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 01/31/2011 12X4208 1208845 09/30/2027 01992 6.729998400 52,970,000.0000 1,188,293.38 01/31/2011 12X4208 1208845 09/30/2044 01992 6.729998400 16,216,000.0000 363,778.85 01/31/2011 12X4208 1208845 09/30/2027 01993 6.599998800 5,284,000.0000 116,247.98 01/31/2011 12X4208 1208845 09/30/2028 01993 6.599998800 48,261,000.0000 1,061,741.81 01/31/2011 12X4208 1208845 09/30/2042 01993 6.599998800 6,825,000.0000 150,149.97 01/31/2011 12X4208 1208845 09/30/2043 01993 6.599998800 533,000.0000 11,726.00 01/31/2011 12X4208 1208845 09/30/2044 01993 6.599998800 16,561,000.0000 364,341.93 01/31/2011 ------------------------ ---------------------- 150,240,000.0000 3,336,815.57 840 SUB-COHORT 12X4208 1208840 09/30/2027 01992 6.950001600 276,184,000.0000 6,398,264.14 01/31/2011 12X4208 1208840 09/30/2042 01992 6.950001600 585,000.0000 13,552.50 01/31/2011 12X4208 1208840 09/30/2044 01992 6.950001600 19,906,000.0000 0.00 01/31/2011 12X4208 1208840 09/30/2028 01993 6.990001200 393,646,300.0000 9,171,960.36 01/31/2011 12X4208 1208840 09/30/2042 01993 6.990001200 618,000.0000 14,399.40 01/31/2011 12X4208 1208840 09/30/2044 01993 6.990001200 69,500,000.0000 1,619,350.28 01/31/2011 ------------------------ ---------------------- 760,439,300.0000 17,217,526.68 850 SUB-COHORT 12X4208 1208850 09/30/2029 01994 7.040001600 60,672,500.0000 1,423,781.66 01/31/2011 12X4208 1208850 09/30/2042 01994 7.040001600 53,000.0000 1,243.73 01/31/2011 12X4208 1208850 09/30/2043 01994 7.040001600 850,000.0000 19,946.67 01/31/2011 12X4208 1208850 09/30/2030 01995 6.680001600 40,456,000.0000 900,820.48 01/31/2011 12X4208 1208850 09/30/2042 01995 6.680001600 44,000.0000 979.73 01/31/2011 12X4208 1208850 09/30/2031 01996 6.450001200 57,620,200.0000 1,238,834.53 01/31/2011 12X4208 1208850 09/30/2042 01996 6.450001200 36,000.0000 774.00 01/31/2011 12X4208 1208850 09/30/2043 01996 6.450001200 250,000.0000 5,375.00 01/31/2011 12X4208 1208850 09/30/2032 01997 5.979999600 51,271,200.0000 1,022,005.85 01/31/2011 12X4208 1208850 09/30/2042 01997 5.979999600 4,200.0000 83.72 01/31/2011 12X4208 1208850 09/30/2043 01997 5.979999600 350,000.0000 6,976.67 01/31/2011 12X4208 1208850 09/30/2033 01998 6.000001200 84,790,756.3100 1,695,815.47 01/31/2011 12X4208 1208850 09/30/2042 01998 6.000001200 2,507,000.0000 50,140.01 01/31/2011 12X4208 1208850 09/30/2043 01998 6.000001200 250,000.0000 5,000.00 01/31/2011 12X4208 1208850 09/30/2034 01999 5.919998400 57,631,930.9100 1,137,269.80 01/31/2011 12X4208 1208850 09/30/2043 01999 5.919998400 650,000.0000 12,826.66 01/31/2011 12X4208 1208850 09/30/2035 02000 5.730001200 99,783,400.0000 1,905,863.34 01/31/2011 12X4208 1208850 09/30/2042 02000 5.730001200 20,000.0000 382.00 01/31/2011 12X4208 1208850 09/30/2043 02000 5.730001200 450,000.0000 8,595.00 01/31/2011 12X4208 1208850 09/30/2036 02001 5.000000400 96,003,000.0000 1,600,050.13 01/31/2011 12X4208 1208850 09/30/2043 02001 5.000000400 3,200,000.0000 53,333.34 01/31/2011 12X4208 1208850 09/30/2044 02001 5.000000400 2,000,000.0000 0.00 01/31/2011 12X4208 1208850 09/30/2037 02002 4.790001600 115,512,500.0000 1,844,350.20 01/31/2011 12X4208 1208850 09/30/2042 02002 4.790001600 4,701,000.0000 75,059.33 01/31/2011 12X4208 1208850 09/30/2043 02002 4.790001600 800,000.0000 12,773.34 01/31/2011 12X4208 1208850 09/30/2038 02003 4.709998800 104,240,000.0000 1,636,567.58 01/31/2011 12X4208 1208850 09/30/2042 02003 4.709998800 14,552,000.0000 228,466.34 01/31/2011 12X4208 1208850 09/30/2043 02003 4.709998800 3,345,000.0000 52,516.49 01/31/2011 12X4208 1208850 09/30/2039 02004 4.690000800 197,053,000.0000 3,080,595.76 01/31/2011 12X4208 1208850 09/30/2042 02004 4.690000800 28,673,000.0000 448,254.64 01/31/2011 12X4208 1208850 09/30/2043 