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 221,473.03 08/31/2010 12X4208 1208845 09/30/2027 01992 6.729998400 52,970,000.0000 3,267,806.81 08/31/2010 12X4208 1208845 09/30/2027 01993 6.599998800 5,284,000.0000 319,681.94 08/31/2010 12X4208 1208845 09/30/2028 01993 6.599998800 48,261,000.0000 2,919,789.97 08/31/2010 12X4208 1208845 09/30/2042 01993 6.599998800 6,825,000.0000 412,912.42 08/31/2010 12X4208 1208845 09/30/2043 01993 6.599998800 533,000.0000 32,246.49 08/31/2010 12X4208 1208845 09/30/2044 01993 6.599998800 68,000.0000 4,114.00 08/31/2010 ------------------------ ---------------------- 117,531,000.0000 7,178,024.66 840 SUB-COHORT 12X4208 1208840 09/30/2027 01992 6.950001600 276,184,000.0000 17,595,226.38 08/31/2010 12X4208 1208840 09/30/2042 01992 6.950001600 585,000.0000 37,269.38 08/31/2010 12X4208 1208840 09/30/2028 01993 6.990001200 393,646,300.0000 25,222,891.00 08/31/2010 12X4208 1208840 09/30/2042 01993 6.990001200 618,000.0000 39,598.36 08/31/2010 ------------------------ ---------------------- 671,033,300.0000 42,894,985.12 850 SUB-COHORT 12X4208 1208850 09/30/2029 01994 7.040001600 60,672,500.0000 3,915,399.56 08/31/2010 12X4208 1208850 09/30/2042 01994 7.040001600 53,000.0000 3,420.27 08/31/2010 12X4208 1208850 09/30/2043 01994 7.040001600 850,000.0000 54,853.35 08/31/2010 12X4208 1208850 09/30/2030 01995 6.680001600 40,456,000.0000 2,477,256.33 08/31/2010 12X4208 1208850 09/30/2042 01995 6.680001600 44,000.0000 2,694.27 08/31/2010 12X4208 1208850 09/30/2031 01996 6.450001200 57,620,200.0000 3,406,794.96 08/31/2010 12X4208 1208850 09/30/2042 01996 6.450001200 36,000.0000 2,128.50 08/31/2010 12X4208 1208850 09/30/2043 01996 6.450001200 250,000.0000 14,781.25 08/31/2010 12X4208 1208850 09/30/2032 01997 5.979999600 51,271,200.0000 2,810,516.09 08/31/2010 12X4208 1208850 09/30/2042 01997 5.979999600 4,200.0000 230.23 08/31/2010 12X4208 1208850 09/30/2043 01997 5.979999600 350,000.0000 19,185.83 08/31/2010 12X4208 1208850 09/30/2033 01998 6.000001200 84,790,756.3100 4,663,492.53 08/31/2010 12X4208 1208850 09/30/2042 01998 6.000001200 2,507,000.0000 137,885.03 08/31/2010 12X4208 1208850 09/30/2043 01998 6.000001200 250,000.0000 13,750.00 08/31/2010 12X4208 1208850 09/30/2034 01999 5.919998400 57,631,930.9100 3,127,491.94 08/31/2010 12X4208 1208850 09/30/2043 01999 5.919998400 650,000.0000 35,273.32 08/31/2010 12X4208 1208850 09/30/2035 02000 5.730001200 99,783,400.0000 5,241,124.18 08/31/2010 12X4208 1208850 09/30/2042 02000 5.730001200 20,000.0000 1,050.50 08/31/2010 12X4208 1208850 09/30/2043 02000 5.730001200 450,000.0000 23,636.25 08/31/2010 12X4208 1208850 09/30/2036 02001 5.010001200 96,003,000.0000 4,408,938.83 08/31/2010 12X4208 1208850 09/30/2043 02001 5.010001200 3,200,000.0000 146,960.04 08/31/2010 12X4208 1208850 09/30/2037 02002 4.790001600 115,512,500.0000 5,071,963.05 08/31/2010 12X4208 1208850 09/30/2042 02002 4.790001600 4,701,000.0000 206,413.14 08/31/2010 12X4208 1208850 09/30/2043 02002 4.790001600 800,000.0000 35,126.68 08/31/2010 12X4208 1208850 09/30/2038 02003 4.719999600 104,240,000.0000 4,510,116.95 08/31/2010 12X4208 1208850 09/30/2042 02003 4.719999600 14,552,000.0000 629,616.48 08/31/2010 12X4208 1208850 09/30/2043 02003 4.719999600 3,345,000.0000 144,726.99 08/31/2010 12X4208 1208850 09/30/2039 02004 4.690000800 197,053,000.0000 8,471,638.34 08/31/2010 12X4208 1208850 09/30/2042 02004 4.690000800 28,673,000.0000 1,232,700.27 08/31/2010 12X4208 1208850 09/30/2043 02004 4.690000800 12,153,000.0000 522,477.81 08/31/2010 12X4208 1208850 09/30/2044 02004 4.690000800 2,674,000.0000 114,959.74 08/31/2010 12X4208 1208850 09/30/2040 02005 4.690000800 69,294,700.0000 2,979,095.15 08/31/2010 12X4208 1208850 09/30/2042 02005 4.690000800 24,581,000.0000 1,056,778.34 08/31/2010 12X4208 1208850 09/30/2043 02005 4.690000800 14,791,000.0000 635,889.85 08/31/2010 12X4208 1208850 09/30/2044 02005 4.690000800 15,935,000.0000 685,072.33 08/31/2010 12X4208 1208850 09/30/2041 02006 4.619998800 48,973,000.0000 2,074,006.01 08/31/2010 12X4208 1208850 09/30/2042 02006 4.619998800 18,447,000.0000 781,230.25 08/31/2010 12X4208 1208850 09/30/2043 02006 4.619998800 20,276,000.0000 858,688.38 08/31/2010 12X4208 1208850 09/30/2044 02006 4.619998800 4,822,000.0000 204,211.65 08/31/2010 12X4208 1208850 09/30/2042 02007 4.610001600 55,075,000.0000 2,327,378.52 08/31/2010 12X4208 1208850 09/30/2043 02007 4.610001600 