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 20,133.91 10/31/2010 12X4208 1208845 09/30/2027 01992 6.729998400 52,970,000.0000 297,073.35 10/31/2010 12X4208 1208845 09/30/2044 01992 6.729998400 16,216,000.0000 90,944.71 10/31/2010 12X4208 1208845 09/30/2027 01993 6.599998800 5,284,000.0000 29,061.99 10/31/2010 12X4208 1208845 09/30/2028 01993 6.599998800 48,261,000.0000 265,435.45 10/31/2010 12X4208 1208845 09/30/2042 01993 6.599998800 6,825,000.0000 37,537.49 10/31/2010 12X4208 1208845 09/30/2043 01993 6.599998800 533,000.0000 2,931.50 10/31/2010 12X4208 1208845 09/30/2044 01993 6.599998800 16,561,000.0000 91,085.48 10/31/2010 ------------------------ ---------------------- 150,240,000.0000 834,203.88 840 SUB-COHORT 12X4208 1208840 09/30/2027 01992 6.950001600 276,184,000.0000 1,599,566.03 10/31/2010 12X4208 1208840 09/30/2042 01992 6.950001600 585,000.0000 3,388.13 10/31/2010 12X4208 1208840 09/30/2044 01992 6.950001600 19,906,000.0000 0.00 10/31/2010 12X4208 1208840 09/30/2028 01993 6.990001200 393,646,300.0000 2,292,990.09 10/31/2010 12X4208 1208840 09/30/2042 01993 6.990001200 618,000.0000 3,599.85 10/31/2010 12X4208 1208840 09/30/2044 01993 6.990001200 69,500,000.0000 404,837.57 10/31/2010 ------------------------ ---------------------- 760,439,300.0000 4,304,381.67 850 SUB-COHORT 12X4208 1208850 09/30/2029 01994 7.040001600 60,672,500.0000 355,945.41 10/31/2010 12X4208 1208850 09/30/2042 01994 7.040001600 53,000.0000 310.93 10/31/2010 12X4208 1208850 09/30/2043 01994 7.040001600 850,000.0000 4,986.67 10/31/2010 12X4208 1208850 09/30/2030 01995 6.680001600 40,456,000.0000 225,205.12 10/31/2010 12X4208 1208850 09/30/2042 01995 6.680001600 44,000.0000 244.93 10/31/2010 12X4208 1208850 09/30/2031 01996 6.450001200 57,620,200.0000 309,708.63 10/31/2010 12X4208 1208850 09/30/2042 01996 6.450001200 36,000.0000 193.50 10/31/2010 12X4208 1208850 09/30/2043 01996 6.450001200 250,000.0000 1,343.75 10/31/2010 12X4208 1208850 09/30/2032 01997 5.979999600 51,271,200.0000 255,501.46 10/31/2010 12X4208 1208850 09/30/2042 01997 5.979999600 4,200.0000 20.93 10/31/2010 12X4208 1208850 09/30/2043 01997 5.979999600 350,000.0000 1,744.17 10/31/2010 12X4208 1208850 09/30/2033 01998 6.000001200 84,790,756.3100 423,953.87 10/31/2010 12X4208 1208850 09/30/2042 01998 6.000001200 2,507,000.0000 12,535.00 10/31/2010 12X4208 1208850 09/30/2043 01998 6.000001200 250,000.0000 1,250.00 10/31/2010 12X4208 1208850 09/30/2034 01999 5.919998400 57,631,930.9100 284,317.45 10/31/2010 12X4208 1208850 09/30/2043 01999 5.919998400 650,000.0000 3,206.67 10/31/2010 12X4208 1208850 09/30/2035 02000 5.730001200 99,783,400.0000 476,465.83 10/31/2010 12X4208 1208850 09/30/2042 02000 5.730001200 20,000.0000 95.50 10/31/2010 12X4208 1208850 09/30/2043 02000 5.730001200 450,000.0000 2,148.75 10/31/2010 12X4208 1208850 09/30/2036 02001 5.000000400 96,003,000.0000 400,012.53 10/31/2010 12X4208 1208850 09/30/2043 02001 5.000000400 3,200,000.0000 13,333.33 10/31/2010 12X4208 1208850 09/30/2044 02001 5.000000400 2,000,000.0000 0.00 10/31/2010 12X4208 1208850 09/30/2037 02002 4.790001600 115,512,500.0000 461,087.55 10/31/2010 12X4208 1208850 09/30/2042 02002 4.790001600 4,701,000.0000 18,764.83 10/31/2010 12X4208 1208850 09/30/2043 02002 4.790001600 800,000.0000 3,193.33 10/31/2010 12X4208 1208850 09/30/2038 02003 4.709998800 104,240,000.0000 409,141.90 10/31/2010 12X4208 1208850 09/30/2042 02003 4.709998800 14,552,000.0000 57,116.59 10/31/2010 12X4208 1208850 09/30/2043 02003 4.709998800 3,345,000.0000 13,129.12 10/31/2010 12X4208 1208850 09/30/2039 02004 4.690000800 197,053,000.0000 