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 1,758,895.80 12/31/2010 12X4215 1215201 09/30/2027 01992 7.490001600 28,500,000.0000 533,662.61 12/31/2010 12X4215 1215201 09/30/2032 01992 7.490001600 13,300,000.0000 249,042.55 12/31/2010 12X4215 1215201 09/30/2034 01992 7.490001600 13,500,000.0000 252,787.55 12/31/2010 12X4215 1215201 09/30/2038 01992 7.490001600 8,613,000.0000 161,278.46 12/31/2010 12X4215 1215201 09/30/2039 01992 7.490001600 4,677,000.0000 87,576.84 12/31/2010 12X4215 1215201 09/30/2040 01992 7.490001600 27,400,000.0000 513,065.11 12/31/2010 12X4215 1215201 09/30/2042 01992 7.490001600 36,500,000.0000 683,462.65 12/31/2010 12X4215 1215201 09/30/2043 01992 7.490001600 60,152,000.0000 1,126,346.44 12/31/2010 12X4215 1215201 09/30/2026 01993 6.670000800 38,818,600.0000 647,300.23 12/31/2010 12X4215 1215201 09/30/2027 01993 6.670000800 163,700,000.0000 2,729,697.83 12/31/2010 12X4215 1215201 09/30/2038 01993 6.670000800 9,728,900.0000 162,229.43 12/31/2010 12X4215 1215201 09/30/2040 01993 6.670000800 30,000,000.0000 500,250.06 12/31/2010 12X4215 1215201 09/30/2042 01993 6.670000800 25,200,000.0000 420,210.05 12/31/2010 12X4215 1215201 09/30/2043 01993 6.670000800 60,842,000.0000 1,014,540.47 12/31/2010 12X4215 1215201 09/30/2027 01994 6.869998800 122,292,000.0000 2,100,364.73 12/31/2010 12X4215 1215201 09/30/2028 01994 6.869998800 243,300,000.0000 4,178,676.77 12/31/2010 12X4215 1215201 09/30/2037 01994 6.869998800 11,000,000.0000 188,924.97 12/31/2010 12X4215 1215201 09/30/2038 01994 6.869998800 10,900,000.0000 187,207.47 12/31/2010 12X4215 1215201 09/30/2040 01994 6.869998800 45,000,000.0000 772,874.87 12/31/2010 12X4215 1215201 09/30/2042 01994 6.869998800 10,450,000.0000 179,478.72 12/31/2010 12X4215 1215201 09/30/2043 01994 6.869998800 2,125,000.0000 36,496.87 12/31/2010 12X4215 1215201 09/30/2028 01995 7.329999600 213,518,500.0000 3,912,726.30 12/31/2010 12X4215 1215201 09/30/2038 01995 7.329999600 4,311,000.0000 78,999.07 12/31/2010 12X4215 1215201 09/30/2039 01995 7.329999600 5,000.0000 91.62 12/31/2010 12X4215 1215201 09/30/2040 01995 7.329999600 27,000,000.0000 494,774.97 12/31/2010 12X4215 1215201 09/30/2042 01995 7.329999600 4,650,000.0000 85,211.25 12/31/2010 12X4215 1215201 09/30/2043 01995 7.329999600 20,390,000.0000 373,646.73 12/31/2010 12X4215 1215201 09/30/2029 01996 6.789999600 162,372,000.0000 2,756,264.54 12/31/2010 12X4215 1215201 09/30/2030 01996 6.789999600 100,000,000.0000 1,697,499.90 12/31/2010 12X4215 1215201 09/30/2037 01996 6.789999600 4,100,000.0000 69,597.50 12/31/2010 12X4215 1215201 09/30/2038 01996 6.789999600 14,424,700.0000 244,859.27 12/31/2010 12X4215 1215201 09/30/2040 01996 6.789999600 28,400,000.0000 482,089.97 12/31/2010 12X4215 1215201 09/30/2042 01996 6.789999600 2,000,000.0000 33,950.00 12/31/2010 12X4215 1215201 09/30/2043 01996 6.789999600 1,594,000.0000 27,058.15 12/31/2010 12X4215 1215201 09/30/2030 01997 6.660000000 42,488,700.0000 707,436.86 12/31/2010 12X4215 1215201 09/30/2031 01997 6.660000000 138,200,000.0000 2,301,030.00 12/31/2010 12X4215 1215201 09/30/2032 01997 6.660000000 5,500,000.0000 91,575.00 12/31/2010 12X4215 1215201 09/30/2037 01997 6.660000000 4,200,000.0000 69,930.00 12/31/2010 12X4215 1215201 09/30/2038 01997 6.660000000 6,367,000.0000 106,010.55 12/31/2010 12X4215 1215201 09/30/2040 01997 6.660000000 20,300,000.0000 337,995.00 12/31/2010 12X4215 1215201 09/30/2041 01997 6.660000000 51,000.0000 849.15 12/31/2010 12X4215 1215201 09/30/2042 01997 6.660000000 12,150,000.0000 202,297.50 12/31/2010 12X4215 1215201 09/30/2043 01997 6.660000000 1,121,000.0000 18,664.65 12/31/2010 12X4215 1215201 09/30/2031 01998 5.940000000 99,857,700.0000 1,482,886.85 12/31/2010 12X4215 1215201 09/30/2032 01998 5.940000000 172,100,000.0000 2,555,685.00 12/31/2010 12X4215 1215201 09/30/2033 01998 5.940000000 7,200,000.0000 106,920.00 12/31/2010 12X4215 1215201 09/30/2037 01998 5.940000000 20,500,000.0000 304,425.00 12/31/2010 12X4215 1215201 09/30/2038 01998 5.940000000 9,722,000.0000 144,371.70 12/31/2010 12X4215 1215201 09/30/2040 01998 5.940000000 27,400,000.0000 406,890.00 12/31/2010 12X4215 1215201 09/30/2042 01998 5.940000000 40,200,000.0000 596,970.00 12/31/2010 12X4215 1215201 09/30/2043 01998 5.940000000 1,614,000.0000 23,967.90 12/31/2010 12X4215 1215201 09/30/2032 01999 5.950000800 74,447,300.0000 1,107,403.74 12/31/2010 12X4215 1215201 09/30/2033 01999 5.950000800 199,000,000.0000 2,960,125.40 12/31/2010 12X4215 1215201 09/30/2034 01999 5.950000800 9,000,000.0000 133,875.02 12/31/2010 12X4215 1215201 09/30/2037 01999 5.950000800 24,200,000.0000 359,975.05 12/31/2010 12X4215 1215201 09/30/2038 01999 5.950000800 10,483,500.0000 155,942.08 12/31/2010 12X4215 1215201 09/30/2040 01999 5.950000800 27,800,000.0000 413,525.06 12/31/2010 12X4215 1215201 09/30/2042 01999 5.950000800 42,850,000.0000 637,393.84 12/31/2010 12X4215 1215201 09/30/2043 01999 5.950000800 2,021,000.0000 30,062.38 12/31/2010 12X4215 1215201 09/30/2033 02000 6.210000000 118,928,100.0000 1,846,358.75 12/31/2010 12X4215 1215201 09/30/2034 02000 6.210000000 236,600,000.0000 3,673,215.00 12/31/2010 12X4215 1215201 09/30/2035 02000 6.210000000 15,000,000.0000 232,875.00 12/31/2010 12X4215 1215201 09/30/2037 02000 6.210000000 3,000,000.0000 46,575.00 12/31/2010 12X4215 1215201 09/30/2038 02000 6.210000000 8,800,500.0000 136,627.76 12/31/2010 12X4215 1215201 09/30/2040 02000 6.210000000 35,700,000.0000 554,242.50 12/31/2010 12X4215 1215201 09/30/2042 02000 6.210000000 76,050,000.0000 1,180,676.25 12/31/2010 12X4215 1215201 09/30/2043 02000 6.210000000 2,303,000.0000 35,754.08 12/31/2010 12X4215 1215201 09/30/2034 02001 5.289998400 180,970,600.0000 2,393,335.46 12/31/2010 12X4215 1215201 09/30/2035 02001 5.289998400 236,000,000.0000 3,121,099.06 12/31/2010 12X4215 1215201 09/30/2036 02001 5.289998400 10,000,000.0000 132,249.96 12/31/2010 