Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 845 SUB-COHORT 12X4208 1208845 09/30/2026 01992 6.739999200 3,590,000.0000 201,638.31 07/31/2009 12X4208 1208845 09/30/2027 01992 6.739999200 82,970,000.0000 4,660,147.78 07/31/2009 12X4208 1208845 09/30/2027 01993 6.599998800 5,284,000.0000 290,619.95 07/31/2009 12X4208 1208845 09/30/2028 01993 6.599998800 89,161,000.0000 4,903,854.11 07/31/2009 12X4208 1208845 09/30/2042 01993 6.599998800 6,825,000.0000 375,374.93 07/31/2009 ------------------------ ---------------------- 187,830,000.0000 10,431,635.08 840 SUB-COHORT 12X4208 1208840 09/30/2027 01992 6.950001600 329,934,000.0000 19,108,681.90 07/31/2009 12X4208 1208840 09/30/2042 01992 6.950001600 585,000.0000 33,881.26 07/31/2009 12X4208 1208840 09/30/2028 01993 6.990001200 498,146,300.0000 29,017,026.96 07/31/2009 12X4208 1208840 09/30/2042 01993 6.990001200 618,000.0000 35,998.51 07/31/2009 ------------------------ ---------------------- 829,283,300.0000 48,195,588.63 850 SUB-COHORT 12X4208 1208850 09/30/2029 01994 7.040001600 65,072,500.0000 3,817,587.53 07/31/2009 12X4208 1208850 09/30/2042 01994 7.040001600 53,000.0000 3,109.33 07/31/2009 12X4208 1208850 09/30/2030 01995 6.680001600 45,506,000.0000 2,533,167.94 07/31/2009 12X4208 1208850 09/30/2042 01995 6.680001600 44,000.0000 2,449.33 07/31/2009 12X4208 1208850 09/30/2031 01996 6.450001200 60,070,200.0000 3,228,773.85 07/31/2009 12X4208 1208850 09/30/2042 01996 6.450001200 36,000.0000 1,935.00 07/31/2009 12X4208 1208850 09/30/2032 01997 5.979999600 52,521,200.0000 2,617,306.29 07/31/2009 12X4208 1208850 09/30/2042 01997 5.979999600 4,200.0000 209.30 07/31/2009 12X4208 1208850 09/30/2033 01998 6.000001200 87,490,756.3100 4,374,538.69 07/31/2009 12X4208 1208850 09/30/2042 01998 6.000001200 2,507,000.0000 125,350.03 07/31/2009 12X4208 1208850 09/30/2034 01999 5.919998400 59,031,930.9100 2,912,241.14 07/31/2009 12X4208 1208850 09/30/2035 02000 5.730001200 102,383,400.0000 4,888,808.37 07/31/2009 12X4208 1208850 09/30/2042 02000 5.730001200 20,000.0000 955.00 07/31/2009 12X4208 1208850 09/30/2036 02001 5.000000400 102,303,000.0000 4,262,625.34 07/31/2009 12X4208 1208850 09/30/2037 02002 4.780000800 120,362,500.0000 4,794,440.39 07/31/2009 12X4208 1208850 09/30/2042 02002 4.780000800 4,701,000.0000 187,256.53 07/31/2009 12X4208 1208850 09/30/2038 02003 4.740001200 107,790,000.0000 4,257,706.08 07/31/2009 12X4208 1208850 09/30/2042 02003 4.740001200 14,552,000.0000 574,804.15 07/31/2009 12X4208 1208850 09/30/2043 02003 4.740001200 1,895,000.0000 74,852.52 07/31/2009 12X4208 1208850 09/30/2039 02004 4.770000000 206,603,000.0000 8,212,469.25 07/31/2009 12X4208 1208850 09/30/2042 02004 4.770000000 28,673,000.0000 1,139,751.75 07/31/2009 12X4208 1208850 09/30/2043 02004 