Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 201 SUB-COHORT 12X4215 1215201 09/30/2025 01992 7.490001600 54,666,000.0000 1,364,828.09 01/31/2010 12X4215 1215201 09/30/2026 01992 7.490001600 101,900,000.0000 2,544,103.88 01/31/2010 12X4215 1215201 09/30/2027 01992 7.490001600 28,500,000.0000 711,550.15 01/31/2010 12X4215 1215201 09/30/2032 01992 7.490001600 13,300,000.0000 332,056.74 01/31/2010 12X4215 1215201 09/30/2034 01992 7.490001600 13,500,000.0000 337,050.07 01/31/2010 12X4215 1215201 09/30/2038 01992 7.490001600 8,613,000.0000 215,037.95 01/31/2010 12X4215 1215201 09/30/2039 01992 7.490001600 4,677,000.0000 116,769.12 01/31/2010 12X4215 1215201 09/30/2040 01992 7.490001600 27,400,000.0000 684,086.81 01/31/2010 12X4215 1215201 09/30/2042 01992 7.490001600 36,500,000.0000 911,283.53 01/31/2010 12X4215 1215201 09/30/2026 01993 6.670000800 116,127,000.0000 2,581,890.61 01/31/2010 12X4215 1215201 09/30/2027 01993 6.670000800 163,700,000.0000 3,639,597.10 01/31/2010 12X4215 1215201 09/30/2038 01993 6.670000800 9,728,900.0000 216,305.90 01/31/2010 12X4215 1215201 09/30/2040 01993 6.670000800 30,000,000.0000 667,000.08 01/31/2010 12X4215 1215201 09/30/2042 01993 6.670000800 25,200,000.0000 560,280.07 01/31/2010 12X4215 1215201 09/30/2027 01994 6.869998800 158,139,000.0000 3,621,382.47 01/31/2010 12X4215 1215201 09/30/2028 01994 6.869998800 243,300,000.0000 5,571,569.03 01/31/2010 12X4215 1215201 09/30/2037 01994 6.869998800 11,000,000.0000 251,899.96 01/31/2010 12X4215 1215201 09/30/2038 01994 6.869998800 10,900,000.0000 249,609.96 01/31/2010 12X4215 1215201 09/30/2040 01994 6.869998800 45,000,000.0000 1,030,499.82 01/31/2010 12X4215 1215201 09/30/2042 01994 6.869998800 10,450,000.0000 239,304.96 01/31/2010 12X4215 1215201 09/30/2028 01995 7.329999600 259,249,000.0000 6,334,316.89 01/31/2010 12X4215 1215201 09/30/2038 01995 7.329999600 4,311,000.0000 105,332.09 01/31/2010 12X4215 1215201 09/30/2039 01995 7.329999600 5,000.0000 122.17 01/31/2010 12X4215 1215201 09/30/2040 01995 7.329999600 27,000,000.0000 659,699.96 01/31/2010 12X4215 1215201 09/30/2042 01995 7.329999600 4,650,000.0000 113,614.99 01/31/2010 12X4215 1215201 09/30/2029 01996 6.789999600 186,983,000.0000 4,232,048.32 01/31/2010 12X4215 1215201 09/30/2030 01996 6.789999600 100,000,000.0000 2,263,333.20 01/31/2010 12X4215 1215201 09/30/2037 01996 6.789999600 4,100,000.0000 92,796.66 01/31/2010 12X4215 1215201 09/30/2038 01996 6.789999600 14,424,700.0000 326,479.02 01/31/2010 12X4215 1215201 09/30/2040 01996 6.789999600 28,400,000.0000 642,786.63 01/31/2010 12X4215 1215201 09/30/2042 01996 6.789999600 2,000,000.0000 45,266.66 01/31/2010 12X4215 1215201 09/30/2030 01997 6.660000000 59,091,000.0000 1,311,820.20 01/31/2010 12X4215 1215201 09/30/2031 01997 6.660000000 138,200,000.0000 3,068,040.00 01/31/2010 12X4215 1215201 09/30/2032 01997 6.660000000 5,500,000.0000 122,100.00 01/31/2010 12X4215 1215201 09/30/2037 01997 6.660000000 4,200,000.0000 93,240.00 01/31/2010 12X4215 1215201 09/30/2038 01997 6.660000000 6,367,000.0000 141,347.40 01/31/2010 12X4215 1215201 09/30/2040 01997 6.660000000 20,300,000.0000 450,660.00 01/31/2010 12X4215 1215201 09/30/2041 01997 6.660000000 51,000.0000 1,132.20 01/31/2010 12X4215 1215201 09/30/2042 01997 6.660000000 12,150,000.0000 269,730.00 01/31/2010 12X4215 1215201 09/30/2031 01998 5.940000000 122,130,000.0000 2,418,174.00 01/31/2010 12X4215 1215201 09/30/2032 01998 5.940000000 172,100,000.0000 3,407,580.00 01/31/2010 12X4215 1215201 09/30/2033 01998 5.940000000 7,200,000.0000 142,560.00 01/31/2010 12X4215 1215201 09/30/2037 01998 5.940000000 20,500,000.0000 405,900.00 01/31/2010 12X4215 1215201 09/30/2038 01998 5.940000000 9,722,000.0000 192,495.60 01/31/2010 12X4215 1215201 09/30/2040 01998 5.940000000 27,400,000.0000 542,520.00 01/31/2010 12X4215 1215201 09/30/2042 01998 5.940000000 40,200,000.0000 795,960.00 01/31/2010 12X4215 1215201 09/30/2032 01999 5.950000800 110,521,000.0000 2,192,000.13 01/31/2010 12X4215 1215201 09/30/2033 01999 5.950000800 199,000,000.0000 3,946,833.86 01/31/2010 12X4215 1215201 09/30/2034 01999 5.950000800 9,000,000.0000 178,500.02 01/31/2010 12X4215 1215201 09/30/2037 01999 5.950000800 24,200,000.0000 479,966.73 01/31/2010 12X4215 1215201 09/30/2038 01999 5.950000800 10,483,500.0000 207,922.78 01/31/2010 12X4215 1215201 09/30/2040 01999 5.950000800 27,800,000.0000 551,366.74 01/31/2010 12X4215 1215201 09/30/2042 01999 5.950000800 42,850,000.0000 849,858.45 01/31/2010 12X4215 1215201 09/30/2033 02000 6.210000000 164,397,000.0000 3,403,017.90 01/31/2010 12X4215 1215201 09/30/2034 02000 6.210000000 236,600,000.0000 4,897,620.00 01/31/2010 12X4215 1215201 09/30/2035 02000 6.210000000 15,000,000.0000 310,500.00 01/31/2010 12X4215 1215201 09/30/2037 02000 6.210000000 3,000,000.0000 62,100.00 01/31/2010 12X4215 1215201 09/30/2038 02000 6.210000000 8,800,500.0000 182,170.35 01/31/2010 12X4215 1215201 09/30/2040 02000 6.210000000 35,700,000.0000 738,990.00 01/31/2010 12X4215 1215201 09/30/2042 02000 6.210000000 76,050,000.0000 1,574,235.00 01/31/2010 12X4215 1215201 09/30/2034 02001 5.259999600 222,089,000.0000 3,893,960.17 01/31/2010 12X4215 1215201 09/30/2035 02001 5.259999600 236,000,000.0000 4,137,866.35 01/31/2010 12X4215 1215201 09/30/2036 02001 5.259999600 10,000,000.0000 175,333.32 01/31/2010 12X4215 1215201 09/30/2037 02001 5.259999600 13,200,000.0000 231,439.98 01/31/2010 12X4215 