770,148.94 10/31/2010 12X4208 1208850 09/30/2042 02004 4.690000800 28,673,000.0000 112,063.66 10/31/2010 12X4208 1208850 09/30/2043 02004 4.690000800 12,153,000.0000 47,497.98 10/31/2010 12X4208 1208850 09/30/2044 02004 4.690000800 2,674,000.0000 10,450.89 10/31/2010 12X4208 1208850 09/30/2040 02005 4.569998400 69,294,700.0000 263,897.22 10/31/2010 12X4208 1208850 09/30/2042 02005 4.569998400 24,581,000.0000 93,612.61 10/31/2010 12X4208 1208850 09/30/2043 02005 4.569998400 14,791,000.0000 56,329.04 10/31/2010 12X4208 1208850 09/30/2044 02005 4.569998400 15,935,000.0000 60,685.77 10/31/2010 12X4208 1208850 09/30/2041 02006 4.659998400 48,973,000.0000 190,178.42 10/31/2010 12X4208 1208850 09/30/2042 02006 4.659998400 18,447,000.0000 71,635.83 10/31/2010 12X4208 1208850 09/30/2043 02006 4.659998400 20,276,000.0000 78,738.44 10/31/2010 12X4208 1208850 09/30/2044 02006 4.659998400 4,822,000.0000 18,725.43 10/31/2010 12X4208 1208850 09/30/2042 02007 4.550000400 55,075,000.0000 208,826.06 10/31/2010 12X4208 1208850 09/30/2043 02007 4.550000400 19,802,000.0000 75,082.59 10/31/2010 12X4208 1208850 09/30/2044 02007 4.550000400 12,186,000.0000 46,205.25 10/31/2010 12X4208 1208850 09/30/2043 02008 4.380001200 43,500,000.0000 158,775.04 10/31/2010 12X4208 1208850 09/30/2044 02008 4.380001200 20,387,000.0000 74,412.57 10/31/2010 12X4208 1208850 09/30/2045 02008 4.380001200 2,371,000.0000 8,654.15 10/31/2010 12X4208 1208850 09/30/2043 02009 4.820000400 5,230,000.0000 21,007.17 10/31/2010 12X4208 1208850 09/30/2044 02009 4.820000400 14,621,000.0000 58,727.69 10/31/2010 ------------------------ ---------------------- 1,432,888,387.2200 6,160,612.50 810 SUB-COHORT 12X4208 1208810 09/30/2029 01994 6.909998400 191,444,000.0000 1,102,398.11 10/31/2010 12X4208 1208810 09/30/2042 01994 6.909998400 13,700,000.0000 78,889.15 10/31/2010 12X4208 1208810 09/30/2030 01995 6.559999200 252,848,000.0000 1,382,235.56 10/31/2010 12X4208 1208810 09/30/2042 01995 6.559999200 15,300,000.0000 83,639.99 10/31/2010 12X4208 1208810 09/30/2031 01996 6.320001600 322,976,000.0000 1,701,007.36 10/31/2010 12X4208 1208810 09/30/2042 01996 6.320001600 9,000,000.0000 47,400.01 10/31/2010 12X4208 1208810 09/30/2043 01996 6.320001600 6,700,000.0000 35,286.68 10/31/2010 12X4208 1208810 09/30/2044 01996 6.320001600 1,850,000.0000 9,743.34 10/31/2010 12X4208 1208810 09/30/2032 01997 6.140001600 290,888,000.0000 1,488,377.32 10/31/2010 12X4208 1208810 09/30/2042 01997 6.140001600 10,800,000.0000 55,260.01 10/31/2010 12X4208 1208810 09/30/2043 01997 6.140001600 4,400,000.0000 22,513.34 10/31/2010 12X4208 1208810 09/30/2044 01997 6.140001600 1,501,000.0000 7,680.12 10/31/2010 12X4208 1208810 09/30/2033 01998 5.919998400 343,632,000.0000 1,695,250.74 10/31/2010 12X4208 1208810 09/30/2042 01998 5.919998400 7,400,000.0000 36,506.66 10/31/2010 12X4208 1208810 09/30/2043 01998 5.919998400 8,450,000.0000 41,686.66 10/31/2010 12X4208 1208810 09/30/2044 01998 5.919998400 1,326,000.0000 6,541.60 10/31/2010 12X4208 1208810 09/30/2034 01999 5.889999600 217,418,000.0000 1,067,159.94 10/31/2010 12X4208 1208810 09/30/2042 01999 5.889999600 2,400,000.0000 11,780.00 10/31/2010 12X4208 1208810 09/30/2043 01999 5.889999600 6,200,000.0000 30,431.66 10/31/2010 12X4208 1208810 09/30/2035 02000 5.879998800 199,425,000.0000 977,182.30 10/31/2010 12X4208 1208810 09/30/2042 02000 5.879998800 7,100,000.0000 34,789.99 10/31/2010 12X4208 1208810 09/30/2043 02000 5.879998800 5,850,000.0000 28,664.99 10/31/2010 12X4208 1208810 09/30/2044 02000 5.879998800 2,273,000.0000 11,137.70 10/31/2010 12X4208 1208810 09/30/2036 02001 5.150001600 