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 60,401.74 12/31/2010 12X4208 1208845 09/30/2027 01992 6.729998400 52,970,000.0000 891,220.04 12/31/2010 12X4208 1208845 09/30/2044 01992 6.729998400 16,216,000.0000 272,834.14 12/31/2010 12X4208 1208845 09/30/2027 01993 6.599998800 5,284,000.0000 87,185.98 12/31/2010 12X4208 1208845 09/30/2028 01993 6.599998800 48,261,000.0000 796,306.36 12/31/2010 12X4208 1208845 09/30/2042 01993 6.599998800 6,825,000.0000 112,612.48 12/31/2010 12X4208 1208845 09/30/2043 01993 6.599998800 533,000.0000 8,794.50 12/31/2010 12X4208 1208845 09/30/2044 01993 6.599998800 16,561,000.0000 273,256.45 12/31/2010 ------------------------ ---------------------- 150,240,000.0000 2,502,611.69 840 SUB-COHORT 12X4208 1208840 09/30/2027 01992 6.950001600 276,184,000.0000 4,798,698.10 12/31/2010 12X4208 1208840 09/30/2042 01992 6.950001600 585,000.0000 10,164.38 12/31/2010 12X4208 1208840 09/30/2044 01992 6.950001600 19,906,000.0000 0.00 12/31/2010 12X4208 1208840 09/30/2028 01993 6.990001200 393,646,300.0000 6,878,970.27 12/31/2010 12X4208 1208840 09/30/2042 01993 6.990001200 618,000.0000 10,799.55 12/31/2010 12X4208 1208840 09/30/2044 01993 6.990001200 69,500,000.0000 1,214,512.71 12/31/2010 ------------------------ ---------------------- 760,439,300.0000 12,913,145.01 850 SUB-COHORT 12X4208 1208850 09/30/2029 01994 7.040001600 60,672,500.0000 1,067,836.24 12/31/2010 12X4208 1208850 09/30/2042 01994 7.040001600 53,000.0000 932.80 12/31/2010 12X4208 1208850 09/30/2043 01994 7.040001600 850,000.0000 14,960.00 12/31/2010 12X4208 1208850 09/30/2030 01995 6.680001600 40,456,000.0000 675,615.36 12/31/2010 12X4208 1208850 09/30/2042 01995 6.680001600 44,000.0000 734.80 12/31/2010 12X4208 1208850 09/30/2031 01996 6.450001200 57,620,200.0000 929,125.90 12/31/2010 12X4208 1208850 09/30/2042 01996 6.450001200 36,000.0000 580.50 12/31/2010 12X4208 1208850 09/30/2043 01996 6.450001200 250,000.0000 4,031.25 12/31/2010 12X4208 1208850 09/30/2032 01997 5.979999600 51,271,200.0000 766,504.39 12/31/2010 12X4208 1208850 09/30/2042 01997 5.979999600 4,200.0000 62.79 12/31/2010 12X4208 1208850 09/30/2043 01997 5.979999600 350,000.0000 5,232.50 12/31/2010 12X4208 1208850 09/30/2033 01998 6.000001200 84,790,756.3100 1,271,861.60 12/31/2010 12X4208 1208850 09/30/2042 01998 6.000001200 2,507,000.0000 37,605.01 12/31/2010 12X4208 1208850 09/30/2043 01998 6.000001200 250,000.0000 3,750.00 12/31/2010 12X4208 1208850 09/30/2034 01999 5.919998400 57,631,930.9100 852,952.35 12/31/2010 12X4208 1208850 09/30/2043 01999 5.919998400 650,000.0000 9,620.00 12/31/2010 12X4208 1208850 09/30/2035 02000 5.730001200 99,783,400.0000 1,429,397.50 12/31/2010 12X4208 1208850 09/30/2042 02000 5.730001200 20,000.0000 286.50 12/31/2010 12X4208 1208850 09/30/2043 02000 5.730001200 450,000.0000 6,446.25 12/31/2010 12X4208 1208850 09/30/2036 02001 5.000000400 96,003,000.0000 1,200,037.60 12/31/2010 12X4208 1208850 09/30/2043 02001 5.000000400 3,200,000.0000 40,000.00 12/31/2010 12X4208 1208850 09/30/2044 02001 5.000000400 2,000,000.0000 0.00 12/31/2010 12X4208 1208850 09/30/2037 02002 4.790001600 115,512,500.0000 1,383,262.65 12/31/2010 12X4208 1208850 09/30/2042 02002 4.790001600 4,701,000.0000 56,294.49 12/31/2010 12X4208 1208850 09/30/2043 02002 4.790001600 800,000.0000 9,580.00 12/31/2010 12X4208 1208850 09/30/2038 02003 4.709998800 104,240,000.0000 1,227,425.69 12/31/2010 12X4208 1208850 09/30/2042 02003 4.709998800 14,552,000.0000 171,349.76 12/31/2010 12X4208 1208850 09/30/2043 02003 4.709998800 3,345,000.0000 39,387.36 12/31/2010 12X4208 1208850 09/30/2039 02004 4.690000800 197,053,000.0000 2,310,446.82 12/31/2010 12X4208 1208850 09/30/2042 02004 4.690000800 28,673,000.0000 336,190.98 