4.770000000 9,753,000.0000 387,681.75 07/31/2009 12X4208 1208850 09/30/2040 02005 4.929998400 70,610,900.0000 2,900,930.20 07/31/2009 12X4208 1208850 09/30/2042 02005 4.929998400 24,581,000.0000 1,009,869.09 07/31/2009 12X4208 1208850 09/30/2043 02005 4.929998400 9,691,000.0000 398,138.45 07/31/2009 12X4208 1208850 09/30/2041 02006 4.929998400 55,973,000.0000 2,299,556.67 07/31/2009 12X4208 1208850 09/30/2042 02006 4.929998400 18,447,000.0000 757,864.00 07/31/2009 12X4208 1208850 09/30/2043 02006 4.929998400 14,776,000.0000 607,047.14 07/31/2009 12X4208 1208850 09/30/2042 02007 4.960000800 57,075,000.0000 2,359,100.38 07/31/2009 12X4208 1208850 09/30/2043 02007 4.960000800 13,052,000.0000 539,482.75 07/31/2009 12X4208 1208850 09/30/2042 02008 4.960000800 5,715,000.0000 236,220.04 07/31/2009 12X4208 1208850 09/30/2043 02008 4.960000800 33,585,000.0000 1,388,180.22 07/31/2009 ------------------------ ---------------------- 1,374,878,587.2200 60,894,408.50 810 SUB-COHORT 12X4208 1208810 09/30/2029 01994 6.909998400 210,644,000.0000 12,129,580.86 07/31/2009 12X4208 1208810 09/30/2042 01994 6.909998400 13,700,000.0000 788,891.48 07/31/2009 12X4208 1208810 09/30/2030 01995 6.559999200 291,698,000.0000 15,946,155.39 07/31/2009 12X4208 1208810 09/30/2042 01995 6.559999200 15,300,000.0000 836,399.90 07/31/2009 12X4208 1208810 09/30/2031 01996 6.320001600 346,676,000.0000 18,258,273.96 07/31/2009 12X4208 1208810 09/30/2042 01996 6.320001600 9,000,000.0000 474,000.12 07/31/2009 12X4208 1208810 09/30/2032 01997 6.140001600 307,038,000.0000 15,710,115.09 07/31/2009 12X4208 1208810 09/30/2042 01997 6.140001600 10,800,000.0000 552,600.14 07/31/2009 12X4208 1208810 09/30/2033 01998 5.919998400 359,932,000.0000 17,756,640.53 07/31/2009 12X4208 1208810 09/30/2042 01998 5.919998400 7,400,000.0000 365,066.57 07/31/2009 12X4208 1208810 09/30/2034 01999 5.889999600 225,268,000.0000 11,056,903.58 07/31/2009 12X4208 1208810 09/30/2042 01999 5.889999600 2,400,000.0000 117,799.99 07/31/2009 12X4208 1208810 09/30/2035 02000 5.879998800 211,415,000.0000 10,359,332.89 07/31/2009 12X4208 1208810 09/30/2042 02000 5.879998800 7,100,000.0000 347,899.93 07/31/2009 12X4208 1208810 09/30/2036 02001 5.199998400 223,601,000.0000 9,689,373.69 07/31/2009 12X4208 1208810 09/30/2042 02001 5.199998400 2,600,000.0000 112,666.63 07/31/2009 12X4208 1208810 09/30/2037 02002 4.700001600 429,353,000.0000 16,816,331.56 07/31/2009 12X4208 1208810 09/30/2042 02002 4.700001600 5,601,000.0000 219,372.57 07/31/2009 12X4208 1208810 09/30/2038 02003 4.839998400 110,100,000.0000 4,440,698.53 07/31/2009 12X4208 1208810 09/30/2042 02003 4.839998400 8,241,000.0000 332,386.89 07/31/2009 12X4208 1208810 09/30/2043 02003 4.839998400 5,982,000.0000 241,273.92 07/31/2009 12X4208 1208810 