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 80,535.65 01/31/2010 12X4208 1208845 09/30/2027 01992 6.729998400 64,970,000.0000 1,457,493.32 01/31/2010 12X4208 1208845 09/30/2027 01993 6.599998800 5,284,000.0000 116,247.98 01/31/2010 12X4208 1208845 09/30/2028 01993 6.599998800 62,261,000.0000 1,369,741.75 01/31/2010 12X4208 1208845 09/30/2042 01993 6.599998800 6,825,000.0000 150,149.97 01/31/2010 12X4208 1208845 09/30/2043 01993 6.599998800 533,000.0000 11,726.00 01/31/2010 12X4208 1208845 09/30/2044 01993 6.599998800 42,000.0000 924.00 01/31/2010 ------------------------ ---------------------- 143,505,000.0000 3,186,818.67 840 SUB-COHORT 12X4208 1208840 09/30/2027 01992 6.950001600 295,184,000.0000 6,838,430.91 01/31/2010 12X4208 1208840 09/30/2042 01992 6.950001600 585,000.0000 13,552.50 01/31/2010 12X4208 1208840 09/30/2028 01993 6.990001200 454,646,300.0000 10,593,260.61 01/31/2010 12X4208 1208840 09/30/2042 01993 6.990001200 618,000.0000 14,399.40 01/31/2010 ------------------------ ---------------------- 751,033,300.0000 17,459,643.42 850 SUB-COHORT 12X4208 1208850 09/30/2029 01994 7.040001600 61,672,500.0000 1,447,248.33 01/31/2010 12X4208 1208850 09/30/2042 01994 7.040001600 53,000.0000 1,243.73 01/31/2010 12X4208 1208850 09/30/2043 01994 7.040001600 850,000.0000 19,946.67 01/31/2010 12X4208 1208850 09/30/2030 01995 6.680001600 43,456,000.0000 967,620.50 01/31/2010 12X4208 1208850 09/30/2042 01995 6.680001600 44,000.0000 979.73 01/31/2010 12X4208 1208850 09/30/2031 01996 6.450001200 58,620,200.0000 1,260,334.53 01/31/2010 12X4208 1208850 09/30/2042 01996 6.450001200 36,000.0000 774.00 01/31/2010 12X4208 1208850 09/30/2043 01996 6.450001200 250,000.0000 5,375.00 01/31/2010 12X4208 1208850 09/30/2032 01997 5.979999600 52,271,200.0000 1,041,939.18 01/31/2010 12X4208 1208850 09/30/2042 01997 5.979999600 4,200.0000 83.72 01/31/2010 12X4208 1208850 09/30/2043 01997 5.979999600 350,000.0000 6,976.67 01/31/2010 12X4208 1208850 09/30/2033 01998 6.000001200 86,290,756.3100 1,725,815.47 01/31/2010 12X4208 1208850 09/30/2042 01998 6.000001200 2,507,000.0000 50,140.01 01/31/2010 12X4208 1208850 09/30/2043 01998 6.000001200 250,000.0000 5,000.00 01/31/2010 12X4208 1208850 09/30/2034 01999 5.919998400 58,631,930.9100 1,157,003.12 01/31/2010 12X4208 1208850 09/30/2043 01999 5.919998400 650,000.0000 12,826.66 01/31/2010 12X4208 1208850 09/30/2035 02000 5.730001200 101,783,400.0000 1,944,063.35 01/31/2010 12X4208 1208850 09/30/2042 02000 5.730001200 20,000.0000 382.00 01/31/2010 12X4208 1208850 09/30/2043 02000 5.730001200 450,000.0000 8,595.00 01/31/2010 12X4208 1208850 09/30/2036 02001 5.010001200 99,003,000.0000 1,653,350.50 01/31/2010 12X4208 1208850 09/30/2043 02001 5.010001200 3,200,000.0000 53,440.01 01/31/2010 12X4208 1208850 09/30/2037 02002 4.790001600 118,512,500.0000 1,892,250.22 01/31/2010 12X4208 1208850 09/30/2042 02002 4.790001600 4,701,000.0000 75,059.33 01/31/2010 12X4208 1208850 09/30/2043 02002 4.790001600 800,000.0000 12,773.34 01/31/2010 12X4208 1208850 09/30/2038 02003 4.719999600 106,240,000.0000 1,671,509.19 01/31/2010 12X4208 1208850 09/30/2042 02003 4.719999600 14,552,000.0000 228,951.45 01/31/2010 12X4208 1208850 09/30/2043 02003 4.719999600 