1215201 09/30/2038 02001 5.259999600 8,686,000.0000 152,294.52 01/31/2010 12X4215 1215201 09/30/2040 02001 5.259999600 37,800,000.0000 662,759.95 01/31/2010 12X4215 1215201 09/30/2042 02001 5.259999600 55,400,000.0000 971,346.59 01/31/2010 12X4215 1215201 09/30/2035 02002 4.790001600 244,323,000.0000 3,901,025.20 01/31/2010 12X4215 1215201 09/30/2036 02002 4.790001600 233,000,000.0000 3,720,234.58 01/31/2010 12X4215 1215201 09/30/2037 02002 4.790001600 52,000,000.0000 830,266.94 01/31/2010 12X4215 1215201 09/30/2038 02002 4.790001600 46,350,100.0000 740,056.84 01/31/2010 12X4215 1215201 09/30/2039 02002 4.790001600 4,000.0000 63.87 01/31/2010 12X4215 1215201 09/30/2040 02002 4.790001600 36,200,000.0000 577,993.53 01/31/2010 12X4215 1215201 09/30/2042 02002 4.790001600 30,370,000.0000 484,907.83 01/31/2010 12X4215 1215201 09/30/2036 02003 4.389998400 259,174,000.0000 3,792,578.15 01/31/2010 12X4215 1215201 09/30/2037 02003 4.389998400 271,000,000.0000 3,965,631.89 01/31/2010 12X4215 1215201 09/30/2038 02003 4.389998400 115,557,000.0000 1,690,983.48 01/31/2010 12X4215 1215201 09/30/2039 02003 4.389998400 10,675,000.0000 156,210.78 01/31/2010 12X4215 1215201 09/30/2040 02003 4.389998400 25,831,000.0000 377,993.50 01/31/2010 12X4215 1215201 09/30/2041 02003 4.389998400 6,000,000.0000 87,799.97 01/31/2010 12X4215 1215201 09/30/2042 02003 4.389998400 19,900,000.0000 291,203.23 01/31/2010 12X4215 1215201 09/30/2043 02003 4.389998400 7,000.0000 102.43 01/31/2010 12X4215 1215201 09/30/2037 02004 4.590000000 489,246,000.0000 7,485,463.80 01/31/2010 12X4215 1215201 09/30/2038 02004 4.590000000 330,310,000.0000 5,053,743.00 01/31/2010 12X4215 1215201 09/30/2039 02004 4.590000000 17,413,000.0000 266,418.90 01/31/2010 12X4215 1215201 09/30/2040 02004 4.590000000 50,009,000.0000 765,137.70 01/31/2010 12X4215 1215201 09/30/2041 02004 4.590000000 3,753,000.0000 57,420.90 01/31/2010 12X4215 1215201 09/30/2042 02004 4.590000000 114,750,000.0000 1,755,675.00 01/31/2010 12X4215 1215201 09/30/2038 02005 4.529998800 583,620,000.0000 8,812,659.67 01/31/2010 12X4215 1215201 09/30/2039 02005 4.529998800 278,957,000.0000 4,212,249.58 01/31/2010 12X4215 1215201 09/30/2040 02005 4.529998800 57,158,000.0000 863,085.57 01/31/2010 12X4215 1215201 09/30/2041 02005 4.529998800 3,802,000.0000 57,410.18 01/31/2010 12X4215 1215201 09/30/2042 02005 4.529998800 8,145,000.0000 122,989.47 01/31/2010 12X4215 1215201 09/30/2039 02006 4.860000000 756,445,000.0000 12,254,409.00 01/31/2010 12X4215 1215201 09/30/2040 02006 4.860000000 229,682,000.0000 3,720,848.40 01/31/2010 12X4215 1215201 09/30/2041 02006 4.860000000 13,170,000.0000 213,354.00 01/31/2010 12X4215 1215201 09/30/2042 02006 4.860000000 47,654,900.0000 772,009.38 01/31/2010 12X4215 1215201 09/30/2043 02006 4.860000000 111,000.0000 1,798.20 01/31/2010 12X4215 1215201 09/30/2040 02007 4.749998400 899,368,000.0000 14,239,988.54 01/31/2010 12X4215 1215201 09/30/2041 02007 4.749998400 166,241,000.0000 2,632,148.28 01/31/2010 12X4215 1215201 09/30/2042 02007 4.749998400 47,218,000.0000 747,618.08 01/31/2010 12X4215 1215201 09/30/2043 02007 4.749998400 396,000.0000 6,270.00 01/31/2010 12X4215 1215201 09/30/2041 02008 4.119998400 865,356,000.0000 11,884,217.78 01/31/2010 12X4215 1215201 09/30/2042 02008 4.119998400 201,621,197.0000 2,768,930.03 01/31/2010 12X4215 1215201 09/30/2043 02008 4.119998400 9,442,000.0000 129,670.08 01/31/2010 12X4215 1215201 09/30/2042 02009 3.740000400 1,114,465,818.0000 13,893,675.35 01/31/2010 12X4215 1215201 09/30/2043 02009 3.740000400 329,116,000.0000 4,102,979.91 01/31/2010 12X4215 1215201 09/30/2043 02010 3.740000400 390,955,000.0000 4,873,906.19 01/31/2010 ------------------------ ---------------------- 12,294,207,615.0000 206,136,374.34 202 SUB-COHORT 12X4215 1215202 09/30/2021 01992 7.490001600 635,726.0000 15,871.96 01/31/2010 12X4215 1215202 09/30/2022 01992 7.490001600 20,000.0000 499.33 01/31/2010 12X4215 1215202 09/30/2027 01992 7.490001600 76,700.0000 1,914.94 01/31/2010 12X4215 1215202 09/30/2029 01992 7.490001600 3,000.0000 74.90 01/31/2010 12X4215 1215202 09/30/2021 01993 6.670000800 431,000.0000 9,582.57 01/31/2010 12X4215 1215202 09/30/2026 01993 6.670000800 18,000.0000 400.20 01/31/2010 12X4215 1215202 09/30/2027 01993 6.670000800 72,900.0000 1,620.81 01/31/2010 12X4215 1215202 09/30/2029 01993 6.670000800 110,000.0000 2,445.67 01/31/2010 12X4215 1215202 09/30/2015 01994 6.819998400 450,000.0000 10,230.00 01/31/2010 12X4215 1215202 09/30/2019 01994 6.819998400 1,545,000.0000 35,122.99 01/31/2010 12X4215 1215202 09/30/2026 01994 6.819998400 303,000.0000 6,888.20 01/31/2010 12X4215 1215202 09/30/2029 01994 6.819998400 1,450,000.0000 32,963.33 01/31/2010 12X4215 1215202 09/30/2015 01995 7.189999200 922,000.0000 22,097.26 01/31/2010 12X4215 1215202 09/30/2019 01995 7.189999200 1,663,000.0000 39,856.56 01/31/2010 12X4215 1215202 09/30/2026 01995 7.189999200 475,000.0000 11,384.17 01/31/2010 12X4215 1215202 09/30/2027 01995 7.189999200 300,000.0000 7,190.00 01/31/2010 12X4215 1215202 09/30/2029 01995 7.189999200 1,550,000.0000 37,148.33 01/31/2010 12X4215 1215202 09/30/2019 01996 6.649999200 94,000.0000 2,083.67 01/31/2010 12X4215 1215202 09/30/2020 01996 6.649999200 3,020,000.0000 66,943.33 01/31/2010 12X4215 1215202 09/30/2026 01996 6.649999200 1,125,000.0000 24,937.50 01/31/2010 12X4215 1215202 09/30/2029 01996 6.649999200 2,500,000.0000 55,416.66 01/31/2010 