Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 845 SUB-COHORT 12X4208 1208845 09/30/2026 01992 6.729998400 3,590,000.0000 201,339.12 07/31/2010 12X4208 1208845 09/30/2027 01992 6.729998400 64,970,000.0000 3,643,733.30 07/31/2010 12X4208 1208845 09/30/2027 01993 6.599998800 5,284,000.0000 290,619.95 07/31/2010 12X4208 1208845 09/30/2028 01993 6.599998800 62,261,000.0000 3,424,354.38 07/31/2010 12X4208 1208845 09/30/2042 01993 6.599998800 6,825,000.0000 375,374.93 07/31/2010 12X4208 1208845 09/30/2043 01993 6.599998800 533,000.0000 29,314.99 07/31/2010 12X4208 1208845 09/30/2044 01993 6.599998800 42,000.0000 2,310.00 07/31/2010 ------------------------ ---------------------- 143,505,000.0000 7,967,046.67 840 SUB-COHORT 12X4208 1208840 09/30/2027 01992 6.950001600 292,184,000.0000 16,922,327.23 07/31/2010 12X4208 1208840 09/30/2042 01992 6.950001600 585,000.0000 33,881.26 07/31/2010 12X4208 1208840 09/30/2028 01993 6.990001200 451,646,300.0000 26,308,401.49 07/31/2010 12X4208 1208840 09/30/2042 01993 6.990001200 618,000.0000 35,998.51 07/31/2010 ------------------------ ---------------------- 745,033,300.0000 43,300,608.49 850 SUB-COHORT 12X4208 1208850 09/30/2029 01994 7.040001600 61,672,500.0000 3,618,120.82 07/31/2010 12X4208 1208850 09/30/2042 01994 7.040001600 53,000.0000 3,109.33 07/31/2010 12X4208 1208850 09/30/2043 01994 7.040001600 850,000.0000 49,866.68 07/31/2010 12X4208 1208850 09/30/2030 01995 6.680001600 43,456,000.0000 2,419,051.25 07/31/2010 12X4208 1208850 09/30/2042 01995 6.680001600 44,000.0000 2,449.33 07/31/2010 12X4208 1208850 09/30/2031 01996 6.450001200 58,620,200.0000 3,150,836.34 07/31/2010 12X4208 1208850 09/30/2042 01996 6.450001200 36,000.0000 1,935.00 07/31/2010 12X4208 1208850 09/30/2043 01996 6.450001200 250,000.0000 13,437.50 07/31/2010 12X4208 1208850 09/30/2032 01997 5.979999600 52,271,200.0000 2,604,847.96 07/31/2010 12X4208 1208850 09/30/2042 01997 5.979999600 4,200.0000 209.30 07/31/2010 12X4208 1208850 09/30/2043 01997 5.979999600 350,000.0000 17,441.67 07/31/2010 12X4208 1208850 09/30/2033 01998 6.000001200 86,290,756.3100 4,314,538.68 07/31/2010 12X4208 1208850 09/30/2042 01998 6.000001200 2,507,000.0000 125,350.03 07/31/2010 12X4208 1208850 09/30/2043 01998 6.000001200 250,000.0000 12,500.00 07/31/2010 12X4208 1208850 09/30/2034 01999 5.919998400 58,631,930.9100 2,892,507.81 07/31/2010 12X4208 1208850 09/30/2043 01999 5.919998400 650,000.0000 32,066.66 07/31/2010 12X4208 1208850 09/30/2035 02000 5.730001200 101,783,400.0000 4,860,158.37 07/31/2010 12X4208 1208850 09/30/2042 02000 5.730001200 20,000.0000 955.00 07/31/2010 12X4208 1208850 09/30/2043 02000 5.730001200 450,000.0000 21,487.50 07/31/2010 12X4208 1208850 09/30/2036 02001 5.010001200 99,003,000.0000 4,133,376.24 07/31/2010 12X4208 1208850 09/30/2043 02001 5.010001200 3,200,000.0000 133,600.03 07/31/2010 12X4208 1208850 09/30/2037 02002 4.790001600 118,512,500.0000 4,730,625.54 07/31/2010 12X4208 1208850 09/30/2042 02002 4.790001600 4,701,000.0000 187,648.31 07/31/2010 12X4208 1208850 09/30/2043 02002 4.790001600 800,000.0000 31,933.34 07/31/2010 12X4208 1208850 09/30/2038 02003 4.719999600 106,240,000.0000 4,178,772.98 07/31/2010 12X4208 1208850 09/30/2042 02003 4.719999600 14,552,000.0000 572,378.62 07/31/2010 12X4208 1208850 09/30/2043 02003 4.719999600 3,345,000.0000 131,569.99 07/31/2010 12X4208 1208850 09/30/2039 02004 4.690000800 201,053,000.0000 7,857,822.76 07/31/2010 12X4208 1208850 09/30/2042 02004 4.690000800 28,673,000.0000 1,120,636.61 07/31/2010 12X4208 1208850 09/30/2043 02004 4.690000800 12,153,000.0000 474,979.83 07/31/2010 12X4208 1208850 09/30/2044 02004 4.690000800 