3,345,000.0000 52,628.00 01/31/2010 12X4208 1208850 09/30/2039 02004 4.690000800 201,053,000.0000 3,143,129.10 01/31/2010 12X4208 1208850 09/30/2042 02004 4.690000800 28,673,000.0000 448,254.64 01/31/2010 12X4208 1208850 09/30/2043 02004 4.690000800 12,153,000.0000 189,991.93 01/31/2010 12X4208 1208850 09/30/2040 02005 4.690000800 70,460,900.0000 1,101,538.92 01/31/2010 12X4208 1208850 09/30/2042 02005 4.690000800 24,581,000.0000 384,283.03 01/31/2010 12X4208 1208850 09/30/2043 02005 4.690000800 14,791,000.0000 231,232.67 01/31/2010 12X4208 1208850 09/30/2044 02005 4.690000800 5,042,000.0000 78,823.28 01/31/2010 12X4208 1208850 09/30/2041 02006 4.619998800 55,973,000.0000 861,983.98 01/31/2010 12X4208 1208850 09/30/2042 02006 4.619998800 18,447,000.0000 284,083.73 01/31/2010 12X4208 1208850 09/30/2043 02006 4.619998800 20,276,000.0000 312,250.32 01/31/2010 12X4208 1208850 09/30/2042 02007 4.610001600 57,075,000.0000 877,052.80 01/31/2010 12X4208 1208850 09/30/2043 02007 4.610001600 19,802,000.0000 304,290.84 01/31/2010 12X4208 1208850 09/30/2044 02007 4.610001600 734,000.0000 11,279.14 01/31/2010 12X4208 1208850 09/30/2042 02008 4.489999200 5,715,000.0000 85,534.48 01/31/2010 12X4208 1208850 09/30/2043 02008 4.489999200 44,785,000.0000 670,282.05 01/31/2010 12X4208 1208850 09/30/2044 02008 4.489999200 3,097,000.0000 46,351.76 01/31/2010 12X4208 1208850 09/30/2043 02009 4.889998800 5,230,000.0000 85,248.98 01/31/2010 ------------------------ ---------------------- 1,406,431,587.2200 24,411,921.36 810 SUB-COHORT 12X4208 1208810 09/30/2029 01994 6.909998400 199,444,000.0000 4,593,859.07 01/31/2010 12X4208 1208810 09/30/2042 01994 6.909998400 13,700,000.0000 315,556.59 01/31/2010 12X4208 1208810 09/30/2030 01995 6.559999200 260,848,000.0000 5,703,875.57 01/31/2010 12X4208 1208810 09/30/2042 01995 6.559999200 15,300,000.0000 334,559.96 01/31/2010 12X4208 1208810 09/30/2031 01996 6.320001600 330,976,000.0000 6,972,562.83 01/31/2010 12X4208 1208810 09/30/2042 01996 6.320001600 9,000,000.0000 189,600.05 01/31/2010 12X4208 1208810 09/30/2043 01996 6.320001600 6,700,000.0000 141,146.70 01/31/2010 12X4208 1208810 09/30/2032 01997 6.140001600 296,888,000.0000 6,076,309.32 01/31/2010 12X4208 1208810 09/30/2042 01997 6.140001600 10,800,000.0000 221,040.06 01/31/2010 12X4208 1208810 09/30/2043 01997 6.140001600 4,400,000.0000 90,053.36 01/31/2010 12X4208 1208810 09/30/2033 01998 5.919998400 350,632,000.0000 6,919,136.26 01/31/2010 12X4208 1208810 09/30/2042 01998 5.919998400 7,400,000.0000 146,026.63 01/31/2010 12X4208 1208810 09/30/2043 01998 5.919998400 8,450,000.0000 166,746.62 01/31/2010 12X4208 1208810 09/30/2034 01999 5.889999600 221,418,000.0000 4,347,173.10 01/31/2010 12X4208 1208810 09/30/2042 01999 5.889999600 2,400,000.0000 47,120.00 01/31/2010 12X4208 1208810 09/30/2043 01999 5.889999600 6,200,000.0000 121,726.66 01/31/2010 12X4208 1208810 09/30/2035 02000 5.879998800 203,265,000.0000 3,983,993.19 01/31/2010 12X4208 1208810 09/30/2042 02000 5.879998800 7,100,000.0000 139,159.97 01/31/2010 12X4208 1208810 09/30/2043 02000 5.879998800 5,850,000.0000 114,659.98 01/31/2010 12X4208 1208810 09/30/2036 02001 5.150001600 208,651,000.0000 3,581,843.28 01/31/2010 12X4208 1208810 09/30/2042 02001 