12X4215 1215202 09/30/2018 01997 6.670000800 1,231,000.0000 27,369.24 01/31/2010 12X4215 1215202 09/30/2019 01997 6.670000800 1,844,000.0000 40,998.27 01/31/2010 12X4215 1215202 09/30/2026 01997 6.670000800 1,397,000.0000 31,059.97 01/31/2010 12X4215 1215202 09/30/2027 01997 6.670000800 300,000.0000 6,670.00 01/31/2010 12X4215 1215202 09/30/2029 01997 6.670000800 2,450,000.0000 54,471.67 01/31/2010 12X4215 1215202 09/30/2018 01998 5.829998400 474,000.0000 9,211.40 01/31/2010 12X4215 1215202 09/30/2019 01998 5.829998400 3,711,000.0000 72,117.08 01/31/2010 12X4215 1215202 09/30/2026 01998 5.829998400 2,123,000.0000 41,256.96 01/31/2010 12X4215 1215202 09/30/2029 01998 5.829998400 1,350,000.0000 26,234.99 01/31/2010 12X4215 1215202 09/30/2019 01999 5.789998800 4,136,000.0000 79,824.78 01/31/2010 12X4215 1215202 09/30/2025 01999 5.789998800 60,000.0000 1,158.00 01/31/2010 12X4215 1215202 09/30/2026 01999 5.789998800 2,273,000.0000 43,868.89 01/31/2010 12X4215 1215202 09/30/2027 01999 5.789998800 7,000.0000 135.10 01/31/2010 12X4215 1215202 09/30/2029 01999 5.789998800 1,350,000.0000 26,054.99 01/31/2010 12X4215 1215202 09/30/2020 02000 6.239998800 2,431,000.0000 50,564.79 01/31/2010 12X4215 1215202 09/30/2021 02000 6.239998800 2,100,000.0000 43,679.99 01/31/2010 12X4215 1215202 09/30/2026 02000 6.239998800 2,974,000.0000 61,859.19 01/31/2010 12X4215 1215202 09/30/2027 02000 6.239998800 300,000.0000 6,240.00 01/31/2010 12X4215 1215202 09/30/2029 02000 6.239998800 1,400,000.0000 29,119.99 01/31/2010 12X4215 1215202 09/30/2021 02001 5.169999600 4,969,000.0000 85,632.43 01/31/2010 12X4215 1215202 09/30/2022 02001 5.169999600 3,000,000.0000 51,700.00 01/31/2010 12X4215 1215202 09/30/2024 02001 5.169999600 920,000.0000 15,854.67 01/31/2010 12X4215 1215202 09/30/2025 02001 5.169999600 21,400.0000 368.79 01/31/2010 12X4215 1215202 09/30/2026 02001 5.169999600 1,580,000.0000 27,228.66 01/31/2010 12X4215 1215202 09/30/2027 02001 5.169999600 400,000.0000 6,893.33 01/31/2010 12X4215 1215202 09/30/2029 02001 5.169999600 1,650,000.0000 28,435.00 01/31/2010 12X4215 1215202 09/30/2022 02002 4.659998400 4,891,000.0000 75,973.51 01/31/2010 12X4215 1215202 09/30/2023 02002 4.659998400 4,000,000.0000 62,133.31 01/31/2010 12X4215 1215202 09/30/2024 02002 4.659998400 1,862,000.0000 28,923.06 01/31/2010 12X4215 1215202 09/30/2025 02002 4.659998400 5,900.0000 91.65 01/31/2010 12X4215 1215202 09/30/2026 02002 4.659998400 1,697,400.0000 26,366.27 01/31/2010 12X4215 1215202 09/30/2027 02002 4.659998400 500,000.0000 7,766.66 01/31/2010 12X4215 1215202 09/30/2029 02002 4.659998400 2,400,000.0000 37,279.99 01/31/2010 12X4215 1215202 09/30/2023 02003 3.970000800 6,236,000.0000 82,523.08 01/31/2010 12X4215 1215202 09/30/2024 02003 3.970000800 6,500,000.0000 86,016.68 01/31/2010 12X4215 1215202 09/30/2025 02003 3.970000800 670,000.0000 8,866.34 01/31/2010 12X4215 1215202 09/30/2026 02003 3.970000800 703,000.0000 9,303.04 01/31/2010 12X4215 1215202 09/30/2027 02003 3.970000800 500,000.0000 6,616.67 01/31/2010 12X4215 1215202 09/30/2029 02003 3.970000800 2,400,000.0000 31,760.01 01/31/2010 12X4215 1215202 09/30/2024 02004 4.309999200 10,861,000.0000 156,036.34 01/31/2010 12X4215 1215202 09/30/2025 02004 4.309999200 3,560,000.0000 51,145.32 01/31/2010 12X4215 1215202 09/30/2026 02004 4.309999200 1,006,000.0000 14,452.86 01/31/2010 12X4215 1215202 09/30/2027 02004 4.309999200 500,000.0000 7,183.33 01/31/2010 12X4215 1215202 09/30/2029 02004 4.309999200 3,250,000.0000 46,691.66 01/31/2010 12X4215 1215202 09/30/2025 02005 4.330000800 14,651,000.0000 211,462.81 01/31/2010 12X4215 1215202 09/30/2026 02005 4.330000800 4,005,000.0000 57,805.51 01/31/2010 12X4215 1215202 09/30/2027 02005 4.330000800 773,000.0000 11,156.97 01/31/2010 12X4215 1215202 09/30/2028 02005 4.330000800 15,000.0000 216.50 01/31/2010 12X4215 1215202 09/30/2029 02005 4.330000800 3,550,000.0000 51,238.34 01/31/2010 12X4215 1215202 09/30/2026 02006 4.839998400 15,014,000.0000 242,225.79 01/31/2010 12X4215 1215202 09/30/2027 02006 4.839998400 3,101,000.0000 50,029.45 01/31/2010 12X4215 1215202 09/30/2029 02006 4.839998400 6,275,000.0000 101,236.63 01/31/2010 12X4215 1215202 09/30/2027 02007 4.719999600 14,603,000.0000 229,753.85 01/31/2010 12X4215 1215202 09/30/2028 02007 4.719999600 1,078,000.0000 16,960.53 01/31/2010 12X4215 1215202 09/30/2029 02007 4.719999600 11,439,000.0000 179,973.58 01/31/2010 12X4215 1215202 09/30/2028 02008 4.110001200 14,765,000.0000 202,280.56 01/31/2010 12X4215 1215202 09/30/2029 02008 4.110001200 6,108,442.0000 83,685.68 01/31/2010 12X4215 1215202 09/30/2030 02008 4.110001200 6,000.0000 82.20 01/31/2010 12X4215 1215202 09/30/2029 02009 4.110001200 16,999,000.0000 232,886.37 01/31/2010 12X4215 1215202 09/30/2030 02009 4.110001200 3,127,000.0000 42,839.91 01/31/2010 12X4215 1215202 09/30/2030 02010 4.110001200 4,539,000.0000 62,184.32 01/31/2010 ------------------------ ---------------------- 232,806,468.0000 3,767,829.34 203 SUB-COHORT 12X4215 1215203 09/30/2027 01992 7.580001600 512,000.0000 12,936.54 01/31/2010 12X4215 1215203 09/30/2039 01992 7.580001600 13,868,000.0000 350,398.21 01/31/2010 12X4215 1215203 09/30/2040 01992 7.580001600 2,100,000.0000 53,060.01 01/31/2010 12X4215 1215203 09/30/2042 01992 7.580001600 36,800,000.0000 929,813.53 01/31/2010 12X4215 1215203 09/30/2026 01993 6.649999200 7,377,000.0000 163,523.48 01/31/2010 12X4215 1215203 09/30/2027 