125,000.0000 4,885.42 07/31/2010 12X4208 1208850 09/30/2040 02005 4.690000800 69,794,700.0000 2,727,809.99 07/31/2010 12X4208 1208850 09/30/2042 02005 4.690000800 24,581,000.0000 960,707.58 07/31/2010 12X4208 1208850 09/30/2043 02005 4.690000800 14,791,000.0000 578,081.68 07/31/2010 12X4208 1208850 09/30/2044 02005 4.690000800 10,918,000.0000 426,711.91 07/31/2010 12X4208 1208850 09/30/2041 02006 4.619998800 48,973,000.0000 1,885,460.01 07/31/2010 12X4208 1208850 09/30/2042 02006 4.619998800 18,447,000.0000 710,209.32 07/31/2010 12X4208 1208850 09/30/2043 02006 4.619998800 20,276,000.0000 780,625.80 07/31/2010 12X4208 1208850 09/30/2044 02006 4.619998800 929,000.0000 35,766.49 07/31/2010 12X4208 1208850 09/30/2042 02007 4.610001600 55,075,000.0000 2,115,798.65 07/31/2010 12X4208 1208850 09/30/2043 02007 4.610001600 19,802,000.0000 760,727.10 07/31/2010 12X4208 1208850 09/30/2044 02007 4.610001600 6,241,000.0000 239,758.50 07/31/2010 12X4208 1208850 09/30/2043 02008 4.489999200 43,500,000.0000 1,627,624.71 07/31/2010 12X4208 1208850 09/30/2044 02008 4.489999200 12,700,000.0000 475,191.58 07/31/2010 12X4208 1208850 09/30/2043 02009 4.889998800 5,230,000.0000 213,122.45 07/31/2010 12X4208 1208850 09/30/2044 02009 4.889998800 10,950,000.0000 446,212.39 07/31/2010 ------------------------ ---------------------- 1,422,755,387.2200 61,682,907.06 810 SUB-COHORT 12X4208 1208810 09/30/2029 01994 6.909998400 199,444,000.0000 11,484,647.67 07/31/2010 12X4208 1208810 09/30/2042 01994 6.909998400 13,700,000.0000 788,891.48 07/31/2010 12X4208 1208810 09/30/2030 01995 6.559999200 260,848,000.0000 14,259,688.93 07/31/2010 12X4208 1208810 09/30/2042 01995 6.559999200 15,300,000.0000 836,399.90 07/31/2010 12X4208 1208810 09/30/2031 01996 6.320001600 330,976,000.0000 17,431,407.08 07/31/2010 12X4208 1208810 09/30/2042 01996 6.320001600 9,000,000.0000 474,000.12 07/31/2010 12X4208 1208810 09/30/2043 01996 6.320001600 6,700,000.0000 352,866.76 07/31/2010 12X4208 1208810 09/30/2032 01997 6.140001600 296,888,000.0000 15,190,773.29 07/31/2010 12X4208 1208810 09/30/2042 01997 6.140001600 10,800,000.0000 552,600.14 07/31/2010 12X4208 1208810 09/30/2043 01997 6.140001600 4,400,000.0000 225,133.39 07/31/2010 12X4208 1208810 09/30/2033 01998 5.919998400 350,632,000.0000 17,297,840.66 07/31/2010 12X4208 1208810 09/30/2042 01998 5.919998400 7,400,000.0000 365,066.57 07/31/2010 12X4208 1208810 09/30/2043 01998 5.919998400 8,450,000.0000 416,866.55 07/31/2010 12X4208 1208810 09/30/2034 01999 5.889999600 221,418,000.0000 10,867,932.76 07/31/2010 12X4208 1208810 09/30/2042 01999 5.889999600 2,400,000.0000 117,799.99 07/31/2010 12X4208 1208810 09/30/2043 01999 5.889999600 6,200,000.0000 304,316.65 07/31/2010 12X4208 1208810 09/30/2035 02000 5.879998800 203,265,000.0000 9,959,982.97 07/31/2010 12X4208 1208810 09/30/2042 02000 5.879998800 7,100,000.0000 347,899.93 07/31/2010 12X4208 1208810 09/30/2043 02000 5.879998800 5,850,000.0000 286,649.94 07/31/2010 12X4208 1208810 09/30/2036 02001 5.150001600 208,651,000.0000 8,954,608.20 07/31/2010 12X4208 1208810 09/30/2042 02001 5.150001600 2,600,000.0000 111,583.37 07/31/2010 12X4208 1208810 09/30/2043 02001 5.150001600 6,900,000.0000 296,125.09 07/31/2010 12X4208 1208810 09/30/2037 02002 4.700001600 416,453,000.0000 16,311,081.39 07/31/2010 12X4208 1208810 09/30/2042 02002 4.700001600 5,601,000.0000 219,372.57 07/31/2010 12X4208 1208810 09/30/2038 02003 4.730000400 74,450,000.0000 2,934,571.08 07/31/2010 12X4208 1208810 09/30/2042 02003 4.730000400 8,241,000.0000 324,832.78 07/31/2010 12X4208 1208810 09/30/2043 02003 4.730000400 12,082,000.0000 476,232.21 07/31/2010 12X4208 1208810 09/30/2039 