12/31/2010 12X4208 1208850 09/30/2043 02004 4.690000800 12,153,000.0000 142,493.95 12/31/2010 12X4208 1208850 09/30/2044 02004 4.690000800 2,674,000.0000 31,352.66 12/31/2010 12X4208 1208850 09/30/2040 02005 4.569998400 69,294,700.0000 791,691.67 12/31/2010 12X4208 1208850 09/30/2042 02005 4.569998400 24,581,000.0000 280,837.83 12/31/2010 12X4208 1208850 09/30/2043 02005 4.569998400 14,791,000.0000 168,987.12 12/31/2010 12X4208 1208850 09/30/2044 02005 4.569998400 15,935,000.0000 182,057.31 12/31/2010 12X4208 1208850 09/30/2041 02006 4.659998400 48,973,000.0000 570,535.25 12/31/2010 12X4208 1208850 09/30/2042 02006 4.659998400 18,447,000.0000 214,907.48 12/31/2010 12X4208 1208850 09/30/2043 02006 4.659998400 20,276,000.0000 236,215.32 12/31/2010 12X4208 1208850 09/30/2044 02006 4.659998400 4,822,000.0000 56,176.28 12/31/2010 12X4208 1208850 09/30/2042 02007 4.550000400 55,075,000.0000 626,478.18 12/31/2010 12X4208 1208850 09/30/2043 02007 4.550000400 19,802,000.0000 225,247.77 12/31/2010 12X4208 1208850 09/30/2044 02007 4.550000400 12,186,000.0000 138,615.76 12/31/2010 12X4208 1208850 09/30/2045 02007 4.550000400 674,000.0000 0.00 12/31/2010 12X4208 1208850 09/30/2043 02008 4.380001200 43,500,000.0000 476,325.13 12/31/2010 12X4208 1208850 09/30/2044 02008 4.380001200 20,387,000.0000 223,237.71 12/31/2010 12X4208 1208850 09/30/2045 02008 4.380001200 5,602,000.0000 61,341.92 12/31/2010 12X4208 1208850 09/30/2043 02009 4.820000400 5,230,000.0000 63,021.51 12/31/2010 12X4208 1208850 09/30/2044 02009 4.820000400 14,621,000.0000 176,183.06 12/31/2010 12X4208 1208850 09/30/2045 02009 4.820000400 369,000.0000 0.00 12/31/2010 ------------------------ ---------------------- 1,437,162,387.2200 18,517,217.00 810 SUB-COHORT 12X4208 1208810 09/30/2029 01994 6.909998400 191,444,000.0000 3,307,194.33 12/31/2010 12X4208 1208810 09/30/2042 01994 6.909998400 13,700,000.0000 236,667.45 12/31/2010 12X4208 1208810 09/30/2030 01995 6.559999200 252,848,000.0000 4,146,706.69 12/31/2010 12X4208 1208810 09/30/2042 01995 6.559999200 15,300,000.0000 250,919.97 12/31/2010 12X4208 1208810 09/30/2031 01996 6.320001600 322,976,000.0000 5,103,022.09 12/31/2010 12X4208 1208810 09/30/2042 01996 6.320001600 9,000,000.0000 142,200.04 12/31/2010 12X4208 1208810 09/30/2043 01996 6.320001600 6,700,000.0000 105,860.03 12/31/2010 12X4208 1208810 09/30/2044 01996 6.320001600 1,850,000.0000 29,230.01 12/31/2010 12X4208 1208810 09/30/2032 01997 6.140001600 290,888,000.0000 4,465,131.96 12/31/2010 12X4208 1208810 09/30/2042 01997 6.140001600 10,800,000.0000 165,780.04 12/31/2010 12X4208 1208810 09/30/2043 01997 6.140001600 4,400,000.0000 67,540.02 12/31/2010 12X4208 1208810 09/30/2044 01997 6.140001600 1,501,000.0000 23,040.36 12/31/2010 12X4208 1208810 09/30/2033 01998 5.919998400 343,632,000.0000 5,085,752.23 12/31/2010 12X4208 1208810 09/30/2042 01998 5.919998400 7,400,000.0000 109,519.97 12/31/2010 12X4208 1208810 09/30/2043 01998 5.919998400 8,450,000.0000 125,059.97 12/31/2010 12X4208 1208810 09/30/2044 01998 5.919998400 1,326,000.0000 19,624.79 12/31/2010 12X4208 1208810 09/30/2034 01999 5.889999600 217,418,000.0000 3,201,479.83 12/31/2010 12X4208 1208810 09/30/2042 01999 5.889999600 2,400,000.0000 35,340.00 12/31/2010 12X4208 1208810 09/30/2043 01999 5.889999600 6,200,000.0000 91,294.99 12/31/2010 12X4208 1208810 09/30/2035 02000 5.879998800 199,425,000.0000 2,931,546.90 12/31/2010 12X4208 1208810 09/30/2042 02000 5.879998800 7,100,000.0000 104,369.98 12/31/2010 12X4208 1208810 09/30/2043 02000 5.879998800 5,850,000.0000 85,994.98 12/31/2010 12X4208 1208810 09/30/2044 02000 5.879998800 2,273,000.0000 33,413.09 12/31/2010 12X4208 1208810 09/30/2036 02001 5.150001600 204,651,000.0000 2,634,882.44 12/31/2010 12X4208 