02004 4.690000800 12,153,000.0000 189,991.93 01/31/2011 12X4208 1208850 09/30/2044 02004 4.690000800 2,674,000.0000 41,803.54 01/31/2011 12X4208 1208850 09/30/2040 02005 4.569998400 69,294,700.0000 1,055,588.89 01/31/2011 12X4208 1208850 09/30/2042 02005 4.569998400 24,581,000.0000 374,450.44 01/31/2011 12X4208 1208850 09/30/2043 02005 4.569998400 14,791,000.0000 225,316.15 01/31/2011 12X4208 1208850 09/30/2044 02005 4.569998400 15,935,000.0000 242,743.08 01/31/2011 12X4208 1208850 09/30/2041 02006 4.659998400 48,973,000.0000 760,713.67 01/31/2011 12X4208 1208850 09/30/2042 02006 4.659998400 18,447,000.0000 286,543.30 01/31/2011 12X4208 1208850 09/30/2043 02006 4.659998400 20,276,000.0000 314,953.76 01/31/2011 12X4208 1208850 09/30/2044 02006 4.659998400 4,822,000.0000 74,901.71 01/31/2011 12X4208 1208850 09/30/2042 02007 4.550000400 55,075,000.0000 835,304.24 01/31/2011 12X4208 1208850 09/30/2043 02007 4.550000400 19,802,000.0000 300,330.36 01/31/2011 12X4208 1208850 09/30/2044 02007 4.550000400 12,186,000.0000 184,821.02 01/31/2011 12X4208 1208850 09/30/2045 02007 4.550000400 674,000.0000 0.00 01/31/2011 12X4208 1208850 09/30/2043 02008 4.380001200 43,500,000.0000 635,100.17 01/31/2011 12X4208 1208850 09/30/2044 02008 4.380001200 20,387,000.0000 297,650.28 01/31/2011 12X4208 1208850 09/30/2045 02008 4.380001200 5,602,000.0000 81,789.22 01/31/2011 12X4208 1208850 09/30/2043 02009 4.820000400 5,230,000.0000 84,028.67 01/31/2011 12X4208 1208850 09/30/2044 02009 4.820000400 14,621,000.0000 234,910.75 01/31/2011 12X4208 1208850 09/30/2045 02009 4.820000400 369,000.0000 0.00 01/31/2011 ------------------------ ---------------------- 1,437,162,387.2200 24,689,622.65 810 SUB-COHORT 12X4208 1208810 09/30/2029 01994 6.909998400 191,444,000.0000 4,409,592.45 01/31/2011 12X4208 1208810 09/30/2042 01994 6.909998400 13,700,000.0000 315,556.59 01/31/2011 12X4208 1208810 09/30/2030 01995 6.559999200 252,848,000.0000 5,528,942.26 01/31/2011 12X4208 1208810 09/30/2042 01995 6.559999200 15,300,000.0000 334,559.96 01/31/2011 12X4208 1208810 09/30/2031 01996 6.320001600 322,976,000.0000 6,804,029.46 01/31/2011 12X4208 1208810 09/30/2042 01996 6.320001600 9,000,000.0000 189,600.05 01/31/2011 12X4208 1208810 09/30/2043 01996 6.320001600 6,700,000.0000 141,146.70 01/31/2011 12X4208 1208810 09/30/2044 01996 6.320001600 1,850,000.0000 38,973.34 01/31/2011 12X4208 1208810 09/30/2032 01997 6.140001600 290,888,000.0000 5,953,509.28 01/31/2011 12X4208 1208810 09/30/2042 01997 6.140001600 10,800,000.0000 221,040.06 01/31/2011 12X4208 1208810 09/30/2043 01997 6.140001600 4,400,000.0000 90,053.36 01/31/2011 12X4208 1208810 09/30/2044 01997 6.140001600 1,501,000.0000 30,720.47 01/31/2011 12X4208 1208810 09/30/2033 01998 5.919998400 343,632,000.0000 6,781,002.97 01/31/2011 12X4208 1208810 09/30/2042 01998 5.919998400 7,400,000.0000 146,026.63 01/31/2011 12X4208 1208810 09/30/2043 01998 5.919998400 8,450,000.0000 166,746.62 01/31/2011 12X4208 1208810 09/30/2044 01998 5.919998400 1,326,000.0000 26,166.39 01/31/2011 12X4208 1208810 09/30/2034 01999 5.889999600 217,418,000.0000 4,268,639.78 01/31/2011 12X4208 1208810 09/30/2042 01999 5.889999600 2,400,000.0000 47,120.00 01/31/2011 12X4208 1208810 09/30/2043 01999 5.889999600 6,200,000.0000 121,726.66 01/31/2011 12X4208 1208810 09/30/2035 02000 5.879998800 199,425,000.0000 3,908,729.20 01/31/2011 12X4208 1208810 09/30/2042 02000 5.879998800 7,100,000.0000 139,159.97 01/31/2011 12X4208 1208810 09/30/2043 02000 5.879998800 5,850,000.0000 114,659.98 01/31/2011 12X4208 1208810 09/30/2044 02000 5.879998800 2,273,000.0000 44,550.79 01/31/2011 12X4208 1208810 09/30/2036 02001 5.150001600 204,651,000.0000 3,513,176.59 01/31/2011 12X4208 1208810 09/30/2042 02001 5.150001600 2,600,000.0000 44,633.35 