02004 4.600000800 393,715,000.0000 15,092,410.96 07/31/2010 12X4208 1208810 09/30/2042 02004 4.600000800 83,261,000.0000 3,191,672.22 07/31/2010 12X4208 1208810 09/30/2043 02004 4.600000800 77,198,000.0000 2,959,257.18 07/31/2010 12X4208 1208810 09/30/2044 02004 4.600000800 15,517,000.0000 594,818.44 07/31/2010 12X4208 1208810 09/30/2040 02005 4.650001200 43,719,800.0000 1,694,142.69 07/31/2010 12X4208 1208810 09/30/2042 02005 4.650001200 21,472,000.0000 832,040.21 07/31/2010 12X4208 1208810 09/30/2043 02005 4.650001200 15,572,000.0000 603,415.16 07/31/2010 12X4208 1208810 09/30/2044 02005 4.650001200 6,577,000.0000 254,858.82 07/31/2010 12X4208 1208810 09/30/2041 02006 4.719999600 40,143,000.0000 1,578,957.87 07/31/2010 12X4208 1208810 09/30/2042 02006 4.719999600 20,317,000.0000 799,135.27 07/31/2010 12X4208 1208810 09/30/2043 02006 4.719999600 12,982,000.0000 510,625.29 07/31/2010 12X4208 1208810 09/30/2044 02006 4.719999600 7,863,000.0000 309,277.97 07/31/2010 12X4208 1208810 09/30/2042 02007 4.539999600 42,640,800.0000 1,613,243.46 07/31/2010 12X4208 1208810 09/30/2043 02007 4.539999600 27,018,000.0000 1,022,180.91 07/31/2010 12X4208 1208810 09/30/2044 02007 4.539999600 6,184,000.0000 233,961.31 07/31/2010 ------------------------ ---------------------- 3,509,928,600.0000 162,479,169.23 855 SUB-COHORT 12X4208 1208855 09/30/2029 01994 6.440000400 17,806,200.0000 955,599.46 07/31/2010 12X4208 1208855 09/30/2042 01994 6.440000400 2,028,000.0000 108,836.01 07/31/2010 12X4208 1208855 09/30/2044 01994 6.440000400 109,000.0000 5,849.67 07/31/2010 12X4208 1208855 09/30/2029 01995 6.090001200 370,000.0000 18,777.50 07/31/2010 12X4208 1208855 09/30/2030 01995 6.090001200 19,089,000.0000 968,766.94 07/31/2010 12X4208 1208855 09/30/2042 01995 6.090001200 80,000.0000 4,060.00 07/31/2010 12X4208 1208855 09/30/2044 01995 6.090001200 1,168,000.0000 59,276.01 07/31/2010 12X4208 1208855 09/30/2029 01996 6.019999200 499,000.0000 25,033.16 07/31/2010 12X4208 1208855 09/30/2031 01996 6.019999200 24,887,000.0000 1,248,497.67 07/31/2010 12X4208 1208855 09/30/2042 01996 6.019999200 2,763,000.0000 138,610.48 07/31/2010 12X4208 1208855 09/30/2043 01996 6.019999200 349,000.0000 17,508.16 07/31/2010 12X4208 1208855 09/30/2044 01996 6.019999200 145,000.0000 7,274.17 07/31/2010 12X4208 1208855 09/30/2032 01997 5.709999600 28,977,946.5100 1,378,867.19 07/31/2010 12X4208 1208855 09/30/2042 01997 5.709999600 1,138,000.0000 54,149.83 07/31/2010 12X4208 1208855 09/30/2044 01997 5.709999600 10,000.0000 475.83 07/31/2010 12X4208 1208855 09/30/2033 01998 5.739998400 29,249,000.0000 1,399,076.78 07/31/2010 12X4208 1208855 09/30/2042 01998 5.739998400 3,509,000.0000 167,847.12 07/31/2010 12X4208 1208855 09/30/2034 01999 5.500000800 32,243,000.0000 1,477,804.38 07/31/2010 12X4208 1208855 09/30/2042 01999 5.500000800 2,094,000.0000 95,975.01 07/31/2010 12X4208 1208855 09/30/2043 01999 5.500000800 2,083,000.0000 95,470.85 07/31/2010 12X4208 1208855 09/30/2044 01999 5.500000800 190,000.0000 8,708.33 07/31/2010 12X4208 1208855 09/30/2029 02000 5.090000400 666,000.0000 28,249.50 07/31/2010 12X4208 1208855 09/30/2035 02000 5.090000400 31,339,000.0000 1,329,296.02 07/31/2010 12X4208 1208855 09/30/2042 02000 5.090000400 11,000.0000 466.58 07/31/2010 12X4208 1208855 09/30/2043 02000 5.090000400 29,000.0000 1,230.08 07/31/2010 12X4208 1208855 09/30/2044 02000 5.090000400 5,630,000.0000 238,805.85 07/31/2010 12X4208 1208855 09/30/2036 02001 5.220000000 26,752,000.0000 1,163,712.00 07/31/2010 12X4208 1208855 09/30/2042 02001 5.220000000 1,503,000.0000 65,380.50 07/31/2010 12X4208 1208855 09/30/2043 02001 5.220000000 1,700,000.0000 73,950.00 