Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 307 SUB-COHORT 12X4219 1219307 09/30/2025 01992 6.789999600 8,445,000.0000 143,353.87 12/31/2010 12X4219 1219307 09/30/2037 01992 6.789999600 2,860,000.0000 48,548.50 12/31/2010 12X4219 1219307 09/30/2025 01993 6.850000800 8,196,000.0000 140,356.52 12/31/2010 12X4219 1219307 09/30/2029 01993 6.850000800 1,200,000.0000 20,550.00 12/31/2010 12X4219 1219307 09/30/2030 01993 6.850000800 200,000.0000 3,425.00 12/31/2010 12X4219 1219307 09/30/2034 01993 6.850000800 90,000.0000 1,541.25 12/31/2010 12X4219 1219307 09/30/2037 01993 6.850000800 1,230,000.0000 21,063.75 12/31/2010 12X4219 1219307 09/30/2038 01993 6.850000800 28,000.0000 479.50 12/31/2010 12X4219 1219307 09/30/2025 01994 6.890000400 7,071,000.0000 121,797.98 12/31/2010 12X4219 1219307 09/30/2026 01994 6.890000400 5,000,000.0000 86,125.01 12/31/2010 12X4219 1219307 09/30/2027 01994 6.890000400 5,000,000.0000 86,125.01 12/31/2010 12X4219 1219307 09/30/2028 01994 6.890000400 2,800,000.0000 48,230.00 12/31/2010 12X4219 1219307 09/30/2029 01994 6.890000400 3,932,000.0000 67,728.70 12/31/2010 12X4219 1219307 09/30/2036 01994 6.890000400 120,000.0000 2,067.00 12/31/2010 12X4219 1219307 09/30/2037 01994 6.890000400 4,420,000.0000 76,134.50 12/31/2010 12X4219 1219307 09/30/2039 01994 6.890000400 1,000,000.0000 17,225.00 12/31/2010 12X4219 1219307 09/30/2027 01995 6.419998800 13,112,000.0000 210,447.56 12/31/2010 12X4219 1219307 09/30/2028 01995 6.419998800 6,000,000.0000 96,299.98 12/31/2010 12X4219 1219307 09/30/2029 01995 6.419998800 2,000,000.0000 32,099.99 12/31/2010 12X4219 1219307 09/30/2031 01995 6.419998800 2,000,000.0000 32,099.99 12/31/2010 12X4219 1219307 09/30/2033 01995 6.419998800 1,000,000.0000 16,050.00 12/31/2010 12X4219 1219307 09/30/2034 01995 6.419998800 110,000.0000 1,765.50 12/31/2010 12X4219 1219307 09/30/2036 01995 6.419998800 140,000.0000 2,247.00 12/31/2010 12X4219 1219307 09/30/2037 01995 6.419998800 4,750,000.0000 76,237.49 12/31/2010 12X4219 1219307 09/30/2039 01995 6.419998800 2,991,000.0000 48,005.54 12/31/2010 12X4219 1219307 09/30/2027 01996 6.109999200 5,549,000.0000 84,760.96 12/31/2010 12X4219 1219307 09/30/2028 01996 6.109999200 2,000,000.0000 30,550.00 12/31/2010 12X4219 1219307 09/30/2029 01996 6.109999200 1,000,000.0000 15,275.00 12/31/2010 12X4219 1219307 09/30/2032 01996 6.109999200 1,000,000.0000 15,275.00 12/31/2010 12X4219 1219307 09/30/2033 01996 6.109999200 1,000,000.0000 15,275.00 12/31/2010 12X4219 1219307 09/30/2034 01996 6.109999200 300,000.0000 4,582.50 12/31/2010 12X4219 1219307 09/30/2036 01996 6.109999200 298,000.0000 4,551.95 12/31/2010 12X4219 1219307 09/30/2037 01996 6.109999200 1,082,000.0000 16,527.55 12/31/2010 12X4219 1219307 09/30/2038 01996 6.109999200 902,000.0000 13,778.05 12/31/2010 12X4219 1219307 09/30/2039 01996 6.109999200 575,000.0000 8,783.12 12/31/2010 12X4219 1219307 