19,802,000.0000 836,799.81 08/31/2010 12X4208 1208850 09/30/2044 02007 4.610001600 12,186,000.0000 514,960.23 08/31/2010 12X4208 1208850 09/30/2043 02008 4.489999200 43,500,000.0000 1,790,387.18 08/31/2010 12X4208 1208850 09/30/2044 02008 4.489999200 20,387,000.0000 839,094.79 08/31/2010 12X4208 1208850 09/30/2043 02009 4.889998800 5,230,000.0000 234,434.69 08/31/2010 12X4208 1208850 09/30/2044 02009 4.889998800 14,621,000.0000 655,386.16 08/31/2010 ------------------------ ---------------------- 1,428,517,387.2200 67,920,016.05 810 SUB-COHORT 12X4208 1208810 09/30/2029 01994 6.909998400 191,444,000.0000 12,126,379.23 08/31/2010 12X4208 1208810 09/30/2042 01994 6.909998400 13,700,000.0000 867,780.63 08/31/2010 12X4208 1208810 09/30/2030 01995 6.559999200 252,848,000.0000 15,204,591.21 08/31/2010 12X4208 1208810 09/30/2042 01995 6.559999200 15,300,000.0000 920,039.89 08/31/2010 12X4208 1208810 09/30/2031 01996 6.320001600 322,976,000.0000 18,711,081.00 08/31/2010 12X4208 1208810 09/30/2042 01996 6.320001600 9,000,000.0000 521,400.13 08/31/2010 12X4208 1208810 09/30/2043 01996 6.320001600 6,700,000.0000 388,153.43 08/31/2010 12X4208 1208810 09/30/2044 01996 6.320001600 1,850,000.0000 107,176.69 08/31/2010 12X4208 1208810 09/30/2032 01997 6.140001600 290,888,000.0000 16,372,150.53 08/31/2010 12X4208 1208810 09/30/2042 01997 6.140001600 10,800,000.0000 607,860.16 08/31/2010 12X4208 1208810 09/30/2043 01997 6.140001600 4,400,000.0000 247,646.73 08/31/2010 12X4208 1208810 09/30/2044 01997 6.140001600 1,501,000.0000 84,481.31 08/31/2010 12X4208 1208810 09/30/2033 01998 5.919998400 343,632,000.0000 18,647,758.16 08/31/2010 12X4208 1208810 09/30/2042 01998 5.919998400 7,400,000.0000 401,573.22 08/31/2010 12X4208 1208810 09/30/2043 01998 5.919998400 8,450,000.0000 458,553.21 08/31/2010 12X4208 1208810 09/30/2044 01998 5.919998400 1,326,000.0000 71,957.58 08/31/2010 12X4208 1208810 09/30/2034 01999 5.889999600 217,418,000.0000 11,738,759.39 08/31/2010 12X4208 1208810 09/30/2042 01999 5.889999600 2,400,000.0000 129,579.99 08/31/2010 12X4208 1208810 09/30/2043 01999 5.889999600 6,200,000.0000 334,748.31 08/31/2010 12X4208 1208810 09/30/2035 02000 5.879998800 199,425,000.0000 10,749,005.31 08/31/2010 12X4208 1208810 09/30/2042 02000 5.879998800 7,100,000.0000 382,689.92 08/31/2010 12X4208 1208810 09/30/2043 02000 5.879998800 5,850,000.0000 315,314.94 08/31/2010 12X4208 1208810 09/30/2044 02000 5.879998800 2,273,000.0000 122,514.67 08/31/2010 12X4208 1208810 09/30/2036 02001 5.150001600 204,651,000.0000 9,661,235.63 08/31/2010 12X4208 1208810 09/30/2042 02001 5.150001600 2,600,000.0000 122,741.70 08/31/2010 12X4208 1208810 09/30/2043 02001 5.150001600 6,900,000.0000 325,737.60 08/31/2010 12X4208 1208810 09/30/2044 02001 5.150001600 2,175,000.0000 102,678.16 08/31/2010 12X4208 1208810 09/30/2037 02002 4.700001600 405,453,000.0000 17,468,272.70 08/31/2010 12X4208 1208810 09/30/2042 02002 4.700001600 5,601,000.0000 241,309.83 08/31/2010 12X4208 1208810 09/30/2044 02002 4.700001600 1,858,000.0000 80,048.86 08/31/2010 12X4208 1208810 09/30/2038 02003 4.730000400 74,450,000.0000 3,228,028.19 08/31/2010 12X4208 1208810 09/30/2042 02003 4.730000400 8,241,000.0000 357,316.06 08/31/2010 12X4208 1208810 09/30/2043 02003 4.730000400 12,082,000.0000 523,855.43 08/31/2010 12X4208 1208810 09/30/2039 02004 4.600000800 393,715,000.0000 16,601,652.05 08/31/2010 12X4208 1208810 09/30/2042 02004 4.600000800 83,261,000.0000 3,510,839.44 08/31/2010 12X4208 1208810 09/30/2043 02004 4.600000800 77,198,000.0000 3,255,182.90 08/31/2010 12X4208 1208810 09/30/2044 02004 4.600000800 15,517,000.0000 654,300.28 08/31/2010 12X4208 1208810 09/30/2040 02005 4.650001200 43,719,800.0000 1,863,556.96 08/31/2010 12X4208 1208810 09/30/2042 02005 4.650001200 21,472,000.0000 915,244.24 08/31/2010 12X4208 1208810 09/30/2043 02005 4.650001200 15,572,000.0000 663,756.67 08/31/2010 12X4208 1208810 09/30/2044 02005 4.650001200 8,770,000.0000 373,821.35 08/31/2010 12X4208 1208810 09/30/2041 02006 4.719999600 38,859,000.0000 1,681,299.26 08/31/2010 12X4208 1208810 09/30/2042 02006 4.719999600 20,317,000.0000 879,048.79 08/31/2010 12X4208 1208810 09/30/2043 02006 4.719999600 12,982,000.0000 561,687.82 08/31/2010 12X4208 1208810 09/30/2044 02006 4.719999600 10,484,000.0000 453,607.69 08/31/2010 12X4208 1208810 09/30/2042 02007 4.539999600 40,896,800.0000 1,701,988.34 08/31/2010 12X4208 1208810 