12X4215 1215201 09/30/2037 02001 5.289998400 13,200,000.0000 174,569.95 12/31/2010 12X4215 1215201 09/30/2038 02001 5.289998400 8,686,000.0000 114,872.32 12/31/2010 12X4215 1215201 09/30/2040 02001 5.289998400 37,800,000.0000 499,904.85 12/31/2010 12X4215 1215201 09/30/2042 02001 5.289998400 55,400,000.0000 732,664.78 12/31/2010 12X4215 1215201 09/30/2043 02001 5.289998400 2,582,000.0000 34,146.94 12/31/2010 12X4215 1215201 09/30/2035 02002 4.860000000 210,709,600.0000 2,560,121.64 12/31/2010 12X4215 1215201 09/30/2036 02002 4.860000000 233,000,000.0000 2,830,950.00 12/31/2010 12X4215 1215201 09/30/2037 02002 4.860000000 52,000,000.0000 631,800.00 12/31/2010 12X4215 1215201 09/30/2038 02002 4.860000000 46,350,100.0000 563,153.72 12/31/2010 12X4215 1215201 09/30/2039 02002 4.860000000 4,000.0000 48.60 12/31/2010 12X4215 1215201 09/30/2040 02002 4.860000000 36,200,000.0000 439,830.00 12/31/2010 12X4215 1215201 09/30/2042 02002 4.860000000 30,370,000.0000 368,995.50 12/31/2010 12X4215 1215201 09/30/2043 02002 4.860000000 10,234,000.0000 124,343.10 12/31/2010 12X4215 1215201 09/30/2036 02003 4.500000000 227,723,100.0000 2,561,884.88 12/31/2010 12X4215 1215201 09/30/2037 02003 4.500000000 271,000,000.0000 3,048,750.00 12/31/2010 12X4215 1215201 09/30/2038 02003 4.500000000 115,557,000.0000 1,300,016.25 12/31/2010 12X4215 1215201 09/30/2039 02003 4.500000000 10,675,000.0000 120,093.75 12/31/2010 12X4215 1215201 09/30/2040 02003 4.500000000 25,831,000.0000 290,598.75 12/31/2010 12X4215 1215201 09/30/2041 02003 4.500000000 6,000,000.0000 67,500.00 12/31/2010 12X4215 1215201 09/30/2042 02003 4.500000000 19,900,000.0000 223,875.00 12/31/2010 12X4215 1215201 09/30/2043 02003 4.500000000 3,515,000.0000 39,543.75 12/31/2010 12X4215 1215201 09/30/2037 02004 4.669999200 441,372,200.0000 5,153,019.55 12/31/2010 12X4215 1215201 09/30/2038 02004 4.669999200 330,310,000.0000 3,856,368.59 12/31/2010 12X4215 1215201 09/30/2039 02004 4.669999200 17,413,000.0000 203,296.74 12/31/2010 12X4215 1215201 09/30/2040 02004 4.669999200 50,009,000.0000 583,854.97 12/31/2010 12X4215 1215201 09/30/2041 02004 4.669999200 3,753,000.0000 43,816.27 12/31/2010 12X4215 1215201 09/30/2042 02004 4.669999200 114,750,000.0000 1,339,706.02 12/31/2010 12X4215 1215201 09/30/2043 02004 4.669999200 4,432,000.0000 51,743.59 12/31/2010 12X4215 1215201 09/30/2038 02005 4.560001200 549,314,100.0000 6,262,182.39 12/31/2010 12X4215 1215201 09/30/2039 02005 4.560001200 278,957,000.0000 3,180,110.64 12/31/2010 12X4215 1215201 09/30/2040 02005 4.560001200 57,158,000.0000 651,601.37 12/31/2010 12X4215 1215201 09/30/2041 02005 4.560001200 3,802,000.0000 43,342.81 12/31/2010 12X4215 1215201 09/30/2042 02005 4.560001200 8,145,000.0000 92,853.02 12/31/2010 12X4215 1215201 09/30/2043 02005 4.560001200 3,895,000.0000 44,403.01 12/31/2010 12X4215 1215201 09/30/2039 02006 4.870000800 724,445,000.0000 8,820,119.32 12/31/2010 12X4215 1215201 09/30/2040 02006 4.870000800 229,682,000.0000 2,796,378.81 12/31/2010 12X4215 1215201 09/30/2041 02006 4.870000800 13,170,000.0000 160,344.78 12/31/2010 12X4215 1215201 09/30/2042 02006 4.870000800 47,654,900.0000 580,198.50 12/31/2010 12X4215 1215201 09/30/2043 02006 4.870000800 4,128,000.0000 50,258.41 12/31/2010 12X4215 1215201 09/30/2040 02007 4.780000800 869,368,000.0000 10,388,949.34 12/31/2010 12X4215 1215201 09/30/2041 02007 4.780000800 166,241,000.0000 1,986,580.28 12/31/2010 12X4215 1215201 09/30/2042 02007 4.780000800 47,218,000.0000 564,255.19 12/31/2010 12X4215 1215201 09/30/2043 02007 4.780000800 4,580,000.0000 54,731.01 12/31/2010 12X4215 1215201 09/30/2044 02007 4.780000800 6,000.0000 71.70 12/31/2010 12X4215 1215201 09/30/2041 02008 4.200001200 853,356,000.0000 8,960,240.56 12/31/2010 12X4215 1215201 09/30/2042 02008 4.200001200 201,621,197.0000 2,117,023.17 12/31/2010 12X4215 1215201 09/30/2043 02008 4.200001200 19,995,000.0000 209,947.56 12/31/2010 12X4215 1215201 09/30/2044 02008 4.200001200 122,000.0000 1,281.00 12/31/2010 12X4215 1215201 09/30/2042 02009 3.620001600 1,108,465,818.0000 10,031,620.09 12/31/2010 12X4215 1215201 09/30/2043 02009 3.620001600 274,331,000.0000 2,482,696.65 12/31/2010 12X4215 1215201 09/30/2044 02009 3.620001600 2,626,000.0000 23,765.31 12/31/2010 12X4215 1215201 09/30/2043 02010 3.729999600 1,710,254,000.0000 15,948,116.84 12/31/2010 12X4215 1215201 09/30/2044 02010 3.729999600 247,419,000.0000 2,307,181.93 12/31/2010 12X4215 1215201 09/30/2044 02011 3.729999600 93,651,000.0000 873,295.48 12/31/2010 ------------------------ ---------------------- 13,463,203,115.0000 163,941,374.98 202 SUB-COHORT 12X4215 1215202 09/30/2021 01992 7.490001600 135,726.0000 2,541.47 12/31/2010 12X4215 1215202 09/30/2022 01992 7.490001600 20,000.0000 374.50 12/31/2010 12X4215 1215202 09/30/2027 01992 7.490001600 76,700.0000 1,436.21 12/31/2010 12X4215 1215202 09/30/2029 01992 7.490001600 3,000.0000 56.18 12/31/2010 12X4215 1215202 09/30/2021 01993 6.660000000 231,000.0000 3,846.15 12/31/2010 12X4215 1215202 09/30/2026 01993 6.660000000 18,000.0000 299.70 12/31/2010 12X4215 1215202 09/30/2027 01993 6.660000000 72,900.0000 1,213.79 12/31/2010 12X4215 1215202 09/30/2029 01993 6.660000000 110,000.0000 1,831.50 12/31/2010 12X4215 1215202 09/30/2019 01994 6.819998400 1,395,000.0000 23,784.74 12/31/2010 12X4215 1215202 09/30/2026 01994 6.819998400 303,000.0000 5,166.15 12/31/2010 12X4215 1215202 09/30/2029 01994 6.819998400 1,450,000.0000 24,722.49 12/31/2010 12X4215 1215202 09/30/2019 01995 7.189999200 254,800.0000 4,580.03 12/31/2010 12X4215 1215202 09/30/2026 01995 7.189999200 475,000.0000 8,538.12 12/31/2010 12X4215 1215202 09/30/2027 01995 7.189999200 300,000.0000 5,392.50 12/31/2010 12X4215 1215202 09/30/2029 01995 7.189999200 1,550,000.0000 27,861.25 12/31/2010 12X4215 1215202 09/30/2030 01995 7.189999200 244,000.0000 4,385.90 12/31/2010 12X4215 1215202 09/30/2020 01996 6.649999200 