07/31/2010 12X4208 1208855 09/30/2037 02002 4.669999200 19,674,000.0000 765,646.37 07/31/2010 12X4208 1208855 09/30/2042 02002 4.669999200 9,997,000.0000 389,049.85 07/31/2010 12X4208 1208855 09/30/2043 02002 4.669999200 5,664,000.0000 220,423.96 07/31/2010 12X4208 1208855 09/30/2044 02002 4.669999200 2,906,000.0000 113,091.81 07/31/2010 12X4208 1208855 09/30/2038 02003 4.460000400 27,867,300.0000 1,035,734.74 07/31/2010 12X4208 1208855 09/30/2042 02003 4.460000400 9,385,000.0000 348,809.20 07/31/2010 12X4208 1208855 09/30/2043 02003 4.460000400 4,516,000.0000 167,844.68 07/31/2010 12X4208 1208855 09/30/2044 02003 4.460000400 1,305,000.0000 48,502.50 07/31/2010 12X4208 1208855 09/30/2039 02004 4.529998800 42,446,000.0000 1,602,336.08 07/31/2010 12X4208 1208855 09/30/2042 02004 4.529998800 6,767,000.0000 255,454.18 07/31/2010 12X4208 1208855 09/30/2043 02004 4.529998800 752,000.0000 28,387.99 07/31/2010 12X4208 1208855 09/30/2044 02004 4.529998800 4,825,000.0000 182,143.70 07/31/2010 12X4208 1208855 09/30/2040 02005 4.579999200 49,677,000.0000 1,896,005.17 07/31/2010 12X4208 1208855 09/30/2042 02005 4.579999200 27,745,000.0000 1,058,933.98 07/31/2010 12X4208 1208855 09/30/2043 02005 4.579999200 9,090,000.0000 346,934.94 07/31/2010 12X4208 1208855 09/30/2044 02005 4.579999200 5,162,000.0000 197,016.30 07/31/2010 12X4208 1208855 09/30/2041 02006 4.500000000 13,774,000.0000 516,525.00 07/31/2010 12X4208 1208855 09/30/2042 02006 4.500000000 36,134,000.0000 1,355,025.00 07/31/2010 12X4208 1208855 09/30/2043 02006 4.500000000 12,881,000.0000 483,037.50 07/31/2010 12X4208 1208855 09/30/2044 02006 4.500000000 11,041,000.0000 414,037.50 07/31/2010 12X4208 1208855 09/30/2042 02007 4.600000800 17,909,100.0000 686,515.62 07/31/2010 12X4208 1208855 09/30/2043 02007 4.600000800 14,902,000.0000 571,243.43 07/31/2010 12X4208 1208855 09/30/2044 02007 4.600000800 8,950,000.0000 343,083.39 07/31/2010 12X4208 1208855 09/30/2042 02008 4.939999200 235,400.0000 9,690.63 07/31/2010 12X4208 1208855 09/30/2043 02008 4.939999200 8,905,000.0000 366,589.11 07/31/2010 12X4208 1208855 09/30/2044 02008 4.939999200 7,977,000.0000 328,386.45 07/31/2010 12X4208 1208855 09/30/2043 02009 4.730000400 24,708,900.0000 973,942.56 07/31/2010 12X4208 1208855 09/30/2044 02009 4.730000400 3,856,000.0000 151,990.68 07/31/2010 12X4208 1208855 09/30/2044 02010 4.730000400 15,085,000.0000 594,600.47 07/31/2010 ------------------------ ---------------------- 640,553,846.5100 26,588,537.87 815 SUB-COHORT 12X4208 1208815 09/30/2029 01994 6.710000400 30,475,300.0000 1,704,077.29 07/31/2010 12X4208 1208815 09/30/2032 01994 6.710000400 500,000.0000 27,958.34 07/31/2010 12X4208 1208815 09/30/2030 01995 5.910001200 41,379,500.0000 2,037,940.79 07/31/2010 12X4208 1208815 09/30/2032 01995 5.910001200 1,990,000.0000 98,007.52 07/31/2010 12X4208 1208815 09/30/2033 01995 5.910001200 350,000.0000 17,237.50 07/31/2010 12X4208 1208815 09/30/2031 01996 6.099998400 29,861,000.0000 1,517,933.77 07/31/2010 12X4208 1208815 09/30/2032 01996 6.099998400 2,185,000.0000 111,070.80 07/31/2010 12X4208 1208815 09/30/2033 01996 6.099998400 1,000,000.0000 50,833.32 07/31/2010 12X4208 1208815 09/30/2034 01996 6.099998400 338,000.0000 17,181.66 07/31/2010 12X4208 1208815 09/30/2032 01997 5.600001600 48,117,000.0000 2,245,460.64 07/31/2010 12X4208 1208815 09/30/2033 01997 5.600001600 1,723,000.0000 80,406.69 07/31/2010 12X4208 1208815 09/30/2032 01998 5.590000800 4,955,000.0000 230,820.45 07/31/2010 12X4208 1208815 09/30/2033 01998 5.590000800 83,091,000.0000 3,870,656.30 07/31/2010 12X4208 1208815 09/30/2034 01998 5.590000800 2,522,000.0000 117,483.18 07/31/2010 12X4208 