09/30/2043 02007 4.539999600 27,018,000.0000 1,124,399.00 08/31/2010 12X4208 1208810 09/30/2044 02007 4.539999600 8,252,000.0000 343,420.70 08/31/2010 ------------------------ ---------------------- 3,464,925,600.0000 176,206,225.29 855 SUB-COHORT 12X4208 1208855 09/30/2029 01994 6.440000400 16,306,200.0000 962,609.40 08/31/2010 12X4208 1208855 09/30/2042 01994 6.440000400 2,028,000.0000 119,719.61 08/31/2010 12X4208 1208855 09/30/2044 01994 6.440000400 146,000.0000 8,618.87 08/31/2010 12X4208 1208855 09/30/2029 01995 6.090001200 370,000.0000 20,655.25 08/31/2010 12X4208 1208855 09/30/2030 01995 6.090001200 18,189,000.0000 1,015,401.13 08/31/2010 12X4208 1208855 09/30/2042 01995 6.090001200 80,000.0000 4,466.00 08/31/2010 12X4208 1208855 09/30/2044 01995 6.090001200 1,168,000.0000 65,203.61 08/31/2010 12X4208 1208855 09/30/2029 01996 6.019999200 499,000.0000 27,536.48 08/31/2010 12X4208 1208855 09/30/2031 01996 6.019999200 22,687,000.0000 1,251,944.12 08/31/2010 12X4208 1208855 09/30/2042 01996 6.019999200 2,763,000.0000 152,471.53 08/31/2010 12X4208 1208855 09/30/2043 01996 6.019999200 349,000.0000 19,258.98 08/31/2010 12X4208 1208855 09/30/2044 01996 6.019999200 193,000.0000 10,650.38 08/31/2010 12X4208 1208855 09/30/2032 01997 5.709999600 26,577,946.5100 1,391,133.92 08/31/2010 12X4208 1208855 09/30/2042 01997 5.709999600 1,138,000.0000 59,564.81 08/31/2010 12X4208 1208855 09/30/2044 01997 5.709999600 76,000.0000 3,977.97 08/31/2010 12X4208 1208855 09/30/2033 01998 5.739998400 26,099,000.0000 1,373,242.00 08/31/2010 12X4208 1208855 09/30/2042 01998 5.739998400 3,509,000.0000 184,631.83 08/31/2010 12X4208 1208855 09/30/2044 01998 5.739998400 79,000.0000 4,156.72 08/31/2010 12X4208 1208855 09/30/2034 01999 5.500000800 29,643,000.0000 1,494,501.47 08/31/2010 12X4208 1208855 09/30/2042 01999 5.500000800 2,094,000.0000 105,572.52 08/31/2010 12X4208 1208855 09/30/2043 01999 5.500000800 2,083,000.0000 105,017.93 08/31/2010 12X4208 1208855 09/30/2044 01999 5.500000800 254,000.0000 12,805.84 08/31/2010 12X4208 1208855 09/30/2029 02000 5.090000400 666,000.0000 31,074.45 08/31/2010 12X4208 1208855 09/30/2035 02000 5.090000400 28,789,000.0000 1,343,246.86 08/31/2010 12X4208 1208855 09/30/2042 02000 5.090000400 11,000.0000 513.24 08/31/2010 12X4208 1208855 09/30/2043 02000 5.090000400 29,000.0000 1,353.09 08/31/2010 12X4208 1208855 09/30/2044 02000 5.090000400 7,507,000.0000 350,264.14 08/31/2010 12X4208 1208855 09/30/2036 02001 5.220000000 25,852,000.0000 1,237,018.20 08/31/2010 12X4208 1208855 09/30/2042 02001 5.220000000 1,503,000.0000 71,918.55 08/31/2010 12X4208 1208855 09/30/2043 02001 5.220000000 1,700,000.0000 81,345.00 08/31/2010 12X4208 1208855 09/30/2044 02001 5.220000000 501,000.0000 23,972.85 08/31/2010 12X4208 1208855 09/30/2037 02002 4.669999200 18,474,000.0000 790,841.01 08/31/2010 12X4208 1208855 09/30/2042 02002 4.669999200 9,997,000.0000 427,954.84 08/31/2010 12X4208 1208855 09/30/2043 02002 4.669999200 5,664,000.0000 242,466.36 08/31/2010 12X4208 1208855 09/30/2044 02002 4.669999200 4,340,000.0000 185,788.13 08/31/2010 12X4208 1208855 09/30/2038 02003 4.460000400 27,867,300.0000 1,139,308.22 08/31/2010 12X4208 1208855 09/30/2042 02003 4.460000400 9,385,000.0000 383,690.12 08/31/2010 12X4208 1208855 09/30/2043 02003 4.460000400 4,516,000.0000 184,629.15 08/31/2010 12X4208 1208855 09/30/2044 02003 4.460000400 2,241,000.0000 91,619.56 08/31/2010 12X4208 1208855 09/30/2039 02004 4.529998800 40,146,000.0000 1,667,062.21 08/31/2010 12X4208 1208855 09/30/2042 02004 4.529998800 6,767,000.0000 280,999.60 08/31/2010 12X4208 1208855 09/30/2043 02004 4.529998800 752,000.0000 31,226.79 08/31/2010 12X4208 1208855 09/30/2044 02004 4.529998800 6,433,000.0000 267,130.25 08/31/2010 12X4208 1208855 09/30/2040 02005 4.579999200 48,227,000.0000 2,024,729.86 08/31/2010 12X4208 1208855 09/30/2042 02005 4.579999200 27,745,000.0000 1,164,827.38 08/31/2010 12X4208 1208855 09/30/2043 02005 4.579999200 9,090,000.0000 381,628.43 08/31/2010 12X4208 1208855 09/30/2044 02005 4.579999200 7,620,000.0000 319,912.94 08/31/2010 12X4208 1208855 09/30/2041 02006 4.500000000 13,174,000.0000 543,427.50 08/31/2010 12X4208 1208855 09/30/2042 02006 4.500000000 36,134,000.0000 1,490,527.50 08/31/2010 12X4208 1208855 09/30/2043 02006 4.500000000 12,881,000.0000 531,341.25 08/31/2010 12X4208 1208855 09/30/2044 02006 4.500000000 15,762,000.0000 650,182.50 08/31/2010 12X4208 