1,114,000.0000 18,520.25 12/31/2010 12X4215 1215202 09/30/2026 01996 6.649999200 1,125,000.0000 18,703.12 12/31/2010 12X4215 1215202 09/30/2029 01996 6.649999200 2,500,000.0000 41,562.50 12/31/2010 12X4215 1215202 09/30/2019 01997 6.670000800 815,400.0000 13,596.80 12/31/2010 12X4215 1215202 09/30/2026 01997 6.670000800 1,397,000.0000 23,294.98 12/31/2010 12X4215 1215202 09/30/2027 01997 6.670000800 300,000.0000 5,002.50 12/31/2010 12X4215 1215202 09/30/2029 01997 6.670000800 2,450,000.0000 40,853.75 12/31/2010 12X4215 1215202 09/30/2019 01998 5.829998400 2,487,000.0000 36,248.02 12/31/2010 12X4215 1215202 09/30/2026 01998 5.829998400 2,123,000.0000 30,942.72 12/31/2010 12X4215 1215202 09/30/2029 01998 5.829998400 1,350,000.0000 19,676.24 12/31/2010 12X4215 1215202 09/30/2019 01999 5.789998800 2,136,000.0000 30,918.59 12/31/2010 12X4215 1215202 09/30/2025 01999 5.789998800 60,000.0000 868.50 12/31/2010 12X4215 1215202 09/30/2026 01999 5.789998800 2,273,000.0000 32,901.67 12/31/2010 12X4215 1215202 09/30/2027 01999 5.789998800 7,000.0000 101.32 12/31/2010 12X4215 1215202 09/30/2029 01999 5.789998800 1,350,000.0000 19,541.25 12/31/2010 12X4215 1215202 09/30/2020 02000 6.239998800 431,000.0000 6,723.60 12/31/2010 12X4215 1215202 09/30/2021 02000 6.239998800 2,100,000.0000 32,759.99 12/31/2010 12X4215 1215202 09/30/2026 02000 6.239998800 2,974,000.0000 46,394.39 12/31/2010 12X4215 1215202 09/30/2027 02000 6.239998800 300,000.0000 4,680.00 12/31/2010 12X4215 1215202 09/30/2029 02000 6.239998800 1,400,000.0000 21,840.00 12/31/2010 12X4215 1215202 09/30/2021 02001 5.169999600 1,920,800.0000 24,826.34 12/31/2010 12X4215 1215202 09/30/2022 02001 5.169999600 3,000,000.0000 38,775.00 12/31/2010 12X4215 1215202 09/30/2024 02001 5.169999600 920,000.0000 11,891.00 12/31/2010 12X4215 1215202 09/30/2025 02001 5.169999600 21,400.0000 276.59 12/31/2010 12X4215 1215202 09/30/2026 02001 5.169999600 1,580,000.0000 20,421.50 12/31/2010 12X4215 1215202 09/30/2027 02001 5.169999600 400,000.0000 5,170.00 12/31/2010 12X4215 1215202 09/30/2029 02001 5.169999600 1,650,000.0000 21,326.25 12/31/2010 12X4215 1215202 09/30/2022 02002 4.770000000 1,891,000.0000 22,550.18 12/31/2010 12X4215 1215202 09/30/2023 02002 4.770000000 4,000,000.0000 47,700.00 12/31/2010 12X4215 1215202 09/30/2024 02002 4.770000000 1,862,000.0000 22,204.35 12/31/2010 12X4215 1215202 09/30/2025 02002 4.770000000 5,900.0000 70.36 12/31/2010 12X4215 1215202 09/30/2026 02002 4.770000000 1,697,400.0000 20,241.50 12/31/2010 12X4215 1215202 09/30/2027 02002 4.770000000 500,000.0000 5,962.50 12/31/2010 12X4215 1215202 09/30/2029 02002 4.770000000 2,400,000.0000 28,620.00 12/31/2010 12X4215 1215202 09/30/2023 02003 4.110001200 3,236,000.0000 33,249.91 12/31/2010 12X4215 1215202 09/30/2024 02003 4.110001200 6,500,000.0000 66,787.52 12/31/2010 12X4215 1215202 09/30/2025 02003 4.110001200 670,000.0000 6,884.25 12/31/2010 12X4215 1215202 09/30/2026 02003 4.110001200 703,000.0000 7,223.33 12/31/2010 12X4215 1215202 09/30/2027 02003 4.110001200 500,000.0000 5,137.50 12/31/2010 12X4215 1215202 09/30/2029 02003 4.110001200 2,400,000.0000 24,660.01 12/31/2010 12X4215 1215202 09/30/2024 02004 4.309999200 8,061,000.0000 86,857.26 12/31/2010 12X4215 1215202 09/30/2025 02004 4.309999200 3,560,000.0000 38,358.99 12/31/2010 12X4215 1215202 09/30/2026 02004 4.309999200 1,006,000.0000 10,839.65 12/31/2010 12X4215 1215202 09/30/2027 02004 4.309999200 500,000.0000 5,387.50 12/31/2010 12X4215 1215202 09/30/2029 02004 4.309999200 3,250,000.0000 35,018.74 12/31/2010 12X4215 1215202 09/30/2025 02005 4.330000800 11,883,900.0000 128,643.24 12/31/2010 12X4215 1215202 09/30/2026 02005 4.330000800 4,005,000.0000 43,354.13 12/31/2010 12X4215 1215202 09/30/2027 02005 4.330000800 773,000.0000 8,367.73 12/31/2010 12X4215 1215202 09/30/2028 02005 4.330000800 15,000.0000 162.38 12/31/2010 12X4215 1215202 09/30/2029 02005 4.330000800 3,550,000.0000 38,428.76 12/31/2010 12X4215 1215202 09/30/2026 02006 4.820000400 12,630,400.0000 152,196.33 12/31/2010 12X4215 1215202 09/30/2027 02006 4.820000400 3,101,000.0000 37,367.05 12/31/2010 12X4215 1215202 09/30/2029 02006 4.820000400 6,275,000.0000 75,613.76 12/31/2010 12X4215 1215202 09/30/2027 02007 4.700001600 12,903,000.0000 151,610.30 12/31/2010 12X4215 1215202 09/30/2028 02007 4.700001600 1,078,000.0000 12,666.50 12/31/2010 12X4215 1215202 09/30/2029 02007 4.700001600 11,439,000.0000 134,408.30 12/31/2010 12X4215 1215202 09/30/2030 02007 4.700001600 20,000.0000 235.00 12/31/2010 12X4215 1215202 09/30/2028 02008 3.849998400 13,265,000.0000 127,675.57 12/31/2010 12X4215 1215202 09/30/2029 02008 3.849998400 6,108,442.0000 58,793.73 12/31/2010 12X4215 1215202 09/30/2030 02008 3.849998400 2,265,000.0000 21,800.62 12/31/2010 12X4215 1215202 09/30/2029 02009 3.309998400 16,449,000.0000 136,115.41 12/31/2010 12X4215 1215202 09/30/2030 02009 3.309998400 3,996,000.0000 33,066.88 12/31/2010 12X4215 1215202 09/30/2031 02009 3.309998400 11,000.0000 91.02 12/31/2010 12X4215 1215202 09/30/2030 02010 3.309998400 20,693,800.0000 171,241.11 12/31/2010 12X4215 1215202 09/30/2031 02010 3.309998400 1,834,000.0000 15,176.34 12/31/2010 12X4215 1215202 09/30/2031 02011 3.039998400 2,449,000.0000 18,612.39 12/31/2010 ------------------------ ---------------------- 222,310,568.0000 2,517,227.65 203 SUB-COHORT 12X4215 1215203 09/30/2042 01992 7.570000800 30,280,000.0000 573,049.06 12/31/2010 12X4215 1215203 09/30/2040 01993 6.660000000 204,000.0000 3,396.60 12/31/2010 12X4215 1215203 09/30/2042 01993 6.660000000 32,758,000.0000 545,420.70 12/31/2010 12X4215 1215203 09/30/2043 01993 6.660000000 220,000.0000 3,663.00 12/31/2010 12X4215 1215203 09/30/2042 01994 6.789999600 28,944,000.0000 491,324.37 12/31/2010 12X4215 1215203 09/30/2043 01994 6.789999600 198,000.0000 3,361.05 12/31/2010 12X4215 1215203 09/30/2043 01997 6.660000000 9,028,000.0000 150,316.20 