5.150001600 2,600,000.0000 44,633.35 01/31/2010 12X4208 1208810 09/30/2043 02001 5.150001600 6,900,000.0000 118,450.04 01/31/2010 12X4208 1208810 09/30/2037 02002 4.700001600 416,453,000.0000 6,524,432.55 01/31/2010 12X4208 1208810 09/30/2042 02002 4.700001600 5,601,000.0000 87,749.03 01/31/2010 12X4208 1208810 09/30/2038 02003 4.730000400 104,450,000.0000 1,646,828.47 01/31/2010 12X4208 1208810 09/30/2042 02003 4.730000400 8,241,000.0000 129,933.11 01/31/2010 12X4208 1208810 09/30/2043 02003 4.730000400 12,082,000.0000 190,492.88 01/31/2010 12X4208 1208810 09/30/2039 02004 4.600000800 418,715,000.0000 6,420,297.78 01/31/2010 12X4208 1208810 09/30/2042 02004 4.600000800 83,261,000.0000 1,276,668.89 01/31/2010 12X4208 1208810 09/30/2043 02004 4.600000800 77,198,000.0000 1,183,702.87 01/31/2010 12X4208 1208810 09/30/2044 02004 4.600000800 8,486,000.0000 130,118.69 01/31/2010 12X4208 1208810 09/30/2040 02005 4.650001200 46,712,000.0000 724,036.19 01/31/2010 12X4208 1208810 09/30/2042 02005 4.650001200 21,472,000.0000 332,816.09 01/31/2010 12X4208 1208810 09/30/2043 02005 4.650001200 15,572,000.0000 241,366.06 01/31/2010 12X4208 1208810 09/30/2044 02005 4.650001200 3,671,000.0000 56,900.51 01/31/2010 12X4208 1208810 09/30/2041 02006 4.719999600 40,143,000.0000 631,583.15 01/31/2010 12X4208 1208810 09/30/2042 02006 4.719999600 20,317,000.0000 319,654.11 01/31/2010 12X4208 1208810 09/30/2043 02006 4.719999600 12,982,000.0000 204,250.12 01/31/2010 12X4208 1208810 09/30/2044 02006 4.719999600 13,264,000.0000 208,686.92 01/31/2010 12X4208 1208810 09/30/2042 02007 4.539999600 45,046,000.0000 681,696.07 01/31/2010 12X4208 1208810 09/30/2043 02007 4.539999600 27,018,000.0000 408,872.36 01/31/2010 12X4208 1208810 09/30/2044 02007 4.539999600 4,546,000.0000 68,796.13 01/31/2010 ------------------------ ---------------------- 3,564,152,000.0000 65,838,114.57 855 SUB-COHORT 12X4208 1208855 09/30/2029 01994 6.440000400 17,806,200.0000 382,239.78 01/31/2010 12X4208 1208855 09/30/2042 01994 6.440000400 2,028,000.0000 43,534.40 01/31/2010 12X4208 1208855 09/30/2044 01994 6.440000400 198,000.0000 4,250.40 01/31/2010 12X4208 1208855 09/30/2029 01995 6.090001200 370,000.0000 7,511.00 01/31/2010 12X4208 1208855 09/30/2030 01995 6.090001200 19,089,000.0000 387,506.78 01/31/2010 12X4208 1208855 09/30/2042 01995 6.090001200 80,000.0000 1,624.00 01/31/2010 12X4208 1208855 09/30/2044 01995 6.090001200 899,000.0000 18,249.70 01/31/2010 12X4208 1208855 09/30/2029 01996 6.019999200 499,000.0000 10,013.27 01/31/2010 12X4208 1208855 09/30/2031 01996 6.019999200 24,887,000.0000 499,399.07 01/31/2010 12X4208 1208855 09/30/2042 01996 6.019999200 2,763,000.0000 55,444.19 01/31/2010 12X4208 1208855 09/30/2043 01996 6.019999200 349,000.0000 7,003.27 01/31/2010 12X4208 1208855 09/30/2032 01997 5.709999600 28,977,946.5100 551,546.88 01/31/2010 12X4208 1208855 09/30/2042 01997 5.709999600 1,138,000.0000 21,659.93 01/31/2010 12X4208 1208855 09/30/2033 01998 5.739998400 29,249,000.0000 559,630.71 01/31/2010 12X4208 1208855 09/30/2042 01998 5.739998400 3,509,000.0000 67,138.85 01/31/2010 12X4208 1208855 09/30/2034 01999 5.500000800 32,243,000.0000 591,121.75 01/31/2010 12X4208 1208855 09/30/2042 01999 5.500000800 