01993 6.649999200 2,300,000.0000 50,983.33 01/31/2010 12X4215 1215203 09/30/2039 01993 6.649999200 6,327,000.0000 140,248.48 01/31/2010 12X4215 1215203 09/30/2040 01993 6.649999200 1,700,000.0000 37,683.33 01/31/2010 12X4215 1215203 09/30/2042 01993 6.649999200 32,758,000.0000 726,135.58 01/31/2010 12X4215 1215203 09/30/2027 01994 6.789999600 9,431,000.0000 213,454.95 01/31/2010 12X4215 1215203 09/30/2032 01994 6.789999600 1,013,000.0000 22,927.57 01/31/2010 12X4215 1215203 09/30/2040 01994 6.789999600 1,100,000.0000 24,896.67 01/31/2010 12X4215 1215203 09/30/2042 01994 6.789999600 30,100,000.0000 681,263.29 01/31/2010 12X4215 1215203 09/30/2042 01997 6.689998800 8,100,000.0000 180,629.97 01/31/2010 12X4215 1215203 09/30/2031 01998 5.979999600 4,440,000.0000 88,503.99 01/31/2010 12X4215 1215203 09/30/2032 01998 5.979999600 963,000.0000 19,195.80 01/31/2010 12X4215 1215203 09/30/2038 01998 5.979999600 2,700.0000 53.82 01/31/2010 12X4215 1215203 09/30/2042 01998 5.979999600 4,050,000.0000 80,729.99 01/31/2010 12X4215 1215203 09/30/2032 01999 5.810000400 2,613,000.0000 50,605.10 01/31/2010 12X4215 1215203 09/30/2042 01999 5.810000400 5,000,000.0000 96,833.34 01/31/2010 12X4215 1215203 09/30/2033 02000 6.350000400 2,706,000.0000 57,277.00 01/31/2010 12X4215 1215203 09/30/2042 02000 6.350000400 627,000.0000 13,271.50 01/31/2010 12X4215 1215203 09/30/2034 02001 5.119999200 555,000.0000 9,472.00 01/31/2010 12X4215 1215203 09/30/2042 02001 5.119999200 600,000.0000 10,240.00 01/31/2010 12X4215 1215203 09/30/2035 02002 4.340001600 511,000.0000 7,392.47 01/31/2010 12X4215 1215203 09/30/2042 02002 4.340001600 262,000.0000 3,790.27 01/31/2010 12X4215 1215203 09/30/2036 02003 4.100000400 457,000.0000 6,245.67 01/31/2010 12X4215 1215203 09/30/2042 02003 4.100000400 105,000.0000 1,435.00 01/31/2010 12X4215 1215203 09/30/2037 02004 3.949999200 369,000.0000 4,858.50 01/31/2010 12X4215 1215203 09/30/2042 02004 3.949999200 72,000.0000 948.00 01/31/2010 12X4215 1215203 09/30/2038 02005 4.200001200 602,000.0000 8,428.00 01/31/2010 12X4215 1215203 09/30/2042 02005 4.200001200 220,000.0000 3,080.00 01/31/2010 12X4215 1215203 09/30/2039 02006 4.839998400 418,000.0000 6,743.73 01/31/2010 12X4215 1215203 09/30/2042 02006 4.839998400 55,000.0000 887.33 01/31/2010 12X4215 1215203 09/30/2040 02007 4.880001600 158,000.0000 2,570.13 01/31/2010 12X4215 1215203 09/30/2042 02007 4.880001600 37,000.0000 601.87 01/31/2010 12X4215 1215203 09/30/2041 02008 3.489998400 401,000.0000 4,664.96 01/31/2010 12X4215 1215203 09/30/2042 02008 3.489998400 42,000.0000 488.60 01/31/2010 12X4215 1215203 09/30/2042 02009 3.489998400 983,000.0000 11,435.56 01/31/2010 12X4215 1215203 09/30/2043 02010 3.489998400 84,000.0000 977.20 01/31/2010 ------------------------ ---------------------- 179,818,700.0000 4,078,684.77 206 SUB-COHORT 12X4215 1215206 09/30/2026 01992 6.919999200 246,000.0000 5,674.40 01/31/2010 12X4215 1215206 09/30/2027 01992 6.919999200 1,248,000.0000 28,787.20 01/31/2010 12X4215 1215206 09/30/2028 01992 6.919999200 1,000,000.0000 23,066.66 01/31/2010 12X4215 1215206 09/30/2029 01992 6.919999200 1,800,000.0000 41,520.00 01/31/2010 12X4215 1215206 09/30/2035 01992 6.919999200 1,600,000.0000 36,906.66 01/31/2010 12X4215 1215206 09/30/2037 01992 6.919999200 39,000.0000 899.60 01/31/2010 12X4215 1215206 09/30/2038 01992 6.919999200 360,000.0000 8,304.00 01/31/2010 12X4215 1215206 09/30/2042 01992 6.919999200 781,000.0000 18,015.06 01/31/2010 12X4215 1215206 09/30/2028 01993 7.049998800 2,378,000.0000 55,882.99 01/31/2010 12X4215 1215206 09/30/2029 01993 7.049998800 1,993,000.0000 46,835.49 01/31/2010 12X4215 1215206 09/30/2030 01993 7.049998800 1,300,000.0000 30,549.99 01/31/2010 12X4215 1215206 09/30/2038 01993 7.049998800 488,000.0000 11,468.00 01/31/2010 12X4215 1215206 09/30/2042 01993 7.049998800 1,300,000.0000 30,549.99 01/31/2010 12X4215 1215206 09/30/2028 01994 6.990001200 1,961,000.0000 45,691.31 01/31/2010 12X4215 1215206 09/30/2029 01994 6.990001200 2,000,000.0000 46,600.01 01/31/2010 12X4215 1215206 09/30/2030 01994 6.990001200 700,000.0000 16,310.00 01/31/2010 12X4215 1215206 09/30/2032 01994 6.990001200 1,815,000.0000 42,289.51 01/31/2010 12X4215 1215206 09/30/2033 01994 6.990001200 220,000.0000 5,126.00 01/31/2010 12X4215 1215206 09/30/2034 01994 6.990001200 400,000.0000 9,320.00 01/31/2010 12X4215 1215206 09/30/2038 01994 6.990001200 293,000.0000 6,826.90 01/31/2010 12X4215 1215206 09/30/2029 01995 6.950001600 1,548,000.0000 35,862.01 01/31/2010 12X4215 1215206 09/30/2030 01995 6.950001600 2,000,000.0000 46,333.34 01/31/2010 12X4215 1215206 09/30/2033 01995 6.950001600 1,200,000.0000 27,800.01 01/31/2010 12X4215 1215206 09/30/2035 01995 6.950001600 310,000.0000 7,181.67 01/31/2010 12X4215 1215206 09/30/2038 01995 6.950001600 195,000.0000 4,517.50 01/31/2010 12X4215 1215206 09/30/2042 01995 6.950001600 1,600,000.0000 37,066.68 01/31/2010 12X4215 1215206 09/30/2030 01996 6.419998800 2,487,000.0000 53,221.79 01/31/2010 12X4215 1215206 09/30/2031 01996 6.419998800 1,375,000.0000 29,424.99 01/31/2010 12X4215 1215206 09/30/2032 01996 6.419998800 2,000,000.0000 42,799.99 01/31/2010 12X4215 1215206 09/30/2034 01996 6.419998800 50,000.0000 1,070.00 01/31/2010 12X4215 1215206 09/30/2035 01996 6.419998800 400,000.0000 8,560.00 01/31/2010 12X4215 1215206 09/30/2038 01996 6.419998800 437,000.0000 9,351.80 01/31/2010 12X4215 1215206 09/30/2042 01996 