204,651,000.0000 878,294.15 10/31/2010 12X4208 1208810 09/30/2042 02001 5.150001600 2,600,000.0000 11,158.34 10/31/2010 12X4208 1208810 09/30/2043 02001 5.150001600 6,900,000.0000 29,612.51 10/31/2010 12X4208 1208810 09/30/2044 02001 5.150001600 2,175,000.0000 9,334.38 10/31/2010 12X4208 1208810 09/30/2037 02002 4.680000000 405,453,000.0000 1,581,266.70 10/31/2010 12X4208 1208810 09/30/2042 02002 4.680000000 5,601,000.0000 21,843.90 10/31/2010 12X4208 1208810 09/30/2044 02002 4.680000000 1,858,000.0000 7,246.20 10/31/2010 12X4208 1208810 09/30/2038 02003 4.719999600 74,450,000.0000 292,836.64 10/31/2010 12X4208 1208810 09/30/2042 02003 4.719999600 8,241,000.0000 32,414.60 10/31/2010 12X4208 1208810 09/30/2043 02003 4.719999600 12,082,000.0000 47,522.53 10/31/2010 12X4208 1208810 09/30/2039 02004 4.579999200 393,715,000.0000 1,502,678.65 10/31/2010 12X4208 1208810 09/30/2042 02004 4.579999200 83,261,000.0000 317,779.43 10/31/2010 12X4208 1208810 09/30/2043 02004 4.579999200 77,198,000.0000 294,638.98 10/31/2010 12X4208 1208810 09/30/2044 02004 4.579999200 15,517,000.0000 59,223.21 10/31/2010 12X4208 1208810 09/30/2040 02005 4.550000400 43,719,800.0000 165,770.92 10/31/2010 12X4208 1208810 09/30/2042 02005 4.550000400 21,472,000.0000 81,414.67 10/31/2010 12X4208 1208810 09/30/2043 02005 4.550000400 15,572,000.0000 59,043.84 10/31/2010 12X4208 1208810 09/30/2044 02005 4.550000400 8,770,000.0000 33,252.92 10/31/2010 12X4208 1208810 09/30/2045 02005 4.550000400 2,727,000.0000 10,339.88 10/31/2010 12X4208 1208810 09/30/2041 02006 4.579999200 38,859,000.0000 148,311.82 10/31/2010 12X4208 1208810 09/30/2042 02006 4.579999200 20,317,000.0000 77,543.20 10/31/2010 12X4208 1208810 09/30/2043 02006 4.579999200 12,982,000.0000 49,547.96 10/31/2010 12X4208 1208810 09/30/2044 02006 4.579999200 19,298,000.0000 73,654.02 10/31/2010 12X4208 1208810 09/30/2042 02007 4.439998800 40,896,800.0000 151,318.12 10/31/2010 12X4208 1208810 09/30/2043 02007 4.439998800 27,018,000.0000 99,966.57 10/31/2010 12X4208 1208810 09/30/2044 02007 4.439998800 8,252,000.0000 30,532.39 10/31/2010 12X4208 1208810 09/30/2045 02007 4.439998800 1,920,000.0000 7,104.00 10/31/2010 ------------------------ ---------------------- 3,478,386,600.0000 16,029,213.76 855 SUB-COHORT 12X4208 1208855 09/30/2029 01994 6.440000400 16,306,200.0000 87,509.95 10/31/2010 12X4208 1208855 09/30/2042 01994 6.440000400 2,028,000.0000 10,883.60 10/31/2010 12X4208 1208855 09/30/2044 01994 6.440000400 146,000.0000 783.53 10/31/2010 12X4208 1208855 09/30/2029 01995 6.009998400 370,000.0000 1,853.08 10/31/2010 12X4208 1208855 09/30/2030 01995 6.009998400 18,189,000.0000 91,096.55 10/31/2010 12X4208 1208855 09/30/2042 01995 6.009998400 80,000.0000 400.67 10/31/2010 12X4208 1208855 09/30/2044 01995 6.009998400 1,168,000.0000 5,849.73 10/31/2010 12X4208 1208855 09/30/2029 01996 6.009998400 499,000.0000 2,499.16 10/31/2010 12X4208 1208855 09/30/2031 01996 6.009998400 22,687,000.0000 113,624.03 10/31/2010 12X4208 1208855 09/30/2042 01996 6.009998400 2,763,000.0000 13,838.02 10/31/2010 12X4208 1208855 09/30/2043 01996 6.009998400 349,000.0000 1,747.91 10/31/2010 12X4208 1208855 09/30/2044 01996 6.009998400 193,000.0000 966.61 10/31/2010 12X4208 1208855 09/30/2032 01997 5.670000000 26,577,946.5100 125,580.80 10/31/2010 12X4208 1208855 09/30/2042 01997 5.670000000 1,138,000.0000 5,377.05 10/31/2010 12X4208 1208855 09/30/2044 01997 5.670000000 76,000.0000 359.10 10/31/2010 12X4208 1208855 09/30/2033 01998 5.739998400 26,099,000.0000 124,840.18 10/31/2010 12X4208 1208855 09/30/2042 01998 5.739998400 3,509,000.0000 16,784.71 10/31/2010 