01/31/2011 12X4208 1208810 09/30/2043 02001 5.150001600 6,900,000.0000 118,450.04 01/31/2011 12X4208 1208810 09/30/2044 02001 5.150001600 2,175,000.0000 37,337.51 01/31/2011 12X4208 1208810 09/30/2037 02002 4.680000000 405,453,000.0000 6,325,066.80 01/31/2011 12X4208 1208810 09/30/2042 02002 4.680000000 5,601,000.0000 87,375.60 01/31/2011 12X4208 1208810 09/30/2044 02002 4.680000000 1,858,000.0000 28,984.80 01/31/2011 12X4208 1208810 09/30/2038 02003 4.719999600 74,450,000.0000 1,171,346.57 01/31/2011 12X4208 1208810 09/30/2042 02003 4.719999600 8,241,000.0000 129,658.39 01/31/2011 12X4208 1208810 09/30/2043 02003 4.719999600 12,082,000.0000 190,090.12 01/31/2011 12X4208 1208810 09/30/2039 02004 4.579999200 393,715,000.0000 6,010,714.62 01/31/2011 12X4208 1208810 09/30/2042 02004 4.579999200 83,261,000.0000 1,271,117.71 01/31/2011 12X4208 1208810 09/30/2043 02004 4.579999200 77,198,000.0000 1,178,555.93 01/31/2011 12X4208 1208810 09/30/2044 02004 4.579999200 15,517,000.0000 236,892.83 01/31/2011 12X4208 1208810 09/30/2040 02005 4.550000400 43,719,800.0000 663,083.69 01/31/2011 12X4208 1208810 09/30/2042 02005 4.550000400 21,472,000.0000 325,658.70 01/31/2011 12X4208 1208810 09/30/2043 02005 4.550000400 15,572,000.0000 236,175.35 01/31/2011 12X4208 1208810 09/30/2044 02005 4.550000400 8,770,000.0000 133,011.68 01/31/2011 12X4208 1208810 09/30/2045 02005 4.550000400 2,727,000.0000 41,359.50 01/31/2011 12X4208 1208810 09/30/2041 02006 4.579999200 38,859,000.0000 593,247.30 01/31/2011 12X4208 1208810 09/30/2042 02006 4.579999200 20,317,000.0000 310,172.81 01/31/2011 12X4208 1208810 09/30/2043 02006 4.579999200 12,982,000.0000 198,191.83 01/31/2011 12X4208 1208810 09/30/2044 02006 4.579999200 19,298,000.0000 294,616.08 01/31/2011 12X4208 1208810 09/30/2045 02006 4.579999200 1,336,000.0000 20,396.26 01/31/2011 12X4208 1208810 09/30/2042 02007 4.439998800 40,896,800.0000 605,272.48 01/31/2011 12X4208 1208810 09/30/2043 02007 4.439998800 27,018,000.0000 399,866.29 01/31/2011 12X4208 1208810 09/30/2044 02007 4.439998800 8,252,000.0000 122,129.57 01/31/2011 12X4208 1208810 09/30/2045 02007 4.439998800 5,615,000.0000 83,101.98 01/31/2011 ------------------------ ---------------------- 3,483,417,600.0000 64,191,937.35 855 SUB-COHORT 12X4208 1208855 09/30/2029 01994 6.440000400 16,306,200.0000 350,039.78 01/31/2011 12X4208 1208855 09/30/2042 01994 6.440000400 2,028,000.0000 43,534.40 01/31/2011 12X4208 1208855 09/30/2044 01994 6.440000400 146,000.0000 3,134.13 01/31/2011 12X4208 1208855 09/30/2029 01995 6.009998400 370,000.0000 7,412.33 01/31/2011 12X4208 1208855 09/30/2030 01995 6.009998400 18,189,000.0000 364,386.20 01/31/2011 12X4208 1208855 09/30/2042 01995 6.009998400 80,000.0000 1,602.67 01/31/2011 12X4208 1208855 09/30/2044 01995 6.009998400 1,168,000.0000 23,398.93 01/31/2011 12X4208 1208855 09/30/2029 01996 6.009998400 499,000.0000 9,996.63 01/31/2011 12X4208 1208855 09/30/2031 01996 6.009998400 22,687,000.0000 454,496.11 01/31/2011 12X4208 1208855 09/30/2042 01996 6.009998400 2,763,000.0000 55,352.09 01/31/2011 12X4208 1208855 09/30/2043 01996 6.009998400 349,000.0000 6,991.63 01/31/2011 12X4208 1208855 09/30/2044 01996 6.009998400 193,000.0000 3,866.43 01/31/2011 12X4208 1208855 09/30/2032 01997 5.670000000 26,577,946.5100 502,323.19 01/31/2011 12X4208 1208855 09/30/2042 01997 5.670000000 1,138,000.0000 21,508.20 01/31/2011 12X4208 1208855 09/30/2044 01997 5.670000000 76,000.0000 1,436.40 01/31/2011 12X4208 1208855 09/30/2033 01998 5.739998400 26,099,000.0000 499,360.73 01/31/2011 12X4208 1208855 09/30/2042 01998 5.739998400 3,509,000.0000 67,138.85 01/31/2011 12X4208 1208855 09/30/2044 01998 5.739998400 79,000.0000 1,511.53 01/31/2011 12X4208 1208855 09/30/2034 01999 5.450000400 29,643,000.0000 538,514.54 