1208810 09/30/2042 02001 5.150001600 2,600,000.0000 33,475.01 12/31/2010 12X4208 1208810 09/30/2043 02001 5.150001600 6,900,000.0000 88,837.53 12/31/2010 12X4208 1208810 09/30/2044 02001 5.150001600 2,175,000.0000 28,003.13 12/31/2010 12X4208 1208810 09/30/2037 02002 4.680000000 405,453,000.0000 4,743,800.10 12/31/2010 12X4208 1208810 09/30/2042 02002 4.680000000 5,601,000.0000 65,531.70 12/31/2010 12X4208 1208810 09/30/2044 02002 4.680000000 1,858,000.0000 21,738.60 12/31/2010 12X4208 1208810 09/30/2038 02003 4.719999600 74,450,000.0000 878,509.93 12/31/2010 12X4208 1208810 09/30/2042 02003 4.719999600 8,241,000.0000 97,243.79 12/31/2010 12X4208 1208810 09/30/2043 02003 4.719999600 12,082,000.0000 142,567.59 12/31/2010 12X4208 1208810 09/30/2039 02004 4.579999200 393,715,000.0000 4,508,035.96 12/31/2010 12X4208 1208810 09/30/2042 02004 4.579999200 83,261,000.0000 953,338.28 12/31/2010 12X4208 1208810 09/30/2043 02004 4.579999200 77,198,000.0000 883,916.95 12/31/2010 12X4208 1208810 09/30/2044 02004 4.579999200 15,517,000.0000 177,669.62 12/31/2010 12X4208 1208810 09/30/2040 02005 4.550000400 43,719,800.0000 497,312.77 12/31/2010 12X4208 1208810 09/30/2042 02005 4.550000400 21,472,000.0000 244,244.02 12/31/2010 12X4208 1208810 09/30/2043 02005 4.550000400 15,572,000.0000 177,131.52 12/31/2010 12X4208 1208810 09/30/2044 02005 4.550000400 8,770,000.0000 99,758.76 12/31/2010 12X4208 1208810 09/30/2045 02005 4.550000400 2,727,000.0000 31,019.63 12/31/2010 12X4208 1208810 09/30/2041 02006 4.579999200 38,859,000.0000 444,935.47 12/31/2010 12X4208 1208810 09/30/2042 02006 4.579999200 20,317,000.0000 232,629.61 12/31/2010 12X4208 1208810 09/30/2043 02006 4.579999200 12,982,000.0000 148,643.87 12/31/2010 12X4208 1208810 09/30/2044 02006 4.579999200 19,298,000.0000 220,962.06 12/31/2010 12X4208 1208810 09/30/2042 02007 4.439998800 40,896,800.0000 453,954.36 12/31/2010 12X4208 1208810 09/30/2043 02007 4.439998800 27,018,000.0000 299,899.72 12/31/2010 12X4208 1208810 09/30/2044 02007 4.439998800 8,252,000.0000 91,597.18 12/31/2010 12X4208 1208810 09/30/2045 02007 4.439998800 5,615,000.0000 62,326.48 12/31/2010 ------------------------ ---------------------- 3,482,081,600.0000 48,128,655.80 855 SUB-COHORT 12X4208 1208855 09/30/2029 01994 6.440000400 16,306,200.0000 262,529.84 12/31/2010 12X4208 1208855 09/30/2042 01994 6.440000400 2,028,000.0000 32,650.80 12/31/2010 12X4208 1208855 09/30/2044 01994 6.440000400 146,000.0000 2,350.60 12/31/2010 12X4208 1208855 09/30/2029 01995 6.009998400 370,000.0000 5,559.25 12/31/2010 12X4208 1208855 09/30/2030 01995 6.009998400 18,189,000.0000 273,289.65 12/31/2010 12X4208 1208855 09/30/2042 01995 6.009998400 80,000.0000 1,202.00 12/31/2010 12X4208 1208855 09/30/2044 01995 6.009998400 1,168,000.0000 17,549.20 12/31/2010 12X4208 1208855 09/30/2029 01996 6.009998400 499,000.0000 7,497.47 12/31/2010 12X4208 1208855 09/30/2031 01996 6.009998400 22,687,000.0000 340,872.08 12/31/2010 12X4208 1208855 09/30/2042 01996 6.009998400 2,763,000.0000 41,514.06 12/31/2010 12X4208 1208855 09/30/2043 01996 6.009998400 349,000.0000 5,243.72 12/31/2010 12X4208 1208855 09/30/2044 01996 6.009998400 193,000.0000 2,899.82 12/31/2010 12X4208 1208855 09/30/2032 01997 5.670000000 26,577,946.5100 376,742.39 12/31/2010 12X4208 1208855 09/30/2042 01997 5.670000000 1,138,000.0000 16,131.15 12/31/2010 12X4208 1208855 09/30/2044 01997 5.670000000 76,000.0000 1,077.30 12/31/2010 12X4208 1208855 09/30/2033 01998 5.739998400 26,099,000.0000 374,520.55 12/31/2010 12X4208 1208855 09/30/2042 01998 5.739998400 3,509,000.0000 50,354.14 12/31/2010 12X4208 1208855 09/30/2044 01998 5.739998400 79,000.0000 1,133.65 12/31/2010 12X4208 1208855 09/30/2034 01999 5.450000400 29,643,000.0000 