12X4208 1208855 09/30/2044 01998 5.739998400 79,000.0000 377.88 10/31/2010 12X4208 1208855 09/30/2034 01999 5.450000400 29,643,000.0000 134,628.63 10/31/2010 12X4208 1208855 09/30/2042 01999 5.450000400 2,094,000.0000 9,510.25 10/31/2010 12X4208 1208855 09/30/2043 01999 5.450000400 2,083,000.0000 9,460.29 10/31/2010 12X4208 1208855 09/30/2044 01999 5.450000400 254,000.0000 1,153.58 10/31/2010 12X4208 1208855 09/30/2029 02000 4.939999200 666,000.0000 2,741.70 10/31/2010 12X4208 1208855 09/30/2035 02000 4.939999200 28,789,000.0000 118,514.70 10/31/2010 12X4208 1208855 09/30/2042 02000 4.939999200 11,000.0000 45.28 10/31/2010 12X4208 1208855 09/30/2043 02000 4.939999200 29,000.0000 119.38 10/31/2010 12X4208 1208855 09/30/2044 02000 4.939999200 7,507,000.0000 30,903.81 10/31/2010 12X4208 1208855 09/30/2036 02001 5.230000800 25,852,000.0000 112,671.65 10/31/2010 12X4208 1208855 09/30/2042 02001 5.230000800 1,503,000.0000 6,550.58 10/31/2010 12X4208 1208855 09/30/2043 02001 5.230000800 1,700,000.0000 7,409.17 10/31/2010 12X4208 1208855 09/30/2044 02001 5.230000800 501,000.0000 2,183.53 10/31/2010 12X4208 1208855 09/30/2037 02002 4.399999200 18,474,000.0000 67,737.99 10/31/2010 12X4208 1208855 09/30/2042 02002 4.399999200 9,997,000.0000 36,655.66 10/31/2010 12X4208 1208855 09/30/2043 02002 4.399999200 5,664,000.0000 20,768.00 10/31/2010 12X4208 1208855 09/30/2044 02002 4.399999200 4,340,000.0000 15,913.33 10/31/2010 12X4208 1208855 09/30/2038 02003 4.230000000 27,867,300.0000 98,232.23 10/31/2010 12X4208 1208855 09/30/2042 02003 4.230000000 9,385,000.0000 33,082.13 10/31/2010 12X4208 1208855 09/30/2043 02003 4.230000000 4,516,000.0000 15,918.90 10/31/2010 12X4208 1208855 09/30/2044 02003 4.230000000 2,241,000.0000 7,899.53 10/31/2010 12X4208 1208855 09/30/2045 02003 4.230000000 48,000.0000 169.20 10/31/2010 12X4208 1208855 09/30/2039 02004 4.410000000 40,146,000.0000 147,536.55 10/31/2010 12X4208 1208855 09/30/2042 02004 4.410000000 6,767,000.0000 24,868.73 10/31/2010 12X4208 1208855 09/30/2043 02004 4.410000000 752,000.0000 2,763.60 10/31/2010 12X4208 1208855 09/30/2044 02004 4.410000000 6,433,000.0000 23,641.28 10/31/2010 12X4208 1208855 09/30/2045 02004 4.410000000 389,000.0000 1,429.58 10/31/2010 12X4208 1208855 09/30/2040 02005 4.510000800 48,227,000.0000 181,253.17 10/31/2010 12X4208 1208855 09/30/2042 02005 4.510000800 27,745,000.0000 104,274.98 10/31/2010 12X4208 1208855 09/30/2043 02005 4.510000800 9,090,000.0000 34,163.26 10/31/2010 12X4208 1208855 09/30/2044 02005 4.510000800 7,620,000.0000 28,638.51 10/31/2010 12X4208 1208855 09/30/2045 02005 4.510000800 228,000.0000 856.90 10/31/2010 12X4208 1208855 09/30/2041 02006 4.290001200 13,174,000.0000 47,097.06 10/31/2010 12X4208 1208855 09/30/2042 02006 4.290001200 36,134,000.0000 129,179.09 10/31/2010 12X4208 1208855 09/30/2043 02006 4.290001200 12,881,000.0000 46,049.59 10/31/2010 12X4208 1208855 09/30/2044 02006 4.290001200 19,119,000.0000 68,350.44 10/31/2010 12X4208 1208855 09/30/2045 02006 4.290001200 1,713,000.0000 6,123.98 10/31/2010 12X4208 1208855 09/30/2042 02007 4.290001200 17,909,100.0000 64,025.05 10/31/2010 12X4208 1208855 09/30/2043 02007 4.290001200 14,902,000.0000 53,274.66 10/31/2010 12X4208 1208855 09/30/2044 02007 4.290001200 13,252,000.0000 47,375.91 10/31/2010 12X4208 1208855 09/30/2042 02008 4.830001200 235,400.0000 947.49 10/31/2010 12X4208 1208855 09/30/2043 02008 4.830001200 8,905,000.0000 35,842.63 10/31/2010 12X4208 1208855 09/30/2044 02008 4.830001200 14,758,000.0000 59,400.96 10/31/2010 12X4208 1208855 09/30/2045 02008 4.830001200 353,000.0000 1,420.83 10/31/2010 