6.419998800 2,550,000.0000 54,569.99 01/31/2010 12X4215 1215206 09/30/2030 01997 6.040000800 1,286,000.0000 25,891.47 01/31/2010 12X4215 1215206 09/30/2031 01997 6.040000800 3,000,000.0000 60,400.01 01/31/2010 12X4215 1215206 09/30/2032 01997 6.040000800 1,000,000.0000 20,133.34 01/31/2010 12X4215 1215206 09/30/2033 01997 6.040000800 700,000.0000 14,093.34 01/31/2010 12X4215 1215206 09/30/2035 01997 6.040000800 400,000.0000 8,053.33 01/31/2010 12X4215 1215206 09/30/2038 01997 6.040000800 317,000.0000 6,382.27 01/31/2010 12X4215 1215206 09/30/2042 01997 6.040000800 2,100,000.0000 42,280.01 01/31/2010 12X4215 1215206 09/30/2032 01998 5.979999600 2,918,600.0000 58,177.42 01/31/2010 12X4215 1215206 09/30/2033 01998 5.979999600 800,000.0000 15,946.67 01/31/2010 12X4215 1215206 09/30/2035 01998 5.979999600 1,000,000.0000 19,933.33 01/31/2010 12X4215 1215206 09/30/2038 01998 5.979999600 257,000.0000 5,122.87 01/31/2010 12X4215 1215206 09/30/2040 01998 5.979999600 827,000.0000 16,484.87 01/31/2010 12X4215 1215206 09/30/2042 01998 5.979999600 706,000.0000 14,072.93 01/31/2010 12X4215 1215206 09/30/2034 01999 5.690001600 224,000.0000 4,248.53 01/31/2010 12X4215 1215206 09/30/2035 01999 5.690001600 3,000,000.0000 56,900.02 01/31/2010 12X4215 1215206 09/30/2036 01999 5.690001600 1,000,000.0000 18,966.67 01/31/2010 12X4215 1215206 09/30/2037 01999 5.690001600 3,400,000.0000 64,486.68 01/31/2010 12X4215 1215206 09/30/2038 01999 5.690001600 755,000.0000 14,319.84 01/31/2010 12X4215 1215206 09/30/2040 01999 5.690001600 400,000.0000 7,586.67 01/31/2010 12X4215 1215206 09/30/2042 01999 5.690001600 1,250,000.0000 23,708.34 01/31/2010 12X4215 1215206 09/30/2035 02000 5.349999600 4,954,000.0000 88,346.33 01/31/2010 12X4215 1215206 09/30/2036 02000 5.349999600 3,700,000.0000 65,983.33 01/31/2010 12X4215 1215206 09/30/2037 02000 5.349999600 2,616,000.0000 46,652.00 01/31/2010 12X4215 1215206 09/30/2038 02000 5.349999600 628,000.0000 11,199.33 01/31/2010 12X4215 1215206 09/30/2039 02000 5.349999600 2,071,000.0000 36,932.83 01/31/2010 12X4215 1215206 09/30/2042 02000 5.349999600 2,450,000.0000 43,691.66 01/31/2010 12X4215 1215206 09/30/2035 02001 5.119999200 1,124,000.0000 19,182.93 01/31/2010 12X4215 1215206 09/30/2036 02001 5.119999200 1,500,000.0000 25,600.00 01/31/2010 12X4215 1215206 09/30/2037 02001 5.119999200 6,400,000.0000 109,226.65 01/31/2010 12X4215 1215206 09/30/2038 02001 5.119999200 2,748,000.0000 46,899.19 01/31/2010 12X4215 1215206 09/30/2039 02001 5.119999200 1,593,000.0000 27,187.20 01/31/2010 12X4215 1215206 09/30/2040 02001 5.119999200 388,000.0000 6,621.87 01/31/2010 12X4215 1215206 09/30/2041 02001 5.119999200 148,000.0000 2,525.87 01/31/2010 12X4215 1215206 09/30/2042 02001 5.119999200 3,287,000.0000 56,098.12 01/31/2010 12X4215 1215206 09/30/2043 02001 5.119999200 859,000.0000 14,660.26 01/31/2010 12X4215 1215206 09/30/2037 02002 4.899999600 4,756,000.0000 77,681.33 01/31/2010 12X4215 1215206 09/30/2038 02002 4.899999600 7,200,000.0000 117,599.99 01/31/2010 12X4215 1215206 09/30/2039 02002 4.899999600 1,572,000.0000 25,676.00 01/31/2010 12X4215 1215206 09/30/2040 02002 4.899999600 1,812,000.0000 29,596.00 01/31/2010 12X4215 1215206 09/30/2041 02002 4.899999600 105,000.0000 1,715.00 01/31/2010 12X4215 1215206 09/30/2042 02002 4.899999600 2,950,000.0000 48,183.33 01/31/2010 12X4215 1215206 09/30/2043 02002 4.899999600 339,000.0000 5,537.00 01/31/2010 12X4215 1215206 09/30/2037 02003 5.040000000 1,447,000.0000 24,309.60 01/31/2010 12X4215 1215206 09/30/2038 02003 5.040000000 1,787,000.0000 30,021.60 01/31/2010 12X4215 1215206 09/30/2039 02003 5.040000000 4,394,000.0000 73,819.20 01/31/2010 12X4215 1215206 09/30/2040 02003 5.040000000 1,085,000.0000 18,228.00 01/31/2010 12X4215 1215206 09/30/2041 02003 5.040000000 5,590,000.0000 93,912.00 01/31/2010 12X4215 1215206 09/30/2042 02003 5.040000000 7,405,200.0000 124,407.36 01/31/2010 12X4215 1215206 09/30/2043 02003 5.040000000 398,000.0000 6,686.40 01/31/2010 12X4215 1215206 09/30/2038 02004 4.849999200 72,000.0000 1,164.00 01/31/2010 12X4215 1215206 09/30/2039 02004 4.849999200 2,959,000.0000 47,837.16 01/31/2010 12X4215 1215206 09/30/2040 02004 4.849999200 6,584,000.0000 106,441.32 01/31/2010 12X4215 1215206 09/30/2041 02004 4.849999200 1,165,000.0000 18,834.16 01/31/2010 12X4215 1215206 09/30/2042 02004 4.849999200 5,043,000.0000 81,528.49 01/31/2010 12X4215 1215206 09/30/2043 02004 4.849999200 530,000.0000 8,568.33 01/31/2010 12X4215 1215206 09/30/2038 02005 4.770000000 336,000.0000 5,342.40 01/31/2010 12X4215 1215206 09/30/2039 02005 4.770000000 586,000.0000 9,317.40 01/31/2010 12X4215 1215206 09/30/2040 02005 4.770000000 5,203,000.0000 82,727.70 01/31/2010 12X4215 1215206 09/30/2041 02005 4.770000000 4,534,000.0000 72,090.60 01/31/2010 12X4215 1215206 09/30/2042 02005 4.770000000 3,033,000.0000 48,224.70 01/31/2010 12X4215 1215206 09/30/2043 02005 4.770000000 430,000.0000 6,837.00 01/31/2010 12X4215 1215206 09/30/2039 02006 4.979998800 128,000.0000 2,124.80 01/31/2010 12X4215 1215206 09/30/2040 02006 4.979998800 1,902,000.0000 31,573.19 01/31/2010 12X4215 1215206 09/30/2041 02006 4.979998800 2,027,000.0000 33,648.19 01/31/2010 12X4215 1215206 09/30/2042 02006 4.979998800 1,482,000.0000 24,601.19 01/31/2010 12X4215 1215206 09/30/2043 02006 4.979998800 131,000.0000 2,174.60 01/31/2010 12X4215 1215206 09/30/2040 02007 5.270000400 1,180,000.0000 20,728.67 01/31/2010 