403,885.90 12/31/2010 12X4208 1208855 09/30/2042 01999 5.450000400 2,094,000.0000 28,530.75 12/31/2010 12X4208 1208855 09/30/2043 01999 5.450000400 2,083,000.0000 28,380.88 12/31/2010 12X4208 1208855 09/30/2044 01999 5.450000400 254,000.0000 3,460.75 12/31/2010 12X4208 1208855 09/30/2045 01999 5.450000400 372,000.0000 0.00 12/31/2010 12X4208 1208855 09/30/2029 02000 4.939999200 666,000.0000 8,225.10 12/31/2010 12X4208 1208855 09/30/2035 02000 4.939999200 28,789,000.0000 355,544.09 12/31/2010 12X4208 1208855 09/30/2042 02000 4.939999200 11,000.0000 135.85 12/31/2010 12X4208 1208855 09/30/2043 02000 4.939999200 29,000.0000 358.15 12/31/2010 12X4208 1208855 09/30/2044 02000 4.939999200 7,507,000.0000 92,711.43 12/31/2010 12X4208 1208855 09/30/2045 02000 4.939999200 158,000.0000 0.00 12/31/2010 12X4208 1208855 09/30/2036 02001 5.230000800 25,852,000.0000 338,014.95 12/31/2010 12X4208 1208855 09/30/2042 02001 5.230000800 1,503,000.0000 19,651.73 12/31/2010 12X4208 1208855 09/30/2043 02001 5.230000800 1,700,000.0000 22,227.50 12/31/2010 12X4208 1208855 09/30/2044 02001 5.230000800 501,000.0000 6,550.58 12/31/2010 12X4208 1208855 09/30/2037 02002 4.399999200 18,474,000.0000 203,213.96 12/31/2010 12X4208 1208855 09/30/2042 02002 4.399999200 9,997,000.0000 109,966.98 12/31/2010 12X4208 1208855 09/30/2043 02002 4.399999200 5,664,000.0000 62,303.99 12/31/2010 12X4208 1208855 09/30/2044 02002 4.399999200 4,340,000.0000 47,739.99 12/31/2010 12X4208 1208855 09/30/2038 02003 4.230000000 27,867,300.0000 294,696.70 12/31/2010 12X4208 1208855 09/30/2042 02003 4.230000000 9,385,000.0000 99,246.38 12/31/2010 12X4208 1208855 09/30/2043 02003 4.230000000 4,516,000.0000 47,756.70 12/31/2010 12X4208 1208855 09/30/2044 02003 4.230000000 2,241,000.0000 23,698.58 12/31/2010 12X4208 1208855 09/30/2045 02003 4.230000000 88,000.0000 930.60 12/31/2010 12X4208 1208855 09/30/2039 02004 4.410000000 40,146,000.0000 442,609.65 12/31/2010 12X4208 1208855 09/30/2042 02004 4.410000000 6,767,000.0000 74,606.18 12/31/2010 12X4208 1208855 09/30/2043 02004 4.410000000 752,000.0000 8,290.80 12/31/2010 12X4208 1208855 09/30/2044 02004 4.410000000 6,433,000.0000 70,923.83 12/31/2010 12X4208 1208855 09/30/2045 02004 4.410000000 1,662,000.0000 18,323.55 12/31/2010 12X4208 1208855 09/30/2040 02005 4.510000800 48,227,000.0000 543,759.52 12/31/2010 12X4208 1208855 09/30/2042 02005 4.510000800 27,745,000.0000 312,824.93 12/31/2010 12X4208 1208855 09/30/2043 02005 4.510000800 9,090,000.0000 102,489.77 12/31/2010 12X4208 1208855 09/30/2044 02005 4.510000800 7,620,000.0000 85,915.52 12/31/2010 12X4208 1208855 09/30/2045 02005 4.510000800 1,865,000.0000 21,027.88 12/31/2010 12X4208 1208855 09/30/2041 02006 4.290001200 13,174,000.0000 141,291.19 12/31/2010 12X4208 1208855 09/30/2042 02006 4.290001200 36,134,000.0000 387,537.26 12/31/2010 12X4208 1208855 09/30/2043 02006 4.290001200 12,881,000.0000 138,148.76 12/31/2010 12X4208 1208855 09/30/2044 02006 4.290001200 19,119,000.0000 205,051.33 12/31/2010 12X4208 1208855 09/30/2045 02006 4.290001200 7,986,000.0000 85,649.87 12/31/2010 12X4208 1208855 09/30/2042 02007 4.290001200 17,909,100.0000 192,075.15 12/31/2010 12X4208 1208855 09/30/2043 02007 4.290001200 14,902,000.0000 159,823.99 12/31/2010 12X4208 1208855 09/30/2044 02007 4.290001200 13,252,000.0000 142,127.74 12/31/2010 12X4208 1208855 09/30/2045 02007 4.290001200 95,000.0000 1,018.88 12/31/2010 12X4208 1208855 09/30/2042 02008 4.830001200 235,400.0000 2,842.46 12/31/2010 12X4208 1208855 09/30/2043 02008 4.830001200 8,905,000.0000 107,527.90 12/31/2010 12X4208 1208855 09/30/2044 02008 4.830001200 14,758,000.0000 178,202.89 12/31/2010 12X4208 1208855 09/30/2045 02008 4.830001200 5,279,000.0000 63,743.94 12/31/2010 12X4208 