09/30/2039 02004 4.730000400 434,515,000.0000 17,127,134.37 07/31/2009 12X4208 1208810 09/30/2042 02004 4.730000400 83,261,000.0000 3,281,871.36 07/31/2009 12X4208 1208810 09/30/2043 02004 4.730000400 52,398,000.0000 2,065,354.67 07/31/2009 12X4208 1208810 09/30/2040 02005 4.929998400 49,262,000.0000 2,023,846.51 07/31/2009 12X4208 1208810 09/30/2042 02005 4.929998400 21,472,000.0000 882,141.05 07/31/2009 12X4208 1208810 09/30/2043 02005 4.929998400 11,672,000.0000 479,524.51 07/31/2009 12X4208 1208810 09/30/2041 02006 4.960000800 40,743,000.0000 1,684,044.27 07/31/2009 12X4208 1208810 09/30/2042 02006 4.960000800 20,317,000.0000 839,769.47 07/31/2009 12X4208 1208810 09/30/2043 02006 4.960000800 9,682,000.0000 400,189.40 07/31/2009 12X4208 1208810 09/30/2042 02007 5.060001600 46,196,000.0000 1,947,931.95 07/31/2009 12X4208 1208810 09/30/2043 02007 5.060001600 20,118,000.0000 848,309.27 07/31/2009 ------------------------ ---------------------- 3,593,485,000.0000 168,131,881.05 855 SUB-COHORT 12X4208 1208855 09/30/2029 01994 6.450001200 28,806,200.0000 1,548,333.54 07/31/2009 12X4208 1208855 09/30/2042 01994 6.450001200 2,028,000.0000 109,005.02 07/31/2009 12X4208 1208855 09/30/2029 01995 6.090001200 370,000.0000 18,777.50 07/31/2009 12X4208 1208855 09/30/2030 01995 6.090001200 22,089,000.0000 1,121,016.97 07/31/2009 12X4208 1208855 09/30/2042 01995 6.090001200 80,000.0000 4,060.00 07/31/2009 12X4208 1208855 09/30/2029 01996 6.080000400 499,000.0000 25,282.67 07/31/2009 12X4208 1208855 09/30/2031 01996 6.080000400 31,887,000.0000 1,615,608.11 07/31/2009 12X4208 1208855 09/30/2042 01996 6.080000400 2,763,000.0000 139,992.01 07/31/2009 12X4208 1208855 09/30/2043 01996 6.080000400 262,000.0000 13,274.67 07/31/2009 12X4208 1208855 09/30/2032 01997 5.699998800 34,977,946.5100 1,661,452.11 07/31/2009 12X4208 1208855 09/30/2042 01997 5.699998800 1,138,000.0000 54,054.99 07/31/2009 12X4208 1208855 09/30/2033 01998 5.739998400 34,349,000.0000 1,643,026.71 07/31/2009 12X4208 1208855 09/30/2042 01998 5.739998400 3,509,000.0000 167,847.12 07/31/2009 12X4208 1208855 09/30/2034 01999 5.569999200 38,243,000.0000 1,775,112.33 07/31/2009 12X4208 1208855 09/30/2042 01999 5.569999200 2,094,000.0000 97,196.49 07/31/2009 12X4208 1208855 09/30/2043 01999 5.569999200 1,562,000.0000 72,502.82 07/31/2009 12X4208 1208855 09/30/2029 02000 5.090000400 666,000.0000 28,249.50 07/31/2009 12X4208 1208855 09/30/2035 02000 5.090000400 36,839,000.0000 1,562,587.71 07/31/2009 12X4208 1208855 09/30/2042 02000 5.090000400 11,000.0000 466.58 07/31/2009 12X4208 1208855 09/30/2043 02000 5.090000400 17,000.0000 721.08 07/31/2009 12X4208 1208855 09/30/2036 02001 5.349999600 26,752,000.0000 1,192,693.24 07/31/2009 12X4208 1208855 09/30/2042 02001 5.349999600 1,503,000.0000 