1208855 09/30/2042 02007 4.600000800 17,909,100.0000 755,167.18 08/31/2010 12X4208 1208855 09/30/2043 02007 4.600000800 14,902,000.0000 628,367.78 08/31/2010 12X4208 1208855 09/30/2044 02007 4.600000800 13,252,000.0000 558,792.76 08/31/2010 12X4208 1208855 09/30/2042 02008 4.939999200 235,400.0000 10,659.69 08/31/2010 12X4208 1208855 09/30/2043 02008 4.939999200 8,905,000.0000 403,248.02 08/31/2010 12X4208 1208855 09/30/2044 02008 4.939999200 10,796,000.0000 488,878.79 08/31/2010 12X4208 1208855 09/30/2043 02009 4.730000400 24,708,900.0000 1,071,336.81 08/31/2010 12X4208 1208855 09/30/2044 02009 4.730000400 5,330,000.0000 231,099.94 08/31/2010 12X4208 1208855 09/30/2044 02010 4.730000400 20,113,000.0000 872,066.23 08/31/2010 ------------------------ ---------------------- 646,255,846.5100 29,352,757.55 815 SUB-COHORT 12X4208 1208815 09/30/2029 01994 6.710000400 25,475,300.0000 1,566,943.34 08/31/2010 12X4208 1208815 09/30/2032 01994 6.710000400 500,000.0000 30,754.17 08/31/2010 12X4208 1208815 09/30/2030 01995 5.910001200 34,379,500.0000 1,862,509.79 08/31/2010 12X4208 1208815 09/30/2032 01995 5.910001200 1,990,000.0000 107,808.27 08/31/2010 12X4208 1208815 09/30/2033 01995 5.910001200 350,000.0000 18,961.25 08/31/2010 12X4208 1208815 09/30/2031 01996 6.099998400 25,361,000.0000 1,418,102.21 08/31/2010 12X4208 1208815 09/30/2032 01996 6.099998400 2,185,000.0000 122,177.88 08/31/2010 12X4208 1208815 09/30/2033 01996 6.099998400 1,000,000.0000 55,916.65 08/31/2010 12X4208 1208815 09/30/2034 01996 6.099998400 451,000.0000 25,218.41 08/31/2010 12X4208 1208815 09/30/2032 01997 5.600001600 40,617,000.0000 2,085,006.60 08/31/2010 12X4208 1208815 09/30/2033 01997 5.600001600 1,723,000.0000 88,447.36 08/31/2010 12X4208 1208815 09/30/2032 01998 5.590000800 4,955,000.0000 253,902.49 08/31/2010 12X4208 1208815 09/30/2033 01998 5.590000800 68,091,000.0000 3,489,096.82 08/31/2010 12X4208 1208815 09/30/2034 01998 5.590000800 3,362,000.0000 172,274.51 08/31/2010 12X4208 1208815 09/30/2032 01999 5.249998800 5,079,000.0000 244,426.82 08/31/2010 12X4208 1208815 09/30/2033 01999 5.249998800 2,371,000.0000 114,104.35 08/31/2010 12X4208 1208815 09/30/2034 01999 5.249998800 74,622,000.0000 3,591,182.93 08/31/2010 12X4208 1208815 09/30/2032 02000 4.950000000 25,447,000.0000 1,154,657.63 08/31/2010 12X4208 1208815 09/30/2033 02000 4.950000000 4,929,000.0000 223,653.38 08/31/2010 12X4208 1208815 09/30/2035 02000 4.950000000 76,911,000.0000 3,489,836.63 08/31/2010 12X4208 1208815 09/30/2032 02001 4.920001200 23,543,000.0000 1,061,789.56 08/31/2010 12X4208 1208815 09/30/2033 02001 4.920001200 21,368,700.0000 963,728.61 08/31/2010 12X4208 1208815 09/30/2034 02001 4.920001200 16,929,000.0000 763,498.09 08/31/2010 12X4208 1208815 09/30/2036 02001 4.920001200 80,452,000.0000 3,628,386.08 08/31/2010 12X4208 1208815 09/30/2032 02002 4.619998800 29,550,000.0000 1,251,442.17 08/31/2010 12X4208 1208815 09/30/2033 02002 4.619998800 16,198,000.0000 685,985.12 08/31/2010 12X4208 1208815 09/30/2034 02002 4.619998800 15,892,000.0000 673,026.03 08/31/2010 12X4208 1208815 09/30/2037 02002 4.619998800 58,966,000.0000 2,497,209.45 08/31/2010 12X4208 1208815 09/30/2032 02003 4.359999600 21,833,000.0000 872,592.15 08/31/2010 12X4208 1208815 09/30/2033 02003 4.359999600 14,299,000.0000 571,483.31 08/31/2010 12X4208 1208815 09/30/2034 02003 4.359999600 8,895,000.0000 355,503.47 08/31/2010 12X4208 1208815 09/30/2038 02003 4.359999600 79,453,000.0000 3,175,471.28 08/31/2010 12X4208 1208815 09/30/2032 02004 3.939998400 1,426,000.0000 51,502.35 08/31/2010 12X4208 1208815 09/30/2033 02004 3.939998400 553,000.0000 19,972.51 08/31/2010 12X4208 1208815 09/30/2034 02004 3.939998400 639,000.0000 23,078.54 08/31/2010 12X4208 1208815 09/30/2039 02004 3.939998400 23,166,000.0000 836,678.36 08/31/2010 12X4208 1208815 09/30/2032 02005 4.380001200 39,012,000.0000 1,566,332.23 08/31/2010 12X4208 1208815 09/30/2033 02005 4.380001200 18,132,000.0000 728,000.00 08/31/2010 12X4208 1208815 09/30/2034 02005 4.380001200 2,741,000.0000 110,051.18 08/31/2010 12X4208 1208815 09/30/2040 02005 4.380001200 98,512,000.0000 3,955,257.88 08/31/2010 12X4208 1208815 09/30/2032 02006 4.500000000 62,254,000.0000 2,567,977.50 08/31/2010 12X4208 1208815 09/30/2033 02006 4.500000000 33,139,000.0000 1,366,983.75 08/31/2010 12X4208 1208815 09/30/2034 02006 4.500000000 21,772,000.0000 898,095.00 08/31/2010 12X4208 1208815 