12/31/2010 12X4215 1215203 09/30/2031 01998 5.979999600 2,440,000.0000 36,478.00 12/31/2010 12X4215 1215203 09/30/2032 01998 5.979999600 963,000.0000 14,396.85 12/31/2010 12X4215 1215203 09/30/2038 01998 5.979999600 2,700.0000 40.36 12/31/2010 12X4215 1215203 09/30/2042 01998 5.979999600 4,050,000.0000 60,547.50 12/31/2010 12X4215 1215203 09/30/2043 01998 5.979999600 6,000.0000 89.70 12/31/2010 12X4215 1215203 09/30/2032 01999 5.810000400 613,000.0000 8,903.83 12/31/2010 12X4215 1215203 09/30/2042 01999 5.810000400 5,000,000.0000 72,625.01 12/31/2010 12X4215 1215203 09/30/2043 01999 5.810000400 674,000.0000 9,789.85 12/31/2010 12X4215 1215203 09/30/2033 02000 6.350000400 2,346,000.0000 37,242.75 12/31/2010 12X4215 1215203 09/30/2042 02000 6.350000400 627,000.0000 9,953.63 12/31/2010 12X4215 1215203 09/30/2043 02000 6.350000400 118,000.0000 1,873.25 12/31/2010 12X4215 1215203 09/30/2034 02001 4.730000400 335,000.0000 3,961.38 12/31/2010 12X4215 1215203 09/30/2042 02001 4.730000400 600,000.0000 7,095.00 12/31/2010 12X4215 1215203 09/30/2035 02002 4.939999200 221,000.0000 2,729.35 12/31/2010 12X4215 1215203 09/30/2042 02002 4.939999200 262,000.0000 3,235.70 12/31/2010 12X4215 1215203 09/30/2036 02003 4.100000400 372,000.0000 3,813.00 12/31/2010 12X4215 1215203 09/30/2042 02003 4.100000400 105,000.0000 1,076.25 12/31/2010 12X4215 1215203 09/30/2037 02004 3.949999200 316,000.0000 3,120.50 12/31/2010 12X4215 1215203 09/30/2042 02004 3.949999200 72,000.0000 711.00 12/31/2010 12X4215 1215203 09/30/2038 02005 3.880000800 582,000.0000 5,645.40 12/31/2010 12X4215 1215203 09/30/2042 02005 3.880000800 220,000.0000 2,134.00 12/31/2010 12X4215 1215203 09/30/2039 02006 4.839998400 388,000.0000 4,694.80 12/31/2010 12X4215 1215203 09/30/2042 02006 4.839998400 55,000.0000 665.50 12/31/2010 12X4215 1215203 09/30/2040 02007 4.880001600 146,000.0000 1,781.20 12/31/2010 12X4215 1215203 09/30/2042 02007 4.880001600 37,000.0000 451.40 12/31/2010 12X4215 1215203 09/30/2043 02007 4.880001600 9,200.0000 0.00 12/31/2010 12X4215 1215203 09/30/2041 02008 3.489998400 312,000.0000 2,722.20 12/31/2010 12X4215 1215203 09/30/2042 02008 3.489998400 42,000.0000 366.45 12/31/2010 12X4215 1215203 09/30/2042 02009 3.089998800 938,000.0000 7,246.05 12/31/2010 12X4215 1215203 09/30/2043 02009 3.089998800 127,600.0000 985.71 12/31/2010 12X4215 1215203 09/30/2043 02010 3.089998800 1,594,800.0000 12,319.83 12/31/2010 ------------------------ ---------------------- 125,206,300.0000 2,087,226.43 206 SUB-COHORT 12X4215 1215206 09/30/2027 01992 6.919999200 494,000.0000 8,546.20 12/31/2010 12X4215 1215206 09/30/2028 01992 6.919999200 1,000,000.0000 17,300.00 12/31/2010 12X4215 1215206 09/30/2029 01992 6.919999200 1,800,000.0000 31,140.00 12/31/2010 12X4215 1215206 09/30/2035 01992 6.919999200 1,600,000.0000 27,680.00 12/31/2010 12X4215 1215206 09/30/2037 01992 6.919999200 39,000.0000 674.70 12/31/2010 12X4215 1215206 09/30/2038 01992 6.919999200 360,000.0000 6,228.00 12/31/2010 12X4215 1215206 09/30/2042 01992 6.919999200 781,000.0000 13,511.30 12/31/2010 12X4215 1215206 09/30/2028 01993 7.049998800 1,878,000.0000 33,099.74 12/31/2010 12X4215 1215206 09/30/2029 01993 7.049998800 1,993,000.0000 35,126.62 12/31/2010 12X4215 1215206 09/30/2030 01993 7.049998800 1,300,000.0000 22,912.50 12/31/2010 12X4215 1215206 09/30/2038 01993 7.049998800 488,000.0000 8,601.00 12/31/2010 12X4215 1215206 09/30/2042 01993 7.049998800 1,300,000.0000 22,912.50 12/31/2010 12X4215 1215206 09/30/2043 01994 6.990001200 6,948,200.0000 121,419.82 12/31/2010 12X4215 1215206 09/30/2029 01995 6.950001600 1,448,000.0000 25,159.01 12/31/2010 12X4215 1215206 09/30/2030 01995 6.950001600 2,000,000.0000 34,750.01 12/31/2010 12X4215 1215206 09/30/2033 01995 6.950001600 1,200,000.0000 20,850.00 12/31/2010 12X4215 1215206 09/30/2035 01995 6.950001600 310,000.0000 5,386.25 12/31/2010 12X4215 1215206 09/30/2038 01995 6.950001600 195,000.0000 3,388.13 12/31/2010 12X4215 1215206 09/30/2042 01995 6.950001600 1,600,000.0000 27,800.01 12/31/2010 12X4215 1215206 09/30/2030 01996 6.419998800 987,000.0000 15,841.35 12/31/2010 12X4215 1215206 09/30/2031 01996 6.419998800 1,375,000.0000 22,068.75 12/31/2010 12X4215 1215206 09/30/2032 01996 6.419998800 2,000,000.0000 32,099.99 12/31/2010 12X4215 1215206 09/30/2034 01996 6.419998800 50,000.0000 802.50 12/31/2010 12X4215 1215206 09/30/2035 01996 6.419998800 400,000.0000 6,420.00 12/31/2010 12X4215 1215206 09/30/2038 01996 6.419998800 437,000.0000 7,013.85 12/31/2010 12X4215 1215206 09/30/2042 01996 6.419998800 2,550,000.0000 40,927.49 12/31/2010 12X4215 1215206 09/30/2030 01997 6.040000800 734,800.0000 11,095.48 12/31/2010 12X4215 1215206 09/30/2031 01997 6.040000800 3,000,000.0000 45,300.01 12/31/2010 12X4215 1215206 09/30/2032 01997 6.040000800 1,000,000.0000 15,100.00 12/31/2010 12X4215 1215206 09/30/2033 01997 6.040000800 700,000.0000 10,570.00 12/31/2010 12X4215 1215206 09/30/2035 01997 6.040000800 400,000.0000 6,040.00 12/31/2010 12X4215 1215206 09/30/2038 01997 6.040000800 317,000.0000 4,786.70 12/31/2010 12X4215 1215206 09/30/2042 01997 6.040000800 2,100,000.0000 31,710.00 12/31/2010 12X4215 1215206 09/30/2032 01998 5.979999600 2,918,600.0000 43,633.07 12/31/2010 12X4215 1215206 09/30/2033 01998 5.979999600 800,000.0000 11,960.00 12/31/2010 12X4215 1215206 09/30/2035 01998 5.979999600 1,000,000.0000 14,950.00 12/31/2010 12X4215 1215206 09/30/2038 01998 5.979999600 257,000.0000 3,842.15 12/31/2010 12X4215 1215206 09/30/2040 01998 5.979999600 827,000.0000 12,363.65 12/31/2010 12X4215 1215206 09/30/2042 01998 5.979999600 706,000.0000 10,554.70 12/31/2010 12X4215 1215206 09/30/2043 01998 5.979999600 782,000.0000 11,690.90 12/31/2010 12X4215 1215206 09/30/2034 01999 5.690001600 224,000.0000 3,186.40 12/31/2010 12X4215 1215206 09/30/2035 01999 5.690001600 3,000,000.0000 42,675.01 12/31/2010 12X4215 1215206 09/30/2036 01999 