12X4215 1215206 09/30/2041 02007 5.270000400 1,027,000.0000 18,040.97 01/31/2010 12X4215 1215206 09/30/2042 02007 5.270000400 2,071,000.0000 36,380.57 01/31/2010 12X4215 1215206 09/30/2043 02007 5.270000400 3,900,000.0000 68,510.01 01/31/2010 12X4215 1215206 09/30/2041 02008 5.140000800 652,700.0000 11,182.93 01/31/2010 12X4215 1215206 09/30/2042 02008 5.140000800 484,000.0000 8,292.53 01/31/2010 12X4215 1215206 09/30/2043 02008 5.140000800 131,000.0000 2,244.47 01/31/2010 12X4215 1215206 09/30/2042 02009 5.140000800 2,146,000.0000 36,768.14 01/31/2010 12X4215 1215206 09/30/2043 02009 5.140000800 1,069,000.0000 18,315.54 01/31/2010 ------------------------ ---------------------- 187,526,500.0000 3,447,251.59 207 SUB-COHORT 12X4215 1215207 09/30/2043 01992 6.819998400 72,200,000.0000 1,641,346.28 01/31/2010 12X4215 1215207 09/30/2044 01992 6.819998400 78,100,000.0000 1,775,472.92 01/31/2010 12X4215 1215207 09/30/2045 01992 6.819998400 3,000,000.0000 68,199.98 01/31/2010 12X4215 1215207 09/30/2052 01992 6.819998400 31,000,000.0000 704,733.17 01/31/2010 12X4215 1215207 09/30/2056 01992 6.819998400 12,945,000.0000 294,282.93 01/31/2010 12X4215 1215207 09/30/2057 01992 6.819998400 10,000,000.0000 227,333.28 01/31/2010 12X4215 1215207 09/30/2058 01992 6.819998400 122,000.0000 2,773.47 01/31/2010 12X4215 1215207 09/30/2059 01992 6.819998400 1,250,000.0000 28,416.66 01/31/2010 12X4215 1215207 09/30/2044 01993 6.890000400 83,785,000.0000 1,924,262.28 01/31/2010 12X4215 1215207 09/30/2045 01993 6.890000400 54,000,000.0000 1,240,200.07 01/31/2010 12X4215 1215207 09/30/2052 01993 6.890000400 34,000,000.0000 780,866.71 01/31/2010 12X4215 1215207 09/30/2056 01993 6.890000400 12,513,000.0000 287,381.92 01/31/2010 12X4215 1215207 09/30/2057 01993 6.890000400 9,200,000.0000 211,293.35 01/31/2010 12X4215 1215207 09/30/2058 01993 6.890000400 10,345,000.0000 237,590.18 01/31/2010 12X4215 1215207 09/30/2059 01993 6.890000400 4,750,000.0000 109,091.67 01/31/2010 12X4215 1215207 09/30/2045 01994 7.089998400 32,764,000.0000 774,322.36 01/31/2010 12X4215 1215207 09/30/2046 01994 7.089998400 64,000,000.0000 1,512,532.99 01/31/2010 12X4215 1215207 09/30/2052 01994 7.089998400 29,000,000.0000 685,366.51 01/31/2010 12X4215 1215207 09/30/2055 01994 7.089998400 16,510,000.0000 390,186.25 01/31/2010 12X4215 1215207 09/30/2056 01994 7.089998400 9,570,000.0000 226,170.95 01/31/2010 12X4215 1215207 09/30/2057 01994 7.089998400 12,200,000.0000 288,326.60 01/31/2010 12X4215 1215207 09/30/2058 01994 7.089998400 12,651,000.0000 298,985.23 01/31/2010 12X4215 1215207 09/30/2059 01994 7.089998400 7,600,000.0000 179,613.29 01/31/2010 12X4215 1215207 09/30/2046 01995 6.710000400 41,770,000.0000 934,255.72 01/31/2010 12X4215 1215207 09/30/2048 01995 6.710000400 2,000,000.0000 44,733.34 01/31/2010 12X4215 1215207 09/30/2050 01995 6.710000400 1,000,000.0000 22,366.67 01/31/2010 12X4215 1215207 09/30/2052 01995 6.710000400 14,000,000.0000 313,133.35 01/31/2010 12X4215 1215207 09/30/2055 01995 6.710000400 1,069,000.0000 23,909.97 01/31/2010 12X4215 1215207 09/30/2056 01995 6.710000400 6,695,000.0000 149,744.84 01/31/2010 12X4215 1215207 09/30/2057 01995 6.710000400 2,200,000.0000 49,206.67 01/31/2010 12X4215 1215207 09/30/2058 01995 6.710000400 63,000.0000 1,409.10 01/31/2010 12X4215 1215207 09/30/2059 01995 6.710000400 901,000.0000 20,152.37 01/31/2010 12X4215 1215207 09/30/2047 01996 6.459998400 11,936,000.0000 257,021.80 01/31/2010 12X4215 1215207 09/30/2048 01996 6.459998400 29,000,000.0000 624,466.51 01/31/2010 12X4215 1215207 09/30/2052 01996 6.459998400 9,000,000.0000 193,799.95 01/31/2010 12X4215 1215207 09/30/2055 01996 6.459998400 667,600.0000 14,375.65 01/31/2010 12X4215 1215207 09/30/2056 01996 6.459998400 5,122,000.0000 110,293.71 01/31/2010 12X4215 1215207 09/30/2057 01996 6.459998400 3,700,000.0000 79,673.31 01/31/2010 12X4215 1215207 09/30/2058 01996 6.459998400 19,000.0000 409.13 01/31/2010 12X4215 1215207 09/30/2059 01996 6.459998400 61,000.0000 1,313.53 01/31/2010 12X4215 1215207 09/30/2048 01997 5.950000800 19,810,000.0000 392,898.39 01/31/2010 12X4215 1215207 09/30/2049 01997 5.950000800 17,000,000.0000 337,166.71 01/31/2010 12X4215 1215207 09/30/2050 01997 5.950000800 1,000,000.0000 19,833.34 01/31/2010 12X4215 1215207 09/30/2051 01997 5.950000800 1,000,000.0000 19,833.34 01/31/2010 12X4215 1215207 09/30/2052 01997 5.950000800 14,000,000.0000 277,666.70 01/31/2010 12X4215 1215207 09/30/2055 01997 5.950000800 1,557,500.0000 30,890.42 01/31/2010 12X4215 1215207 09/30/2056 01997 5.950000800 5,215,000.0000 103,430.85 01/31/2010 12X4215 1215207 09/30/2057 01997 5.950000800 3,600,000.0000 71,400.01 01/31/2010 12X4215 1215207 09/30/2058 01997 5.950000800 651,000.0000 12,911.50 01/31/2010 12X4215 1215207 09/30/2059 01997 5.950000800 606,000.0000 12,019.00 01/31/2010 12X4215 1215207 09/30/2049 01998 5.870001600 27,400,000.0000 536,126.81 01/31/2010 12X4215 1215207 09/30/2050 01998 5.870001600 19,000,000.0000 371,766.77 01/31/2010 12X4215 1215207 09/30/2051 01998 5.870001600 3,000,000.0000 58,700.02 01/31/2010 12X4215 1215207 09/30/2052 01998 5.870001600 6,000,000.0000 117,400.03 01/31/2010 12X4215 1215207 09/30/2053 01998 5.870001600 13,000,000.0000 254,366.74 01/31/2010 12X4215 1215207 09/30/2055 01998 5.870001600 2,342,000.0000 45,825.15 01/31/2010 12X4215 1215207 09/30/2056 01998 5.870001600 591,000.0000 11,563.90 01/31/2010 12X4215 1215207 