67,008.74 07/31/2009 12X4208 1208855 09/30/2043 02001 5.349999600 250,000.0000 11,145.83 07/31/2009 12X4208 1208855 09/30/2037 02002 4.790001600 24,674,000.0000 984,904.16 07/31/2009 12X4208 1208855 09/30/2042 02002 4.790001600 9,997,000.0000 399,047.05 07/31/2009 12X4208 1208855 09/30/2043 02002 4.790001600 3,564,000.0000 142,263.05 07/31/2009 12X4208 1208855 09/30/2038 02003 4.680000000 30,671,000.0000 1,196,169.00 07/31/2009 12X4208 1208855 09/30/2042 02003 4.680000000 9,385,000.0000 366,015.00 07/31/2009 12X4208 1208855 09/30/2043 02003 4.680000000 2,816,000.0000 109,824.00 07/31/2009 12X4208 1208855 09/30/2039 02004 4.539999600 45,946,000.0000 1,738,290.18 07/31/2009 12X4208 1208855 09/30/2042 02004 4.539999600 6,767,000.0000 256,018.14 07/31/2009 12X4208 1208855 09/30/2043 02004 4.539999600 564,000.0000 21,338.00 07/31/2009 12X4208 1208855 09/30/2040 02005 4.629999600 61,677,000.0000 2,379,704.04 07/31/2009 12X4208 1208855 09/30/2042 02005 4.629999600 27,745,000.0000 1,070,494.49 07/31/2009 12X4208 1208855 09/30/2043 02005 4.629999600 5,340,000.0000 206,034.98 07/31/2009 12X4208 1208855 09/30/2041 02006 4.690000800 13,774,000.0000 538,333.93 07/31/2009 12X4208 1208855 09/30/2042 02006 4.690000800 36,134,000.0000 1,412,237.41 07/31/2009 12X4208 1208855 09/30/2043 02006 4.690000800 9,131,000.0000 356,869.98 07/31/2009 12X4208 1208855 09/30/2042 02007 5.029999200 18,347,000.0000 769,044.96 07/31/2009 12X4208 1208855 09/30/2043 02007 5.029999200 11,002,000.0000 461,167.09 07/31/2009 12X4208 1208855 09/30/2042 02008 5.090000400 235,400.0000 9,984.88 07/31/2009 12X4208 1208855 09/30/2043 02008 5.090000400 6,655,000.0000 282,282.94 07/31/2009 12X4208 1208855 09/30/2043 02009 5.090000400 11,944,000.0000 506,624.71 07/31/2009 ------------------------ ---------------------- 607,063,546.5100 26,136,063.73 815 SUB-COHORT 12X4208 1208815 09/30/2029 01994 6.710000400 53,375,300.0000 2,984,569.04 07/31/2009 12X4208 1208815 09/30/2032 01994 6.710000400 500,000.0000 27,958.34 07/31/2009 12X4208 1208815 09/30/2030 01995 5.919998400 85,379,500.0000 4,212,054.19 07/31/2009 12X4208 1208815 09/30/2032 01995 5.919998400 1,990,000.0000 98,173.31 07/31/2009 12X4208 1208815 09/30/2033 01995 5.919998400 262,000.0000 12,925.33 07/31/2009 12X4208 1208815 09/30/2031 01996 6.109999200 58,861,000.0000 2,997,005.52 07/31/2009 12X4208 1208815 09/30/2032 01996 6.109999200 2,185,000.0000 111,252.90 07/31/2009 12X4208 1208815 09/30/2033 01996 6.109999200 750,000.0000 38,187.50 07/31/2009 12X4208 1208815 09/30/2032 01997 5.619999600 64,117,000.0000 3,002,812.62 07/31/2009 12X4208 1208815 09/30/2033 01997 5.619999600 1,342,000.0000 62,850.33 07/31/2009 12X4208 1208815 09/30/2032 01998 5.640001200 4,955,000.0000 232,885.05 07/31/2009 12X4208 1208815 