5.690001600 1,000,000.0000 14,225.00 12/31/2010 12X4215 1215206 09/30/2037 01999 5.690001600 3,400,000.0000 48,365.01 12/31/2010 12X4215 1215206 09/30/2038 01999 5.690001600 755,000.0000 10,739.88 12/31/2010 12X4215 1215206 09/30/2040 01999 5.690001600 400,000.0000 5,690.00 12/31/2010 12X4215 1215206 09/30/2042 01999 5.690001600 1,250,000.0000 17,781.26 12/31/2010 12X4215 1215206 09/30/2035 02000 5.349999600 3,454,000.0000 46,197.25 12/31/2010 12X4215 1215206 09/30/2036 02000 5.349999600 3,700,000.0000 49,487.50 12/31/2010 12X4215 1215206 09/30/2037 02000 5.349999600 2,616,000.0000 34,989.00 12/31/2010 12X4215 1215206 09/30/2038 02000 5.349999600 628,000.0000 8,399.50 12/31/2010 12X4215 1215206 09/30/2039 02000 5.349999600 2,071,000.0000 27,699.62 12/31/2010 12X4215 1215206 09/30/2042 02000 5.349999600 2,450,000.0000 32,768.75 12/31/2010 12X4215 1215206 09/30/2036 02001 5.159998800 1,124,000.0000 14,499.60 12/31/2010 12X4215 1215206 09/30/2037 02001 5.159998800 6,400,000.0000 82,559.98 12/31/2010 12X4215 1215206 09/30/2038 02001 5.159998800 2,748,000.0000 35,449.19 12/31/2010 12X4215 1215206 09/30/2039 02001 5.159998800 1,593,000.0000 20,549.70 12/31/2010 12X4215 1215206 09/30/2040 02001 5.159998800 388,000.0000 5,005.20 12/31/2010 12X4215 1215206 09/30/2041 02001 5.159998800 148,000.0000 1,909.20 12/31/2010 12X4215 1215206 09/30/2042 02001 5.159998800 3,287,000.0000 42,402.29 12/31/2010 12X4215 1215206 09/30/2043 02001 5.159998800 1,370,000.0000 17,673.00 12/31/2010 12X4215 1215206 09/30/2037 02002 4.960000800 3,756,000.0000 46,574.41 12/31/2010 12X4215 1215206 09/30/2038 02002 4.960000800 7,200,000.0000 89,280.01 12/31/2010 12X4215 1215206 09/30/2039 02002 4.960000800 1,572,000.0000 19,492.80 12/31/2010 12X4215 1215206 09/30/2040 02002 4.960000800 1,812,000.0000 22,468.80 12/31/2010 12X4215 1215206 09/30/2041 02002 4.960000800 105,000.0000 1,302.00 12/31/2010 12X4215 1215206 09/30/2042 02002 4.960000800 2,950,000.0000 36,580.01 12/31/2010 12X4215 1215206 09/30/2043 02002 4.960000800 942,000.0000 11,680.80 12/31/2010 12X4215 1215206 09/30/2044 02002 4.960000800 584,000.0000 7,241.60 12/31/2010 12X4215 1215206 09/30/2037 02003 4.780000800 947,000.0000 11,316.65 12/31/2010 12X4215 1215206 09/30/2038 02003 4.780000800 1,787,000.0000 21,354.65 12/31/2010 12X4215 1215206 09/30/2039 02003 4.780000800 4,394,000.0000 52,508.31 12/31/2010 12X4215 1215206 09/30/2040 02003 4.780000800 1,085,000.0000 12,965.75 12/31/2010 12X4215 1215206 09/30/2041 02003 4.780000800 5,590,000.0000 66,800.51 12/31/2010 12X4215 1215206 09/30/2042 02003 4.780000800 7,405,200.0000 88,492.15 12/31/2010 12X4215 1215206 09/30/2043 02003 4.780000800 1,036,000.0000 12,380.20 12/31/2010 12X4215 1215206 09/30/2044 02003 4.780000800 180,000.0000 2,151.00 12/31/2010 12X4215 1215206 09/30/2038 02004 4.579999200 72,000.0000 824.40 12/31/2010 12X4215 1215206 09/30/2039 02004 4.579999200 2,959,000.0000 33,880.54 12/31/2010 12X4215 1215206 09/30/2040 02004 4.579999200 6,584,000.0000 75,386.79 12/31/2010 12X4215 1215206 09/30/2041 02004 4.579999200 1,165,000.0000 13,339.25 12/31/2010 12X4215 1215206 09/30/2042 02004 4.579999200 5,043,000.0000 57,742.34 12/31/2010 12X4215 1215206 09/30/2043 02004 4.579999200 1,126,000.0000 12,892.70 12/31/2010 12X4215 1215206 09/30/2038 02005 4.770000000 226,300.0000 2,698.63 12/31/2010 12X4215 1215206 09/30/2039 02005 4.770000000 586,000.0000 6,988.05 12/31/2010 12X4215 1215206 09/30/2040 02005 4.770000000 5,203,000.0000 62,045.78 12/31/2010 12X4215 1215206 09/30/2041 02005 4.770000000 4,534,000.0000 54,067.95 12/31/2010 12X4215 1215206 09/30/2042 02005 4.770000000 3,033,000.0000 36,168.53 12/31/2010 12X4215 1215206 09/30/2043 02005 4.770000000 1,950,000.0000 23,253.75 12/31/2010 12X4215 1215206 09/30/2044 02005 4.770000000 264,000.0000 0.00 12/31/2010 12X4215 1215206 09/30/2040 02006 4.929998400 1,875,700.0000 23,117.99 12/31/2010 12X4215 1215206 09/30/2041 02006 4.929998400 2,027,000.0000 24,982.77 12/31/2010 12X4215 1215206 09/30/2042 02006 4.929998400 1,482,000.0000 18,265.64 12/31/2010 12X4215 1215206 09/30/2043 02006 4.929998400 2,763,000.0000 34,053.96 12/31/2010 12X4215 1215206 09/30/2044 02006 4.929998400 97,000.0000 0.00 12/31/2010 12X4215 1215206 09/30/2040 02007 5.150001600 1,115,300.0000 14,359.49 12/31/2010 12X4215 1215206 09/30/2041 02007 5.150001600 1,027,000.0000 13,222.63 12/31/2010 12X4215 1215206 09/30/2042 02007 5.150001600 2,071,000.0000 26,664.13 12/31/2010 12X4215 1215206 09/30/2043 02007 5.150001600 7,216,000.0000 92,906.03 12/31/2010 12X4215 1215206 09/30/2044 02007 5.150001600 136,000.0000 1,751.00 12/31/2010 12X4215 1215206 09/30/2041 02008 5.100001200 652,700.0000 8,321.93 12/31/2010 12X4215 1215206 09/30/2042 02008 5.100001200 484,000.0000 6,171.00 12/31/2010 12X4215 1215206 09/30/2043 02008 5.100001200 254,500.0000 3,244.88 12/31/2010 12X4215 1215206 09/30/2042 02009 4.899999600 2,146,000.0000 26,288.50 12/31/2010 12X4215 1215206 09/30/2043 02009 4.899999600 2,314,000.0000 28,346.50 12/31/2010 12X4215 1215206 09/30/2044 02009 4.899999600 408,000.0000 4,998.00 12/31/2010 12X4215 1215206 09/30/2043 02010 4.899999600 2,175,900.0000 26,654.77 12/31/2010 12X4215 1215206 09/30/2044 02010 4.899999600 177,000.0000 2,168.25 12/31/2010 ------------------------ ---------------------- 194,594,200.0000 2,624,904.55 207 SUB-COHORT 12X4215 1215207 09/30/2043 01992 6.819998400 54,550,000.0000 930,077.28 12/31/2010 12X4215 1215207 09/30/2044 01992 6.819998400 78,100,000.0000 1,331,604.69 12/31/2010 12X4215 1215207 09/30/2045 01992 6.819998400 3,000,000.0000 51,149.99 12/31/2010 12X4215 1215207 09/30/2052 01992 6.819998400 31,000,000.0000 528,549.88 12/31/2010 12X4215 1215207 09/30/2056 01992 6.819998400 12,945,000.0000 220,712.20 12/31/2010 12X4215 1215207 09/30/2057 01992 6.819998400 10,000,000.0000 170,499.96 12/31/2010 12X4215 1215207 09/30/2058 01992 6.819998400 122,000.0000 