01/31/2011 12X4208 1208855 09/30/2042 01999 5.450000400 2,094,000.0000 38,041.00 01/31/2011 12X4208 1208855 09/30/2043 01999 5.450000400 2,083,000.0000 37,841.17 01/31/2011 12X4208 1208855 09/30/2044 01999 5.450000400 254,000.0000 4,614.33 01/31/2011 12X4208 1208855 09/30/2045 01999 5.450000400 372,000.0000 0.00 01/31/2011 12X4208 1208855 09/30/2029 02000 4.939999200 666,000.0000 10,966.80 01/31/2011 12X4208 1208855 09/30/2035 02000 4.939999200 28,789,000.0000 474,058.79 01/31/2011 12X4208 1208855 09/30/2042 02000 4.939999200 11,000.0000 181.13 01/31/2011 12X4208 1208855 09/30/2043 02000 4.939999200 29,000.0000 477.53 01/31/2011 12X4208 1208855 09/30/2044 02000 4.939999200 7,507,000.0000 123,615.25 01/31/2011 12X4208 1208855 09/30/2045 02000 4.939999200 262,000.0000 0.00 01/31/2011 12X4208 1208855 09/30/2036 02001 5.230000800 25,852,000.0000 450,686.60 01/31/2011 12X4208 1208855 09/30/2042 02001 5.230000800 1,503,000.0000 26,202.30 01/31/2011 12X4208 1208855 09/30/2043 02001 5.230000800 1,700,000.0000 29,636.67 01/31/2011 12X4208 1208855 09/30/2044 02001 5.230000800 501,000.0000 8,734.10 01/31/2011 12X4208 1208855 09/30/2037 02002 4.399999200 18,474,000.0000 270,951.95 01/31/2011 12X4208 1208855 09/30/2042 02002 4.399999200 9,997,000.0000 146,622.64 01/31/2011 12X4208 1208855 09/30/2043 02002 4.399999200 5,664,000.0000 83,071.98 01/31/2011 12X4208 1208855 09/30/2044 02002 4.399999200 4,340,000.0000 63,653.32 01/31/2011 12X4208 1208855 09/30/2038 02003 4.230000000 27,867,300.0000 392,928.93 01/31/2011 12X4208 1208855 09/30/2042 02003 4.230000000 9,385,000.0000 132,328.50 01/31/2011 12X4208 1208855 09/30/2043 02003 4.230000000 4,516,000.0000 63,675.60 01/31/2011 12X4208 1208855 09/30/2044 02003 4.230000000 2,241,000.0000 31,598.10 01/31/2011 12X4208 1208855 09/30/2045 02003 4.230000000 88,000.0000 1,240.80 01/31/2011 12X4208 1208855 09/30/2039 02004 4.410000000 40,146,000.0000 590,146.20 01/31/2011 12X4208 1208855 09/30/2042 02004 4.410000000 6,767,000.0000 99,474.90 01/31/2011 12X4208 1208855 09/30/2043 02004 4.410000000 752,000.0000 11,054.40 01/31/2011 12X4208 1208855 09/30/2044 02004 4.410000000 6,433,000.0000 94,565.10 01/31/2011 12X4208 1208855 09/30/2045 02004 4.410000000 1,662,000.0000 24,431.40 01/31/2011 12X4208 1208855 09/30/2040 02005 4.510000800 48,227,000.0000 725,012.70 01/31/2011 12X4208 1208855 09/30/2042 02005 4.510000800 27,745,000.0000 417,099.91 01/31/2011 12X4208 1208855 09/30/2043 02005 4.510000800 9,090,000.0000 136,653.02 01/31/2011 12X4208 1208855 09/30/2044 02005 4.510000800 7,620,000.0000 114,554.02 01/31/2011 12X4208 1208855 09/30/2045 02005 4.510000800 2,330,000.0000 35,027.67 01/31/2011 12X4208 1208855 09/30/2041 02006 4.290001200 13,174,000.0000 188,388.25 01/31/2011 12X4208 1208855 09/30/2042 02006 4.290001200 36,134,000.0000 516,716.34 01/31/2011 12X4208 1208855 09/30/2043 02006 4.290001200 12,881,000.0000 184,198.35 01/31/2011 12X4208 1208855 09/30/2044 02006 4.290001200 19,119,000.0000 273,401.78 01/31/2011 12X4208 1208855 09/30/2045 02006 4.290001200 9,855,000.0000 140,926.54 01/31/2011 12X4208 1208855 09/30/2042 02007 4.290001200 17,909,100.0000 256,100.20 01/31/2011 12X4208 1208855 09/30/2043 02007 4.290001200 14,902,000.0000 213,098.66 01/31/2011 12X4208 1208855 09/30/2044 02007 4.290001200 13,252,000.0000 189,503.65 01/31/2011 12X4208 1208855 09/30/2045 02007 4.290001200 699,000.0000 9,995.70 01/31/2011 12X4208 1208855 09/30/2042 02008 4.830001200 235,400.0000 3,789.94 01/31/2011 12X4208 1208855 09/30/2043 02008 4.830001200 8,905,000.0000 143,370.54 01/31/2011 12X4208 1208855 09/30/2044 02008 4.830001200 14,758,000.0000 237,603.86 01/31/2011 12X4208 1208855 09/30/2045 02008 4.830001200 5,487,000.0000 88,340.72 01/31/2011 12X4208 1208855 09/30/2043 02009 4.569998400 