1208855 09/30/2043 02009 4.569998400 24,708,900.0000 282,299.08 12/31/2010 12X4208 1208855 09/30/2044 02009 4.569998400 6,330,000.0000 72,320.22 12/31/2010 12X4208 1208855 09/30/2045 02009 4.569998400 1,304,000.0000 14,898.19 12/31/2010 12X4208 1208855 09/30/2044 02010 2.279998800 20,113,000.0000 114,644.04 12/31/2010 12X4208 1208855 09/30/2045 02010 2.279998800 1,588,000.0000 0.00 12/31/2010 ------------------------ ---------------------- 674,971,846.5100 7,980,323.73 815 SUB-COHORT 12X4208 1208815 09/30/2029 01994 6.710000400 25,475,300.0000 427,348.18 12/31/2010 12X4208 1208815 09/30/2032 01994 6.710000400 500,000.0000 8,387.50 12/31/2010 12X4208 1208815 09/30/2030 01995 5.910001200 34,379,500.0000 507,957.22 12/31/2010 12X4208 1208815 09/30/2032 01995 5.910001200 1,990,000.0000 29,402.26 12/31/2010 12X4208 1208815 09/30/2033 01995 5.910001200 350,000.0000 5,171.25 12/31/2010 12X4208 1208815 09/30/2031 01996 6.090001200 25,361,000.0000 386,121.30 12/31/2010 12X4208 1208815 09/30/2032 01996 6.090001200 2,185,000.0000 33,266.63 12/31/2010 12X4208 1208815 09/30/2033 01996 6.090001200 1,000,000.0000 15,225.00 12/31/2010 12X4208 1208815 09/30/2034 01996 6.090001200 451,000.0000 6,866.48 12/31/2010 12X4208 1208815 09/30/2032 01997 5.580000000 40,617,000.0000 566,607.15 12/31/2010 12X4208 1208815 09/30/2033 01997 5.580000000 1,723,000.0000 24,035.85 12/31/2010 12X4208 1208815 09/30/2032 01998 5.490000000 4,955,000.0000 68,007.38 12/31/2010 12X4208 1208815 09/30/2033 01998 5.490000000 68,091,000.0000 934,548.98 12/31/2010 12X4208 1208815 09/30/2034 01998 5.490000000 3,419,000.0000 46,925.78 12/31/2010 12X4208 1208815 09/30/2032 01999 5.259999600 5,079,000.0000 66,788.84 12/31/2010 12X4208 1208815 09/30/2033 01999 5.259999600 2,371,000.0000 31,178.65 12/31/2010 12X4208 1208815 09/30/2034 01999 5.259999600 74,622,000.0000 981,279.23 12/31/2010 12X4208 1208815 09/30/2032 02000 4.950000000 25,447,000.0000 314,906.63 12/31/2010 12X4208 1208815 09/30/2033 02000 4.950000000 4,929,000.0000 60,996.38 12/31/2010 12X4208 1208815 09/30/2034 02000 4.950000000 5,200,000.0000 0.00 12/31/2010 12X4208 1208815 09/30/2035 02000 4.950000000 76,911,000.0000 951,773.63 12/31/2010 12X4208 1208815 09/30/2032 02001 4.550000400 23,543,000.0000 267,801.65 12/31/2010 12X4208 1208815 09/30/2033 02001 4.550000400 21,368,700.0000 243,068.98 12/31/2010 12X4208 1208815 09/30/2034 02001 4.550000400 16,929,000.0000 192,567.39 12/31/2010 12X4208 1208815 09/30/2036 02001 4.550000400 80,452,000.0000 915,141.58 12/31/2010 12X4208 1208815 09/30/2032 02002 4.389998400 29,550,000.0000 324,311.13 12/31/2010 12X4208 1208815 09/30/2033 02002 4.389998400 16,198,000.0000 177,772.99 12/31/2010 12X4208 1208815 09/30/2034 02002 4.389998400 15,892,000.0000 174,414.64 12/31/2010 12X4208 1208815 09/30/2035 02002 4.389998400 720,000.0000 7,902.00 12/31/2010 12X4208 1208815 09/30/2037 02002 4.389998400 58,966,000.0000 647,151.61 12/31/2010 12X4208 1208815 09/30/2032 02003 4.259998800 21,833,000.0000 232,521.38 12/31/2010 12X4208 1208815 09/30/2033 02003 4.259998800 14,299,000.0000 152,284.31 12/31/2010 12X4208 1208815 09/30/2034 02003 4.259998800 8,895,000.0000 94,731.72 12/31/2010 12X4208 1208815 09/30/2035 02003 4.259998800 2,161,000.0000 23,014.64 12/31/2010 12X4208 1208815 09/30/2038 02003 4.259998800 79,453,000.0000 846,174.21 12/31/2010 12X4208 1208815 09/30/2032 02004 3.920000400 1,426,000.0000 13,974.80 12/31/2010 12X4208 1208815 09/30/2033 02004 3.920000400 553,000.0000 5,419.40 12/31/2010 12X4208 1208815 09/30/2034 02004 3.920000400 639,000.0000 6,262.20 12/31/2010 12X4208 1208815 09/30/2035 02004 3.920000400 253,000.0000 2,479.40 12/31/2010 12X4208 1208815 09/30/2039 02004 3.920000400 23,166,000.0000 227,026.82 