12X4208 1208855 09/30/2043 02009 4.569998400 24,708,900.0000 94,099.69 10/31/2010 12X4208 1208855 09/30/2044 02009 4.569998400 6,330,000.0000 24,106.74 10/31/2010 12X4208 1208855 09/30/2045 02009 4.569998400 490,000.0000 1,866.08 10/31/2010 12X4208 1208855 09/30/2044 02010 2.279998800 20,113,000.0000 38,214.68 10/31/2010 ------------------------ ---------------------- 657,795,846.5100 2,603,443.52 815 SUB-COHORT 12X4208 1208815 09/30/2029 01994 6.710000400 25,475,300.0000 142,449.39 10/31/2010 12X4208 1208815 09/30/2032 01994 6.710000400 500,000.0000 2,795.83 10/31/2010 12X4208 1208815 09/30/2030 01995 5.910001200 34,379,500.0000 169,319.07 10/31/2010 12X4208 1208815 09/30/2032 01995 5.910001200 1,990,000.0000 9,800.75 10/31/2010 12X4208 1208815 09/30/2033 01995 5.910001200 350,000.0000 1,723.75 10/31/2010 12X4208 1208815 09/30/2031 01996 6.090001200 25,361,000.0000 128,707.10 10/31/2010 12X4208 1208815 09/30/2032 01996 6.090001200 2,185,000.0000 11,088.88 10/31/2010 12X4208 1208815 09/30/2033 01996 6.090001200 1,000,000.0000 5,075.00 10/31/2010 12X4208 1208815 09/30/2034 01996 6.090001200 451,000.0000 2,288.83 10/31/2010 12X4208 1208815 09/30/2032 01997 5.580000000 40,617,000.0000 188,869.05 10/31/2010 12X4208 1208815 09/30/2033 01997 5.580000000 1,723,000.0000 8,011.95 10/31/2010 12X4208 1208815 09/30/2032 01998 5.490000000 4,955,000.0000 22,669.13 10/31/2010 12X4208 1208815 09/30/2033 01998 5.490000000 68,091,000.0000 311,516.33 10/31/2010 12X4208 1208815 09/30/2034 01998 5.490000000 3,419,000.0000 15,641.93 10/31/2010 12X4208 1208815 09/30/2032 01999 5.259999600 5,079,000.0000 22,262.95 10/31/2010 12X4208 1208815 09/30/2033 01999 5.259999600 2,371,000.0000 10,392.88 10/31/2010 12X4208 1208815 09/30/2034 01999 5.259999600 74,622,000.0000 327,093.08 10/31/2010 12X4208 1208815 09/30/2032 02000 4.950000000 25,447,000.0000 104,968.88 10/31/2010 12X4208 1208815 09/30/2033 02000 4.950000000 4,929,000.0000 20,332.13 10/31/2010 12X4208 1208815 09/30/2034 02000 4.950000000 5,200,000.0000 0.00 10/31/2010 12X4208 1208815 09/30/2035 02000 4.950000000 76,911,000.0000 317,257.88 10/31/2010 12X4208 1208815 09/30/2032 02001 4.550000400 23,543,000.0000 89,267.22 10/31/2010 12X4208 1208815 09/30/2033 02001 4.550000400 21,368,700.0000 81,022.99 10/31/2010 12X4208 1208815 09/30/2034 02001 4.550000400 16,929,000.0000 64,189.13 10/31/2010 12X4208 1208815 09/30/2036 02001 4.550000400 80,452,000.0000 305,047.19 10/31/2010 12X4208 1208815 09/30/2032 02002 4.389998400 29,550,000.0000 108,103.71 10/31/2010 12X4208 1208815 09/30/2033 02002 4.389998400 16,198,000.0000 59,257.66 10/31/2010 12X4208 1208815 09/30/2034 02002 4.389998400 15,892,000.0000 58,138.21 10/31/2010 12X4208 1208815 09/30/2035 02002 4.389998400 631,000.0000 2,308.41 10/31/2010 12X4208 1208815 09/30/2037 02002 4.389998400 58,966,000.0000 215,717.20 10/31/2010 12X4208 1208815 09/30/2032 02003 4.259998800 21,833,000.0000 77,507.13 10/31/2010 12X4208 1208815 09/30/2033 02003 4.259998800 14,299,000.0000 50,761.44 10/31/2010 12X4208 1208815 09/30/2034 02003 4.259998800 8,895,000.0000 31,577.24 10/31/2010 12X4208 1208815 09/30/2035 02003 4.259998800 789,000.0000 2,800.95 10/31/2010 12X4208 1208815 09/30/2038 02003 4.259998800 79,453,000.0000 282,058.07 10/31/2010 12X4208 1208815 09/30/2032 02004 3.920000400 1,426,000.0000 4,658.27 10/31/2010 12X4208 1208815 09/30/2033 02004 3.920000400 553,000.0000 1,806.47 10/31/2010 12X4208 1208815 09/30/2034 02004 3.920000400 639,000.0000 2,087.40 10/31/2010 12X4208 1208815 09/30/2039 02004 3.920000400 23,166,000.0000 75,675.61 10/31/2010 12X4208 1208815 09/30/2032 02005 4.399999200 