010 12X4215 1215202 09/30/2030 02010 4.110001200 12,735,000.0000 392,556.49 06/30/2010 ------------------------ ---------------------- 237,545,768.0000 8,578,972.62 203 SUB-COHORT 12X4215 1215203 09/30/2039 01992 7.580001600 13,380,000.0000 760,653.16 06/30/2010 12X4215 1215203 09/30/2040 01992 7.580001600 2,100,000.0000 119,385.03 06/30/2010 12X4215 1215203 09/30/2042 01992 7.580001600 36,800,000.0000 2,092,080.44 06/30/2010 12X4215 1215203 09/30/2026 01993 6.649999200 4,877,000.0000 243,240.35 06/30/2010 12X4215 1215203 09/30/2027 01993 6.649999200 2,300,000.0000 114,712.49 06/30/2010 12X4215 1215203 09/30/2039 01993 6.649999200 6,327,000.0000 315,559.09 06/30/2010 12X4215 1215203 09/30/2040 01993 6.649999200 1,700,000.0000 84,787.49 06/30/2010 12X4215 1215203 09/30/2042 01993 6.649999200 32,758,000.0000 1,633,805.05 06/30/2010 12X4215 1215203 09/30/2043 01993 6.649999200 220,000.0000 10,972.50 06/30/2010 12X4215 1215203 09/30/2027 01994 6.789999600 4,731,000.0000 240,926.16 06/30/2010 12X4215 1215203 09/30/2032 01994 6.789999600 1,013,000.0000 51,587.02 06/30/2010 12X4215 1215203 09/30/2040 01994 6.789999600 1,100,000.0000 56,017.50 06/30/2010 12X4215 1215203 09/30/2042 01994 6.789999600 30,100,000.0000 1,532,842.41 06/30/2010 12X4215 1215203 09/30/2043 01994 6.789999600 198,000.0000 10,083.15 06/30/2010 12X4215 1215203 09/30/2042 01997 6.689998800 8,100,000.0000 406,417.43 06/30/2010 12X4215 1215203 09/30/2043 01997 6.689998800 10,928,000.0000 548,312.30 06/30/2010 12X4215 1215203 09/30/2031 01998 5.979999600 4,440,000.0000 199,133.99 06/30/2010 12X4215 1215203 09/30/2032 01998 5.979999600 963,000.0000 43,190.55 06/30/2010 12X4215 1215203 09/30/2038 01998 5.979999600 2,700.0000 121.09 06/30/2010 12X4215 1215203 09/30/2042 01998 5.979999600 4,050,000.0000 181,642.49 06/30/2010 12X4215 1215203 09/30/2043 01998 5.979999600 6,000.0000 269.10 06/30/2010 12X4215 1215203 09/30/2032 01999 5.810000400 2,613,000.0000 113,861.48 06/30/2010 12X4215 1215203 09/30/2042 01999 5.810000400 5,000,000.0000 217,875.02 06/30/2010 12X4215 1215203 09/30/2043 01999 5.810000400 674,000.0000 29,369.55 06/30/2010 12X4215 1215203 09/30/2033 02000 6.350000400 2,706,000.0000 128,873.26 06/30/2010 12X4215 1215203 09/30/2042 02000 6.350000400 627,000.0000 29,860.88 06/30/2010 12X4215 1215203 09/30/2043 02000 5.119999200 118,000.0000 4,531.20 06/30/2010 12X4215 1215203 09/30/2034 02001 5.119999200 555,000.0000 21,312.00 06/30/2010 12X4215 1215203 09/30/2042 02001 5.119999200 600,000.0000 23,040.00 06/30/2010 12X4215 1215203 09/30/2035 02002 4.340001600 511,000.0000 16,633.06 06/30/2010 12X4215 1215203 09/30/2042 02002 4.340001600 262,000.0000 8,528.10 06/30/2010 12X4215 1215203 09/30/2036 02003 4.100000400 457,000.0000 14,052.75 06/30/2010 12X4215 1215203 09/30/2042 02003 4.100000400 105,000.0000 3,228.75 06/30/2010 12X4215 1215203 09/30/2037 02004 3.949999200 369,000.0000 10,931.62 06/30/2010 12X4215 1215203 09/30/2042 02004 3.949999200 72,000.0000 2,133.00 06/30/2010 12X4215 1215203 09/30/2038 02005 4.200001200 602,000.0000 18,963.01 06/30/2010 12X4215 1215203 09/30/2042 02005 4.200001200 220,000.0000 6,930.00 06/30/2010 12X4215 1215203 09/30/2039 02006 4.839998400 418,000.0000 15,173.39 06/30/2010 12X4215 1215203 09/30/2042 02006 4.839998400 55,000.0000 1,996.50 06/30/2010 12X4215 1215203 09/30/2040 02007 4.880001600 158,000.0000 5,782.80 06/30/2010 12X4215 1215203 09/30/2042 02007 4.880001600 37,000.0000 1,354.20 06/30/2010 12X4215 1215203 09/30/2041 02008 3.489998400 401,000.0000 10,496.17 06/30/2010 12X4215 1215203 09/30/2042 02008 3.489998400 42,000.0000 1,099.35 06/30/2010 12X4215 1215203 09/30/2042 02009 3.489998400 983,000.0000 25,730.01 06/30/2010 12X4215 1215203 09/30/2043 02009 3.489998400 79,000.0000 2,067.82 06/30/2010 12X4215 1215203 09/30/2043 02010 3.489998400 687,000.0000 17,982.22 06/30/2010 ------------------------ ---------------------- 184,444,700.0000 9,377,544.93 206 SUB-COHORT 12X4215 1215206 09/30/2026 01992 6.919999200 246,000.0000 12,767.40 06/30/2010 12X4215 1215206 09/30/2027 01992 6.919999200 1,248,000.0000 