1208815 09/30/2032 01999 5.249998800 5,079,000.0000 222,206.20 07/31/2010 12X4208 1208815 09/30/2033 01999 5.249998800 2,371,000.0000 103,731.23 07/31/2010 12X4208 1208815 09/30/2034 01999 5.249998800 81,640,000.0000 3,571,749.18 07/31/2010 12X4208 1208815 09/30/2032 02000 4.950000000 25,447,000.0000 1,049,688.75 07/31/2010 12X4208 1208815 09/30/2033 02000 4.950000000 4,929,000.0000 203,321.25 07/31/2010 12X4208 1208815 09/30/2035 02000 4.950000000 104,411,000.0000 4,306,953.75 07/31/2010 12X4208 1208815 09/30/2032 02001 4.920001200 23,543,000.0000 965,263.24 07/31/2010 12X4208 1208815 09/30/2033 02001 4.920001200 21,368,700.0000 876,116.91 07/31/2010 12X4208 1208815 09/30/2034 02001 4.920001200 14,297,000.0000 586,177.14 07/31/2010 12X4208 1208815 09/30/2036 02001 4.920001200 92,452,000.0000 3,790,532.92 07/31/2010 12X4208 1208815 09/30/2032 02002 4.619998800 29,550,000.0000 1,137,674.70 07/31/2010 12X4208 1208815 09/30/2033 02002 4.619998800 16,198,000.0000 623,622.84 07/31/2010 12X4208 1208815 09/30/2034 02002 4.619998800 11,919,000.0000 458,881.38 07/31/2010 12X4208 1208815 09/30/2037 02002 4.619998800 69,966,000.0000 2,693,690.30 07/31/2010 12X4208 1208815 09/30/2032 02003 4.359999600 21,833,000.0000 793,265.59 07/31/2010 12X4208 1208815 09/30/2033 02003 4.359999600 14,299,000.0000 519,530.29 07/31/2010 12X4208 1208815 09/30/2034 02003 4.359999600 6,596,000.0000 239,654.64 07/31/2010 12X4208 1208815 09/30/2038 02003 4.359999600 88,453,000.0000 3,213,792.04 07/31/2010 12X4208 1208815 09/30/2032 02004 3.939998400 1,426,000.0000 46,820.31 07/31/2010 12X4208 1208815 09/30/2033 02004 3.939998400 553,000.0000 18,156.83 07/31/2010 12X4208 1208815 09/30/2034 02004 3.939998400 479,000.0000 15,727.16 07/31/2010 12X4208 1208815 09/30/2039 02004 3.939998400 26,666,000.0000 875,533.31 07/31/2010 12X4208 1208815 09/30/2032 02005 4.380001200 39,012,000.0000 1,423,938.39 07/31/2010 12X4208 1208815 09/30/2033 02005 4.380001200 18,132,000.0000 661,818.18 07/31/2010 12X4208 1208815 09/30/2034 02005 4.380001200 1,690,000.0000 61,685.02 07/31/2010 12X4208 1208815 09/30/2040 02005 4.380001200 112,012,000.0000 4,088,439.12 07/31/2010 12X4208 1208815 09/30/2032 02006 4.500000000 62,254,000.0000 2,334,525.00 07/31/2010 12X4208 1208815 09/30/2033 02006 4.500000000 33,139,000.0000 1,242,712.50 07/31/2010 12X4208 1208815 09/30/2034 02006 4.500000000 15,786,000.0000 591,975.00 07/31/2010 12X4208 1208815 09/30/2041 02006 4.500000000 118,259,000.0000 4,434,712.50 07/31/2010 12X4208 1208815 09/30/2032 02007 4.770000000 22,101,000.0000 878,514.75 07/31/2010 12X4208 1208815 09/30/2033 02007 4.770000000 35,569,000.0000 1,413,867.75 07/31/2010 12X4208 1208815 09/30/2034 02007 4.770000000 25,472,000.0000 1,012,512.00 07/31/2010 12X4208 1208815 09/30/2032 02008 4.680000000 5,727,500.0000 223,372.50 07/31/2010 12X4208 1208815 09/30/2033 02008 4.680000000 78,569,000.0000 3,064,191.00 07/31/2010 12X4208 1208815 09/30/2034 02008 4.680000000 66,226,000.0000 2,582,814.00 07/31/2010 12X4208 1208815 09/30/2033 02009 4.790001600 6,016,300.0000 240,150.72 07/31/2010 12X4208 1208815 09/30/2034 02009 4.790001600 34,260,000.0000 1,367,545.46 07/31/2010 12X4208 1208815 09/30/2034 02010 4.790001600 363,000.0000 14,489.75 07/31/2010 ------------------------ ---------------------- 1,586,550,300.0000 64,076,421.85 870 SUB-COHORT 12X4208 1208870 09/30/2036 02001 5.109998400 450,437,000.0000 19,181,102.91 07/31/2010 12X4208 1208870 09/30/2040 02001 5.109998400 3,110,000.0000 132,434.13 07/31/2010 12X4208 1208870 09/30/2037 02002 4.790001600 683,207,000.0000 27,271,355.19 07/31/2010 12X4208 1208870 09/30/2040 02002 4.790001600 3,538,000.0000 141,225.21 