24,708,900.0000 376,398.78 01/31/2011 12X4208 1208855 09/30/2044 02009 4.569998400 6,330,000.0000 96,426.97 01/31/2011 12X4208 1208855 09/30/2045 02009 4.569998400 2,229,000.0000 33,955.09 01/31/2011 12X4208 1208855 09/30/2044 02010 2.279998800 20,113,000.0000 152,858.72 01/31/2011 12X4208 1208855 09/30/2045 02010 2.279998800 1,588,000.0000 0.00 01/31/2011 ------------------------ ---------------------- 679,146,846.5100 10,700,225.67 815 SUB-COHORT 12X4208 1208815 09/30/2029 01994 6.710000400 25,475,300.0000 569,797.58 01/31/2011 12X4208 1208815 09/30/2032 01994 6.710000400 500,000.0000 11,183.33 01/31/2011 12X4208 1208815 09/30/2030 01995 5.910001200 34,379,500.0000 677,276.29 01/31/2011 12X4208 1208815 09/30/2032 01995 5.910001200 1,990,000.0000 39,203.01 01/31/2011 12X4208 1208815 09/30/2033 01995 5.910001200 350,000.0000 6,895.00 01/31/2011 12X4208 1208815 09/30/2031 01996 6.090001200 25,361,000.0000 514,828.40 01/31/2011 12X4208 1208815 09/30/2032 01996 6.090001200 2,185,000.0000 44,355.51 01/31/2011 12X4208 1208815 09/30/2033 01996 6.090001200 1,000,000.0000 20,300.00 01/31/2011 12X4208 1208815 09/30/2034 01996 6.090001200 451,000.0000 9,155.30 01/31/2011 12X4208 1208815 09/30/2032 01997 5.580000000 40,617,000.0000 755,476.20 01/31/2011 12X4208 1208815 09/30/2033 01997 5.580000000 1,723,000.0000 32,047.80 01/31/2011 12X4208 1208815 09/30/2032 01998 5.490000000 4,955,000.0000 90,676.50 01/31/2011 12X4208 1208815 09/30/2033 01998 5.490000000 68,091,000.0000 1,246,065.30 01/31/2011 12X4208 1208815 09/30/2034 01998 5.490000000 3,419,000.0000 62,567.70 01/31/2011 12X4208 1208815 09/30/2035 01998 5.490000000 278,000.0000 5,087.40 01/31/2011 12X4208 1208815 09/30/2032 01999 5.259999600 5,079,000.0000 89,051.79 01/31/2011 12X4208 1208815 09/30/2033 01999 5.259999600 2,371,000.0000 41,571.53 01/31/2011 12X4208 1208815 09/30/2034 01999 5.259999600 74,622,000.0000 1,308,372.30 01/31/2011 12X4208 1208815 09/30/2032 02000 4.950000000 25,447,000.0000 419,875.50 01/31/2011 12X4208 1208815 09/30/2033 02000 4.950000000 4,929,000.0000 81,328.50 01/31/2011 12X4208 1208815 09/30/2034 02000 4.950000000 5,200,000.0000 0.00 01/31/2011 12X4208 1208815 09/30/2035 02000 4.950000000 76,911,000.0000 1,269,031.50 01/31/2011 12X4208 1208815 09/30/2032 02001 4.550000400 23,543,000.0000 357,068.86 01/31/2011 12X4208 1208815 09/30/2033 02001 4.550000400 21,368,700.0000 324,091.98 01/31/2011 12X4208 1208815 09/30/2034 02001 4.550000400 16,929,000.0000 256,756.52 01/31/2011 12X4208 1208815 09/30/2036 02001 4.550000400 80,452,000.0000 1,220,188.77 01/31/2011 12X4208 1208815 09/30/2032 02002 4.389998400 29,550,000.0000 432,414.84 01/31/2011 12X4208 1208815 09/30/2033 02002 4.389998400 16,198,000.0000 237,030.65 01/31/2011 12X4208 1208815 09/30/2034 02002 4.389998400 15,892,000.0000 232,552.85 01/31/2011 12X4208 1208815 09/30/2035 02002 4.389998400 720,000.0000 10,536.00 01/31/2011 12X4208 1208815 09/30/2037 02002 4.389998400 58,966,000.0000 862,868.82 01/31/2011 12X4208 1208815 09/30/2032 02003 4.259998800 21,833,000.0000 310,028.51 01/31/2011 12X4208 1208815 09/30/2033 02003 4.259998800 14,299,000.0000 203,045.74 01/31/2011 12X4208 1208815 09/30/2034 02003 4.259998800 8,895,000.0000 126,308.96 01/31/2011 12X4208 1208815 09/30/2035 02003 4.259998800 2,161,000.0000 30,686.19 01/31/2011 12X4208 1208815 09/30/2038 02003 4.259998800 79,453,000.0000 1,128,232.28 01/31/2011 12X4208 1208815 09/30/2032 02004 3.920000400 1,426,000.0000 18,633.07 01/31/2011 12X4208 1208815 09/30/2033 02004 3.920000400 553,000.0000 7,225.87 01/31/2011 12X4208 1208815 09/30/2034 02004 3.920000400 639,000.0000 8,349.60 01/31/2011 12X4208 1208815 09/30/2035 02004 3.920000400 253,000.0000 3,305.87 01/31/2011 12X4208 1208815 09/30/2039 02004 3.920000400 23,166,000.0000 