64,771.19 06/30/2010 12X4215 1215206 09/30/2028 01992 6.919999200 1,000,000.0000 51,899.99 06/30/2010 12X4215 1215206 09/30/2029 01992 6.919999200 1,800,000.0000 93,419.99 06/30/2010 12X4215 1215206 09/30/2035 01992 6.919999200 1,600,000.0000 83,039.99 06/30/2010 12X4215 1215206 09/30/2037 01992 6.919999200 39,000.0000 2,024.10 06/30/2010 12X4215 1215206 09/30/2038 01992 6.919999200 360,000.0000 18,684.00 06/30/2010 12X4215 1215206 09/30/2042 01992 6.919999200 781,000.0000 40,533.90 06/30/2010 12X4215 1215206 09/30/2028 01993 7.049998800 2,378,000.0000 125,736.73 06/30/2010 12X4215 1215206 09/30/2029 01993 7.049998800 1,993,000.0000 105,379.86 06/30/2010 12X4215 1215206 09/30/2030 01993 7.049998800 1,300,000.0000 68,737.49 06/30/2010 12X4215 1215206 09/30/2038 01993 7.049998800 488,000.0000 25,803.00 06/30/2010 12X4215 1215206 09/30/2042 01993 7.049998800 1,300,000.0000 68,737.49 06/30/2010 12X4215 1215206 09/30/2032 01994 6.990001200 139,200.0000 7,297.56 06/30/2010 12X4215 1215206 09/30/2033 01994 6.990001200 220,000.0000 11,533.50 06/30/2010 12X4215 1215206 09/30/2034 01994 6.990001200 400,000.0000 20,970.00 06/30/2010 12X4215 1215206 09/30/2038 01994 6.990001200 293,000.0000 15,360.53 06/30/2010 12X4215 1215206 09/30/2043 01994 6.990001200 5,266,000.0000 276,070.10 06/30/2010 12X4215 1215206 09/30/2029 01995 6.950001600 1,548,000.0000 80,689.52 06/30/2010 12X4215 1215206 09/30/2030 01995 6.950001600 2,000,000.0000 104,250.02 06/30/2010 12X4215 1215206 09/30/2033 01995 6.950001600 1,200,000.0000 62,550.01 06/30/2010 12X4215 1215206 09/30/2035 01995 6.950001600 310,000.0000 16,158.75 06/30/2010 12X4215 1215206 09/30/2038 01995 6.950001600 195,000.0000 10,164.38 06/30/2010 12X4215 1215206 09/30/2042 01995 6.950001600 1,600,000.0000 83,400.02 06/30/2010 12X4215 1215206 09/30/2030 01996 6.419998800 2,487,000.0000 119,749.03 06/30/2010 12X4215 1215206 09/30/2031 01996 6.419998800 1,375,000.0000 66,206.24 06/30/2010 12X4215 1215206 09/30/2032 01996 6.419998800 2,000,000.0000 96,299.98 06/30/2010 12X4215 1215206 09/30/2034 01996 6.419998800 50,000.0000 2,407.50 06/30/2010 12X4215 1215206 09/30/2035 01996 6.419998800 400,000.0000 19,260.00 06/30/2010 12X4215 1215206 09/30/2038 01996 6.419998800 437,000.0000 21,041.55 06/30/2010 12X4215 1215206 09/30/2042 01996 6.419998800 2,550,000.0000 122,782.48 06/30/2010 12X4215 1215206 09/30/2030 01997 6.040000800 1,134,800.0000 51,406.45 06/30/2010 12X4215 1215206 09/30/2031 01997 6.040000800 3,000,000.0000 135,900.02 06/30/2010 12X4215 1215206 09/30/2032 01997 6.040000800 1,000,000.0000 45,300.01 06/30/2010 12X4215 1215206 09/30/2033 01997 6.040000800 700,000.0000 31,710.00 06/30/2010 12X4215 1215206 09/30/2035 01997 6.040000800 400,000.0000 18,120.00 06/30/2010 12X4215 1215206 09/30/2038 01997 6.040000800 317,000.0000 14,360.10 06/30/2010 12X4215 1215206 09/30/2042 01997 6.040000800 2,100,000.0000 95,130.01 06/30/2010 12X4215 1215206 09/30/2032 01998 5.979999600 2,918,600.0000 130,899.20 06/30/2010 12X4215 1215206 09/30/2033 01998 5.979999600 800,000.0000 35,880.00 06/30/2010 12X4215 1215206 09/30/2035 01998 5.979999600 1,000,000.0000 44,850.00 06/30/2010 12X4215 1215206 09/30/2038 01998 5.979999600 257,000.0000 11,526.45 06/30/2010 12X4215 1215206 09/30/2040 01998 5.979999600 827,000.0000 37,090.95 06/30/2010 12X4215 1215206 09/30/2042 01998 5.979999600 706,000.0000 31,664.10 06/30/2010 12X4215 1215206 09/30/2034 01999 5.690001600 224,000.0000 9,559.20 06/30/2010 12X4215 1215206 09/30/2035 01999 5.690001600 3,000,000.0000 128,025.04 06/30/2010 12X4215 1215206 09/30/2036 01999 5.690001600 1,000,000.0000 42,675.01 06/30/2010 12X4215 1215206 09/30/2037 01999 5.690001600 3,400,000.0000 145,095.04 06/30/2010 12X4215 1215206 09/30/2038 01999 5.690001600 755,000.0000 32,219.63 06/30/2010 12X4215 1215206 09/30/2040 01999 5.690001600 400,000.0000 17,070.00 06/30/2010 12X4215 1215206 09/30/2042 01999 5.690001600 1,250,000.0000 53,343.77 06/30/2010 12X4215 1215206 09/30/2035 02000 5.349999600 4,954,000.0000 198,779.24 06/30/2010 12X4215 1215206 09/30/2036 02000 5.349999600 