07/31/2010 12X4208 1208870 09/30/2038 02003 4.730000400 931,420,000.0000 36,713,474.77 07/31/2010 12X4208 1208870 09/30/2040 02003 4.730000400 176,784,000.0000 6,968,236.59 07/31/2010 12X4208 1208870 09/30/2041 02003 4.730000400 7,978,000.0000 314,466.19 07/31/2010 12X4208 1208870 09/30/2039 02004 4.629999600 777,823,000.0000 30,011,001.49 07/31/2010 12X4208 1208870 09/30/2040 02004 4.629999600 264,671,000.0000 10,211,888.53 07/31/2010 12X4208 1208870 09/30/2041 02004 4.629999600 104,748,000.0000 4,041,526.65 07/31/2010 12X4208 1208870 09/30/2042 02004 4.629999600 14,107,000.0000 544,295.04 07/31/2010 12X4208 1208870 09/30/2040 02005 4.610001600 754,036,200.0000 28,967,567.40 07/31/2010 12X4208 1208870 09/30/2041 02005 4.610001600 164,058,000.0000 6,302,563.69 07/31/2010 12X4208 1208870 09/30/2042 02005 4.610001600 30,070,000.0000 1,155,189.57 07/31/2010 12X4208 1208870 09/30/2040 02006 4.619998800 248,076,000.0000 9,550,923.52 07/31/2010 12X4208 1208870 09/30/2041 02006 4.619998800 589,696,000.0000 22,703,290.10 07/31/2010 12X4208 1208870 09/30/2042 02006 4.619998800 65,789,000.0000 2,532,875.84 07/31/2010 12X4208 1208870 09/30/2040 02007 4.309999200 358,800,000.0000 12,886,897.61 07/31/2010 12X4208 1208870 09/30/2041 02007 4.309999200 419,484,000.0000 15,066,464.20 07/31/2010 12X4208 1208870 09/30/2042 02007 4.309999200 114,027,000.0000 4,095,468.99 07/31/2010 ------------------------ ---------------------- 6,161,859,200.0000 238,792,247.62 820 SUB-COHORT 12X4208 1208820 09/30/2043 01992 7.400001600 15,700,000.0000 968,166.88 07/31/2010 12X4208 1208820 09/30/2028 01993 6.649999200 8,613,000.0000 477,303.69 07/31/2010 12X4208 1208820 09/30/2042 01993 6.649999200 450,000.0000 24,937.50 07/31/2010 12X4208 1208820 09/30/2043 01993 6.649999200 7,515,410.0000 416,478.92 07/31/2010 12X4208 1208820 09/30/2043 01994 5.900000400 2,750,000.0000 135,208.34 07/31/2010 12X4208 1208820 09/30/2043 01995 5.990000400 3,700,000.0000 184,691.68 07/31/2010 12X4208 1208820 09/30/2032 01997 5.749999200 4,445,000.0000 212,989.55 07/31/2010 12X4208 1208820 09/30/2042 01997 5.749999200 515,000.0000 24,677.08 07/31/2010 12X4208 1208820 09/30/2043 01998 5.799999600 5,050,000.0000 244,083.32 07/31/2010 12X4208 1208820 09/30/2043 01999 5.780001600 48,100,000.0000 2,316,817.31 07/31/2010 12X4208 1208820 09/30/2043 02000 5.490000000 39,000,000.0000 1,784,250.00 07/31/2010 12X4208 1208820 09/30/2043 02001 4.889998800 48,400,000.0000 1,972,299.52 07/31/2010 12X4208 1208820 09/30/2037 02002 4.590000000 6,935,000.0000 265,263.75 07/31/2010 12X4208 1208820 09/30/2042 02002 4.590000000 324,700.0000 12,419.78 07/31/2010 12X4208 1208820 09/30/2043 02002 4.590000000 76,931,000.0000 2,942,610.75 07/31/2010 12X4208 1208820 09/30/2044 02002 4.590000000 57,000.0000 2,180.25 07/31/2010 12X4208 1208820 09/30/2038 02003 4.700001600 28,113,000.0000 1,101,092.87 07/31/2010 12X4208 1208820 09/30/2042 02003 4.700001600 1,303,000.0000 51,034.18 07/31/2010 12X4208 1208820 09/30/2043 02003 4.700001600 44,813,000.0000 1,755,176.43 07/31/2010 12X4208 1208820 09/30/2044 02003 4.700001600 759,000.0000 29,727.51 07/31/2010 12X4208 1208820 09/30/2039 02004 4.600000800 23,646,000.0000 906,430.16 07/31/2010 12X4208 1208820 09/30/2042 02004 4.600000800 2,043,000.0000 78,315.01 07/31/2010 12X4208 1208820 09/30/2043 02004 4.600000800 29,787,000.0000 1,141,835.20 07/31/2010 12X4208 1208820 09/30/2044 02004 4.600000800 476,000.0000 18,246.67 07/31/2010 12X4208 1208820 09/30/2040 02005 4.579999200 30,926,302.0000 1,180,353.65 07/31/2010 12X4208 1208820 09/30/2042 02005 4.579999200 10,465,000.0000 399,414.10 07/31/2010 12X4208 1208820 09/30/2043 02005 