09/30/2033 01998 5.640001200 107,509,000.0000 5,052,924.08 07/31/2009 12X4208 1208815 09/30/2032 01999 5.349999600 5,079,000.0000 226,438.73 07/31/2009 12X4208 1208815 09/30/2033 01999 5.349999600 1,924,000.0000 85,778.33 07/31/2009 12X4208 1208815 09/30/2034 01999 5.349999600 103,196,000.0000 4,600,821.32 07/31/2009 12X4208 1208815 09/30/2032 02000 5.019998400 25,447,000.0000 1,064,532.49 07/31/2009 12X4208 1208815 09/30/2033 02000 5.019998400 3,679,000.0000 153,904.78 07/31/2009 12X4208 1208815 09/30/2035 02000 5.019998400 115,711,000.0000 4,840,575.29 07/31/2009 12X4208 1208815 09/30/2032 02001 5.029999200 23,543,000.0000 986,843.93 07/31/2009 12X4208 1208815 09/30/2033 02001 5.029999200 9,702,000.0000 406,675.44 07/31/2009 12X4208 1208815 09/30/2036 02001 5.029999200 115,452,000.0000 4,839,362.23 07/31/2009 12X4208 1208815 09/30/2032 02002 4.780000800 29,550,000.0000 1,177,075.20 07/31/2009 12X4208 1208815 09/30/2033 02002 4.780000800 11,948,000.0000 475,928.75 07/31/2009 12X4208 1208815 09/30/2037 02002 4.780000800 84,966,000.0000 3,384,479.57 07/31/2009 12X4208 1208815 09/30/2032 02003 4.600000800 21,833,000.0000 836,931.81 07/31/2009 12X4208 1208815 09/30/2033 02003 4.600000800 10,699,000.0000 410,128.40 07/31/2009 12X4208 1208815 09/30/2038 02003 4.600000800 98,103,000.0000 3,760,615.65 07/31/2009 12X4208 1208815 09/30/2032 02004 3.949999200 1,426,000.0000 46,939.16 07/31/2009 12X4208 1208815 09/30/2033 02004 3.949999200 415,000.0000 13,660.41 07/31/2009 12X4208 1208815 09/30/2039 02004 3.949999200 30,566,000.0000 1,006,130.63 07/31/2009 12X4208 1208815 09/30/2032 02005 4.520001600 39,012,000.0000 1,469,452.52 07/31/2009 12X4208 1208815 09/30/2033 02005 4.520001600 13,582,000.0000 511,588.85 07/31/2009 12X4208 1208815 09/30/2040 02005 4.520001600 133,012,000.0000 5,010,120.44 07/31/2009 12X4208 1208815 09/30/2032 02006 4.629999600 62,254,000.0000 2,401,966.63 07/31/2009 12X4208 1208815 09/30/2033 02006 4.629999600 23,789,000.0000 917,858.84 07/31/2009 12X4208 1208815 09/30/2041 02006 4.629999600 133,259,000.0000 5,141,575.97 07/31/2009 12X4208 1208815 09/30/2032 02007 5.169999600 22,101,000.0000 952,184.68 07/31/2009 12X4208 1208815 09/30/2033 02007 5.169999600 26,544,000.0000 1,143,603.91 07/31/2009 12X4208 1208815 09/30/2032 02008 5.010001200 20,727,500.0000 865,373.33 07/31/2009 12X4208 1208815 09/30/2033 02008 5.010001200 58,919,000.0000 2,459,868.84 07/31/2009 12X4208 1208815 09/30/2033 02009 5.010001200 4,119,000.0000 171,968.29 07/31/2009 ------------------------ ---------------------- 1,611,783,300.0000 68,195,982.63 870 SUB-COHORT 12X4208 1208870 09/30/2036 02001 5.109998400 469,787,000.0000 20,005,090.15 07/31/2009 12X4208 1208870 09/30/2040 02001 5.109998400 3,110,000.0000 132,434.13 07/31/2009 12X4208 1208870 