3,700,000.0000 148,462.49 06/30/2010 12X4215 1215206 09/30/2037 02000 5.349999600 2,616,000.0000 104,966.99 06/30/2010 12X4215 1215206 09/30/2038 02000 5.349999600 628,000.0000 25,198.50 06/30/2010 12X4215 1215206 09/30/2039 02000 5.349999600 2,071,000.0000 83,098.87 06/30/2010 12X4215 1215206 09/30/2042 02000 5.349999600 2,450,000.0000 98,306.24 06/30/2010 12X4215 1215206 09/30/2035 02001 5.119999200 1,124,000.0000 43,161.59 06/30/2010 12X4215 1215206 09/30/2036 02001 5.119999200 1,500,000.0000 57,599.99 06/30/2010 12X4215 1215206 09/30/2037 02001 5.119999200 6,400,000.0000 245,759.96 06/30/2010 12X4215 1215206 09/30/2038 02001 5.119999200 2,748,000.0000 105,523.18 06/30/2010 12X4215 1215206 09/30/2039 02001 5.119999200 1,593,000.0000 61,171.19 06/30/2010 12X4215 1215206 09/30/2040 02001 5.119999200 388,000.0000 14,899.20 06/30/2010 12X4215 1215206 09/30/2041 02001 5.119999200 148,000.0000 5,683.20 06/30/2010 12X4215 1215206 09/30/2042 02001 5.119999200 3,287,000.0000 126,220.78 06/30/2010 12X4215 1215206 09/30/2043 02001 5.119999200 1,370,000.0000 52,607.99 06/30/2010 12X4215 1215206 09/30/2037 02002 4.899999600 4,756,000.0000 174,782.99 06/30/2010 12X4215 1215206 09/30/2038 02002 4.899999600 7,200,000.0000 264,599.98 06/30/2010 12X4215 1215206 09/30/2039 02002 4.899999600 1,572,000.0000 57,771.00 06/30/2010 12X4215 1215206 09/30/2040 02002 4.899999600 1,812,000.0000 66,590.99 06/30/2010 12X4215 1215206 09/30/2041 02002 4.899999600 105,000.0000 3,858.75 06/30/2010 12X4215 1215206 09/30/2042 02002 4.899999600 2,950,000.0000 108,412.49 06/30/2010 12X4215 1215206 09/30/2043 02002 4.899999600 942,000.0000 34,618.50 06/30/2010 12X4215 1215206 09/30/2037 02003 5.040000000 1,447,000.0000 54,696.60 06/30/2010 12X4215 1215206 09/30/2038 02003 5.040000000 1,787,000.0000 67,548.60 06/30/2010 12X4215 1215206 09/30/2039 02003 5.040000000 4,394,000.0000 166,093.20 06/30/2010 12X4215 1215206 09/30/2040 02003 5.040000000 1,085,000.0000 41,013.00 06/30/2010 12X4215 1215206 09/30/2041 02003 5.040000000 5,590,000.0000 211,302.00 06/30/2010 12X4215 1215206 09/30/2042 02003 5.040000000 7,405,200.0000 279,916.56 06/30/2010 12X4215 1215206 09/30/2043 02003 5.040000000 1,036,000.0000 39,160.80 06/30/2010 12X4215 1215206 09/30/2038 02004 4.849999200 72,000.0000 2,619.00 06/30/2010 12X4215 1215206 09/30/2039 02004 4.849999200 2,959,000.0000 107,633.61 06/30/2010 12X4215 1215206 09/30/2040 02004 4.849999200 6,584,000.0000 239,492.96 06/30/2010 12X4215 1215206 09/30/2041 02004 4.849999200 1,165,000.0000 42,376.87 06/30/2010 12X4215 1215206 09/30/2042 02004 4.849999200 5,043,000.0000 183,439.09 06/30/2010 12X4215 1215206 09/30/2043 02004 4.849999200 842,000.0000 30,627.74 06/30/2010 12X4215 1215206 09/30/2038 02005 4.770000000 226,300.0000 8,095.88 06/30/2010 12X4215 1215206 09/30/2039 02005 4.770000000 586,000.0000 20,964.15 06/30/2010 12X4215 1215206 09/30/2040 02005 4.770000000 5,203,000.0000 186,137.33 06/30/2010 12X4215 1215206 09/30/2041 02005 4.770000000 4,534,000.0000 162,203.85 06/30/2010 12X4215 1215206 09/30/2042 02005 4.770000000 3,033,000.0000 108,505.58 06/30/2010 12X4215 1215206 09/30/2043 02005 4.770000000 1,950,000.0000 69,761.25 06/30/2010 12X4215 1215206 09/30/2040 02006 4.979998800 1,875,700.0000 70,057.38 06/30/2010 12X4215 1215206 09/30/2041 02006 4.979998800 2,027,000.0000 75,708.43 06/30/2010 12X4215 1215206 09/30/2042 02006 4.979998800 1,482,000.0000 55,352.69 06/30/2010 12X4215 1215206 09/30/2043 02006 4.979998800 1,263,000.0000 47,173.04 06/30/2010 12X4215 1215206 09/30/2040 02007 5.270000400 1,115,300.0000 44,082.24 06/30/2010 12X4215 1215206 09/30/2041 02007 5.270000400 1,027,000.0000 40,592.18 06/30/2010 12X4215 1215206 09/30/2042 02007 5.270000400 2,071,000.0000 81,856.28 06/30/2010 12X4215 1215206 09/30/2043 02007 5.270000400 7,216,000.0000 285,212.42 06/30/2010 12X4215 1215206 09/30/2041 02008 5.140000800 652,700.0000 25,161.59 06/30/2010 12X4215 1215206 09/30/2042 02008 5.140000800 484,000.0000 18,658.20 06/30/2010 12X4215 1215206 09/30/2043 02008 5.140000800 187,000.0000 7,208.85 06/30/2010 12X4215 