4.579999200 22,537,000.0000 860,162.02 07/31/2010 12X4208 1208820 09/30/2044 02005 4.579999200 1,259,000.0000 48,051.82 07/31/2010 12X4208 1208820 09/30/2042 02006 4.389998400 1,856,500.0000 67,916.93 07/31/2010 12X4208 1208820 09/30/2043 02006 4.389998400 10,559,000.0000 386,283.28 07/31/2010 12X4208 1208820 09/30/2044 02006 4.389998400 1,176,000.0000 43,021.98 07/31/2010 12X4208 1208820 09/30/2043 02007 4.500000000 2,650,000.0000 99,375.00 07/31/2010 12X4208 1208820 09/30/2044 02007 4.500000000 2,661,000.0000 99,787.50 07/31/2010 12X4208 1208820 09/30/2042 02008 4.759999200 519,750.0000 20,616.75 07/31/2010 12X4208 1208820 09/30/2043 02008 4.759999200 11,372,000.0000 451,089.26 07/31/2010 12X4208 1208820 09/30/2044 02008 4.759999200 9,831,000.0000 389,962.93 07/31/2010 12X4208 1208820 09/30/2043 02009 4.899999600 2,713,000.0000 110,780.82 07/31/2010 12X4208 1208820 09/30/2044 02009 4.899999600 13,354,000.0000 545,288.29 07/31/2010 ------------------------ ---------------------- 521,305,662.0000 21,768,340.68 825 SUB-COHORT 12X4208 1208825 09/30/2028 01993 6.810001200 2,790,000.0000 158,332.53 07/31/2010 12X4208 1208825 09/30/2042 01995 6.030000000 240,000.0000 12,060.00 07/31/2010 12X4208 1208825 09/30/2043 01995 6.030000000 1,787,000.0000 89,796.75 07/31/2010 12X4208 1208825 09/30/2043 01996 6.050001600 2,600,000.0000 131,083.37 07/31/2010 12X4208 1208825 09/30/2043 01997 4.820000400 1,650,000.0000 66,275.01 07/31/2010 12X4208 1208825 09/30/2043 01999 5.190001200 773,000.0000 33,432.26 07/31/2010 12X4208 1208825 09/30/2043 02000 4.929998400 1,500,000.0000 61,624.98 07/31/2010 12X4208 1208825 09/30/2043 02001 4.830001200 1,750,000.0000 70,437.52 07/31/2010 12X4208 1208825 09/30/2044 02001 4.830001200 150,000.0000 6,037.50 07/31/2010 12X4208 1208825 09/30/2043 02002 4.489999200 1,400,000.0000 52,383.32 07/31/2010 12X4208 1208825 09/30/2044 02002 4.489999200 5,000.0000 187.08 07/31/2010 12X4208 1208825 09/30/2038 02003 4.299998400 115,000.0000 4,120.83 07/31/2010 12X4208 1208825 09/30/2042 02003 4.299998400 149,000.0000 5,339.16 07/31/2010 12X4208 1208825 09/30/2043 02003 4.299998400 6,530,000.0000 233,991.58 07/31/2010 12X4208 1208825 09/30/2044 02003 4.299998400 7,000.0000 250.83 07/31/2010 12X4208 1208825 09/30/2039 02004 4.209998400 1,891,000.0000 66,342.56 07/31/2010 12X4208 1208825 09/30/2042 02004 4.209998400 438,000.0000 15,366.49 07/31/2010 12X4208 1208825 09/30/2043 02004 4.209998400 1,612,000.0000 56,554.31 07/31/2010 12X4208 1208825 09/30/2044 02004 4.209998400 101,000.0000 3,543.42 07/31/2010 12X4208 1208825 09/30/2040 02005 4.299998400 1,829,500.0000 65,557.06 07/31/2010 12X4208 1208825 09/30/2042 02005 4.299998400 52,000.0000 1,863.33 07/31/2010 12X4208 1208825 09/30/2043 02005 4.299998400 2,088,000.0000 74,819.97 07/31/2010 12X4208 1208825 09/30/2044 02005 4.299998400 30,000.0000 1,075.00 07/31/2010 12X4208 1208825 09/30/2041 02006 4.389998400 699,000.0000 25,571.74 07/31/2010 12X4208 1208825 09/30/2042 02006 4.389998400 490,000.0000 17,925.83 07/31/2010 12X4208 1208825 09/30/2043 02006 4.389998400 1,584,000.0000 57,947.98 07/31/2010 12X4208 1208825 09/30/2044 02006 4.389998400 157,000.0000 5,743.58 07/31/2010 12X4208 1208825 09/30/2042 02007 5.040000000 33,000.0000 1,386.00 07/31/2010 12X4208 1208825 09/30/2043 02007 5.040000000 31,000.0000 1,302.00 07/31/2010 12X4208 1208825 09/30/2044 02007 5.040000000 112,000.0000 4,704.00 07/31/2010 12X4208 1208825 09/30/2043 02008 4.340001600 60,000.0000 2,170.00 07/31/2010 12X4208 1208825 09/30/2043 02009 4.340001600 45,000.0000 1,627.50 07/31/2010 12X4208 1208825 09/30/2044 02009 4.340001600 645,000.0000 23,327.51 07/31/2010 12X4208 1208825 