39,012,000.0000 143,043.97 10/31/2010 12X4208 1208815 09/30/2033 02005 4.399999200 18,132,000.0000 66,483.99 10/31/2010 12X4208 1208815 09/30/2034 02005 4.399999200 2,741,000.0000 10,050.33 10/31/2010 12X4208 1208815 09/30/2040 02005 4.399999200 98,512,000.0000 361,210.60 10/31/2010 12X4208 1208815 09/30/2032 02006 4.430001600 62,254,000.0000 229,821.10 10/31/2010 12X4208 1208815 09/30/2033 02006 4.430001600 33,139,000.0000 122,338.19 10/31/2010 12X4208 1208815 09/30/2034 02006 4.430001600 21,772,000.0000 80,375.00 10/31/2010 12X4208 1208815 09/30/2035 02006 4.430001600 1,257,000.0000 4,640.43 10/31/2010 12X4208 1208815 09/30/2041 02006 4.430001600 102,759,000.0000 379,352.11 10/31/2010 12X4208 1208815 09/30/2032 02007 4.470001200 21,601,000.0000 80,463.75 10/31/2010 12X4208 1208815 09/30/2033 02007 4.470001200 35,569,000.0000 132,494.56 10/31/2010 12X4208 1208815 09/30/2034 02007 4.470001200 36,973,000.0000 137,724.46 10/31/2010 12X4208 1208815 09/30/2035 02007 4.470001200 3,062,000.0000 11,405.95 10/31/2010 12X4208 1208815 09/30/2033 02008 4.140000000 75,296,500.0000 259,772.93 10/31/2010 12X4208 1208815 09/30/2034 02008 4.140000000 88,301,000.0000 304,638.45 10/31/2010 12X4208 1208815 09/30/2035 02008 4.140000000 11,374,000.0000 39,240.30 10/31/2010 12X4208 1208815 09/30/2033 02009 4.449999600 6,016,300.0000 22,310.44 10/31/2010 12X4208 1208815 09/30/2034 02009 4.449999600 47,180,000.0000 174,959.15 10/31/2010 12X4208 1208815 09/30/2035 02009 4.449999600 7,218,000.0000 26,766.75 10/31/2010 12X4208 1208815 09/30/2034 02010 2.900001600 3,976,500.0000 9,609.88 10/31/2010 12X4208 1208815 09/30/2035 02010 2.900001600 1,265,000.0000 3,057.09 10/31/2010 ------------------------ ---------------------- 1,537,048,800.0000 5,934,008.52 870 SUB-COHORT 12X4208 1208870 09/30/2036 02001 5.109998400 442,387,000.0000 1,883,830.72 10/31/2010 12X4208 1208870 09/30/2040 02001 5.109998400 3,110,000.0000 13,243.41 10/31/2010 12X4208 1208870 09/30/2037 02002 4.790001600 671,207,000.0000 2,679,235.50 10/31/2010 12X4208 1208870 09/30/2040 02002 4.790001600 3,538,000.0000 14,122.52 10/31/2010 12X4208 1208870 09/30/2042 02002 4.790001600 2,360,000.0000 9,420.34 10/31/2010 12X4208 1208870 09/30/2038 02003 4.730000400 911,420,000.0000 3,592,514.14 10/31/2010 12X4208 1208870 09/30/2040 02003 4.730000400 176,784,000.0000 696,823.66 10/31/2010 12X4208 1208870 09/30/2041 02003 4.730000400 7,978,000.0000 31,446.62 10/31/2010 12X4208 1208870 09/30/2039 02004 4.629999600 757,823,000.0000 2,923,933.49 10/31/2010 12X4208 1208870 09/30/2040 02004 4.629999600 264,671,000.0000 1,021,188.85 10/31/2010 12X4208 1208870 09/30/2041 02004 4.629999600 104,748,000.0000 404,152.67 10/31/2010 12X4208 1208870 09/30/2042 02004 4.629999600 14,107,000.0000 54,429.50 10/31/2010 12X4208 1208870 09/30/2040 02005 4.600000800 739,036,200.0000 2,832,972.59 10/31/2010 12X4208 1208870 09/30/2041 02005 4.600000800 164,058,000.0000 628,889.11 10/31/2010 12X4208 1208870 09/30/2042 02005 4.600000800 45,586,000.0000 174,746.36 10/31/2010 12X4208 1208870 09/30/2043 02005 4.600000800 5,311,000.0000 20,358.84 10/31/2010 12X4208 1208870 09/30/2040 02006 4.529998800 248,076,000.0000 936,486.65 10/31/2010 12X4208 1208870 09/30/2041 02006 4.529998800 580,746,000.0000 2,192,315.57 10/31/2010 12X4208 1208870 09/30/2042 02006 4.529998800 88,142,000.0000 332,735.96 10/31/2010 12X4208 1208870 09/30/2043 02006 4.529998800 750,000.0000 2,831.25 10/31/2010 12X4208 1208870 09/30/2040 02007 4.290001200 358,800,000.0000 1,282,710.36 10/31/2010 12X4208 1208870 09/30/2041 02007 4.290001200 419,484,000.0000 1,499,655.72 10/31/2010 