1215206 09/30/2042 02009 5.140000800 2,146,000.0000 82,728.31 06/30/2010 12X4215 1215206 09/30/2043 02009 5.140000800 2,314,000.0000 89,204.71 06/30/2010 12X4215 1215206 09/30/2043 02010 5.140000800 621,000.0000 23,939.55 06/30/2010 ------------------------ ---------------------- 195,929,800.0000 8,060,149.33 207 SUB-COHORT 12X4215 1215207 09/30/2043 01992 6.819998400 68,200,000.0000 3,488,429.18 06/30/2010 12X4215 1215207 09/30/2044 01992 6.819998400 78,100,000.0000 3,994,814.06 06/30/2010 12X4215 1215207 09/30/2045 01992 6.819998400 3,000,000.0000 153,449.96 06/30/2010 12X4215 1215207 09/30/2052 01992 6.819998400 31,000,000.0000 1,585,649.63 06/30/2010 12X4215 1215207 09/30/2056 01992 6.819998400 12,945,000.0000 662,136.59 06/30/2010 12X4215 1215207 09/30/2057 01992 6.819998400 10,000,000.0000 511,499.88 06/30/2010 12X4215 1215207 09/30/2058 01992 6.819998400 122,000.0000 6,240.30 06/30/2010 12X4215 1215207 09/30/2059 01992 6.819998400 1,250,000.0000 63,937.49 06/30/2010 12X4215 1215207 09/30/2044 01993 6.890000400 78,785,000.0000 4,071,215.11 06/30/2010 12X4215 1215207 09/30/2045 01993 6.890000400 54,000,000.0000 2,790,450.16 06/30/2010 12X4215 1215207 09/30/2052 01993 6.890000400 34,000,000.0000 1,756,950.10 06/30/2010 12X4215 1215207 09/30/2056 01993 6.890000400 12,513,000.0000 646,609.31 06/30/2010 12X4215 1215207 09/30/2057 01993 6.890000400 9,200,000.0000 475,410.03 06/30/2010 12X4215 1215207 09/30/2058 01993 6.890000400 10,345,000.0000 534,577.91 06/30/2010 12X4215 1215207 09/30/2059 01993 6.890000400 4,750,000.0000 245,456.26 06/30/2010 12X4215 1215207 09/30/2045 01994 7.089998400 28,764,000.0000 1,529,525.35 06/30/2010 12X4215 1215207 09/30/2046 01994 7.089998400 64,000,000.0000 3,403,199.23 06/30/2010 12X4215 1215207 09/30/2052 01994 7.089998400 29,000,000.0000 1,542,074.65 06/30/2010 12X4215 1215207 09/30/2055 01994 7.089998400 16,510,000.0000 877,919.05 06/30/2010 12X4215 1215207 09/30/2056 01994 7.089998400 9,570,000.0000 508,884.64 06/30/2010 12X4215 1215207 09/30/2057 01994 7.089998400 12,200,000.0000 648,734.85 06/30/2010 12X4215 1215207 09/30/2058 01994 7.089998400 12,651,000.0000 672,716.77 06/30/2010 12X4215 1215207 09/30/2059 01994 7.089998400 7,600,000.0000 404,129.91 06/30/2010 12X4215 1215207 09/30/2046 01995 6.710000400 41,770,000.0000 2,102,075.38 06/30/2010 12X4215 1215207 09/30/2048 01995 6.710000400 2,000,000.0000 100,650.01 06/30/2010 12X4215 1215207 09/30/2050 01995 6.710000400 1,000,000.0000 50,325.00 06/30/2010 12X4215 1215207 09/30/2052 01995 6.710000400 14,000,000.0000 704,550.04 06/30/2010 12X4215 1215207 09/30/2055 01995 6.710000400 1,069,000.0000 53,797.43 06/30/2010 12X4215 1215207 09/30/2056 01995 6.710000400 6,695,000.0000 336,925.90 06/30/2010 12X4215 1215207 09/30/2057 01995 6.710000400 2,200,000.0000 110,715.01 06/30/2010 12X4215 1215207 09/30/2058 01995 6.710000400 63,000.0000 3,170.48 06/30/2010 12X4215 1215207 09/30/2059 01995 6.710000400 901,000.0000 45,342.83 06/30/2010 12X4215 1215207 09/30/2047 01996 6.459998400 11,936,000.0000 578,299.06 06/30/2010 12X4215 1215207 09/30/2048 01996 6.459998400 29,000,000.0000 1,405,049.65 06/30/2010 12X4215 1215207 09/30/2052 01996 6.459998400 9,000,000.0000 436,049.89 06/30/2010 12X4215 1215207 09/30/2055 01996 6.459998400 667,600.0000 32,345.21 06/30/2010 12X4215 1215207 09/30/2056 01996 6.459998400 5,122,000.0000 248,160.84 06/30/2010 12X4215 1215207 09/30/2057 01996 6.459998400 3,700,000.0000 179,264.96 06/30/2010 12X4215 1215207 09/30/2058 01996 6.459998400 19,000.0000 920.55 06/30/2010 12X4215 1215207 09/30/2059 01996 6.459998400 61,000.0000 2,955.45 06/30/2010 12X4215 1215207 09/30/2048 01997 5.950000800 19,810,000.0000 884,021.37 06/30/2010 12X4215 1215207 09/30/2049 01997 5.950000800 17,000,000.0000 758,625.10 06/30/2010 12X4215 1215207 09/30/2050 01997 5.950000800 1,000,000.0000 44,625.01 06/30/2010 12X4215 1215207 09/30/2051 01997 5.950000800 1,000,000.0000 44,625.01 06/30/2010 12X4215 1215207 09/30/2052 01997 5.950000800 14,000,000.0000 624,750.08 06/30/2010 12X4215 1215207 09/30/2055 01997 5.950000800 