09/30/2044 02010 4.340001600 19,000.0000 687.17 07/31/2010 ------------------------ ---------------------- 33,362,500.0000 1,352,868.17 881 SUB-COHORT 12X4208 1208881 09/30/2043 02007 4.880001600 1,000,000.0000 40,666.68 07/31/2010 12X4208 1208881 09/30/2044 02007 4.880001600 56,400,000.0000 2,293,600.75 07/31/2010 12X4208 1208881-0 09/30/2042 02007 4.880001600 17,984,579.7900 731,373.15 07/31/2010 12X4208 1208881-N 09/30/2042 02007 4.880001600 41,441,126.7000 1,685,273.04 07/31/2010 12X4208 1208881 09/30/2044 02009 3.510000000 20,704,874.7300 605,617.59 07/31/2010 ------------------------ ---------------------- 137,530,581.2200 5,356,531.21 871 SUB-COHORT 12X4208 1208871 09/30/2043 02005 4.449999600 49,650,000.0000 1,841,187.33 07/31/2010 12X4208 1208871 09/30/2043 02006 4.910000400 67,200,000.0000 2,749,600.22 07/31/2010 ------------------------ ---------------------- 116,850,000.0000 4,590,787.55 880 SUB-COHORT 12X4208 1208880 09/30/2041 02006 4.849999200 20,259,735.0000 818,830.82 07/31/2010 12X4208 1208880 09/30/2042 02006 4.849999200 1,007,000.0000 40,699.58 07/31/2010 12X4208 1208880 09/30/2043 02006 4.849999200 250,000.0000 10,104.17 07/31/2010 12X4208 1208880 09/30/2044 02006 4.849999200 750,000.0000 30,312.50 07/31/2010 ------------------------ ---------------------- 22,266,735.0000 899,947.07 ======================== ====================== 15,041,501,111.9500 638,855,413.47 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 12X4208 1208810 09/30/2038 02003 06/30/2010 INT + 0.0000 709,500.06 480415 1208810 09/30/2039 02004 06/30/2010 INT + 0.0000 575,000.10 480417 1208810 09/30/2040 02005 06/30/2010 INT + 0.0000 69,568.66 480419 1208810 09/30/2042 02007 06/30/2010 INT + 0.0000 54,598.03 480421 1208815 09/30/2029 01994 06/30/2010 INT + 0.0000 67,100.00 480397 1208815 09/30/2030 01995 06/30/2010 INT + 0.0000 88,650.01 480399 1208815 09/30/2031 01996 06/30/2010 INT + 0.0000 60,999.98 480401 1208815 09/30/2033 01998 06/30/2010 INT + 0.0000 55,900.00 480403 1208815 09/30/2034 01999 06/30/2010 INT + 0.0000 13,124.99 480405 1208815 09/30/2035 02000 06/30/2010 INT + 0.0000 24,750.00 480407 1208815 09/30/2038 02003 06/30/2010 INT + 0.0000 10,899.99 480409 1208815 09/30/2039 02004 06/30/2010 INT + 0.0000 9,849.99 480411 1208815 09/30/2040 02005 06/30/2010 INT + 0.0000 109,500.03 480413 1208840 09/30/2027 01992 06/30/2010 INT + 0.0000 104,250.02 480344 1208840 09/30/2028 01993 06/30/2010 INT + 0.0000 104,850.01 480346 1208850 09/30/2040 02005 06/30/2010 INT + 0.0000 15,622.39 480336 1208850 09/30/2041 02006 06/30/2010 INT + 0.0000 161,699.95 480338 1208850 09/30/2042 02007 06/30/2010 INT + 0.0000 46,100.01 480340 1208850 09/30/2042 02008 06/30/2010 INT + 0.0000 128,301.72 480342 1208850 09/30/2043 02008 06/30/2010 INT + 0.0000 28,848.24 480348 1208855 09/30/2038 02003 06/30/2010 INT + 0.0000 48,027.51 480391 1208855 09/30/2040 02005 06/30/2010 INT + 0.0000 45,799.99 480393 1208855 09/30/2042 02007 06/30/2010 INT + 0.0000 10,071.70 480395 1208870 09/30/2038 02003 06/30/2010 INT + 0.0000 473,000.04 480383 1208870 09/30/2039 02004 06/30/2010 INT + 0.0000 462,999.96 480385 1208870 09/30/2040 02005 06/30/2010 INT + 0.0000 345,750.12 480387 1208870 09/30/2042 02007 06/30/2010 INT + 0.0000 2,154,999.60 480389 ------------------------ ---------------------- 0.0000 5,979,763.10 ======================== ====================== 0.0000 5,979,763.10 ============================================================================================================================ TRANSACTIONS ============================================================================================================================