302,702.43 01/31/2011 12X4208 1208815 09/30/2032 02005 4.399999200 39,012,000.0000 572,175.90 01/31/2011 12X4208 1208815 09/30/2033 02005 4.399999200 18,132,000.0000 265,935.95 01/31/2011 12X4208 1208815 09/30/2034 02005 4.399999200 2,741,000.0000 40,201.33 01/31/2011 12X4208 1208815 09/30/2040 02005 4.399999200 98,512,000.0000 1,444,842.40 01/31/2011 12X4208 1208815 09/30/2032 02006 4.430001600 62,254,000.0000 919,284.40 01/31/2011 12X4208 1208815 09/30/2033 02006 4.430001600 33,139,000.0000 489,352.74 01/31/2011 12X4208 1208815 09/30/2034 02006 4.430001600 21,772,000.0000 321,499.98 01/31/2011 12X4208 1208815 09/30/2035 02006 4.430001600 1,257,000.0000 18,561.71 01/31/2011 12X4208 1208815 09/30/2041 02006 4.430001600 102,759,000.0000 1,517,408.45 01/31/2011 12X4208 1208815 09/30/2032 02007 4.470001200 21,601,000.0000 321,854.99 01/31/2011 12X4208 1208815 09/30/2033 02007 4.470001200 35,569,000.0000 529,978.24 01/31/2011 12X4208 1208815 09/30/2034 02007 4.470001200 36,973,000.0000 550,897.85 01/31/2011 12X4208 1208815 09/30/2035 02007 4.470001200 5,656,000.0000 84,274.42 01/31/2011 12X4208 1208815 09/30/2033 02008 4.140000000 75,296,500.0000 1,039,091.70 01/31/2011 12X4208 1208815 09/30/2034 02008 4.140000000 88,301,000.0000 1,218,553.80 01/31/2011 12X4208 1208815 09/30/2035 02008 4.140000000 22,847,000.0000 315,288.60 01/31/2011 12X4208 1208815 09/30/2033 02009 4.449999600 6,016,300.0000 89,241.78 01/31/2011 12X4208 1208815 09/30/2034 02009 4.449999600 47,180,000.0000 699,836.60 01/31/2011 12X4208 1208815 09/30/2035 02009 4.449999600 23,789,000.0000 352,870.13 01/31/2011 12X4208 1208815 09/30/2034 02010 2.900001600 3,976,500.0000 38,439.52 01/31/2011 12X4208 1208815 09/30/2035 02010 2.900001600 12,353,000.0000 119,412.40 01/31/2011 ------------------------ ---------------------- 1,580,766,800.0000 24,315,177.14 870 SUB-COHORT 12X4208 1208870 09/30/2036 02001 5.109998400 442,387,000.0000 7,535,322.87 01/31/2011 12X4208 1208870 09/30/2040 02001 5.109998400 3,110,000.0000 52,973.65 01/31/2011 12X4208 1208870 09/30/2037 02002 4.790001600 671,207,000.0000 10,716,942.01 01/31/2011 12X4208 1208870 09/30/2040 02002 4.790001600 3,538,000.0000 56,490.09 01/31/2011 12X4208 1208870 09/30/2042 02002 4.790001600 2,360,000.0000 37,681.35 01/31/2011 12X4208 1208870 09/30/2038 02003 4.730000400 911,420,000.0000 14,370,056.55 01/31/2011 12X4208 1208870 09/30/2040 02003 4.730000400 176,784,000.0000 2,787,294.64 01/31/2011 12X4208 1208870 09/30/2041 02003 4.730000400 7,978,000.0000 125,786.48 01/31/2011 12X4208 1208870 09/30/2039 02004 4.629999600 757,823,000.0000 11,695,733.96 01/31/2011 12X4208 1208870 09/30/2040 02004 4.629999600 264,671,000.0000 4,084,755.41 01/31/2011 12X4208 1208870 09/30/2041 02004 4.629999600 104,748,000.0000 1,616,610.66 01/31/2011 12X4208 1208870 09/30/2042 02004 4.629999600 14,107,000.0000 217,718.01 01/31/2011 12X4208 1208870 09/30/2040 02005 4.600000800 739,036,200.0000 11,331,890.37 01/31/2011 12X4208 1208870 09/30/2041 02005 4.600000800 164,058,000.0000 2,515,556.44 01/31/2011 12X4208 1208870 09/30/2042 02005 4.600000800 45,586,000.0000 698,985.45 01/31/2011 12X4208 1208870 09/30/2043 02005 4.600000800 11,545,000.0000 177,023.36 01/31/2011 12X4208 1208870 09/30/2040 02006 4.529998800 248,076,000.0000 3,745,946.61 01/31/2011 12X4208 1208870 09/30/2041 02006 4.529998800 580,746,000.0000 8,769,262.28 01/31/2011 12X4208 1208870 09/30/2042 02006 4.529998800 88,142,000.0000 1,330,943.85 01/31/2011 12X4208 1208870 09/30/2043 02006 4.529998800 10,249,000.0000 154,759.86 01/31/2011 12X4208 1208870 09/30/2040 02007 4.290001200 358,800,000.0000 5,130,841.44 01/31/2011 12X4208 1208870 09/30/2041 02007 4.290001200 419,484,000.0000 5,998,622.88 01/31/2011 12X4208 1208870 09/30/2042 02007 4.290001200 126,395,000.0000 