09/30/2041 02006 4.500000000 102,759,000.0000 4,238,808.75 08/31/2010 12X4208 1208815 09/30/2032 02007 4.770000000 21,601,000.0000 944,503.73 08/31/2010 12X4208 1208815 09/30/2033 02007 4.770000000 35,569,000.0000 1,555,254.53 08/31/2010 12X4208 1208815 09/30/2034 02007 4.770000000 34,273,000.0000 1,498,586.93 08/31/2010 12X4208 1208815 09/30/2033 02008 4.680000000 75,296,500.0000 3,230,219.85 08/31/2010 12X4208 1208815 09/30/2034 02008 4.680000000 88,301,000.0000 3,788,112.90 08/31/2010 12X4208 1208815 09/30/2033 02009 4.790001600 6,016,300.0000 264,165.79 08/31/2010 12X4208 1208815 09/30/2034 02009 4.790001600 45,680,000.0000 2,005,733.34 08/31/2010 12X4208 1208815 09/30/2034 02010 4.790001600 2,504,000.0000 109,946.50 08/31/2010 ------------------------ ---------------------- 1,500,523,300.0000 66,374,358.43 870 SUB-COHORT 12X4208 1208870 09/30/2036 02001 5.109998400 442,387,000.0000 20,722,137.90 08/31/2010 12X4208 1208870 09/30/2040 02001 5.109998400 3,110,000.0000 145,677.54 08/31/2010 12X4208 1208870 09/30/2037 02002 4.790001600 671,207,000.0000 29,471,590.54 08/31/2010 12X4208 1208870 09/30/2040 02002 4.790001600 3,538,000.0000 155,347.74 08/31/2010 12X4208 1208870 09/30/2042 02002 4.790001600 2,360,000.0000 103,623.70 08/31/2010 12X4208 1208870 09/30/2038 02003 4.730000400 911,420,000.0000 39,517,655.51 08/31/2010 12X4208 1208870 09/30/2040 02003 4.730000400 176,784,000.0000 7,665,060.25 08/31/2010 12X4208 1208870 09/30/2041 02003 4.730000400 7,978,000.0000 345,912.81 08/31/2010 12X4208 1208870 09/30/2039 02004 4.629999600 757,823,000.0000 32,163,268.38 08/31/2010 12X4208 1208870 09/30/2040 02004 4.629999600 264,671,000.0000 11,233,077.39 08/31/2010 12X4208 1208870 09/30/2041 02004 4.629999600 104,748,000.0000 4,445,679.32 08/31/2010 12X4208 1208870 09/30/2042 02004 4.629999600 14,107,000.0000 598,724.54 08/31/2010 12X4208 1208870 09/30/2040 02005 4.610001600 739,036,200.0000 31,230,448.92 08/31/2010 12X4208 1208870 09/30/2041 02005 4.610001600 164,058,000.0000 6,932,820.06 08/31/2010 12X4208 1208870 09/30/2042 02005 4.610001600 45,586,000.0000 1,926,389.05 08/31/2010 12X4208 1208870 09/30/2040 02006 4.619998800 248,076,000.0000 10,506,015.87 08/31/2010 12X4208 1208870 09/30/2041 02006 4.619998800 580,746,000.0000 24,594,586.71 08/31/2010 12X4208 1208870 09/30/2042 02006 4.619998800 88,142,000.0000 3,732,812.73 08/31/2010 12X4208 1208870 09/30/2040 02007 4.309999200 358,800,000.0000 14,175,587.37 08/31/2010 12X4208 1208870 09/30/2041 02007 4.309999200 419,484,000.0000 16,573,110.62 08/31/2010 12X4208 1208870 09/30/2042 02007 4.309999200 126,395,000.0000 4,993,654.86 08/31/2010 ------------------------ ---------------------- 6,130,456,200.0000 261,233,181.81 820 SUB-COHORT 12X4208 1208820 09/30/2043 01993 6.649999200 2,578,410.0000 157,175.56 08/31/2010 12X4208 1208820 09/30/2043 01994 5.900000400 1,750,000.0000 94,645.84 08/31/2010 12X4208 1208820 09/30/2043 01995 5.990000400 2,700,000.0000 148,252.51 08/31/2010 12X4208 1208820 09/30/2044 01996 5.990000400 1,500,000.0000 82,362.51 08/31/2010 12X4208 1208820 09/30/2032 01997 5.749999200 3,445,000.0000 181,580.18 08/31/2010 12X4208 1208820 09/30/2042 01997 5.749999200 515,000.0000 27,144.79 08/31/2010 12X4208 1208820 09/30/2043 01998 5.799999600 2,050,000.0000 108,991.66 08/31/2010 12X4208 1208820 09/30/2043 02001 4.889998800 33,400,000.0000 1,497,154.63 08/31/2010 12X4208 1208820 09/30/2043 02002 4.590000000 49,190,700.0000 2,069,698.70 08/31/2010 12X4208 1208820 09/30/2044 02002 4.590000000 57,000.0000 2,398.28 08/31/2010 12X4208 1208820 09/30/2038 02003 4.700001600 18,113,000.0000 780,368.68 08/31/2010 12X4208 1208820 09/30/2042 02003 4.700001600 1,303,000.0000 56,137.60 08/31/2010 12X4208 1208820 09/30/2043 02003 4.700001600 44,813,000.0000 1,930,694.07 08/31/2010 12X4208 1208820 09/30/2044 02003 4.700001600 759,000.0000 32,700.26 08/31/2010 12X4208 1208820 09/30/2039 02004 4.600000800 18,646,000.0000 786,239.80 08/31/2010 12X4208 1208820 09/30/2042 02004 4.600000800 2,043,000.0000 86,146.51 08/31/2010 12X4208 1208820 09/30/2043 02004 4.600000800 29,787,000.0000 1,256,018.72 08/31/2010 12X4208 1208820 09/30/2044 02004 4.600000800 11,476,000.0000 483,904.75 08/31/2010 12X4208 1208820 09/30/2040 02005 4.579999200 24,426,302.0000 1,025,497.40 08/31/2010 12X4208 1208820 09/30/2042 02005 4.579999200 10,465,000.0000 439,355.51 08/31/2010 12X4208 1208820 09/30/2043 02005 4.579999200 