12X4208 1208870 09/30/2042 02007 4.290001200 126,395,000.0000 451,862.25 10/31/2010 12X4208 1208870 09/30/2043 02007 4.290001200 2,001,000.0000 7,153.58 10/31/2010 ------------------------ ---------------------- 6,138,518,200.0000 23,687,059.66 820 SUB-COHORT 12X4208 1208820 09/30/2043 01993 6.649999200 2,578,410.0000 14,288.69 10/31/2010 12X4208 1208820 09/30/2043 01994 5.900000400 1,750,000.0000 8,604.17 10/31/2010 12X4208 1208820 09/30/2043 01995 5.990000400 2,700,000.0000 13,477.50 10/31/2010 12X4208 1208820 09/30/2044 01996 5.950000800 1,500,000.0000 7,437.50 10/31/2010 12X4208 1208820 09/30/2032 01997 5.749999200 3,445,000.0000 16,507.29 10/31/2010 12X4208 1208820 09/30/2042 01997 5.749999200 515,000.0000 2,467.71 10/31/2010 12X4208 1208820 09/30/2043 01998 5.799999600 2,050,000.0000 9,908.33 10/31/2010 12X4208 1208820 09/30/2043 02001 4.889998800 33,400,000.0000 136,104.97 10/31/2010 12X4208 1208820 09/30/2043 02002 4.610001600 49,190,700.0000 188,974.34 10/31/2010 12X4208 1208820 09/30/2044 02002 4.610001600 57,000.0000 218.98 10/31/2010 12X4208 1208820 09/30/2038 02003 4.700001600 18,113,000.0000 70,942.61 10/31/2010 12X4208 1208820 09/30/2042 02003 4.700001600 1,303,000.0000 5,103.42 10/31/2010 12X4208 1208820 09/30/2043 02003 4.700001600 44,813,000.0000 175,517.64 10/31/2010 12X4208 1208820 09/30/2044 02003 4.700001600 759,000.0000 2,972.75 10/31/2010 12X4208 1208820 09/30/2045 02003 4.700001600 89,000.0000 348.58 10/31/2010 12X4208 1208820 09/30/2039 02004 4.610001600 18,646,000.0000 71,631.74 10/31/2010 12X4208 1208820 09/30/2042 02004 4.610001600 2,043,000.0000 7,848.53 10/31/2010 12X4208 1208820 09/30/2043 02004 4.610001600 29,787,000.0000 114,431.76 10/31/2010 12X4208 1208820 09/30/2044 02004 4.610001600 11,476,000.0000 44,086.98 10/31/2010 12X4208 1208820 09/30/2040 02005 4.560001200 24,426,302.0000 92,819.97 10/31/2010 12X4208 1208820 09/30/2042 02005 4.560001200 10,465,000.0000 39,767.01 10/31/2010 12X4208 1208820 09/30/2043 02005 4.560001200 22,537,000.0000 85,640.62 10/31/2010 12X4208 1208820 09/30/2044 02005 4.560001200 26,259,000.0000 99,784.23 10/31/2010 12X4208 1208820 09/30/2045 02005 4.560001200 236,000.0000 896.80 10/31/2010 12X4208 1208820 09/30/2045 02006 4.560001200 40,000.0000 152.00 10/31/2010 12X4208 1208820 09/30/2045 02007 4.560001200 658,000.0000 2,500.40 10/31/2010 12X4208 1208820 09/30/2045 02008 4.560001200 973,000.0000 3,697.40 10/31/2010 12X4208 1208820 09/30/2043 02009 4.700001600 2,713,000.0000 10,625.92 10/31/2010 12X4208 1208820 09/30/2044 02009 4.700001600 38,354,000.0000 150,219.88 10/31/2010 12X4208 1208820 09/30/2045 02009 4.700001600 2,000,000.0000 7,833.34 10/31/2010 12X4208 1208820 09/30/2044 02010 2.919999600 2,600,000.0000 6,326.67 10/31/2010 12X4208 1208820 09/30/2045 02010 2.919999600 1,325,000.0000 3,224.17 10/31/2010 ------------------------ ---------------------- 356,801,412.0000 1,394,361.90 825 SUB-COHORT 12X4208 1208825 09/30/2028 01993 6.810001200 2,390,000.0000 13,563.25 10/31/2010 12X4208 1208825 09/30/2043 01995 6.069999600 1,627,000.0000 8,229.91 10/31/2010 12X4208 1208825 09/30/2043 01996 6.050001600 2,100,000.0000 10,587.50 10/31/2010 12X4208 1208825 09/30/2043 01997 4.820000400 850,000.0000 3,414.17 10/31/2010 12X4208 1208825 09/30/2043 01999 5.199998400 773,000.0000 3,349.67 10/31/2010 12X4208 1208825 09/30/2043 02000 4.929998400 1,400,000.0000 5,751.66 10/31/2010 12X4208 1208825 09/30/2043 02001 4.410000000 850,000.0000 3,123.75 10/31/2010 12X4208 1208825 09/30/2044 02001 4.410000000 150,000.0000 551.25 10/31/2010 12X4208 1208825 09/30/2045 02001 4.410000000 29,000.0000 106.58 