2,080.10 12/31/2010 12X4215 1215207 09/30/2059 01992 6.819998400 1,250,000.0000 21,312.50 12/31/2010 12X4215 1215207 09/30/2060 01992 6.819998400 9,700,000.0000 165,384.96 12/31/2010 12X4215 1215207 09/30/2044 01993 6.890000400 75,785,000.0000 1,305,396.70 12/31/2010 12X4215 1215207 09/30/2045 01993 6.890000400 54,000,000.0000 930,150.05 12/31/2010 12X4215 1215207 09/30/2052 01993 6.890000400 34,000,000.0000 585,650.03 12/31/2010 12X4215 1215207 09/30/2056 01993 6.890000400 12,513,000.0000 215,536.44 12/31/2010 12X4215 1215207 09/30/2057 01993 6.890000400 9,200,000.0000 158,470.01 12/31/2010 12X4215 1215207 09/30/2058 01993 6.890000400 10,345,000.0000 178,192.64 12/31/2010 12X4215 1215207 09/30/2059 01993 6.890000400 4,750,000.0000 81,818.75 12/31/2010 12X4215 1215207 09/30/2060 01993 6.890000400 3,462,000.0000 59,632.95 12/31/2010 12X4215 1215207 09/30/2045 01994 7.089998400 26,264,000.0000 465,529.29 12/31/2010 12X4215 1215207 09/30/2046 01994 7.089998400 64,000,000.0000 1,134,399.74 12/31/2010 12X4215 1215207 09/30/2052 01994 7.089998400 29,000,000.0000 514,024.88 12/31/2010 12X4215 1215207 09/30/2055 01994 7.089998400 16,510,000.0000 292,639.68 12/31/2010 12X4215 1215207 09/30/2056 01994 7.089998400 9,570,000.0000 169,628.21 12/31/2010 12X4215 1215207 09/30/2057 01994 7.089998400 12,200,000.0000 216,244.95 12/31/2010 12X4215 1215207 09/30/2058 01994 7.089998400 12,651,000.0000 224,238.92 12/31/2010 12X4215 1215207 09/30/2059 01994 7.089998400 7,600,000.0000 134,709.97 12/31/2010 12X4215 1215207 09/30/2060 01994 7.089998400 2,589,000.0000 45,890.01 12/31/2010 12X4215 1215207 09/30/2046 01995 6.710000400 41,270,000.0000 692,304.29 12/31/2010 12X4215 1215207 09/30/2048 01995 6.710000400 2,000,000.0000 33,550.00 12/31/2010 12X4215 1215207 09/30/2050 01995 6.710000400 1,000,000.0000 16,775.00 12/31/2010 12X4215 1215207 09/30/2052 01995 6.710000400 14,000,000.0000 234,850.01 12/31/2010 12X4215 1215207 09/30/2055 01995 6.710000400 1,069,000.0000 17,932.48 12/31/2010 12X4215 1215207 09/30/2056 01995 6.710000400 6,695,000.0000 112,308.63 12/31/2010 12X4215 1215207 09/30/2057 01995 6.710000400 2,200,000.0000 36,905.00 12/31/2010 12X4215 1215207 09/30/2058 01995 6.710000400 63,000.0000 1,056.83 12/31/2010 12X4215 1215207 09/30/2059 01995 6.710000400 901,000.0000 15,114.28 12/31/2010 12X4215 1215207 09/30/2060 01995 6.710000400 3,298,000.0000 55,323.95 12/31/2010 12X4215 1215207 09/30/2047 01996 6.459998400 7,936,000.0000 128,166.37 12/31/2010 12X4215 1215207 09/30/2048 01996 6.459998400 29,000,000.0000 468,349.88 12/31/2010 12X4215 1215207 09/30/2052 01996 6.459998400 9,000,000.0000 145,349.96 12/31/2010 12X4215 1215207 09/30/2055 01996 6.459998400 667,600.0000 10,781.74 12/31/2010 12X4215 1215207 09/30/2056 01996 6.459998400 5,122,000.0000 82,720.28 12/31/2010 12X4215 1215207 09/30/2057 01996 6.459998400 3,700,000.0000 59,754.99 12/31/2010 12X4215 1215207 09/30/2058 01996 6.459998400 19,000.0000 306.85 12/31/2010 12X4215 1215207 09/30/2059 01996 6.459998400 61,000.0000 985.15 12/31/2010 12X4215 1215207 09/30/2060 01996 6.459998400 5,851,000.0000 94,493.63 12/31/2010 12X4215 1215207 09/30/2048 01997 5.950000800 18,810,000.0000 279,798.79 12/31/2010 12X4215 1215207 09/30/2049 01997 5.950000800 17,000,000.0000 252,875.03 12/31/2010 12X4215 1215207 09/30/2050 01997 5.950000800 1,000,000.0000 14,875.00 12/31/2010 12X4215 1215207 09/30/2051 01997 5.950000800 1,000,000.0000 14,875.00 12/31/2010 12X4215 1215207 09/30/2052 01997 5.950000800 14,000,000.0000 208,250.03 12/31/2010 12X4215 1215207 09/30/2055 01997 5.950000800 1,557,500.0000 23,167.82 12/31/2010 12X4215 1215207 09/30/2056 01997 5.950000800 5,215,000.0000 77,573.14 12/31/2010 12X4215 1215207 09/30/2057 01997 5.950000800 3,600,000.0000 53,550.01 12/31/2010 12X4215 1215207 09/30/2058 01997 5.950000800 651,000.0000 9,683.63 12/31/2010 12X4215 1215207 09/30/2059 01997 5.950000800 606,000.0000 9,014.25 12/31/2010 12X4215 1215207 09/30/2049 01998 5.870001600 25,700,000.0000 377,147.60 12/31/2010 12X4215 1215207 09/30/2050 01998 5.870001600 19,000,000.0000 278,825.08 12/31/2010 12X4215 1215207 09/30/2051 01998 5.870001600 3,000,000.0000 44,025.01 12/31/2010 12X4215 1215207 09/30/2052 01998 5.870001600 6,000,000.0000 88,050.02 12/31/2010 12X4215 1215207 09/30/2053 01998 5.870001600 13,000,000.0000 190,775.05 12/31/2010 12X4215 1215207 09/30/2055 01998 5.870001600 2,342,000.0000 34,368.86 12/31/2010 12X4215 1215207 09/30/2056 01998 5.870001600 591,000.0000 8,672.93 12/31/2010 12X4215 1215207 09/30/2057 01998 5.870001600 4,500,000.0000 66,037.52 12/31/2010 12X4215 1215207 09/30/2058 01998 5.870001600 735,000.0000 10,786.13 12/31/2010 12X4215 1215207 09/30/2059 01998 5.870001600 1,250,000.0000 18,343.76 12/31/2010 12X4215 1215207 09/30/2060 01998 5.870001600 5,923,000.0000 86,920.05 12/31/2010 12X4215 1215207 09/30/2049 01999 5.839999200 1,033,000.0000 15,081.80 12/31/2010 12X4215 1215207 09/30/2050 01999 5.839999200 23,000,000.0000 335,799.95 12/31/2010 12X4215 1215207 09/30/2051 01999 5.839999200 13,000,000.0000 189,799.97 12/31/2010 12X4215 1215207 09/30/2052 01999 5.839999200 8,000,000.0000 116,799.98 12/31/2010 12X4215 1215207 09/30/2053 01999 5.839999200 4,200,000.0000 61,319.99 12/31/2010 12X4215 1215207 09/30/2055 01999 5.839999200 2,898,200.0000 42,313.71 12/31/2010 12X4215 1215207 09/30/2056 01999 5.839999200 1,455,000.0000 21,243.00 12/31/2010 12X4215 1215207 09/30/2057 01999 5.839999200 4,023,000.0000 58,735.79 12/31/2010 12X4215 1215207 09/30/2058 01999 5.839999200 1,546,000.0000 22,571.60 12/31/2010 12X4215 1215207 09/30/2059 01999 5.839999200 2,154,000.0000 31,448.40 12/31/2010 12X4215 1215207 09/30/2060 01999 5.839999200 1,429,000.0000 20,863.40 12/31/2010 12X4215 1215207 09/30/2051 02000 5.590000800 15,732,000.0000 219,854.73 12/31/2010 12X4215 1215207 09/30/2052 02000 5.590000800 24,000,000.0000 335,400.05 12/31/2010 