1,557,500.0000 69,503.45 06/30/2010 12X4215 1215207 09/30/2056 01997 5.950000800 5,215,000.0000 232,719.41 06/30/2010 12X4215 1215207 09/30/2057 01997 5.950000800 3,600,000.0000 160,650.02 06/30/2010 12X4215 1215207 09/30/2058 01997 5.950000800 651,000.0000 29,050.88 06/30/2010 12X4215 1215207 09/30/2059 01997 5.950000800 606,000.0000 27,042.75 06/30/2010 12X4215 1215207 09/30/2049 01998 5.870001600 27,400,000.0000 1,206,285.33 06/30/2010 12X4215 1215207 09/30/2050 01998 5.870001600 19,000,000.0000 836,475.23 06/30/2010 12X4215 1215207 09/30/2051 01998 5.870001600 3,000,000.0000 132,075.04 06/30/2010 12X4215 1215207 09/30/2052 01998 5.870001600 6,000,000.0000 264,150.07 06/30/2010 12X4215 1215207 09/30/2053 01998 5.870001600 13,000,000.0000 572,325.16 06/30/2010 12X4215 1215207 09/30/2055 01998 5.870001600 2,342,000.0000 103,106.58 06/30/2010 12X4215 1215207 09/30/2056 01998 5.870001600 591,000.0000 26,018.78 06/30/2010 12X4215 1215207 09/30/2057 01998 5.870001600 4,500,000.0000 198,112.55 06/30/2010 12X4215 1215207 09/30/2058 01998 5.870001600 735,000.0000 32,358.38 06/30/2010 12X4215 1215207 09/30/2059 01998 5.870001600 1,250,000.0000 55,031.27 06/30/2010 12X4215 1215207 09/30/2049 01999 5.839999200 1,033,000.0000 45,245.39 06/30/2010 12X4215 1215207 09/30/2050 01999 5.839999200 23,000,000.0000 1,007,399.86 06/30/2010 12X4215 1215207 09/30/2051 01999 5.839999200 13,000,000.0000 569,399.92 06/30/2010 12X4215 1215207 09/30/2052 01999 5.839999200 8,000,000.0000 350,399.95 06/30/2010 12X4215 1215207 09/30/2053 01999 5.839999200 4,200,000.0000 183,959.97 06/30/2010 12X4215 1215207 09/30/2055 01999 5.839999200 2,898,200.0000 126,941.14 06/30/2010 12X4215 1215207 09/30/2056 01999 5.839999200 1,455,000.0000 63,728.99 06/30/2010 12X4215 1215207 09/30/2057 01999 5.839999200 4,023,000.0000 176,207.38 06/30/2010 12X4215 1215207 09/30/2058 01999 5.839999200 1,546,000.0000 67,714.79 06/30/2010 12X4215 1215207 09/30/2059 01999 5.839999200 2,154,000.0000 94,345.19 06/30/2010 12X4215 1215207 09/30/2060 01999 5.839999200 81,000.0000 3,547.80 06/30/2010 12X4215 1215207 09/30/2051 02000 5.590000800 15,732,000.0000 659,564.19 06/30/2010 12X4215 1215207 09/30/2052 02000 5.590000800 24,000,000.0000 1,006,200.14 06/30/2010 12X4215 1215207 09/30/2053 02000 5.590000800 9,000,000.0000 377,325.05 06/30/2010 12X4215 1215207 09/30/2055 02000 5.590000800 1,420,000.0000 59,533.51 06/30/2010 12X4215 1215207 09/30/2056 02000 5.590000800 2,754,000.0000 115,461.47 06/30/2010 12X4215 1215207 09/30/2057 02000 5.590000800 3,447,000.0000 144,515.50 06/30/2010 12X4215 1215207 09/30/2058 02000 5.590000800 1,053,000.0000 44,147.03 06/30/2010 12X4215 1215207 09/30/2059 02000 5.590000800 4,950,000.0000 207,528.78 06/30/2010 12X4215 1215207 09/30/2052 02001 5.360000400 19,130,000.0000 769,026.06 06/30/2010 12X4215 1215207 09/30/2053 02001 5.360000400 27,300,000.0000 1,097,460.08 06/30/2010 12X4215 1215207 09/30/2055 02001 5.360000400 5,969,000.0000 239,953.82 06/30/2010 12X4215 1215207 09/30/2056 02001 5.360000400 2,953,000.0000 118,710.61 06/30/2010 12X4215 1215207 09/30/2057 02001 5.360000400 2,629,500.0000 105,705.91 06/30/2010 12X4215 1215207 09/30/2058 02001 5.360000400 6,917,000.0000 278,063.42 06/30/2010 12X4215 1215207 09/30/2059 02001 5.360000400 1,781,000.0000 71,596.21 06/30/2010 12X4215 1215207 09/30/2060 02001 5.360000400 443,000.0000 17,808.60 06/30/2010 12X4215 1215207 09/30/2053 02002 5.079999600 35,581,000.0000 1,355,635.99 06/30/2010 12X4215 1215207 09/30/2055 02002 5.079999600 12,000,000.0000 457,199.96 06/30/2010 12X4215 1215207 09/30/2056 02002 5.079999600 4,665,000.0000 177,736.49 06/30/2010 12X4215 1215207 09/30/2057 02002 5.079999600 6,254,000.0000 238,277.38 06/30/2010 12X4215 1215207 09/30/2058 02002 5.079999600 4,791,000.0000 182,537.09 06/30/2010 12X4215 1215207 09/30/2059 02002 5.079999600 890,000.0000 33,909.00 06/30/2010 12X4215 1215207 09/30/2060 02002 5.079999600 1,049,000.0000 39,966.90 06/30/2010 12X4215 1215207 09/30/2053 02003 4.960000800 22,871,000.0000 850,801.34 06/30/2010 12X4215 1215207 09/30/2055 02003 4.960000800 