2,094,000.0000 38,390.01 01/31/2010 12X4208 1208855 09/30/2043 01999 5.500000800 2,083,000.0000 38,188.34 01/31/2010 12X4208 1208855 09/30/2029 02000 5.090000400 666,000.0000 11,299.80 01/31/2010 12X4208 1208855 09/30/2035 02000 5.090000400 31,339,000.0000 531,718.41 01/31/2010 12X4208 1208855 09/30/2042 02000 5.090000400 11,000.0000 186.63 01/31/2010 12X4208 1208855 09/30/2043 02000 5.090000400 29,000.0000 492.03 01/31/2010 12X4208 1208855 09/30/2044 02000 5.090000400 2,967,000.0000 50,340.10 01/31/2010 12X4208 1208855 09/30/2036 02001 5.220000000 26,752,000.0000 465,484.80 01/31/2010 12X4208 1208855 09/30/2042 02001 5.220000000 1,503,000.0000 26,152.20 01/31/2010 12X4208 1208855 09/30/2043 02001 5.220000000 1,700,000.0000 29,580.00 01/31/2010 12X4208 1208855 09/30/2037 02002 4.669999200 19,674,000.0000 306,258.55 01/31/2010 12X4208 1208855 09/30/2042 02002 4.669999200 9,997,000.0000 155,619.94 01/31/2010 12X4208 1208855 09/30/2043 02002 4.669999200 5,664,000.0000 88,169.58 01/31/2010 12X4208 1208855 09/30/2038 02003 4.460000400 30,021,000.0000 446,312.24 01/31/2010 12X4208 1208855 09/30/2042 02003 4.460000400 9,385,000.0000 139,523.68 01/31/2010 12X4208 1208855 09/30/2043 02003 4.460000400 4,516,000.0000 67,137.87 01/31/2010 12X4208 1208855 09/30/2044 02003 4.460000400 386,000.0000 5,738.53 01/31/2010 12X4208 1208855 09/30/2039 02004 4.529998800 42,446,000.0000 640,934.43 01/31/2010 12X4208 1208855 09/30/2042 02004 4.529998800 6,767,000.0000 102,181.67 01/31/2010 12X4208 1208855 09/30/2043 02004 4.529998800 752,000.0000 11,355.20 01/31/2010 12X4208 1208855 09/30/2044 02004 4.529998800 4,616,000.0000 69,701.58 01/31/2010 12X4208 1208855 09/30/2040 02005 4.579999200 51,677,000.0000 788,935.40 01/31/2010 12X4208 1208855 09/30/2042 02005 4.579999200 27,745,000.0000 423,573.59 01/31/2010 12X4208 1208855 09/30/2043 02005 4.579999200 9,090,000.0000 138,773.98 01/31/2010 12X4208 1208855 09/30/2044 02005 4.579999200 4,360,000.0000 66,562.66 01/31/2010 12X4208 1208855 09/30/2041 02006 4.500000000 13,774,000.0000 206,610.00 01/31/2010 12X4208 1208855 09/30/2042 02006 4.500000000 36,134,000.0000 542,010.00 01/31/2010 12X4208 1208855 09/30/2043 02006 4.500000000 12,881,000.0000 193,215.00 01/31/2010 12X4208 1208855 09/30/2044 02006 4.500000000 7,851,000.0000 117,765.00 01/31/2010 12X4208 1208855 09/30/2042 02007 4.600000800 18,347,000.0000 281,320.72 01/31/2010 12X4208 1208855 09/30/2043 02007 4.600000800 14,902,000.0000 228,497.37 01/31/2010 12X4208 1208855 09/30/2044 02007 4.600000800 3,526,000.0000 54,065.34 01/31/2010 12X4208 1208855 09/30/2042 02008 4.939999200 235,400.0000 3,876.25 01/31/2010 12X4208 1208855 09/30/2043 02008 4.939999200 8,905,000.0000 146,635.64 01/31/2010 12X4208 1208855 09/30/2044 02008 4.939999200 456,000.0000 7,508.80 01/31/2010 12X4208 1208855 09/30/2043 02009 4.730000400 24,708,900.0000 389,577.02 01/31/2010 12X4208 1208855 09/30/2044 02009 4.730000400 2,328,000.0000 36,704.80 01/31/2010 ------------------------ ---------------------- 604,373,446.5100 10,058,271.14 815 SUB-COHORT 12X4208 1208815 09/30/2029 01994 6.710000400 32,475,300.0000 726,364.25 01/31/2010 12X4208 1208815 09/30/2032 01994 6.710000400 500,000.0000 11,183.33 01/31/2010 12X4208 1208815 09/30/2030 