22,537,000.0000 946,178.22 08/31/2010 12X4208 1208820 09/30/2044 02005 4.579999200 26,259,000.0000 1,102,440.16 08/31/2010 12X4208 1208820 09/30/2043 02009 4.899999600 2,713,000.0000 121,858.91 08/31/2010 12X4208 1208820 09/30/2044 02009 4.899999600 38,354,000.0000 1,722,733.69 08/31/2010 12X4208 1208820 09/30/2044 02010 4.899999600 1,500,000.0000 67,374.99 08/31/2010 ------------------------ ---------------------- 350,380,412.0000 15,207,053.93 825 SUB-COHORT 12X4208 1208825 09/30/2028 01993 6.810001200 2,390,000.0000 149,195.78 08/31/2010 12X4208 1208825 09/30/2043 01995 6.030000000 1,627,000.0000 89,932.43 08/31/2010 12X4208 1208825 09/30/2043 01996 6.050001600 2,100,000.0000 116,462.53 08/31/2010 12X4208 1208825 09/30/2043 01997 4.820000400 850,000.0000 37,555.84 08/31/2010 12X4208 1208825 09/30/2043 01999 5.190001200 773,000.0000 36,775.48 08/31/2010 12X4208 1208825 09/30/2043 02000 4.929998400 1,400,000.0000 63,268.31 08/31/2010 12X4208 1208825 09/30/2043 02001 4.830001200 850,000.0000 37,633.76 08/31/2010 12X4208 1208825 09/30/2044 02001 4.830001200 150,000.0000 6,641.25 08/31/2010 12X4208 1208825 09/30/2043 02002 4.489999200 1,400,000.0000 57,621.66 08/31/2010 12X4208 1208825 09/30/2044 02002 4.489999200 5,000.0000 205.79 08/31/2010 12X4208 1208825 09/30/2043 02003 4.299998400 1,794,000.0000 70,713.47 08/31/2010 12X4208 1208825 09/30/2044 02003 4.299998400 7,000.0000 275.92 08/31/2010 12X4208 1208825 09/30/2039 02004 4.209998400 991,000.0000 38,244.33 08/31/2010 12X4208 1208825 09/30/2042 02004 4.209998400 438,000.0000 16,903.14 08/31/2010 12X4208 1208825 09/30/2043 02004 4.209998400 1,612,000.0000 62,209.74 08/31/2010 12X4208 1208825 09/30/2044 02004 4.209998400 101,000.0000 3,897.76 08/31/2010 12X4208 1208825 09/30/2040 02005 4.299998400 1,829,500.0000 72,112.76 08/31/2010 12X4208 1208825 09/30/2042 02005 4.299998400 52,000.0000 2,049.67 08/31/2010 12X4208 1208825 09/30/2043 02005 4.299998400 2,088,000.0000 82,301.97 08/31/2010 12X4208 1208825 09/30/2044 02005 4.299998400 30,000.0000 1,182.50 08/31/2010 12X4208 1208825 09/30/2041 02006 4.389998400 699,000.0000 28,128.91 08/31/2010 12X4208 1208825 09/30/2042 02006 4.389998400 490,000.0000 19,718.41 08/31/2010 12X4208 1208825 09/30/2043 02006 4.389998400 1,584,000.0000 63,742.78 08/31/2010 12X4208 1208825 09/30/2044 02006 4.389998400 157,000.0000 6,317.94 08/31/2010 12X4208 1208825 09/30/2042 02007 5.040000000 33,000.0000 1,524.60 08/31/2010 12X4208 1208825 09/30/2043 02007 5.040000000 31,000.0000 1,432.20 08/31/2010 12X4208 1208825 09/30/2044 02007 5.040000000 112,000.0000 5,174.40 08/31/2010 12X4208 1208825 09/30/2043 02008 4.340001600 60,000.0000 2,387.00 08/31/2010 12X4208 1208825 09/30/2043 02009 4.340001600 45,000.0000 1,790.25 08/31/2010 12X4208 1208825 09/30/2044 02009 4.340001600 865,000.0000 34,412.60 08/31/2010 12X4208 1208825 09/30/2044 02010 4.340001600 29,000.0000 1,153.72 08/31/2010 ------------------------ ---------------------- 24,592,500.0000 1,110,966.90 881 SUB-COHORT 12X4208 1208881 09/30/2044 02007 4.880001600 37,400,000.0000 1,673,027.22 08/31/2010 12X4208 1208881-0 09/30/2042 02007 4.880001600 17,984,579.7900 804,510.47 08/31/2010 12X4208 1208881-N 09/30/2042 02007 4.880001600 41,441,126.7000 1,853,800.34 08/31/2010 12X4208 1208881 09/30/2044 02009 3.510000000 20,704,874.7300 666,179.34 08/31/2010 12X4208 1208881 09/30/2045 02009 3.510000000 25,000,000.0000 804,375.00 08/31/2010 ------------------------ ---------------------- 142,530,581.2200 5,801,892.37 871 SUB-COHORT 12X4208 1208871 09/30/2043 02005 4.449999600 4,650,000.0000 189,681.23 08/31/2010 12X4208 1208871 09/30/2043 02006 4.910000400 7,200,000.0000 324,060.03 08/31/2010 12X4208 1208871 09/30/2044 02008 4.910000400 10,000,000.0000 450,083.37 08/31/2010 ------------------------ ---------------------- 21,850,000.0000 963,824.63 880 SUB-COHORT 12X4208 1208880 09/30/2041 02006 4.849999200 18,759,735.0000 834,026.41 08/31/2010 12X4208 1208880 09/30/2042 02006 4.849999200 1,007,000.0000 44,769.53 08/31/2010 12X4208 1208880 09/30/2043 02006 4.849999200 250,000.0000 11,114.58 08/31/2010 12X4208 1208880 09/30/2044 02006 4.849999200 750,000.0000 33,343.74 08/31/2010 ------------------------ ---------------------- 20,766,735.0000 923,254.26 ======================== ====================== 14,519,362,861.9500 675,166,541.00 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 12X4208 1208810 09/30/2029 