17,800,000.0000 662,160.11 06/30/2010 12X4215 1215207 09/30/2056 02003 4.960000800 9,498,000.0000 353,325.66 06/30/2010 12X4215 1215207 09/30/2057 02003 4.960000800 3,626,000.0000 134,887.22 06/30/2010 12X4215 1215207 09/30/2058 02003 4.960000800 3,228,000.0000 120,081.62 06/30/2010 12X4215 1215207 09/30/2059 02003 4.960000800 7,756,000.0000 288,523.25 06/30/2010 12X4215 1215207 09/30/2060 02003 4.960000800 1,473,000.0000 54,795.61 06/30/2010 12X4215 1215207 09/30/2055 02004 4.870000800 18,535,000.0000 676,990.99 06/30/2010 12X4215 1215207 09/30/2056 02004 4.870000800 16,995,000.0000 620,742.48 06/30/2010 12X4215 1215207 09/30/2057 02004 4.870000800 15,297,000.0000 558,723.02 06/30/2010 12X4215 1215207 09/30/2058 02004 4.870000800 3,794,000.0000 138,575.87 06/30/2010 12X4215 1215207 09/30/2059 02004 4.870000800 6,631,111.0000 242,201.37 06/30/2010 12X4215 1215207 09/30/2060 02004 4.870000800 219,000.0000 7,998.98 06/30/2010 12X4215 1215207 09/30/2055 02005 4.910000400 1,454,000.0000 53,543.55 06/30/2010 12X4215 1215207 09/30/2056 02005 4.910000400 13,564,000.0000 499,494.34 06/30/2010 12X4215 1215207 09/30/2057 02005 4.910000400 14,206,000.0000 523,135.99 06/30/2010 12X4215 1215207 09/30/2058 02005 4.910000400 13,856,000.0000 510,247.24 06/30/2010 12X4215 1215207 09/30/2059 02005 4.910000400 6,914,000.0000 254,608.07 06/30/2010 12X4215 1215207 09/30/2060 02005 4.910000400 1,550,000.0000 57,078.75 06/30/2010 12X4215 1215207 09/30/2056 02006 4.790001600 885,600.0000 31,815.19 06/30/2010 12X4215 1215207 09/30/2057 02006 4.790001600 13,540,800.0000 486,453.40 06/30/2010 12X4215 1215207 09/30/2058 02006 4.790001600 13,388,000.0000 480,964.06 06/30/2010 12X4215 1215207 09/30/2059 02006 4.790001600 13,287,681.0000 477,360.10 06/30/2010 12X4215 1215207 09/30/2060 02006 4.790001600 3,838,000.0000 137,880.20 06/30/2010 12X4215 1215207 09/30/2057 02007 4.640000400 4,903,000.0000 170,624.41 06/30/2010 12X4215 1215207 09/30/2058 02007 4.640000400 11,643,000.0000 405,176.43 06/30/2010 12X4215 1215207 09/30/2059 02007 4.640000400 21,033,000.0000 731,948.46 06/30/2010 12X4215 1215207 09/30/2060 02007 4.640000400 2,666,000.0000 92,776.81 06/30/2010 12X4215 1215207 09/30/2058 02008 4.820000400 3,537,600.0000 127,884.25 06/30/2010 12X4215 1215207 09/30/2059 02008 4.820000400 12,259,000.0000 443,162.89 06/30/2010 12X4215 1215207 09/30/2060 02008 4.820000400 9,215,000.0000 333,122.28 06/30/2010 12X4215 1215207 09/30/2059 02009 4.970001600 1,897,200.0000 70,718.15 06/30/2010 12X4215 1215207 09/30/2060 02009 4.970001600 8,265,000.0000 308,077.97 06/30/2010 12X4215 1215207 09/30/2060 02010 4.970001600 952,000.0000 35,485.81 06/30/2010 ------------------------ ---------------------- 1,416,642,792.0000 64,694,279.02 208 SUB-COHORT 12X4215 1215208 09/30/2011 02001 3.399998400 1,550,000.0000 39,524.98 06/30/2010 12X4215 1215208 09/30/2012 02001 3.399998400 18,000.0000 459.00 06/30/2010 12X4215 1215208 09/30/2012 02006 3.710001600 516,000.0000 14,357.71 06/30/2010 12X4215 1215208 09/30/2013 02006 3.710001600 19,000.0000 528.68 06/30/2010 12X4215 1215208 09/30/2011 02007 3.430000800 211,000.0000 5,427.98 06/30/2010 12X4215 1215208 09/30/2012 02007 3.430000800 752,000.0000 19,345.20 06/30/2010 12X4215 1215208 09/30/2013 02007 3.430000800 293,000.0000 7,537.43 06/30/2010 12X4215 1215208 09/30/2012 02008 3.430000800 885,000.0000 22,766.63 06/30/2010 12X4215 1215208 09/30/2012 02009 3.430000800 185,000.0000 4,759.13 06/30/2010 12X4215 1215208 09/30/2013 02009 3.430000800 139,000.0000 3,575.78 06/30/2010 ------------------------ ---------------------- 4,568,000.0000 118,282.52 209 SUB-COHORT 12X4215 1215209 09/30/2060 01992 7.310001600 904,000.0000 49,561.81 06/30/2010 12X4215 1215209 09/30/2057 01993 6.710000400 553,300.0000 27,844.82 06/30/2010 12X4215 1215209 09/30/2057 01994 6.770001600 2,178,700.0000 110,623.52 06/30/2010 12X4215 1215209 09/30/2047 01997 6.890000400 828,000.0000 42,786.90 06/30/2010 12X4215 1215209 09/30/2048 01997 6.890000400 50,000.0000 2,583.75 06/30/2010 12X4215 1215209 09/30/2050 01997 6.890000400 17,000.0000 