01995 5.910001200 44,379,500.0000 874,276.33 01/31/2010 12X4208 1208815 09/30/2032 01995 5.910001200 1,990,000.0000 39,203.01 01/31/2010 12X4208 1208815 09/30/2033 01995 5.910001200 350,000.0000 6,895.00 01/31/2010 12X4208 1208815 09/30/2031 01996 6.099998400 31,861,000.0000 647,840.16 01/31/2010 12X4208 1208815 09/30/2032 01996 6.099998400 2,185,000.0000 44,428.32 01/31/2010 12X4208 1208815 09/30/2033 01996 6.099998400 1,000,000.0000 20,333.33 01/31/2010 12X4208 1208815 09/30/2034 01996 6.099998400 392,000.0000 7,970.66 01/31/2010 12X4208 1208815 09/30/2032 01997 5.600001600 48,117,000.0000 898,184.26 01/31/2010 12X4208 1208815 09/30/2033 01997 5.600001600 1,723,000.0000 32,162.68 01/31/2010 12X4208 1208815 09/30/2032 01998 5.590000800 4,955,000.0000 92,328.18 01/31/2010 12X4208 1208815 09/30/2033 01998 5.590000800 85,091,000.0000 1,585,529.19 01/31/2010 12X4208 1208815 09/30/2034 01998 5.590000800 1,565,000.0000 29,161.17 01/31/2010 12X4208 1208815 09/30/2032 01999 5.249998800 5,079,000.0000 88,882.48 01/31/2010 12X4208 1208815 09/30/2033 01999 5.249998800 2,371,000.0000 41,492.49 01/31/2010 12X4208 1208815 09/30/2034 01999 5.249998800 82,240,000.0000 1,439,199.67 01/31/2010 12X4208 1208815 09/30/2032 02000 4.950000000 25,447,000.0000 419,875.50 01/31/2010 12X4208 1208815 09/30/2033 02000 4.950000000 4,929,000.0000 81,328.50 01/31/2010 12X4208 1208815 09/30/2035 02000 4.950000000 105,411,000.0000 1,739,281.50 01/31/2010 12X4208 1208815 09/30/2032 02001 4.920001200 23,543,000.0000 386,105.29 01/31/2010 12X4208 1208815 09/30/2033 02001 4.920001200 21,368,700.0000 350,446.77 01/31/2010 12X4208 1208815 09/30/2034 02001 4.920001200 6,041,000.0000 99,072.42 01/31/2010 12X4208 1208815 09/30/2036 02001 4.920001200 92,452,000.0000 1,516,213.17 01/31/2010 12X4208 1208815 09/30/2032 02002 4.619998800 29,550,000.0000 455,069.88 01/31/2010 12X4208 1208815 09/30/2033 02002 4.619998800 16,198,000.0000 249,449.14 01/31/2010 12X4208 1208815 09/30/2034 02002 4.619998800 4,569,000.0000 70,362.58 01/31/2010 12X4208 1208815 09/30/2037 02002 4.619998800 69,966,000.0000 1,077,476.12 01/31/2010 12X4208 1208815 09/30/2032 02003 4.359999600 21,833,000.0000 317,306.24 01/31/2010 12X4208 1208815 09/30/2033 02003 4.359999600 14,299,000.0000 207,812.11 01/31/2010 12X4208 1208815 09/30/2034 02003 4.359999600 8,615,000.0000 125,204.66 01/31/2010 12X4208 1208815 09/30/2038 02003 4.359999600 88,953,000.0000 1,292,783.48 01/31/2010 12X4208 1208815 09/30/2032 02004 3.939998400 1,426,000.0000 18,728.13 01/31/2010 12X4208 1208815 09/30/2033 02004 3.939998400 553,000.0000 7,262.73 01/31/2010 12X4208 1208815 09/30/2034 02004 3.939998400 211,000.0000 2,771.13 01/31/2010 12X4208 1208815 09/30/2039 02004 3.939998400 27,166,000.0000 356,779.99 01/31/2010 12X4208 1208815 09/30/2032 02005 4.380001200 39,012,000.0000 569,575.36 01/31/2010 12X4208 1208815 09/30/2033 02005 4.380001200 18,132,000.0000 264,727.27 01/31/2010 12X4208 1208815 09/30/2034 02005 4.380001200 750,000.0000 10,950.00 01/31/2010 12X4208 1208815 09/30/2040 02005 4.380001200 117,012,000.0000 1,708,375.67 01/31/2010 12X4208 1208815 09/30/2032 02006 4.500000000 62,254,000.0000 933,810.00 01/31/2010 12X4208 1208815 09/30/2033 02006 4.500000000 33,139,000.0000 