01994 08/23/2010 INT + 0.0000 276,399.93 480513 1208810 09/30/2030 01995 08/23/2010 INT + 0.0000 262,399.96 480515 1208810 09/30/2031 01996 08/23/2010 INT + 0.0000 252,800.06 480517 1208810 09/30/2032 01997 08/23/2010 INT + 0.0000 184,200.04 480519 1208810 09/30/2033 01998 08/23/2010 INT + 0.0000 207,199.94 480521 1208810 09/30/2034 01999 08/23/2010 INT + 0.0000 117,799.99 480523 1208810 09/30/2035 02000 08/23/2010 INT + 0.0000 112,895.97 480525 1208810 09/30/2036 02001 08/23/2010 INT + 0.0000 103,000.03 480527 1208810 09/30/2037 02002 08/23/2010 INT + 0.0000 258,500.08 480529 1208810 09/30/2038 02003 06/30/2010 INT + 0.0000 709,500.06 480415 1208810 09/30/2039 02004 06/30/2010 INT + 0.0000 575,000.10 480417 1208810 09/30/2040 02005 06/30/2010 INT + 0.0000 69,568.66 480419 1208810 09/30/2041 02006 08/23/2010 INT + 0.0000 30,302.39 480531 1208810 09/30/2042 02007 06/30/2010 INT + 0.0000 54,598.03 480421 1208810 09/30/2042 02007 08/23/2010 INT + 0.0000 39,588.79 480533 1208815 09/30/2029 01994 06/30/2010 INT + 0.0000 67,100.00 480397 1208815 09/30/2029 01994 08/23/2010 INT + 0.0000 167,750.01 480481 1208815 09/30/2030 01995 06/30/2010 INT + 0.0000 88,650.01 480399 1208815 09/30/2030 01995 08/23/2010 INT + 0.0000 206,850.04 480483 1208815 09/30/2031 01996 06/30/2010 INT + 0.0000 60,999.98 480401 1208815 09/30/2031 01996 08/23/2010 INT + 0.0000 137,249.96 480485 1208815 09/30/2032 01997 08/23/2010 INT + 0.0000 210,000.06 480487 1208815 09/30/2032 02007 08/23/2010 INT + 0.0000 11,925.00 480507 1208815 09/30/2032 02008 08/23/2010 INT + 0.0000 134,023.50 480509 1208815 09/30/2033 01998 06/30/2010 INT + 0.0000 55,900.00 480403 1208815 09/30/2033 01998 08/23/2010 INT + 0.0000 419,250.06 480489 1208815 09/30/2033 02008 08/23/2010 INT + 0.0000 76,576.50 480511 1208815 09/30/2034 01999 06/30/2010 INT + 0.0000 13,124.99 480405 1208815 09/30/2034 01999 08/23/2010 INT + 0.0000 196,874.95 480491 1208815 09/30/2035 02000 06/30/2010 INT + 0.0000 24,750.00 480407 1208815 09/30/2035 02000 08/23/2010 INT + 0.0000 680,625.00 480493 1208815 09/30/2036 02001 08/23/2010 INT + 0.0000 295,200.07 480495 1208815 09/30/2037 02002 08/23/2010 INT + 0.0000 254,099.93 480497 1208815 09/30/2038 02003 06/30/2010 INT + 0.0000 10,899.99 480409 1208815 09/30/2038 02003 08/23/2010 INT + 0.0000 196,199.98 480499 1208815 09/30/2039 02004 06/30/2010 INT + 0.0000 9,849.99 480411 1208815 09/30/2039 02004 08/23/2010 INT + 0.0000 68,949.97 480501 1208815 09/30/2040 02005 06/30/2010 INT + 0.0000 109,500.03 480413 1208815 09/30/2040 02005 08/23/2010 INT + 0.0000 295,650.08 480503 1208815 09/30/2041 02006 08/23/2010 INT + 0.0000 348,750.00 480505 1208820 09/30/2028 01993 08/30/2010 INT + 0.0000 286,382.21 480569 1208820 09/30/2032 01997 08/30/2010 INT + 0.0000 28,749.99 480579 1208820 09/30/2037 02002 08/30/2010 INT + 0.0000 159,158.25 480589 1208820 09/30/2038 02003 08/30/2010 INT + 0.0000 235,000.08 480595 1208820 09/30/2039 02004 08/30/2010 INT + 0.0000 115,000.02 480597 1208820 09/30/2040 02005 08/30/2010 INT + 0.0000 148,849.97 480599 1208820 09/30/2042 01993 08/30/2010 INT + 0.0000 14,962.49 480571 1208820 09/30/2042 02002 08/30/2010 INT + 0.0000 7,451.86 480591 1208820 09/30/2042 02006 08/30/2010 INT + 0.0000 40,750.16 480601 1208820 09/30/2042 02008 08/30/2010 INT + 0.0000 12,370.04 480611 1208820 09/30/2043 01992 08/30/2010 INT + 0.0000 580,900.12 480567 1208820 09/30/2043 01993 08/30/2010 INT + 0.0000 164,155.23 480573 1208820 09/30/2043 01994 08/30/2010 INT + 0.0000 29,500.00 480575 1208820 09/30/2043 01995 08/30/2010 INT + 0.0000 29,950.00 480577 1208820 09/30/2043 01998 08/30/2010 INT + 0.0000 86,999.99 480581 1208820 09/30/2043 01999 08/30/2010 INT + 0.0000 1,390,090.38 480583 1208820 09/30/2043 02000 08/30/2010 INT + 0.0000 1,070,550.00 480585 1208820 09/30/2043 02001 08/30/2010 INT + 0.0000 366,749.91 480587 1208820 09/30/2043 02002 08/30/2010 INT + 0.0000 636,639.88 480593 1208820 09/30/2043 02006 08/30/2010 INT + 0.0000 231,769.96 480603 1208820 09/30/2043 02007 08/30/2010 INT + 0.0000 59,625.00 480607 1208820 09/30/2043 02008 08/30/2010 INT + 0.0000 270,653.55 480613 1208820 09/30/2044 02006 08/30/2010 INT + 0.0000 25,813.19 480605 1208820 09/30/2044 02007 08/30/2010 INT + 0.0000 59,872.50 480609 1208820 09/30/2044 02008 08/30/2010 INT + 0.0000 233,977.76 480615 1208825 09/30/2028 01993 08/23/2010 INT + 0.0000 13,620.00 480451 1208825 09/30/2038 02003 08/23/2010 