1,807,449.01 01/31/2011 12X4208 1208870 09/30/2043 02007 4.290001200 26,183,000.0000 374,417.00 01/31/2011 ------------------------ ---------------------- 6,178,433,200.0000 95,333,064.23 820 SUB-COHORT 12X4208 1208820 09/30/2043 01993 6.649999200 2,578,410.0000 57,154.75 01/31/2011 12X4208 1208820 09/30/2043 01994 5.900000400 1,750,000.0000 34,416.67 01/31/2011 12X4208 1208820 09/30/2043 01995 5.990000400 2,700,000.0000 53,910.00 01/31/2011 12X4208 1208820 09/30/2044 01996 5.950000800 1,500,000.0000 29,750.00 01/31/2011 12X4208 1208820 09/30/2032 01997 5.749999200 3,445,000.0000 66,029.16 01/31/2011 12X4208 1208820 09/30/2042 01997 5.749999200 515,000.0000 9,870.83 01/31/2011 12X4208 1208820 09/30/2043 01998 5.799999600 2,050,000.0000 39,633.33 01/31/2011 12X4208 1208820 09/30/2043 02001 4.889998800 33,400,000.0000 544,419.87 01/31/2011 12X4208 1208820 09/30/2043 02002 4.610001600 49,190,700.0000 755,897.35 01/31/2011 12X4208 1208820 09/30/2044 02002 4.610001600 57,000.0000 875.90 01/31/2011 12X4208 1208820 09/30/2038 02003 4.700001600 18,113,000.0000 283,770.43 01/31/2011 12X4208 1208820 09/30/2042 02003 4.700001600 1,303,000.0000 20,413.67 01/31/2011 12X4208 1208820 09/30/2043 02003 4.700001600 44,813,000.0000 702,070.57 01/31/2011 12X4208 1208820 09/30/2044 02003 4.700001600 759,000.0000 11,891.00 01/31/2011 12X4208 1208820 09/30/2045 02003 4.700001600 199,000.0000 3,117.67 01/31/2011 12X4208 1208820 09/30/2039 02004 4.610001600 18,646,000.0000 286,526.97 01/31/2011 12X4208 1208820 09/30/2042 02004 4.610001600 2,043,000.0000 31,394.11 01/31/2011 12X4208 1208820 09/30/2043 02004 4.610001600 29,787,000.0000 457,727.06 01/31/2011 12X4208 1208820 09/30/2044 02004 4.610001600 11,476,000.0000 176,347.93 01/31/2011 12X4208 1208820 09/30/2040 02005 4.560001200 24,426,302.0000 371,279.89 01/31/2011 12X4208 1208820 09/30/2042 02005 4.560001200 10,465,000.0000 159,068.04 01/31/2011 12X4208 1208820 09/30/2043 02005 4.560001200 22,537,000.0000 342,562.49 01/31/2011 12X4208 1208820 09/30/2044 02005 4.560001200 26,259,000.0000 399,136.91 01/31/2011 12X4208 1208820 09/30/2045 02005 4.560001200 397,000.0000 6,034.40 01/31/2011 12X4208 1208820 09/30/2045 02006 4.560001200 170,000.0000 2,584.00 01/31/2011 12X4208 1208820 09/30/2045 02007 4.560001200 1,151,000.0000 17,495.20 01/31/2011 12X4208 1208820 09/30/2045 02008 4.560001200 2,206,000.0000 33,531.21 01/31/2011 12X4208 1208820 09/30/2043 02009 4.700001600 2,713,000.0000 42,503.68 01/31/2011 12X4208 1208820 09/30/2044 02009 4.700001600 38,354,000.0000 600,879.54 01/31/2011 12X4208 1208820 09/30/2045 02009 4.700001600 7,654,000.0000 119,912.71 01/31/2011 12X4208 1208820 09/30/2044 02010 2.919999600 2,600,000.0000 25,306.66 01/31/2011 12X4208 1208820 09/30/2045 02010 2.919999600 2,616,000.0000 25,462.40 01/31/2011 ------------------------ ---------------------- 365,873,412.0000 5,710,974.40 825 SUB-COHORT 12X4208 1208825 09/30/2028 01993 6.810001200 2,390,000.0000 54,253.01 01/31/2011 12X4208 1208825 09/30/2043 01995 6.069999600 1,627,000.0000 32,919.63 01/31/2011 12X4208 1208825 09/30/2043 01996 6.050001600 2,100,000.0000 42,350.01 01/31/2011 12X4208 1208825 09/30/2043 01997 4.820000400 850,000.0000 13,656.67 01/31/2011 12X4208 1208825 09/30/2043 01999 5.199998400 773,000.0000 13,398.66 01/31/2011 12X4208 1208825 09/30/2045 01999 5.199998400 6,000.0000 104.00 01/31/2011 12X4208 1208825 09/30/2043 02000 4.929998400 1,400,000.0000 23,006.66 01/31/2011 12X4208 1208825 09/30/2043 02001 4.410000000 850,000.0000 12,495.00 01/31/2011 12X4208 1208825 09/30/2044 02001 4.410000000 150,000.0000 2,205.00 01/31/2011 12X4208 1208825 09/30/2045 02001 4.410000000 50,000.0000 735.00 01/31/2011 12X4208 1208825 09/30/2043 02002 4.439998800 1,400,000.0000 20,719.99 01/31/2011 12X4208 