09/30/2057 01998 5.870001600 4,500,000.0000 88,050.02 01/31/2010 12X4215 1215207 09/30/2058 01998 5.870001600 735,000.0000 14,381.50 01/31/2010 12X4215 1215207 09/30/2059 01998 5.870001600 1,250,000.0000 24,458.34 01/31/2010 12X4215 1215207 09/30/2049 01999 5.839999200 1,033,000.0000 20,109.06 01/31/2010 12X4215 1215207 09/30/2050 01999 5.839999200 23,000,000.0000 447,733.27 01/31/2010 12X4215 1215207 09/30/2051 01999 5.839999200 13,000,000.0000 253,066.63 01/31/2010 12X4215 1215207 09/30/2052 01999 5.839999200 8,000,000.0000 155,733.31 01/31/2010 12X4215 1215207 09/30/2053 01999 5.839999200 4,200,000.0000 81,759.99 01/31/2010 12X4215 1215207 09/30/2055 01999 5.839999200 2,898,200.0000 56,418.29 01/31/2010 12X4215 1215207 09/30/2056 01999 5.839999200 1,455,000.0000 28,324.00 01/31/2010 12X4215 1215207 09/30/2057 01999 5.839999200 4,023,000.0000 78,314.39 01/31/2010 12X4215 1215207 09/30/2058 01999 5.839999200 1,546,000.0000 30,095.46 01/31/2010 12X4215 1215207 09/30/2059 01999 5.839999200 2,154,000.0000 41,931.19 01/31/2010 12X4215 1215207 09/30/2060 01999 5.839999200 69,000.0000 1,343.20 01/31/2010 12X4215 1215207 09/30/2051 02000 5.590000800 15,732,000.0000 293,139.64 01/31/2010 12X4215 1215207 09/30/2052 02000 5.590000800 24,000,000.0000 447,200.06 01/31/2010 12X4215 1215207 09/30/2053 02000 5.590000800 9,000,000.0000 167,700.02 01/31/2010 12X4215 1215207 09/30/2055 02000 5.590000800 1,420,000.0000 26,459.34 01/31/2010 12X4215 1215207 09/30/2056 02000 5.590000800 2,754,000.0000 51,316.21 01/31/2010 12X4215 1215207 09/30/2057 02000 5.590000800 3,447,000.0000 64,229.11 01/31/2010 12X4215 1215207 09/30/2058 02000 5.590000800 1,053,000.0000 19,620.90 01/31/2010 12X4215 1215207 09/30/2059 02000 5.590000800 4,950,000.0000 92,235.01 01/31/2010 12X4215 1215207 09/30/2052 02001 5.360000400 21,130,000.0000 377,522.69 01/31/2010 12X4215 1215207 09/30/2053 02001 5.360000400 27,300,000.0000 487,760.04 01/31/2010 12X4215 1215207 09/30/2055 02001 5.360000400 5,969,000.0000 106,646.14 01/31/2010 12X4215 1215207 09/30/2056 02001 5.360000400 2,953,000.0000 52,760.27 01/31/2010 12X4215 1215207 09/30/2057 02001 5.360000400 2,629,500.0000 46,980.40 01/31/2010 12X4215 1215207 09/30/2058 02001 5.360000400 6,917,000.0000 123,583.74 01/31/2010 12X4215 1215207 09/30/2059 02001 5.360000400 1,781,000.0000 31,820.54 01/31/2010 12X4215 1215207 09/30/2060 02001 5.360000400 294,000.0000 5,252.80 01/31/2010 12X4215 1215207 09/30/2053 02002 5.079999600 35,581,000.0000 602,504.89 01/31/2010 12X4215 1215207 09/30/2055 02002 5.079999600 12,000,000.0000 203,199.98 01/31/2010 12X4215 1215207 09/30/2056 02002 5.079999600 4,665,000.0000 78,993.99 01/31/2010 12X4215 1215207 09/30/2057 02002 5.079999600 6,254,000.0000 105,901.06 01/31/2010 12X4215 1215207 09/30/2058 02002 5.079999600 4,791,000.0000 81,127.59 01/31/2010 12X4215 1215207 09/30/2059 02002 5.079999600 890,000.0000 15,070.67 01/31/2010 12X4215 1215207 09/30/2060 02002 5.079999600 677,000.0000 11,463.87 01/31/2010 12X4215 1215207 09/30/2053 02003 4.960000800 24,871,000.0000 411,200.60 01/31/2010 12X4215 1215207 09/30/2055 02003 4.960000800 17,800,000.0000 294,293.38 01/31/2010 12X4215 1215207 09/30/2056 02003 4.960000800 9,498,000.0000 157,033.63 01/31/2010 12X4215 1215207 09/30/2057 02003 4.960000800 3,626,000.0000 59,949.88 01/31/2010 12X4215 1215207 09/30/2058 02003 4.960000800 3,228,000.0000 53,369.61 01/31/2010 12X4215 1215207 09/30/2059 02003 4.960000800 7,756,000.0000 128,232.55 01/31/2010 12X4215 1215207 09/30/2060 02003 4.960000800 1,072,000.0000 17,723.74 01/31/2010 12X4215 1215207 09/30/2055 02004 4.870000800 18,535,000.0000 300,884.88 01/31/2010 12X4215 1215207 09/30/2056 02004 4.870000800 16,995,000.0000 275,885.55 01/31/2010 12X4215 1215207 09/30/2057 02004 4.870000800 15,297,000.0000 248,321.34 01/31/2010 12X4215 1215207 09/30/2058 02004 4.870000800 3,794,000.0000 61,589.28 01/31/2010 12X4215 1215207 09/30/2059 02004 4.870000800 6,631,111.0000 107,645.05 01/31/2010 12X4215 1215207 09/30/2060 02004 4.870000800 179,000.0000 2,905.77 01/31/2010 12X4215 1215207 09/30/2055 02005 4.910000400 1,454,000.0000 23,797.14 01/31/2010 12X4215 1215207 09/30/2056 02005 4.910000400 13,564,000.0000 221,997.48 01/31/2010 12X4215 1215207 09/30/2057 02005 4.910000400 14,206,000.0000 232,504.89 01/31/2010 12X4215 1215207 09/30/2058 02005 4.910000400 13,856,000.0000 226,776.55 01/31/2010 12X4215 1215207 09/30/2059 02005 4.910000400 6,914,000.0000 113,159.14 01/31/2010 12X4215 1215207 09/30/2060 02005 4.910000400 943,000.0000 15,433.77 01/31/2010 12X4215 1215207 09/30/2056 02006 4.790001600 1,655,000.0000 26,424.84 01/31/2010 12X4215 1215207 09/30/2057 02006 4.790001600 13,540,800.0000 216,201.51 01/31/2010 12X4215 1215207 09/30/2058 02006 4.790001600 13,388,000.0000 213,761.80 01/31/2010 12X4215 1215207 09/30/2059 02006 4.790001600 13,287,681.0000 212,160.04 01/31/2010 12X4215 1215207 09/30/2060 02006 4.790001600 1,912,000.0000 30,528.28 01/31/2010 12X4215 1215207 09/30/2057 02007 4.640000400 4,903,000.0000 75,833.07 01/31/2010 12X4215 1215207 09/30/2058 02007 4.640000400 11,643,000.0000 180,078.42 01/31/2010 12X4215 1215207 09/30/2059 02007 4.640000400 21,033,000.0000 325,310.43 01/31/2010 12X4215 1215207 09/30/2060 02007 4.640000400 2,387,000.0000 36,918.94 01/31/2010 12X4215 1215207 09/30/2058 02008 4.820000400 3,772,000.0000 60,603.47 01/31/2010 12X4215 1215207 09/30/2059 02008 4.820000400 12,259,000.0000 