INT + 0.0000 2,472.49 480465 1208825 09/30/2039 02004 08/23/2010 INT + 0.0000 18,944.99 480471 1208825 09/30/2042 01995 08/23/2010 INT + 0.0000 7,236.00 480453 1208825 09/30/2042 02003 08/23/2010 INT + 0.0000 3,203.49 480467 1208825 09/30/2043 01995 08/23/2010 INT + 0.0000 4,824.00 480455 1208825 09/30/2043 01996 08/23/2010 INT + 0.0000 15,125.00 480457 1208825 09/30/2043 01997 08/23/2010 INT + 0.0000 19,280.00 480459 1208825 09/30/2043 02000 08/23/2010 INT + 0.0000 2,464.99 480461 1208825 09/30/2043 02001 08/23/2010 INT + 0.0000 21,735.00 480463 1208825 09/30/2043 02003 08/23/2010 INT + 0.0000 101,823.96 480469 1208840 09/30/2027 01992 06/30/2010 INT + 0.0000 104,250.02 480344 1208840 09/30/2027 01992 08/23/2010 INT + 0.0000 556,000.12 480423 1208840 09/30/2028 01993 06/30/2010 INT + 0.0000 104,850.01 480346 1208840 09/30/2028 01993 08/23/2010 INT + 0.0000 2,027,100.34 480425 1208845 09/30/2027 01992 08/30/2010 INT + 0.0000 403,799.90 480617 1208845 09/30/2028 01993 08/30/2010 INT + 0.0000 461,999.91 480619 1208850 09/30/2029 01994 08/23/2010 INT + 0.0000 35,200.00 480427 1208850 09/30/2030 01995 08/23/2010 INT + 0.0000 100,200.02 480429 1208850 09/30/2031 01996 08/23/2010 INT + 0.0000 32,250.00 480431 1208850 09/30/2032 01997 08/23/2010 INT + 0.0000 29,899.99 480433 1208850 09/30/2033 01998 08/23/2010 INT + 0.0000 45,000.00 480435 1208850 09/30/2034 01999 08/23/2010 INT + 0.0000 29,599.99 480437 1208850 09/30/2035 02000 08/23/2010 INT + 0.0000 57,300.01 480439 1208850 09/30/2036 02001 08/23/2010 INT + 0.0000 75,150.01 480441 1208850 09/30/2037 02002 08/23/2010 INT + 0.0000 71,850.02 480443 1208850 09/30/2038 02003 08/23/2010 INT + 0.0000 47,199.99 480445 1208850 09/30/2039 02004 08/23/2010 INT + 0.0000 93,800.01 480447 1208850 09/30/2040 02005 06/30/2010 INT + 0.0000 15,622.39 480336 1208850 09/30/2040 02005 08/23/2010 INT + 0.0000 11,725.00 480449 1208850 09/30/2041 02006 06/30/2010 INT + 0.0000 161,699.95 480338 1208850 09/30/2042 02007 06/30/2010 INT + 0.0000 46,100.01 480340 1208850 09/30/2042 02008 06/30/2010 INT + 0.0000 128,301.72 480342 1208850 09/30/2043 02008 06/30/2010 INT + 0.0000 28,848.24 480348 1208855 09/30/2029 01994 08/30/2010 INT + 0.0000 48,300.00 480621 1208855 09/30/2030 01995 08/30/2010 INT + 0.0000 27,405.00 480623 1208855 09/30/2031 01996 08/30/2010 INT + 0.0000 66,219.99 480625 1208855 09/30/2032 01997 08/30/2010 INT + 0.0000 68,519.99 480627 1208855 09/30/2033 01998 08/30/2010 INT + 0.0000 90,404.97 480629 1208855 09/30/2034 01999 08/30/2010 INT + 0.0000 71,500.01 480631 1208855 09/30/2035 02000 08/30/2010 INT + 0.0000 64,897.50 480633 1208855 09/30/2036 02001 08/30/2010 INT + 0.0000 23,490.00 480635 1208855 09/30/2037 02002 08/30/2010 INT + 0.0000 28,019.99 480637 1208855 09/30/2038 02003 06/30/2010 INT + 0.0000 48,027.51 480391 1208855 09/30/2039 02004 08/30/2010 INT + 0.0000 52,094.98 480639 1208855 09/30/2040 02005 06/30/2010 INT + 0.0000 45,799.99 480393 1208855 09/30/2040 02005 08/30/2010 INT + 0.0000 33,204.99 480641 1208855 09/30/2041 02006 08/30/2010 INT + 0.0000 13,500.00 480643 1208855 09/30/2042 02007 06/30/2010 INT + 0.0000 10,071.70 480395 1208870 09/30/2036 02001 08/30/2010 INT + 0.0000 205,677.43 480645 1208870 09/30/2037 02002 08/30/2010 INT + 0.0000 287,400.09 480647 1208870 09/30/2038 02003 06/30/2010 INT + 0.0000 473,000.04 480383 1208870 09/30/2038 02003 08/30/2010 INT + 0.0000 473,000.04 480649 1208870 09/30/2039 02004 06/30/2010 INT + 0.0000 462,999.96 480385 1208870 09/30/2039 02004 08/30/2010 INT + 0.0000 462,999.96 480651 1208870 09/30/2040 02005 06/30/2010 INT + 0.0000 345,750.12 480387 1208870 09/30/2040 02005 08/30/2010 INT + 0.0000 345,750.12 480653 1208870 09/30/2041 02006 08/30/2010 INT + 0.0000 206,744.94 480655 1208870 09/30/2042 02007 06/30/2010 INT + 0.0000 2,154,999.60 480389 1208870 09/30/2042 02007 08/30/2010 INT + 0.0000 430,999.92 480657 1208871 09/30/2043 02005 08/23/2010 INT + 0.0000 1,001,249.91 480473 1208871 09/30/2043 02006 08/23/2010 INT + 0.0000 1,473,000.12 480475 1208880 09/30/2041 02006 08/23/2010 INT + 0.0000 36,374.99 480477 1208881 09/30/2042 02007 08/23/2010 INT + 0.0000 0.00 480479 1208881 09/30/2043 02007 08/30/2010 INT + 0.0000 24,400.00 480659 1208881 09/30/2044 02007 08/30/2010 INT + 0.0000 463,600.15 480661 ------------------------ ---------------------- 0.0000 28,098,308.25 ======================== ====================== 0.0000 28,098,308.25