09/30/2037 02002 4.790001600 713,707,000.0000 28,488,813.93 07/31/2009 12X4208 1208870 09/30/2040 02002 4.790001600 3,538,000.0000 141,225.21 07/31/2009 12X4208 1208870 09/30/2038 02003 4.740001200 979,170,000.0000 38,677,224.79 07/31/2009 12X4208 1208870 09/30/2040 02003 4.740001200 176,784,000.0000 6,982,969.77 07/31/2009 12X4208 1208870 09/30/2041 02003 4.740001200 7,978,000.0000 315,131.08 07/31/2009 12X4208 1208870 09/30/2039 02004 4.730000400 818,473,000.0000 32,261,480.14 07/31/2009 12X4208 1208870 09/30/2040 02004 4.730000400 264,671,000.0000 10,432,449.47 07/31/2009 12X4208 1208870 09/30/2041 02004 4.730000400 84,948,000.0000 3,348,367.28 07/31/2009 12X4208 1208870 09/30/2040 02005 4.910000400 789,136,200.0000 32,288,825.48 07/31/2009 12X4208 1208870 09/30/2041 02005 4.910000400 123,008,000.0000 5,033,077.74 07/31/2009 12X4208 1208870 09/30/2040 02006 4.899999600 248,076,000.0000 10,129,769.17 07/31/2009 12X4208 1208870 09/30/2041 02006 4.899999600 564,296,000.0000 23,042,084.79 07/31/2009 12X4208 1208870 09/30/2040 02007 4.989999600 358,800,000.0000 14,920,098.80 07/31/2009 12X4208 1208870 09/30/2041 02007 4.899999600 313,734,000.0000 12,810,803.95 07/31/2009 12X4208 1208870 09/30/2042 02007 4.989999600 129,262,000.0000 5,375,144.40 07/31/2009 ------------------------ ---------------------- 6,048,478,200.0000 244,384,990.28 820 SUB-COHORT 12X4208 1208820 09/30/2028 01993 6.649999200 21,563,000.0000 1,194,949.44 07/31/2009 12X4208 1208820 09/30/2042 01993 6.649999200 450,000.0000 24,937.50 07/31/2009 12X4208 1208820 09/30/2030 01995 5.990000400 5,735,000.0000 286,272.10 07/31/2009 12X4208 1208820 09/30/2031 01996 5.950000800 2,702,000.0000 133,974.18 07/31/2009 12X4208 1208820 09/30/2032 01997 5.749999200 16,295,000.0000 780,801.97 07/31/2009 12X4208 1208820 09/30/2042 01997 5.749999200 515,000.0000 24,677.08 07/31/2009 12X4208 1208820 09/30/2033 01998 5.799999600 6,270,000.0000 303,049.98 07/31/2009 12X4208 1208820 09/30/2035 02000 5.490000000 361,000.0000 16,515.75 07/31/2009 12X4208 1208820 09/30/2042 02000 5.490000000 22,000.0000 1,006.50 07/31/2009 12X4208 1208820 09/30/2037 02002 4.560001200 6,935,000.0000 263,530.07 07/31/2009 12X4208 1208820 09/30/2042 02002 4.560001200 324,700.0000 12,338.60 07/31/2009 12X4208 1208820 09/30/2043 02002 4.560001200 131,000.0000 4,978.00 07/31/2009 12X4208 1208820 09/30/2038 02003 4.770000000 28,113,000.0000 1,117,491.75 07/31/2009 12X4208 1208820 09/30/2042 02003 4.770000000 1,303,000.0000 51,794.25 07/31/2009 12X4208 1208820 09/30/2043 02003 4.770000000 763,000.0000 30,329.25 07/31/2009 12X4208 1208820 09/30/2039 02004 4.700001600 23,646,000.0000 926,135.32 07/31/2009 12X4208 1208820 09/30/2042 02004 4.700001600 2,043,000.0000 80,017.53 07/31/2009 12X4208 1208820 09/30/2043 