10/31/2010 12X4208 1208825 09/30/2043 02002 4.439998800 1,400,000.0000 5,180.00 10/31/2010 12X4208 1208825 09/30/2044 02002 4.439998800 5,000.0000 18.50 10/31/2010 12X4208 1208825 09/30/2043 02003 4.309999200 1,794,000.0000 6,443.45 10/31/2010 12X4208 1208825 09/30/2044 02003 4.309999200 7,000.0000 25.14 10/31/2010 12X4208 1208825 09/30/2039 02004 4.169998800 991,000.0000 3,443.72 10/31/2010 12X4208 1208825 09/30/2042 02004 4.169998800 438,000.0000 1,522.05 10/31/2010 12X4208 1208825 09/30/2043 02004 4.169998800 1,612,000.0000 5,601.70 10/31/2010 12X4208 1208825 09/30/2044 02004 4.169998800 101,000.0000 350.97 10/31/2010 12X4208 1208825 09/30/2040 02005 4.269999600 1,829,500.0000 6,509.97 10/31/2010 12X4208 1208825 09/30/2042 02005 4.269999600 52,000.0000 185.03 10/31/2010 12X4208 1208825 09/30/2043 02005 4.269999600 2,088,000.0000 7,429.80 10/31/2010 12X4208 1208825 09/30/2044 02005 4.269999600 30,000.0000 106.75 10/31/2010 12X4208 1208825 09/30/2041 02006 4.250001600 699,000.0000 2,475.63 10/31/2010 12X4208 1208825 09/30/2042 02006 4.250001600 490,000.0000 1,735.42 10/31/2010 12X4208 1208825 09/30/2043 02006 4.250001600 1,584,000.0000 5,610.00 10/31/2010 12X4208 1208825 09/30/2044 02006 4.250001600 157,000.0000 556.04 10/31/2010 12X4208 1208825 09/30/2045 02006 4.250001600 23,000.0000 81.46 10/31/2010 12X4208 1208825 09/30/2042 02007 4.449999600 33,000.0000 122.37 10/31/2010 12X4208 1208825 09/30/2043 02007 4.449999600 31,000.0000 114.96 10/31/2010 12X4208 1208825 09/30/2044 02007 4.449999600 112,000.0000 415.33 10/31/2010 12X4208 1208825 09/30/2045 02007 4.449999600 46,000.0000 170.58 10/31/2010 12X4208 1208825 09/30/2043 02008 4.309999200 60,000.0000 215.50 10/31/2010 12X4208 1208825 09/30/2043 02009 4.309999200 45,000.0000 161.62 10/31/2010 12X4208 1208825 09/30/2044 02009 4.309999200 865,000.0000 3,106.79 10/31/2010 12X4208 1208825 09/30/2045 02009 4.309999200 14,000.0000 50.28 10/31/2010 12X4208 1208825 09/30/2044 02010 2.679998400 109,700.0000 245.00 10/31/2010 12X4208 1208825 09/30/2045 02010 2.679998400 27,000.0000 60.30 10/31/2010 ------------------------ ---------------------- 24,812,200.0000 100,616.10 881 SUB-COHORT 12X4208 1208881 09/30/2044 02007 4.880001600 37,400,000.0000 152,093.38 10/31/2010 12X4208 1208881 09/30/2045 02007 4.880001600 1,000,000.0000 0.00 10/31/2010 12X4208 1208881-0 09/30/2042 02007 4.880001600 17,984,579.7900 73,137.32 10/31/2010 12X4208 1208881-N 09/30/2042 02007 4.880001600 41,441,126.7000 168,527.30 10/31/2010 12X4208 1208881 09/30/2044 02009 3.510000000 20,704,874.7300 60,561.76 10/31/2010 12X4208 1208881 09/30/2045 02009 3.510000000 25,000,000.0000 73,125.00 10/31/2010 ------------------------ ---------------------- 143,530,581.2200 527,444.76 871 SUB-COHORT 12X4208 1208871 09/30/2043 02005 4.759999200 4,650,000.0000 18,445.00 10/31/2010 12X4208 1208871 09/30/2043 02006 4.899999600 7,200,000.0000 29,400.00 10/31/2010 12X4208 1208871 09/30/2044 02008 4.479998400 10,000,000.0000 37,333.32 10/31/2010 ------------------------ ---------------------- 21,850,000.0000 85,178.32 880 SUB-COHORT 12X4208 1208880 09/30/2041 02006 4.849999200 18,759,735.0000 75,820.58 10/31/2010 12X4208 1208880 09/30/2042 02006 4.849999200 1,007,000.0000 4,069.96 10/31/2010 12X4208 1208880 09/30/2043 02006 4.849999200 250,000.0000 1,010.42 10/31/2010 12X4208 1208880 09/30/2044 02006 4.849999200 750,000.0000 3,031.25 10/31/2010 ------------------------ ---------------------- 20,766,735.0000 83,932.21 ======================== ====================== 14,723,078,061.9500 61,744,456.80 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00