12/31/2010 12X4208 1208815 09/30/2032 02005 4.399999200 39,012,000.0000 429,131.92 12/31/2010 12X4208 1208815 09/30/2033 02005 4.399999200 18,132,000.0000 199,451.96 12/31/2010 12X4208 1208815 09/30/2034 02005 4.399999200 2,741,000.0000 30,150.99 12/31/2010 12X4208 1208815 09/30/2040 02005 4.399999200 98,512,000.0000 1,083,631.80 12/31/2010 12X4208 1208815 09/30/2032 02006 4.430001600 62,254,000.0000 689,463.30 12/31/2010 12X4208 1208815 09/30/2033 02006 4.430001600 33,139,000.0000 367,014.56 12/31/2010 12X4208 1208815 09/30/2034 02006 4.430001600 21,772,000.0000 241,124.99 12/31/2010 12X4208 1208815 09/30/2035 02006 4.430001600 1,257,000.0000 13,921.28 12/31/2010 12X4208 1208815 09/30/2041 02006 4.430001600 102,759,000.0000 1,138,056.34 12/31/2010 12X4208 1208815 09/30/2032 02007 4.470001200 21,601,000.0000 241,391.24 12/31/2010 12X4208 1208815 09/30/2033 02007 4.470001200 35,569,000.0000 397,483.68 12/31/2010 12X4208 1208815 09/30/2034 02007 4.470001200 36,973,000.0000 413,173.39 12/31/2010 12X4208 1208815 09/30/2035 02007 4.470001200 5,656,000.0000 63,205.82 12/31/2010 12X4208 1208815 09/30/2033 02008 4.140000000 75,296,500.0000 779,318.78 12/31/2010 12X4208 1208815 09/30/2034 02008 4.140000000 88,301,000.0000 913,915.35 12/31/2010 12X4208 1208815 09/30/2035 02008 4.140000000 19,091,000.0000 197,591.85 12/31/2010 12X4208 1208815 09/30/2033 02009 4.449999600 6,016,300.0000 66,931.33 12/31/2010 12X4208 1208815 09/30/2034 02009 4.449999600 47,180,000.0000 524,877.45 12/31/2010 12X4208 1208815 09/30/2035 02009 4.449999600 18,083,000.0000 201,173.36 12/31/2010 12X4208 1208815 09/30/2034 02010 2.900001600 3,976,500.0000 28,829.64 12/31/2010 12X4208 1208815 09/30/2035 02010 2.900001600 9,854,000.0000 71,441.54 12/31/2010 ------------------------ ---------------------- 1,568,527,800.0000 18,112,095.74 870 SUB-COHORT 12X4208 1208870 09/30/2036 02001 5.109998400 442,387,000.0000 5,651,492.16 12/31/2010 12X4208 1208870 09/30/2040 02001 5.109998400 3,110,000.0000 39,730.24 12/31/2010 12X4208 1208870 09/30/2037 02002 4.790001600 671,207,000.0000 8,037,706.51 12/31/2010 12X4208 1208870 09/30/2040 02002 4.790001600 3,538,000.0000 42,367.56 12/31/2010 12X4208 1208870 09/30/2042 02002 4.790001600 2,360,000.0000 28,261.01 12/31/2010 12X4208 1208870 09/30/2038 02003 4.730000400 911,420,000.0000 10,777,542.41 12/31/2010 12X4208 1208870 09/30/2040 02003 4.730000400 176,784,000.0000 2,090,470.98 12/31/2010 12X4208 1208870 09/30/2041 02003 4.730000400 7,978,000.0000 94,339.86 12/31/2010 12X4208 1208870 09/30/2039 02004 4.629999600 757,823,000.0000 8,771,800.47 12/31/2010 12X4208 1208870 09/30/2040 02004 4.629999600 264,671,000.0000 3,063,566.56 12/31/2010 12X4208 1208870 09/30/2041 02004 4.629999600 104,748,000.0000 1,212,458.00 12/31/2010 12X4208 1208870 09/30/2042 02004 4.629999600 14,107,000.0000 163,288.51 12/31/2010 12X4208 1208870 09/30/2040 02005 4.600000800 739,036,200.0000 8,498,917.78 12/31/2010 12X4208 1208870 09/30/2041 02005 4.600000800 164,058,000.0000 1,886,667.33 12/31/2010 12X4208 1208870 09/30/2042 02005 4.600000800 45,586,000.0000 524,239.09 12/31/2010 12X4208 1208870 09/30/2043 02005 4.600000800 11,545,000.0000 132,767.52 12/31/2010 12X4208 1208870 09/30/2040 02006 4.529998800 248,076,000.0000 2,809,459.96 12/31/2010 12X4208 1208870 09/30/2041 02006 4.529998800 580,746,000.0000 6,576,946.71 12/31/2010 12X4208 1208870 09/30/2042 02006 4.529998800 88,142,000.0000 998,207.89 12/31/2010 12X4208 1208870 09/30/2043 02006 4.529998800 5,750,000.0000 65,118.73 12/31/2010 12X4208 1208870 09/30/2040 02007 4.290001200 358,800,000.0000 3,848,131.08 12/31/2010 12X4208 1208870 09/30/2041 02007 4.290001200 419,484,000.0000 4,498,967.16 12/31/2010 12X4208 1208870 09/30/2042 02007 4.290001200 