02004 4.700001600 1,237,000.0000 48,449.18 07/31/2009 12X4208 1208820 09/30/2040 02005 4.979998800 30,926,302.0000 1,283,441.22 07/31/2009 12X4208 1208820 09/30/2042 02005 4.979998800 10,465,000.0000 434,297.40 07/31/2009 12X4208 1208820 09/30/2043 02005 4.979998800 4,437,000.0000 184,135.46 07/31/2009 12X4208 1208820 09/30/2041 02006 5.069998800 1,938,000.0000 81,880.48 07/31/2009 12X4208 1208820 09/30/2042 02006 5.069998800 4,218,500.0000 178,231.58 07/31/2009 12X4208 1208820 09/30/2043 02006 5.069998800 2,259,000.0000 95,442.73 07/31/2009 ------------------------ ---------------------- 172,652,502.0000 7,558,677.32 825 SUB-COHORT 12X4208 1208825 09/30/2028 01993 6.810001200 3,940,000.0000 223,595.04 07/31/2009 12X4208 1208825 09/30/2029 01994 6.069999600 12,700.0000 642.41 07/31/2009 12X4208 1208825 09/30/2042 01994 6.069999600 15,000.0000 758.75 07/31/2009 12X4208 1208825 09/30/2030 01995 6.189998400 2,970,000.0000 153,202.46 07/31/2009 12X4208 1208825 09/30/2042 01995 6.189998400 270,000.0000 13,927.50 07/31/2009 12X4208 1208825 09/30/2043 01995 6.189998400 137,000.0000 7,066.91 07/31/2009 12X4208 1208825 09/30/2033 01998 5.180000400 129,600.0000 5,594.40 07/31/2009 12X4208 1208825 09/30/2042 01998 5.180000400 5,000.0000 215.83 07/31/2009 12X4208 1208825 09/30/2043 01999 5.180000400 2,650.0000 114.39 07/31/2009 12X4208 1208825 09/30/2035 02000 4.950000000 91,000.0000 3,753.75 07/31/2009 12X4208 1208825 09/30/2042 02000 4.950000000 15,000.0000 618.75 07/31/2009 12X4208 1208825 09/30/2043 02000 4.950000000 2,000.0000 82.50 07/31/2009 12X4208 1208825 09/30/2036 02001 5.069998800 94,000.0000 3,971.50 07/31/2009 12X4208 1208825 09/30/2042 02001 5.069998800 314,000.0000 13,266.50 07/31/2009 12X4208 1208825 09/30/2043 02001 5.069998800 119,000.0000 5,027.75 07/31/2009 12X4208 1208825 09/30/2042 02002 4.460000400 128,000.0000 4,757.33 07/31/2009 12X4208 1208825 09/30/2043 02002 4.460000400 6,000.0000 223.00 07/31/2009 12X4208 1208825 09/30/2038 02003 4.349998800 115,000.0000 4,168.75 07/31/2009 12X4208 1208825 09/30/2042 02003 4.349998800 149,000.0000 5,401.25 07/31/2009 12X4208 1208825 09/30/2043 02003 4.349998800 30,000.0000 1,087.50 07/31/2009 12X4208 1208825 09/30/2039 02004 4.280000400 1,891,000.0000 67,445.67 07/31/2009 12X4208 1208825 09/30/2042 02004 4.280000400 438,000.0000 15,622.00 07/31/2009 12X4208 1208825 09/30/2043 02004 4.280000400 112,000.0000 3,994.67 07/31/2009 12X4208 1208825 09/30/2040 02005 4.370000400 1,829,500.0000 66,624.30 07/31/2009 12X4208 1208825 09/30/2042 02005 4.370000400 52,000.0000 1,893.67 07/31/2009 12X4208 1208825 09/30/2043 02005 4.370000400 38,000.0000 1,383.83 07/31/2009 12X4208 1208825 09/30/2041 02006 4.590000000 699,000.0000 26,736.75 07/31/2009 12X4208 1208825 09/30/2042 02006 