497,085.00 01/31/2010 12X4208 1208815 09/30/2034 02006 4.500000000 16,085,000.0000 241,275.00 01/31/2010 12X4208 1208815 09/30/2041 02006 4.500000000 118,259,000.0000 1,773,885.00 01/31/2010 12X4208 1208815 09/30/2032 02007 4.770000000 22,101,000.0000 351,405.90 01/31/2010 12X4208 1208815 09/30/2033 02007 4.770000000 35,569,000.0000 565,547.10 01/31/2010 12X4208 1208815 09/30/2034 02007 4.770000000 18,269,000.0000 290,477.10 01/31/2010 12X4208 1208815 09/30/2032 02008 4.680000000 5,727,500.0000 89,349.00 01/31/2010 12X4208 1208815 09/30/2033 02008 4.680000000 78,569,000.0000 1,225,676.40 01/31/2010 12X4208 1208815 09/30/2034 02008 4.680000000 45,611,000.0000 711,531.60 01/31/2010 12X4208 1208815 09/30/2033 02009 4.790001600 6,016,300.0000 96,060.29 01/31/2010 12X4208 1208815 09/30/2034 02009 4.790001600 11,199,000.0000 178,810.76 01/31/2010 ------------------------ ---------------------- 1,536,509,300.0000 24,867,305.30 870 SUB-COHORT 12X4208 1208870 09/30/2036 02001 5.109998400 450,437,000.0000 7,672,441.16 01/31/2010 12X4208 1208870 09/30/2040 02001 5.109998400 3,110,000.0000 52,973.65 01/31/2010 12X4208 1208870 09/30/2037 02002 4.790001600 683,207,000.0000 10,908,542.08 01/31/2010 12X4208 1208870 09/30/2040 02002 4.790001600 3,538,000.0000 56,490.09 01/31/2010 12X4208 1208870 09/30/2038 02003 4.730000400 951,420,000.0000 15,000,723.27 01/31/2010 12X4208 1208870 09/30/2040 02003 4.730000400 176,784,000.0000 2,787,294.64 01/31/2010 12X4208 1208870 09/30/2041 02003 4.730000400 7,978,000.0000 125,786.48 01/31/2010 12X4208 1208870 09/30/2039 02004 4.629999600 797,823,000.0000 12,313,067.24 01/31/2010 12X4208 1208870 09/30/2040 02004 4.629999600 264,671,000.0000 4,084,755.41 01/31/2010 12X4208 1208870 09/30/2041 02004 4.629999600 104,748,000.0000 1,616,610.66 01/31/2010 12X4208 1208870 09/30/2042 02004 4.629999600 14,177,000.0000 218,798.35 01/31/2010 12X4208 1208870 09/30/2040 02005 4.610001600 769,036,200.0000 11,817,527.04 01/31/2010 12X4208 1208870 09/30/2041 02005 4.610001600 164,058,000.0000 2,521,025.47 01/31/2010 12X4208 1208870 09/30/2042 02005 4.610001600 18,056,000.0000 277,460.63 01/31/2010 12X4208 1208870 09/30/2040 02006 4.619998800 248,076,000.0000 3,820,369.41 01/31/2010 12X4208 1208870 09/30/2041 02006 4.619998800 589,696,000.0000 9,081,316.04 01/31/2010 12X4208 1208870 09/30/2042 02006 4.619998800 14,999,000.0000 230,984.54 01/31/2010 12X4208 1208870 09/30/2040 02007 4.309999200 358,800,000.0000 5,154,759.04 01/31/2010 12X4208 1208870 09/30/2041 02007 4.309999200 419,484,000.0000 6,026,585.68 01/31/2010 12X4208 1208870 09/30/2042 02007 4.309999200 173,398,000.0000 2,491,150.80 01/31/2010 ------------------------ ---------------------- 6,213,496,200.0000 96,258,661.68 820 SUB-COHORT 12X4208 1208820 09/30/2043 01992 7.400001600 15,700,000.0000 387,266.75 01/31/2010 12X4208 1208820 09/30/2028 01993 6.649999200 8,613,000.0000 190,921.48 01/31/2010 12X4208 1208820 09/30/2042 01993 6.649999200 450,000.0000 9,975.00 01/31/2010 12X4208 1208820 09/30/2043 01993 6.649999200 7,515,410.0000 166,591.57 01/31/2010 12X4208 1208820 09/30/2043 01994 5.900000400 2,750,000.0000 54,083.34 01/31/2010 12X4208 1208820 09/30/2043 01995 5.990000400 3,700,000.0000 73,876.67 01/31/2010 