126,395,000.0000 1,355,586.75 12/31/2010 12X4208 1208870 09/30/2043 02007 4.290001200 5,369,000.0000 57,582.54 12/31/2010 ------------------------ ---------------------- 6,153,120,200.0000 71,225,616.81 820 SUB-COHORT 12X4208 1208820 09/30/2043 01993 6.649999200 2,578,410.0000 42,866.06 12/31/2010 12X4208 1208820 09/30/2043 01994 5.900000400 1,750,000.0000 25,812.50 12/31/2010 12X4208 1208820 09/30/2043 01995 5.990000400 2,700,000.0000 40,432.50 12/31/2010 12X4208 1208820 09/30/2044 01996 5.950000800 1,500,000.0000 22,312.50 12/31/2010 12X4208 1208820 09/30/2032 01997 5.749999200 3,445,000.0000 49,521.87 12/31/2010 12X4208 1208820 09/30/2042 01997 5.749999200 515,000.0000 7,403.12 12/31/2010 12X4208 1208820 09/30/2043 01998 5.799999600 2,050,000.0000 29,725.00 12/31/2010 12X4208 1208820 09/30/2043 02001 4.889998800 33,400,000.0000 408,314.90 12/31/2010 12X4208 1208820 09/30/2043 02002 4.610001600 49,190,700.0000 566,923.01 12/31/2010 12X4208 1208820 09/30/2044 02002 4.610001600 57,000.0000 656.93 12/31/2010 12X4208 1208820 09/30/2038 02003 4.700001600 18,113,000.0000 212,827.82 12/31/2010 12X4208 1208820 09/30/2042 02003 4.700001600 1,303,000.0000 15,310.26 12/31/2010 12X4208 1208820 09/30/2043 02003 4.700001600 44,813,000.0000 526,552.93 12/31/2010 12X4208 1208820 09/30/2044 02003 4.700001600 759,000.0000 8,918.25 12/31/2010 12X4208 1208820 09/30/2045 02003 4.700001600 199,000.0000 2,338.25 12/31/2010 12X4208 1208820 09/30/2039 02004 4.610001600 18,646,000.0000 214,895.22 12/31/2010 12X4208 1208820 09/30/2042 02004 4.610001600 2,043,000.0000 23,545.58 12/31/2010 12X4208 1208820 09/30/2043 02004 4.610001600 29,787,000.0000 343,295.29 12/31/2010 12X4208 1208820 09/30/2044 02004 4.610001600 11,476,000.0000 132,260.95 12/31/2010 12X4208 1208820 09/30/2040 02005 4.560001200 24,426,302.0000 278,459.92 12/31/2010 12X4208 1208820 09/30/2042 02005 4.560001200 10,465,000.0000 119,301.03 12/31/2010 12X4208 1208820 09/30/2043 02005 4.560001200 22,537,000.0000 256,921.87 12/31/2010 12X4208 1208820 09/30/2044 02005 4.560001200 26,259,000.0000 299,352.68 12/31/2010 12X4208 1208820 09/30/2045 02005 4.560001200 397,000.0000 4,525.80 12/31/2010 12X4208 1208820 09/30/2045 02006 4.560001200 170,000.0000 1,938.00 12/31/2010 12X4208 1208820 09/30/2045 02007 4.560001200 923,000.0000 10,522.20 12/31/2010 12X4208 1208820 09/30/2045 02008 4.560001200 1,720,000.0000 19,608.01 12/31/2010 12X4208 1208820 09/30/2043 02009 4.700001600 2,713,000.0000 31,877.76 12/31/2010 12X4208 1208820 09/30/2044 02009 4.700001600 38,354,000.0000 450,659.65 12/31/2010 12X4208 1208820 09/30/2045 02009 4.700001600 6,066,000.0000 71,275.52 12/31/2010 12X4208 1208820 09/30/2044 02010 2.919999600 2,600,000.0000 18,980.00 12/31/2010 12X4208 1208820 09/30/2045 02010 2.919999600 1,772,000.0000 12,935.60 12/31/2010 ------------------------ ---------------------- 362,727,412.0000 4,250,270.98 825 SUB-COHORT 12X4208 1208825 09/30/2028 01993 6.810001200 2,390,000.0000 40,689.76 12/31/2010 12X4208 1208825 09/30/2043 01995 6.069999600 1,627,000.0000 24,689.72 12/31/2010 12X4208 1208825 09/30/2043 01996 6.050001600 2,100,000.0000 31,762.51 12/31/2010 12X4208 1208825 09/30/2043 01997 4.820000400 850,000.0000 10,242.50 12/31/2010 12X4208 1208825 09/30/2043 01999 5.199998400 773,000.0000 10,049.00 12/31/2010 12X4208 1208825 09/30/2045 01999 5.199998400 6,000.0000 78.00 12/31/2010 12X4208 1208825 09/30/2043 02000 4.929998400 1,400,000.0000 17,254.99 12/31/2010 12X4208 1208825 09/30/2043 02001 4.410000000 850,000.0000 9,371.25 12/31/2010 12X4208 1208825 09/30/2044 02001 4.410000000 150,000.0000 1,653.75 12/31/2010 12X4208 1208825 09/30/2045 02001 4.410000000 50,000.0000 551.25 12/31/2010 12X4208 1208825 09/30/2043 02002 4.439998800 