878.48 06/30/2010 12X4215 1215209 09/30/2052 01997 6.890000400 400,000.0000 20,670.00 06/30/2010 12X4215 1215209 09/30/2055 01997 6.890000400 86,600.0000 4,475.06 06/30/2010 12X4215 1215209 09/30/2056 01997 6.890000400 3,100.0000 160.19 06/30/2010 12X4215 1215209 09/30/2059 01997 6.890000400 81,000.0000 4,185.68 06/30/2010 12X4215 1215209 09/30/2059 01998 5.979999600 374,600.0000 16,800.81 06/30/2010 12X4215 1215209 09/30/2059 01999 5.810000400 624,800.0000 27,225.66 06/30/2010 12X4215 1215209 09/30/2060 01999 5.810000400 520,000.0000 22,659.00 06/30/2010 12X4215 1215209 09/30/2050 02000 6.360001200 267,500.0000 12,759.75 06/30/2010 12X4215 1215209 09/30/2054 02000 6.360001200 8,500.0000 405.45 06/30/2010 12X4215 1215209 09/30/2055 02000 6.360001200 13,900.0000 663.03 06/30/2010 12X4215 1215209 09/30/2056 02000 6.360001200 1,500.0000 71.55 06/30/2010 12X4215 1215209 09/30/2051 02001 5.670000000 148,200.0000 6,302.21 06/30/2010 12X4215 1215209 09/30/2052 02001 5.670000000 120,000.0000 5,103.00 06/30/2010 12X4215 1215209 09/30/2055 02001 5.670000000 24,700.0000 1,050.37 06/30/2010 12X4215 1215209 09/30/2056 02001 5.670000000 7,500.0000 318.94 06/30/2010 12X4215 1215209 09/30/2060 02001 5.670000000 322,000.0000 13,693.05 06/30/2010 12X4215 1215209 09/30/2052 02002 5.600001600 590,500.0000 24,801.01 06/30/2010 12X4215 1215209 09/30/2056 02002 5.600001600 5,000.0000 210.00 06/30/2010 12X4215 1215209 09/30/2054 02003 4.899999600 769,600.0000 28,282.80 06/30/2010 12X4215 1215209 09/30/2058 02003 4.899999600 50,000.0000 1,837.50 06/30/2010 12X4215 1215209 09/30/2054 02004 5.190001200 152,800.0000 5,947.74 06/30/2010 12X4215 1215209 09/30/2056 02004 5.190001200 10,000.0000 389.25 06/30/2010 12X4215 1215209 09/30/2055 02005 4.479998400 625,400.0000 21,013.43 06/30/2010 12X4215 1215209 09/30/2056 02005 4.479998400 177,000.0000 5,947.20 06/30/2010 12X4215 1215209 09/30/2057 02006 4.889998800 784,900.0000 28,786.20 06/30/2010 12X4215 1215209 09/30/2059 02006 4.889998800 114,000.0000 4,180.95 06/30/2010 12X4215 1215209 09/30/2057 02007 4.910000400 809,000.0000 29,791.43 06/30/2010 12X4215 1215209 09/30/2059 02007 4.910000400 66,000.0000 2,430.45 06/30/2010 12X4215 1215209 09/30/2058 02008 4.370000400 929,000.0000 30,447.98 06/30/2010 12X4215 1215209 09/30/2059 02008 4.370000400 39,000.0000 1,278.23 06/30/2010 12X4215 1215209 09/30/2059 02009 4.370000400 934,000.0000 30,611.85 06/30/2010 ------------------------ ---------------------- 13,591,100.0000 586,779.05 212 SUB-COHORT 12X4215 1215212 09/30/2011 02001 5.410000800 179,000.0000 7,262.93 06/30/2010 12X4215 1215212 09/30/2012 02001 5.410000800 30,000.0000 1,217.25 06/30/2010 12X4215 1215212 09/30/2011 02002 5.190001200 352,000.0000 13,701.60 06/30/2010 12X4215 1215212 09/30/2012 02002 5.190001200 4,000.0000 155.70 06/30/2010 12X4215 1215212 09/30/2011 02003 4.730000400 150,000.0000 5,321.25 06/30/2010 ------------------------ ---------------------- 715,000.0000 27,658.73 401 SUB-COHORT 12X4215 1215401 09/30/2011 02000 3.700000800 95,400.0000 2,647.35 06/30/2010 12X4215 1215401 09/30/2011 02001 3.700000800 1,668,000.0000 46,287.01 06/30/2010 12X4215 1215401 09/30/2011 02003 2.120000400 15,000.0000 238.50 06/30/2010 12X4215 1215401 09/30/2011 02005 3.620001600 1,414,000.0000 38,390.12 06/30/2010 12X4215 1215401 09/30/2010 02006 3.719998800 1,665,700.0000 46,473.02 06/30/2010 12X4215 1215401 09/30/2010 02007 3.719998800 151,500.0000 4,226.85 06/30/2010 12X4215 1215401 09/30/2013 02007 3.719998800 83,000.0000 2,315.70 06/30/2010 ------------------------ ---------------------- 5,092,600.0000 140,578.55 ======================== ====================== 14,992,431,875.0000 570,639,741.74 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 12X4215 1215201 09/30/2025 01992 06/30/2010 INT + 0.0000 2,047,242.13 481968 1215201 09/30/2026 01992 06/30/2010 INT + 0.0000 298,364.21 481970 1215201 09/30/2026 01993 06/30/2010 INT + 0.0000 2,578,235.44 481972 1215201 09/30/2027 01994 06/30/2010 INT + 0.0000 372,594.38 481980 1215201 09/30/2028 01995 06/30/2010 INT + 0.0000 1,126,272.76 