4.590000000 490,000.0000 18,742.50 07/31/2009 12X4208 1208825 09/30/2043 02006 4.590000000 184,000.0000 7,038.00 07/31/2009 12X4208 1208825 09/30/2042 02007 4.590000000 33,000.0000 1,262.25 07/31/2009 12X4208 1208825 09/30/2043 02007 4.590000000 23,000.0000 879.75 07/31/2009 ------------------------ ---------------------- 14,334,450.0000 659,099.66 881 SUB-COHORT 12X4208 1208881 09/30/2043 02007 4.880001600 1,000,000.0000 40,666.68 07/31/2009 12X4208 1208881-0 09/30/2042 02007 4.880001600 17,984,579.7900 731,373.15 07/31/2009 12X4208 1208881-N 09/30/2042 02007 4.880001600 41,441,126.7000 1,685,273.04 07/31/2009 12X4208 1208881 09/30/2044 02009 4.880001600 27,625,135.0000 1,123,422.53 07/31/2009 ------------------------ ---------------------- 88,050,841.4900 3,580,735.40 821 SUB-COHORT 12X4208 1208821 09/30/2042 02007 5.159998800 7,728,250.0000 332,314.67 07/31/2009 12X4208 1208821 09/30/2043 02007 5.159998800 7,930,000.0000 340,989.92 07/31/2009 12X4208 1208821 09/30/2042 02008 4.950000000 519,750.0000 21,439.69 07/31/2009 12X4208 1208821 09/30/2043 02008 4.950000000 8,522,000.0000 351,532.50 07/31/2009 12X4208 1208821 09/30/2043 02009 4.950000000 2,713,000.0000 112,284.29 07/31/2009 ------------------------ ---------------------- 27,413,000.0000 1,158,561.07 871 SUB-COHORT 12X4208 1208871 09/30/2042 02005 4.449999600 44,400,000.0000 1,646,499.85 07/31/2009 12X4208 1208871 09/30/2041 02006 4.910000400 12,479,000.0000 510,599.12 07/31/2009 12X4208 1208871 09/30/2042 02006 4.910000400 54,200,000.0000 2,217,683.51 07/31/2009 12X4208 1208871 09/30/2042 02008 4.910000400 4,930,770.0000 201,750.69 07/31/2009 ------------------------ ---------------------- 116,009,770.0000 4,576,533.17 880 SUB-COHORT 12X4208 1208880 09/30/2041 02006 4.849999200 20,259,735.0000 818,830.82 07/31/2009 12X4208 1208880 09/30/2042 02006 4.849999200 1,007,000.0000 40,699.58 07/31/2009 12X4208 1208880 09/30/2043 02006 4.849999200 250,000.0000 10,104.17 07/31/2009 ------------------------ ---------------------- 21,516,735.0000 869,634.57 ======================== ====================== 14,692,779,232.2200 644,773,791.09 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 12X4208 1208810 09/30/2040 02005 06/25/2009 INT + 0.0000 24,009.09 478613 1208815 09/30/2032 02007 06/25/2009 INT + 0.0000 336.04 478611 1208815 09/30/2040 02005 06/25/2009 INT + 0.0000 34,804.01 478609 1208850 09/30/2042 02007 06/25/2009 INT + 0.0000 2,802.40 478607 1208855 09/30/2038 02003 06/25/2009 INT + 0.0000 24,382.80 478601 1208855 09/30/2039 02004 06/25/2009 INT + 0.0000 27,353.49 478603 1208855 09/30/2040 02005 06/25/2009 INT + 0.0000 2,500.19 478605 ------------------------ ---------------------- 0.0000 116,188.02 ======================== ====================== 0.0000 116,188.02