1,400,000.0000 15,540.00 12/31/2010 12X4208 1208825 09/30/2044 02002 4.439998800 5,000.0000 55.50 12/31/2010 12X4208 1208825 09/30/2043 02003 4.309999200 1,794,000.0000 19,330.35 12/31/2010 12X4208 1208825 09/30/2044 02003 4.309999200 7,000.0000 75.42 12/31/2010 12X4208 1208825 09/30/2045 02003 4.309999200 9,000.0000 96.97 12/31/2010 12X4208 1208825 09/30/2039 02004 4.169998800 991,000.0000 10,331.17 12/31/2010 12X4208 1208825 09/30/2042 02004 4.169998800 438,000.0000 4,566.15 12/31/2010 12X4208 1208825 09/30/2043 02004 4.169998800 1,612,000.0000 16,805.10 12/31/2010 12X4208 1208825 09/30/2044 02004 4.169998800 101,000.0000 1,052.92 12/31/2010 12X4208 1208825 09/30/2040 02005 4.269999600 1,829,500.0000 19,529.91 12/31/2010 12X4208 1208825 09/30/2042 02005 4.269999600 52,000.0000 555.10 12/31/2010 12X4208 1208825 09/30/2043 02005 4.269999600 2,088,000.0000 22,289.40 12/31/2010 12X4208 1208825 09/30/2044 02005 4.269999600 30,000.0000 320.25 12/31/2010 12X4208 1208825 09/30/2045 02005 4.269999600 55,000.0000 587.12 12/31/2010 12X4208 1208825 09/30/2041 02006 4.250001600 699,000.0000 7,426.88 12/31/2010 12X4208 1208825 09/30/2042 02006 4.250001600 490,000.0000 5,206.25 12/31/2010 12X4208 1208825 09/30/2043 02006 4.250001600 1,584,000.0000 16,830.01 12/31/2010 12X4208 1208825 09/30/2044 02006 4.250001600 157,000.0000 1,668.13 12/31/2010 12X4208 1208825 09/30/2045 02006 4.250001600 23,000.0000 244.38 12/31/2010 12X4208 1208825 09/30/2042 02007 4.449999600 33,000.0000 367.12 12/31/2010 12X4208 1208825 09/30/2043 02007 4.449999600 31,000.0000 344.87 12/31/2010 12X4208 1208825 09/30/2044 02007 4.449999600 112,000.0000 1,246.00 12/31/2010 12X4208 1208825 09/30/2045 02007 4.449999600 46,000.0000 511.75 12/31/2010 12X4208 1208825 09/30/2043 02008 4.309999200 60,000.0000 646.50 12/31/2010 12X4208 1208825 09/30/2043 02009 4.309999200 45,000.0000 484.87 12/31/2010 12X4208 1208825 09/30/2044 02009 4.309999200 865,000.0000 9,320.37 12/31/2010 12X4208 1208825 09/30/2045 02009 4.309999200 101,000.0000 1,088.27 12/31/2010 12X4208 1208825 09/30/2044 02010 2.679998400 109,700.0000 734.99 12/31/2010 12X4208 1208825 09/30/2045 02010 2.679998400 109,000.0000 730.30 12/31/2010 ------------------------ ---------------------- 25,072,200.0000 304,328.78 881 SUB-COHORT 12X4208 1208881 09/30/2044 02007 4.880001600 37,400,000.0000 456,280.15 12/31/2010 12X4208 1208881 09/30/2045 02007 4.880001600 1,000,000.0000 0.00 12/31/2010 12X4208 1208881-0 09/30/2042 02007 4.880001600 17,984,579.7900 219,411.95 12/31/2010 12X4208 1208881-N 09/30/2042 02007 4.880001600 41,441,126.7000 505,581.91 12/31/2010 12X4208 1208881 09/30/2044 02009 3.510000000 20,704,874.7300 181,685.28 12/31/2010 12X4208 1208881 09/30/2045 02009 3.510000000 25,000,000.0000 219,375.00 12/31/2010 ------------------------ ---------------------- 143,530,581.2200 1,582,334.29 871 SUB-COHORT 12X4208 1208871 09/30/2043 02005 4.759999200 4,650,000.0000 55,334.99 12/31/2010 12X4208 1208871 09/30/2043 02006 4.899999600 7,200,000.0000 88,199.99 12/31/2010 12X4208 1208871 09/30/2044 02008 4.479998400 10,000,000.0000 111,999.96 12/31/2010 ------------------------ ---------------------- 21,850,000.0000 255,534.94 880 SUB-COHORT 12X4208 1208880 09/30/2041 02006 4.849999200 18,759,735.0000 227,461.75 12/31/2010 12X4208 1208880 09/30/2042 02006 4.849999200 1,007,000.0000 12,209.87 12/31/2010 12X4208 1208880 09/30/2043 02006 4.849999200 250,000.0000 3,031.25 12/31/2010 12X4208 1208880 09/30/2044 02006 4.849999200 750,000.0000 9,093.75 12/31/2010 ------------------------ ---------------------- 20,766,735.0000 251,796.62 ======================== ====================== 14,800,490,061.9500 186,023,931.39 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00