1208825 09/30/2044 02002 4.439998800 5,000.0000 74.00 01/31/2011 12X4208 1208825 09/30/2043 02003 4.309999200 1,794,000.0000 25,773.80 01/31/2011 12X4208 1208825 09/30/2044 02003 4.309999200 7,000.0000 100.57 01/31/2011 12X4208 1208825 09/30/2045 02003 4.309999200 15,000.0000 215.50 01/31/2011 12X4208 1208825 09/30/2039 02004 4.169998800 991,000.0000 13,774.90 01/31/2011 12X4208 1208825 09/30/2042 02004 4.169998800 438,000.0000 6,088.20 01/31/2011 12X4208 1208825 09/30/2043 02004 4.169998800 1,612,000.0000 22,406.79 01/31/2011 12X4208 1208825 09/30/2044 02004 4.169998800 101,000.0000 1,403.90 01/31/2011 12X4208 1208825 09/30/2045 02004 4.169998800 5,000.0000 69.50 01/31/2011 12X4208 1208825 09/30/2040 02005 4.269999600 1,829,500.0000 26,039.88 01/31/2011 12X4208 1208825 09/30/2042 02005 4.269999600 52,000.0000 740.13 01/31/2011 12X4208 1208825 09/30/2043 02005 4.269999600 2,088,000.0000 29,719.20 01/31/2011 12X4208 1208825 09/30/2044 02005 4.269999600 30,000.0000 427.00 01/31/2011 12X4208 1208825 09/30/2045 02005 4.269999600 55,000.0000 782.83 01/31/2011 12X4208 1208825 09/30/2041 02006 4.250001600 699,000.0000 9,902.50 01/31/2011 12X4208 1208825 09/30/2042 02006 4.250001600 490,000.0000 6,941.67 01/31/2011 12X4208 1208825 09/30/2043 02006 4.250001600 1,584,000.0000 22,440.01 01/31/2011 12X4208 1208825 09/30/2044 02006 4.250001600 157,000.0000 2,224.17 01/31/2011 12X4208 1208825 09/30/2045 02006 4.250001600 23,000.0000 325.83 01/31/2011 12X4208 1208825 09/30/2042 02007 4.449999600 33,000.0000 489.50 01/31/2011 12X4208 1208825 09/30/2043 02007 4.449999600 31,000.0000 459.83 01/31/2011 12X4208 1208825 09/30/2044 02007 4.449999600 112,000.0000 1,661.33 01/31/2011 12X4208 1208825 09/30/2045 02007 4.449999600 46,000.0000 682.33 01/31/2011 12X4208 1208825 09/30/2043 02008 4.309999200 60,000.0000 862.00 01/31/2011 12X4208 1208825 09/30/2043 02009 4.309999200 45,000.0000 646.50 01/31/2011 12X4208 1208825 09/30/2044 02009 4.309999200 865,000.0000 12,427.16 01/31/2011 12X4208 1208825 09/30/2045 02009 4.309999200 174,000.0000 2,499.80 01/31/2011 12X4208 1208825 09/30/2044 02010 2.679998400 109,700.0000 979.99 01/31/2011 12X4208 1208825 09/30/2045 02010 2.679998400 146,000.0000 1,304.27 01/31/2011 ------------------------ ---------------------- 25,193,200.0000 407,306.72 881 SUB-COHORT 12X4208 1208881 09/30/2044 02007 4.880001600 37,400,000.0000 608,373.53 01/31/2011 12X4208 1208881 09/30/2045 02007 4.880001600 1,000,000.0000 0.00 01/31/2011 12X4208 1208881-0 09/30/2042 02007 4.880001600 17,984,579.7900 292,549.26 01/31/2011 12X4208 1208881-N 09/30/2042 02007 4.880001600 41,441,126.7000 674,109.22 01/31/2011 12X4208 1208881 09/30/2044 02009 3.510000000 20,704,874.7300 242,247.03 01/31/2011 12X4208 1208881 09/30/2045 02009 3.510000000 25,000,000.0000 292,500.00 01/31/2011 ------------------------ ---------------------- 143,530,581.2200 2,109,779.04 871 SUB-COHORT 12X4208 1208871 09/30/2043 02005 4.759999200 4,650,000.0000 73,779.99 01/31/2011 12X4208 1208871 09/30/2043 02006 4.899999600 7,200,000.0000 117,599.99 01/31/2011 12X4208 1208871 09/30/2044 02008 4.479998400 10,000,000.0000 149,333.28 01/31/2011 ------------------------ ---------------------- 21,850,000.0000 340,713.26 880 SUB-COHORT 12X4208 1208880 09/30/2041 02006 4.849999200 18,759,735.0000 303,282.33 01/31/2011 12X4208 1208880 09/30/2042 02006 4.849999200 1,007,000.0000 16,279.83 01/31/2011 12X4208 1208880 09/30/2043 02006 4.849999200 250,000.0000 4,041.67 01/31/2011 12X4208 1208880 09/30/2044 02006 4.849999200 750,000.0000 12,125.00 01/31/2011 ------------------------ ---------------------- 20,766,735.0000 335,728.83 ======================== ====================== 14,846,820,061.9500 248,688,871.54 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00