196,961.28 01/31/2010 12X4215 1215207 09/30/2060 02008 4.820000400 3,364,000.0000 54,048.27 01/31/2010 12X4215 1215207 09/30/2059 02009 4.970001600 1,897,200.0000 31,430.29 01/31/2010 12X4215 1215207 09/30/2060 02009 4.970001600 3,855,000.0000 63,864.52 01/31/2010 ------------------------ ---------------------- 1,419,647,592.0000 28,893,851.35 208 SUB-COHORT 12X4215 1215208 09/30/2011 02001 3.399998400 1,550,000.0000 17,566.66 01/31/2010 12X4215 1215208 09/30/2012 02001 3.399998400 18,000.0000 204.00 01/31/2010 12X4215 1215208 09/30/2012 02006 3.710001600 516,000.0000 6,381.20 01/31/2010 12X4215 1215208 09/30/2013 02006 3.710001600 19,000.0000 234.97 01/31/2010 12X4215 1215208 09/30/2011 02007 3.430000800 211,000.0000 2,412.43 01/31/2010 12X4215 1215208 09/30/2012 02007 3.430000800 752,000.0000 8,597.87 01/31/2010 12X4215 1215208 09/30/2012 02008 3.430000800 885,000.0000 10,118.50 01/31/2010 12X4215 1215208 09/30/2012 02009 3.430000800 120,000.0000 1,372.00 01/31/2010 12X4215 1215208 09/30/2013 02009 3.430000800 95,000.0000 1,086.17 01/31/2010 ------------------------ ---------------------- 4,166,000.0000 47,973.80 209 SUB-COHORT 12X4215 1215209 09/30/2059 01992 7.310001600 1,000,000.0000 24,366.67 01/31/2010 12X4215 1215209 09/30/2044 01993 6.710000400 226,000.0000 5,054.87 01/31/2010 12X4215 1215209 09/30/2057 01993 6.710000400 600,000.0000 13,420.00 01/31/2010 12X4215 1215209 09/30/2044 01994 6.770001600 459,000.0000 10,358.10 01/31/2010 12X4215 1215209 09/30/2057 01994 6.770001600 2,440,000.0000 55,062.68 01/31/2010 12X4215 1215209 09/30/2047 01997 6.890000400 1,144,000.0000 26,273.87 01/31/2010 12X4215 1215209 09/30/2048 01997 6.890000400 50,000.0000 1,148.33 01/31/2010 12X4215 1215209 09/30/2050 01997 6.890000400 17,000.0000 390.43 01/31/2010 12X4215 1215209 09/30/2052 01997 6.890000400 400,000.0000 9,186.67 01/31/2010 12X4215 1215209 09/30/2055 01997 6.890000400 86,600.0000 1,988.91 01/31/2010 12X4215 1215209 09/30/2056 01997 6.890000400 3,100.0000 71.20 01/31/2010 12X4215 1215209 09/30/2059 01997 6.890000400 81,000.0000 1,860.30 01/31/2010 12X4215 1215209 09/30/2059 01998 5.979999600 600,000.0000 11,960.00 01/31/2010 12X4215 1215209 09/30/2057 01999 5.810000400 27,000.0000 522.90 01/31/2010 12X4215 1215209 09/30/2059 01999 5.810000400 1,400,000.0000 27,113.34 01/31/2010 12X4215 1215209 09/30/2050 02000 6.360001200 492,000.0000 10,430.40 01/31/2010 12X4215 1215209 09/30/2054 02000 6.360001200 8,500.0000 180.20 01/31/2010 12X4215 1215209 09/30/2055 02000 6.360001200 13,900.0000 294.68 01/31/2010 12X4215 1215209 09/30/2056 02000 6.360001200 1,500.0000 31.80 01/31/2010 12X4215 1215209 09/30/2051 02001 5.670000000 828,000.0000 15,649.20 01/31/2010 12X4215 1215209 09/30/2052 02001 5.670000000 120,000.0000 2,268.00 01/31/2010 12X4215 1215209 09/30/2055 02001 5.670000000 24,700.0000 466.83 01/31/2010 12X4215 1215209 09/30/2056 02001 5.670000000 7,500.0000 141.75 01/31/2010 12X4215 1215209 09/30/2052 02002 5.600001600 939,000.0000 17,528.01 01/31/2010 12X4215 1215209 09/30/2056 02002 5.600001600 5,000.0000 93.33 01/31/2010 12X4215 1215209 09/30/2052 02003 4.899999600 432,000.0000 7,056.00 01/31/2010 12X4215 1215209 09/30/2054 02003 4.899999600 800,000.0000 13,066.67 01/31/2010 12X4215 1215209 09/30/2058 02003 4.899999600 50,000.0000 816.67 01/31/2010 12X4215 1215209 09/30/2054 02004 5.190001200 245,000.0000 4,238.50 01/31/2010 12X4215 1215209 09/30/2056 02004 5.190001200 10,000.0000 173.00 01/31/2010 12X4215 1215209 09/30/2055 02005 4.479998400 667,000.0000 9,960.53 01/31/2010 12X4215 1215209 09/30/2056 02005 4.479998400 177,000.0000 2,643.20 01/31/2010 12X4215 1215209 09/30/2057 02006 4.889998800 980,000.0000 15,974.00 01/31/2010 12X4215 1215209 09/30/2059 02006 4.889998800 114,000.0000 1,858.20 01/31/2010 12X4215 1215209 09/30/2057 02007 4.910000400 900,000.0000 14,730.00 01/31/2010 12X4215 1215209 09/30/2059 02007 4.910000400 66,000.0000 1,080.20 01/31/2010 12X4215 1215209 09/30/2058 02008 4.370000400 969,500.0000 14,122.38 01/31/2010 12X4215 1215209 09/30/2059 02008 4.370000400 39,000.0000 568.10 01/31/2010 12X4215 1215209 09/30/2059 02009 4.370000400 934,000.0000 13,605.27 01/31/2010 ------------------------ ---------------------- 17,357,300.0000 335,755.19 212 SUB-COHORT 12X4215 1215212 09/30/2011 02001 5.410000800 179,000.0000 3,227.97 01/31/2010 12X4215 1215212 09/30/2012 02001 5.410000800 30,000.0000 541.00 01/31/2010 12X4215 1215212 09/30/2011 02002 5.190001200 352,000.0000 6,089.60 01/31/2010 12X4215 1215212 09/30/2012 02002 5.190001200 4,000.0000 69.20 01/31/2010 12X4215 1215212 09/30/2011 02003 4.730000400 150,000.0000 2,365.00 01/31/2010 ------------------------ ---------------------- 715,000.0000 12,292.77 401 SUB-COHORT 12X4215 1215401 09/30/2011 02000 3.700000800 95,400.0000 1,176.60 01/31/2010 12X4215 1215401 09/30/2011 02001 3.700000800 1,668,000.0000 20,572.00 01/31/2010 12X4215 1215401 09/30/2011 02003 2.120000400 15,000.0000 106.00 01/31/2010 12X4215 1215401 09/30/2011 02005 3.620001600 1,605,000.0000 19,367.01 01/31/2010 12X4215 1215401 09/30/2010 02006 3.719998800 2,043,000.0000 25,333.19 01/31/2010 12X4215 1215401 09/30/2010 02007 3.719998800 237,000.0000 2,938.80 01/31/2010 ------------------------ ---------------------- 5,663,400.0000 69,493.60 ======================== ====================== 14,341,908,575.0000 246,789,506.75 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00