12X4215 1215207 09/30/2053 02000 5.590000800 9,000,000.0000 125,775.02 12/31/2010 12X4215 1215207 09/30/2055 02000 5.590000800 1,420,000.0000 19,844.50 12/31/2010 12X4215 1215207 09/30/2056 02000 5.590000800 2,754,000.0000 38,487.16 12/31/2010 12X4215 1215207 09/30/2057 02000 5.590000800 3,447,000.0000 48,171.83 12/31/2010 12X4215 1215207 09/30/2058 02000 5.590000800 1,053,000.0000 14,715.68 12/31/2010 12X4215 1215207 09/30/2059 02000 5.590000800 4,950,000.0000 69,176.26 12/31/2010 12X4215 1215207 09/30/2060 02000 5.590000800 1,021,000.0000 14,268.48 12/31/2010 12X4215 1215207 09/30/2052 02001 5.349999600 19,130,000.0000 255,863.73 12/31/2010 12X4215 1215207 09/30/2053 02001 5.349999600 27,300,000.0000 365,137.47 12/31/2010 12X4215 1215207 09/30/2055 02001 5.349999600 5,969,000.0000 79,835.37 12/31/2010 12X4215 1215207 09/30/2056 02001 5.349999600 2,953,000.0000 39,496.37 12/31/2010 12X4215 1215207 09/30/2057 02001 5.349999600 2,629,500.0000 35,169.56 12/31/2010 12X4215 1215207 09/30/2058 02001 5.349999600 6,917,000.0000 92,514.87 12/31/2010 12X4215 1215207 09/30/2059 02001 5.349999600 1,781,000.0000 23,820.87 12/31/2010 12X4215 1215207 09/30/2060 02001 5.349999600 2,187,000.0000 29,251.12 12/31/2010 12X4215 1215207 09/30/2061 02001 5.349999600 317,000.0000 0.00 12/31/2010 12X4215 1215207 09/30/2053 02002 5.060001600 35,581,000.0000 450,099.79 12/31/2010 12X4215 1215207 09/30/2055 02002 5.060001600 12,000,000.0000 151,800.05 12/31/2010 12X4215 1215207 09/30/2056 02002 5.060001600 4,665,000.0000 59,012.27 12/31/2010 12X4215 1215207 09/30/2057 02002 5.060001600 6,254,000.0000 79,113.13 12/31/2010 12X4215 1215207 09/30/2058 02002 5.060001600 4,791,000.0000 60,606.17 12/31/2010 12X4215 1215207 09/30/2059 02002 5.060001600 890,000.0000 11,258.50 12/31/2010 12X4215 1215207 09/30/2060 02002 5.060001600 5,139,000.0000 65,008.37 12/31/2010 12X4215 1215207 09/30/2061 02002 5.060001600 371,000.0000 4,693.15 12/31/2010 12X4215 1215207 09/30/2053 02003 4.960000800 20,871,000.0000 258,800.44 12/31/2010 12X4215 1215207 09/30/2055 02003 4.960000800 17,800,000.0000 220,720.04 12/31/2010 12X4215 1215207 09/30/2056 02003 4.960000800 9,498,000.0000 117,775.22 12/31/2010 12X4215 1215207 09/30/2057 02003 4.960000800 3,626,000.0000 44,962.41 12/31/2010 12X4215 1215207 09/30/2058 02003 4.960000800 3,228,000.0000 40,027.21 12/31/2010 12X4215 1215207 09/30/2059 02003 4.960000800 7,756,000.0000 96,174.42 12/31/2010 12X4215 1215207 09/30/2060 02003 4.960000800 7,108,000.0000 88,139.21 12/31/2010 12X4215 1215207 09/30/2061 02003 4.960000800 41,000.0000 0.00 12/31/2010 12X4215 1215207 09/30/2055 02004 4.860000000 18,265,000.0000 221,919.75 12/31/2010 12X4215 1215207 09/30/2056 02004 4.860000000 16,995,000.0000 206,489.25 12/31/2010 12X4215 1215207 09/30/2057 02004 4.860000000 15,297,000.0000 185,858.55 12/31/2010 12X4215 1215207 09/30/2058 02004 4.860000000 3,794,000.0000 46,097.10 12/31/2010 12X4215 1215207 09/30/2059 02004 4.860000000 6,631,111.0000 80,568.00 12/31/2010 12X4215 1215207 09/30/2060 02004 4.860000000 2,760,000.0000 33,534.00 12/31/2010 12X4215 1215207 09/30/2061 02004 4.860000000 121,000.0000 1,470.15 12/31/2010 12X4215 1215207 09/30/2055 02005 4.870000800 1,454,000.0000 17,702.45 12/31/2010 12X4215 1215207 09/30/2056 02005 4.870000800 13,564,000.0000 165,141.73 12/31/2010 12X4215 1215207 09/30/2057 02005 4.870000800 14,206,000.0000 172,958.08 12/31/2010 12X4215 1215207 09/30/2058 02005 4.870000800 13,856,000.0000 168,696.83 12/31/2010 12X4215 1215207 09/30/2059 02005 4.870000800 6,914,000.0000 84,177.96 12/31/2010 12X4215 1215207 09/30/2060 02005 4.870000800 3,158,000.0000 38,448.66 12/31/2010 12X4215 1215207 09/30/2056 02006 4.759999200 885,600.0000 10,538.64 12/31/2010 12X4215 1215207 09/30/2057 02006 4.759999200 13,540,800.0000 161,135.49 12/31/2010 12X4215 1215207 09/30/2058 02006 4.759999200 13,388,000.0000 159,317.17 12/31/2010 12X4215 1215207 09/30/2059 02006 4.759999200 13,287,681.0000 158,123.38 12/31/2010 12X4215 1215207 09/30/2060 02006 4.759999200 8,638,000.0000 102,792.18 12/31/2010 12X4215 1215207 09/30/2061 02006 4.759999200 3,738,000.0000 44,482.19 12/31/2010 12X4215 1215207 09/30/2057 02007 4.560001200 4,903,000.0000 55,894.21 12/31/2010 12X4215 1215207 09/30/2058 02007 4.560001200 11,643,000.0000 132,730.23 12/31/2010 12X4215 1215207 09/30/2059 02007 4.560001200 21,033,000.0000 239,776.26 12/31/2010 12X4215 1215207 09/30/2060 02007 4.560001200 10,666,000.0000 121,592.43 12/31/2010 12X4215 1215207 09/30/2061 02007 4.560001200 617,000.0000 7,033.80 12/31/2010 12X4215 1215207 09/30/2058 02008 4.560001200 3,537,600.0000 40,328.65 12/31/2010 12X4215 1215207 09/30/2059 02008 4.560001200 12,259,000.0000 139,752.64 12/31/2010 12X4215 1215207 09/30/2060 02008 4.560001200 13,486,000.0000 153,740.44 12/31/2010 12X4215 1215207 09/30/2061 02008 4.560001200 2,077,000.0000 23,677.81 12/31/2010 12X4215 1215207 09/30/2059 02009 4.780000800 1,897,200.0000 22,671.54 12/31/2010 12X4215 1215207 09/30/2060 02009 4.780000800 16,265,000.0000 194,366.78 12/31/2010 12X4215 1215207 09/30/2061 02009 4.780000800 3,697,000.0000 44,179.16 12/31/2010 12X4215 1215207 09/30/2060 02010 2.959999200 9,524,500.0000 70,481.28 12/31/2010 12X4215 1215207 09/30/2061 02010 2.959999200 704,000.0000 5,209.60 12/31/2010 12X4215 1215207 09/30/2061 02011 2.959999200 5,417,000.0000 0.00 12/31/2010 ------------------------ ---------------------- 1,487,576,292.0000 22,270,006.24 208 SUB-COHORT 12X4215 1215208 09/30/2011 02001 3.399998400 1,550,000.0000 13,174.99 12/31/2010 12X4215 1215208 09/30/2012 02001 3.399998400 18,000.0000 153.00 12/31/2010 12X4215 1215208 09/30/2013 02001 3.399998400 535,000.0000 4,547.50 12/31/2010 12X4215 1215208 09/30/2012 02006 3.650000400 516,000.0000 4,708.50 12/31/2010 12X4215 1215208 09/30/2013 02006 3.650000400 25,000.0000 228.13 12/31/2010 12X4215 1215208 09/30/2011 02007 4.129999200 