12X4208 1208820 09/30/2032 01997 5.749999200 4,445,000.0000 85,195.82 01/31/2010 12X4208 1208820 09/30/2042 01997 5.749999200 515,000.0000 9,870.83 01/31/2010 12X4208 1208820 09/30/2043 01998 5.799999600 5,050,000.0000 97,633.33 01/31/2010 12X4208 1208820 09/30/2043 01999 5.780001600 48,100,000.0000 926,726.92 01/31/2010 12X4208 1208820 09/30/2043 02000 5.490000000 39,000,000.0000 713,700.00 01/31/2010 12X4208 1208820 09/30/2043 02001 4.889998800 48,400,000.0000 788,919.81 01/31/2010 12X4208 1208820 09/30/2037 02002 4.590000000 6,935,000.0000 106,105.50 01/31/2010 12X4208 1208820 09/30/2042 02002 4.590000000 324,700.0000 4,967.91 01/31/2010 12X4208 1208820 09/30/2043 02002 4.590000000 76,931,000.0000 1,177,044.30 01/31/2010 12X4208 1208820 09/30/2044 02002 4.590000000 21,000.0000 321.30 01/31/2010 12X4208 1208820 09/30/2038 02003 4.700001600 28,113,000.0000 440,437.15 01/31/2010 12X4208 1208820 09/30/2042 02003 4.700001600 1,303,000.0000 20,413.67 01/31/2010 12X4208 1208820 09/30/2043 02003 4.700001600 44,813,000.0000 702,070.57 01/31/2010 12X4208 1208820 09/30/2044 02003 4.700001600 626,000.0000 9,807.34 01/31/2010 12X4208 1208820 09/30/2039 02004 4.600000800 23,646,000.0000 362,572.06 01/31/2010 12X4208 1208820 09/30/2042 02004 4.600000800 2,043,000.0000 31,326.01 01/31/2010 12X4208 1208820 09/30/2043 02004 4.600000800 29,787,000.0000 456,734.08 01/31/2010 12X4208 1208820 09/30/2044 02004 4.600000800 396,000.0000 6,072.00 01/31/2010 12X4208 1208820 09/30/2040 02005 4.579999200 30,926,302.0000 472,141.46 01/31/2010 12X4208 1208820 09/30/2042 02005 4.579999200 10,465,000.0000 159,765.64 01/31/2010 12X4208 1208820 09/30/2043 02005 4.579999200 22,537,000.0000 344,064.81 01/31/2010 12X4208 1208820 09/30/2044 02005 4.579999200 338,000.0000 5,160.13 01/31/2010 12X4208 1208820 09/30/2042 02006 4.389998400 1,856,500.0000 27,166.77 01/31/2010 12X4208 1208820 09/30/2043 02006 4.389998400 10,559,000.0000 154,513.31 01/31/2010 12X4208 1208820 09/30/2044 02006 4.389998400 332,000.0000 4,858.26 01/31/2010 ------------------------ ---------------------- 476,190,912.0000 7,990,303.79 825 SUB-COHORT 12X4208 1208825 09/30/2028 01993 6.810001200 2,790,000.0000 63,333.01 01/31/2010 12X4208 1208825 09/30/2042 01995 6.030000000 240,000.0000 4,824.00 01/31/2010 12X4208 1208825 09/30/2043 01995 6.030000000 1,787,000.0000 35,918.70 01/31/2010 12X4208 1208825 09/30/2043 01996 6.050001600 2,600,000.0000 52,433.35 01/31/2010 12X4208 1208825 09/30/2043 01997 4.820000400 1,650,000.0000 26,510.00 01/31/2010 12X4208 1208825 09/30/2043 01999 5.190001200 773,000.0000 13,372.90 01/31/2010 12X4208 1208825 09/30/2043 02000 4.929998400 1,500,000.0000 24,649.99 01/31/2010 12X4208 1208825 09/30/2043 02001 4.830001200 1,750,000.0000 28,175.01 01/31/2010 12X4208 1208825 09/30/2044 02001 4.830001200 113,000.0000 1,819.30 01/31/2010 12X4208 1208825 09/30/2043 02002 4.489999200 1,400,000.0000 20,953.33 01/31/2010 12X4208 1208825 09/30/2038 02003 4.299998400 115,000.0000 1,648.33 01/31/2010 12X4208 1208825 09/30/2042 02003 4.299998400 149,000.0000 2,135.67 01/31/2010 12X4208 1208825 09/30/2043 02003 4.299998400 6,530,000.0000 93,596.63 01/31/2010 12X4208 1208825 09/30/2039 02004 4.209998400 1,891,000.0000 26,537.02 