481974 1215201 09/30/2029 01996 06/30/2010 INT + 0.0000 224,443.43 481982 1215201 09/30/2030 01997 06/30/2010 INT + 0.0000 386,356.59 481984 1215201 09/30/2031 01998 06/30/2010 INT + 0.0000 305,087.31 481986 1215201 09/30/2032 01999 06/30/2010 INT + 0.0000 329,442.61 481988 1215201 09/30/2033 02000 06/30/2010 INT + 0.0000 325,059.34 481976 1215201 09/30/2034 02001 06/30/2010 INT + 0.0000 318,713.89 481978 1215201 09/30/2035 02002 06/30/2010 INT + 0.0000 206,290.99 481990 1215201 09/30/2036 02003 06/30/2010 INT + 0.0000 31,847.24 481992 1215201 09/30/2037 02004 06/30/2010 INT + 0.0000 272,503.71 481994 1215201 09/30/2038 02005 06/30/2010 INT + 0.0000 97,528.60 481996 1215201 09/30/2039 02006 06/30/2010 INT + 0.0000 121,500.00 481998 1215202 09/30/2015 01995 06/30/2010 INT + 0.0000 33,145.89 481954 1215202 09/30/2018 01997 06/30/2010 INT + 0.0000 8,657.66 481958 1215202 09/30/2018 01998 06/30/2010 INT + 0.0000 5,771.69 481960 1215202 09/30/2019 01995 06/30/2010 INT + 0.0000 14,674.78 481956 1215202 09/30/2021 02001 06/30/2010 INT + 0.0000 27,095.96 481962 1215202 09/30/2025 02005 06/30/2010 INT + 0.0000 23,102.71 481964 1215202 09/30/2026 02006 06/30/2010 INT + 0.0000 9,283.11 481966 1215203 09/30/2026 01993 06/30/2010 INT + 0.0000 83,124.99 481946 1215203 09/30/2027 01992 06/30/2010 INT + 0.0000 19,404.80 481948 1215203 09/30/2027 01994 06/30/2010 INT + 0.0000 159,564.99 481952 1215203 09/30/2039 01992 06/30/2010 INT + 0.0000 18,495.20 481950 1215206 09/30/2028 01994 06/30/2010 INT + 0.0000 68,536.96 482000 1215206 09/30/2029 01994 06/30/2010 INT + 0.0000 69,900.01 482002 1215206 09/30/2030 01994 06/30/2010 INT + 0.0000 24,465.00 482004 1215206 09/30/2030 01997 06/30/2010 INT + 0.0000 4,566.24 482008 1215206 09/30/2032 01994 06/30/2010 INT + 0.0000 58,569.22 482006 1215206 09/30/2038 02005 06/30/2010 INT + 0.0000 2,616.34 482010 1215206 09/30/2039 02006 06/30/2010 INT + 0.0000 3,187.19 482012 1215206 09/30/2040 02006 06/30/2010 INT + 0.0000 654.86 482014 1215206 09/30/2040 02007 06/30/2010 INT + 0.0000 1,704.84 482016 1215207 09/30/2043 01992 06/30/2010 INT + 0.0000 136,399.96 481924 1215207 09/30/2044 01993 06/30/2010 INT + 0.0000 172,250.01 481926 1215207 09/30/2045 01994 06/30/2010 INT + 0.0000 141,799.96 481928 1215207 09/30/2052 02001 06/30/2010 INT + 0.0000 53,600.00 481922 1215207 09/30/2053 02003 06/30/2010 INT + 0.0000 49,600.00 481918 1215207 09/30/2056 02006 06/30/2010 INT + 0.0000 18,427.13 481916 1215207 09/30/2058 02008 06/30/2010 INT + 0.0000 5,649.04 481920 1215209 09/30/2044 01993 06/30/2010 INT + 0.0000 7,582.30 481894 1215209 09/30/2044 01994 06/30/2010 INT + 0.0000 15,537.15 481898 1215209 09/30/2047 01997 06/30/2010 INT + 0.0000 10,886.20 481902 1215209 09/30/2050 02000 06/30/2010 INT + 0.0000 7,139.10 481906 1215209 09/30/2051 02001 06/30/2010 INT + 0.0000 19,272.33 481884 1215209 09/30/2052 02002 06/30/2010 INT + 0.0000 9,758.00 481908 1215209 09/30/2052 02003 06/30/2010 INT + 0.0000 10,583.99 481886 1215209 09/30/2054 02003 06/30/2010 INT + 0.0000 744.79 481910 1215209 09/30/2054 02004 06/30/2010 INT + 0.0000 2,392.59 481912 1215209 09/30/2055 02005 06/30/2010 INT + 0.0000 931.83 481888 1215209 09/30/2057 01993 06/30/2010 INT + 0.0000 1,566.78 481896 1215209 09/30/2057 01994 06/30/2010 INT + 0.0000 8,845.00 481900 1215209 09/30/2057 01999 06/30/2010 INT + 0.0000 784.35 481880 1215209 09/30/2057 02006 06/30/2010 INT + 0.0000 4,770.19 481890 1215209 09/30/2057 02007 06/30/2010 INT + 0.0000 2,234.05 481892 1215209 09/30/2058 02008 06/30/2010 INT + 0.0000 884.92 481914 1215209 09/30/2059 01992 06/30/2010 INT + 0.0000 36,550.00 481878 1215209 09/30/2059 01998 06/30/2010 INT + 0.0000 6,739.45 481904 1215209 09/30/2059 01999 06/30/2010 INT + 0.0000 22,519.56 481882 1215401 09/30/2010 02006 06/30/2010 INT + 0.0000 7,017.77 481874 1215401 09/30/2010 02007 06/30/2010 INT + 0.0000 1,590.29 481876 1215401 09/30/2011 02005 06/30/2010 INT + 0.0000 3,457.10 481872 ------------------------ ---------------------- 0.0000 10,437,518.91 ======================== ====================== 0.0000 10,437,518.91