61,000.0000 629.82 12/31/2010 12X4215 1215208 09/30/2012 02007 4.129999200 752,000.0000 7,764.40 12/31/2010 12X4215 1215208 09/30/2013 02007 4.129999200 432,000.0000 4,460.40 12/31/2010 12X4215 1215208 09/30/2014 02007 4.129999200 290,000.0000 2,994.25 12/31/2010 12X4215 1215208 09/30/2012 02008 1.440000000 885,000.0000 3,186.00 12/31/2010 12X4215 1215208 09/30/2013 02008 1.440000000 39,000.0000 140.40 12/31/2010 12X4215 1215208 09/30/2012 02009 1.440000000 185,000.0000 666.00 12/31/2010 12X4215 1215208 09/30/2013 02009 1.440000000 259,000.0000 932.40 12/31/2010 ------------------------ ---------------------- 5,547,000.0000 43,585.79 209 SUB-COHORT 12X4215 1215209 09/30/2060 01992 7.310001600 654,000.0000 11,951.85 12/31/2010 12X4215 1215209 09/30/2057 01993 6.710000400 553,300.0000 9,281.61 12/31/2010 12X4215 1215209 09/30/2057 01994 6.770001600 2,178,700.0000 36,874.51 12/31/2010 12X4215 1215209 09/30/2060 01994 6.770001600 165,000.0000 2,792.63 12/31/2010 12X4215 1215209 09/30/2047 01997 6.890000400 783,000.0000 13,487.18 12/31/2010 12X4215 1215209 09/30/2048 01997 6.890000400 50,000.0000 861.25 12/31/2010 12X4215 1215209 09/30/2050 01997 6.890000400 17,000.0000 292.83 12/31/2010 12X4215 1215209 09/30/2052 01997 6.890000400 400,000.0000 6,890.00 12/31/2010 12X4215 1215209 09/30/2055 01997 6.890000400 86,600.0000 1,491.69 12/31/2010 12X4215 1215209 09/30/2056 01997 6.890000400 3,100.0000 53.40 12/31/2010 12X4215 1215209 09/30/2059 01997 6.890000400 81,000.0000 1,395.23 12/31/2010 12X4215 1215209 09/30/2060 01997 6.890000400 6,210,500.0000 106,975.87 12/31/2010 12X4215 1215209 09/30/2059 01998 5.979999600 374,600.0000 5,600.27 12/31/2010 12X4215 1215209 09/30/2060 01998 5.979999600 110,800.0000 1,656.46 12/31/2010 12X4215 1215209 09/30/2059 01999 5.810000400 624,800.0000 9,075.22 12/31/2010 12X4215 1215209 09/30/2060 01999 5.810000400 1,925,900.0000 27,973.70 12/31/2010 12X4215 1215209 09/30/2050 02000 6.360001200 267,500.0000 4,253.25 12/31/2010 12X4215 1215209 09/30/2054 02000 6.360001200 8,500.0000 135.15 12/31/2010 12X4215 1215209 09/30/2055 02000 6.360001200 13,900.0000 221.01 12/31/2010 12X4215 1215209 09/30/2056 02000 6.360001200 1,500.0000 23.85 12/31/2010 12X4215 1215209 09/30/2060 02000 6.360001200 349,100.0000 5,550.69 12/31/2010 12X4215 1215209 09/30/2051 02001 5.670000000 148,200.0000 2,100.74 12/31/2010 12X4215 1215209 09/30/2052 02001 5.670000000 120,000.0000 1,701.00 12/31/2010 12X4215 1215209 09/30/2055 02001 5.670000000 24,700.0000 350.12 12/31/2010 12X4215 1215209 09/30/2056 02001 5.670000000 7,500.0000 106.31 12/31/2010 12X4215 1215209 09/30/2060 02001 5.670000000 692,000.0000 9,809.10 12/31/2010 12X4215 1215209 09/30/2052 02002 5.600001600 590,500.0000 8,267.00 12/31/2010 12X4215 1215209 09/30/2056 02002 5.600001600 5,000.0000 70.00 12/31/2010 12X4215 1215209 09/30/2060 02002 5.600001600 410,000.0000 5,740.00 12/31/2010 12X4215 1215209 09/30/2054 02003 4.899999600 769,600.0000 9,427.60 12/31/2010 12X4215 1215209 09/30/2058 02003 4.899999600 50,000.0000 612.50 12/31/2010 12X4215 1215209 09/30/2060 02003 4.899999600 352,000.0000 4,312.00 12/31/2010 12X4215 1215209 09/30/2054 02004 5.190001200 152,800.0000 1,982.58 12/31/2010 12X4215 1215209 09/30/2056 02004 5.190001200 10,000.0000 129.75 12/31/2010 12X4215 1215209 09/30/2060 02004 5.190001200 90,000.0000 1,167.75 12/31/2010 12X4215 1215209 09/30/2055 02005 4.479998400 625,400.0000 7,004.48 12/31/2010 12X4215 1215209 09/30/2056 02005 4.479998400 177,000.0000 1,982.40 12/31/2010 12X4215 1215209 09/30/2060 02005 4.479998400 39,000.0000 436.80 12/31/2010 12X4215 1215209 09/30/2057 02006 4.889998800 784,900.0000 9,595.40 12/31/2010 12X4215 1215209 09/30/2059 02006 4.889998800 114,000.0000 1,393.65 12/31/2010 12X4215 1215209 09/30/2060 02006 4.889998800 14,000.0000 171.15 12/31/2010 12X4215 1215209 09/30/2057 02007 4.910000400 809,000.0000 9,930.48 12/31/2010 12X4215 1215209 09/30/2059 02007 4.910000400 66,000.0000 810.15 12/31/2010 12X4215 1215209 09/30/2060 02007 4.910000400 36,000.0000 441.90 12/31/2010 12X4215 1215209 09/30/2058 02008 4.190000400 929,000.0000 9,731.28 12/31/2010 12X4215 1215209 09/30/2059 02008 4.190000400 39,000.0000 408.53 12/31/2010 12X4215 1215209 09/30/2060 02008 4.190000400 20,000.0000 209.50 12/31/2010 12X4215 1215209 09/30/2059 02009 3.840001200 934,000.0000 8,966.40 12/31/2010 12X4215 1215209 09/30/2060 02009 3.840001200 105,000.0000 1,008.00 12/31/2010 12X4215 1215209 09/30/2060 02010 3.840001200 950,000.0000 9,120.00 12/31/2010 ------------------------ ---------------------- 23,923,400.0000 353,824.22 212 SUB-COHORT 12X4215 1215212 09/30/2011 02001 5.370001200 179,000.0000 2,403.08 12/31/2010 12X4215 1215212 09/30/2012 02001 5.370001200 30,000.0000 402.75 12/31/2010 12X4215 1215212 09/30/2011 02002 5.289998400 252,000.0000 3,332.70 12/31/2010 12X4215 1215212 09/30/2012 02002 5.289998400 4,000.0000 52.90 12/31/2010 12X4215 1215212 09/30/2011 02003 4.250001600 140,000.0000 1,487.50 12/31/2010 ------------------------ ---------------------- 605,000.0000 7,678.93 401 SUB-COHORT 12X4215 1215401 09/30/2011 02000 5.709999600 5,400.0000 77.08 12/31/2010 12X4215 1215401 09/30/2011 02001 3.700000800 1,548,000.0000 14,319.00 12/31/2010 12X4215 1215401 09/30/2011 02003 2.120000400 1,000.0000 5.30 12/31/2010 12X4215 1215401 09/30/2013 02004 3.480001200 1,000.0000 8.70 12/31/2010 12X4215 1215401 09/30/2011 02005 3.620001600 1,414,000.0000 12,796.71 12/31/2010 12X4215 1215401 09/30/2013 02005 3.620001600 270,000.0000 2,443.50 12/31/2010 12X4215 1215401 09/30/2013 02006 3.409999200 750,000.0000 6,393.75 12/31/2010 12X4215 1215401 09/30/2013 02007 3.520000800 83,000.0000 730.40 12/31/2010 ------------------------ ---------------------- 4,072,400.0000 36,774.44 ======================== ====================== 15,527,038,275.0000 193,882,603.23 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00