01/31/2010 12X4208 1208825 09/30/2042 02004 4.209998400 438,000.0000 6,146.60 01/31/2010 12X4208 1208825 09/30/2043 02004 4.209998400 1,612,000.0000 22,621.72 01/31/2010 12X4208 1208825 09/30/2044 02004 4.209998400 96,000.0000 1,347.20 01/31/2010 12X4208 1208825 09/30/2040 02005 4.299998400 1,829,500.0000 26,222.82 01/31/2010 12X4208 1208825 09/30/2042 02005 4.299998400 52,000.0000 745.33 01/31/2010 12X4208 1208825 09/30/2043 02005 4.299998400 2,088,000.0000 29,927.99 01/31/2010 12X4208 1208825 09/30/2041 02006 4.389998400 699,000.0000 10,228.70 01/31/2010 12X4208 1208825 09/30/2042 02006 4.389998400 490,000.0000 7,170.33 01/31/2010 12X4208 1208825 09/30/2043 02006 4.389998400 1,584,000.0000 23,179.19 01/31/2010 12X4208 1208825 09/30/2044 02006 4.389998400 101,000.0000 1,477.97 01/31/2010 12X4208 1208825 09/30/2042 02007 5.040000000 33,000.0000 554.40 01/31/2010 12X4208 1208825 09/30/2043 02007 5.040000000 31,000.0000 520.80 01/31/2010 12X4208 1208825 09/30/2043 02008 4.340001600 60,000.0000 868.00 01/31/2010 12X4208 1208825 09/30/2043 02009 4.340001600 45,000.0000 651.00 01/31/2010 12X4208 1208825 09/30/2044 02009 4.340001600 418,000.0000 6,047.07 01/31/2010 ------------------------ ---------------------- 32,864,500.0000 533,616.36 881 SUB-COHORT 12X4208 1208881 09/30/2043 02007 4.880001600 1,000,000.0000 16,266.67 01/31/2010 12X4208 1208881 09/30/2044 02007 4.880001600 56,400,000.0000 917,440.30 01/31/2010 12X4208 1208881-0 09/30/2042 02007 4.880001600 17,984,579.7900 292,549.26 01/31/2010 12X4208 1208881-N 09/30/2042 02007 4.880001600 41,441,126.7000 674,109.22 01/31/2010 12X4208 1208881 09/30/2044 02009 3.510000000 20,704,874.7300 242,247.03 01/31/2010 ------------------------ ---------------------- 137,530,581.2200 2,142,612.48 821 SUB-COHORT 12X4208 1208821 09/30/2043 02007 4.500000000 2,650,000.0000 39,750.00 01/31/2010 12X4208 1208821 09/30/2044 02007 4.500000000 1,956,000.0000 29,340.00 01/31/2010 12X4208 1208821 09/30/2042 02008 4.759999200 519,750.0000 8,246.70 01/31/2010 12X4208 1208821 09/30/2043 02008 4.759999200 11,372,000.0000 180,435.70 01/31/2010 12X4208 1208821 09/30/2044 02008 4.759999200 11,396,000.0000 180,816.50 01/31/2010 12X4208 1208821 09/30/2043 02009 4.899999600 2,713,000.0000 44,312.33 01/31/2010 12X4208 1208821 09/30/2044 02009 4.899999600 15,890,000.0000 259,536.65 01/31/2010 ------------------------ ---------------------- 46,496,750.0000 742,437.88 871 SUB-COHORT 12X4208 1208871 09/30/2043 02005 4.449999600 49,650,000.0000 736,474.93 01/31/2010 12X4208 1208871 09/30/2043 02006 4.910000400 67,200,000.0000 1,099,840.09 01/31/2010 ------------------------ ---------------------- 116,850,000.0000 1,836,315.02 880 SUB-COHORT 12X4208 1208880 09/30/2041 02006 4.849999200 20,259,735.0000 327,532.33 01/31/2010 12X4208 1208880 09/30/2042 02006 4.849999200 1,007,000.0000 16,279.83 01/31/2010 12X4208 1208880 09/30/2043 02006 4.849999200 250,000.0000 4,041.67 01/31/2010 12X4208 1208880 09/30/2044 02006 4.849999200 750,000.0000 12,125.00 01/31/2010 ------------------------ ---------------------- 22,266,735.0000 359,978.83 ======================== ====================== 15,051,700,311.9500 255,686,000.50 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00