09/30/2040 01996 6.109999200 229,000.0000 3,497.97 12/31/2010 12X4219 1219307 09/30/2029 01997 5.960001600 6,534,000.0000 97,356.63 12/31/2010 12X4219 1219307 09/30/2031 01997 5.960001600 3,000,000.0000 44,700.01 12/31/2010 12X4219 1219307 09/30/2032 01997 5.960001600 1,000,000.0000 14,900.00 12/31/2010 12X4219 1219307 09/30/2033 01997 5.960001600 1,000,000.0000 14,900.00 12/31/2010 12X4219 1219307 09/30/2034 01997 5.960001600 310,000.0000 4,619.00 12/31/2010 12X4219 1219307 09/30/2035 01997 5.960001600 360,000.0000 5,364.00 12/31/2010 12X4219 1219307 09/30/2036 01997 5.960001600 418,000.0000 6,228.20 12/31/2010 12X4219 1219307 09/30/2037 01997 5.960001600 1,626,000.0000 24,227.41 12/31/2010 12X4219 1219307 09/30/2038 01997 5.960001600 211,000.0000 3,143.90 12/31/2010 12X4219 1219307 09/30/2029 01998 5.900000400 760,000.0000 11,210.00 12/31/2010 12X4219 1219307 09/30/2030 01998 5.900000400 2,700,000.0000 39,825.00 12/31/2010 12X4219 1219307 09/30/2031 01998 5.900000400 3,000,000.0000 44,250.00 12/31/2010 12X4219 1219307 09/30/2032 01998 5.900000400 2,000,000.0000 29,500.00 12/31/2010 12X4219 1219307 09/30/2033 01998 5.900000400 1,500,000.0000 22,125.00 12/31/2010 12X4219 1219307 09/30/2034 01998 5.900000400 800,000.0000 11,800.00 12/31/2010 12X4219 1219307 09/30/2036 01998 5.900000400 168,000.0000 2,478.00 12/31/2010 12X4219 1219307 09/30/2037 01998 5.900000400 1,712,000.0000 25,252.00 12/31/2010 12X4219 1219307 09/30/2038 01998 5.900000400 208,000.0000 3,068.00 12/31/2010 12X4219 1219307 09/30/2039 01998 5.900000400 250,000.0000 3,687.50 12/31/2010 12X4219 1219307 09/30/2030 01999 5.850000000 1,757,000.0000 25,696.13 12/31/2010 12X4219 1219307 09/30/2031 01999 5.850000000 4,000,000.0000 58,500.00 12/31/2010 12X4219 1219307 09/30/2032 01999 5.850000000 3,000,000.0000 43,875.00 12/31/2010 12X4219 1219307 09/30/2033 01999 5.850000000 1,000,000.0000 14,625.00 12/31/2010 12X4219 1219307 09/30/2034 01999 5.850000000 1,280,000.0000 18,720.00 12/31/2010 12X4219 1219307 09/30/2035 01999 5.850000000 818,000.0000 11,963.25 12/31/2010 12X4219 1219307 09/30/2036 01999 5.850000000 405,000.0000 5,923.13 12/31/2010 12X4219 1219307 09/30/2037 01999 5.850000000 1,654,000.0000 24,189.75 12/31/2010 12X4219 1219307 09/30/2038 01999 5.850000000 143,000.0000 2,091.38 12/31/2010 12X4219 1219307 09/30/2031 02000 5.609998800 4,038,000.0000 56,632.94 12/31/2010 12X4219 1219307 09/30/2032 02000 5.609998800 5,000,000.0000 70,124.99 12/31/2010 12X4219 1219307 09/30/2033 02000 5.609998800 3,000,000.0000 42,074.99 12/31/2010 12X4219 1219307 09/30/2034 02000 5.609998800 1,660,000.0000 23,281.50 12/31/2010 12X4219 1219307 09/30/2035 02000 5.609998800 1,300,000.0000 18,232.50 12/31/2010 12X4219 1219307 09/30/2036 02000 5.609998800 172,000.0000 2,412.30 12/31/2010 12X4219 1219307 09/30/2037 02000 5.609998800 2,206,000.0000 30,939.14 12/31/2010 12X4219 1219307 09/30/2038 02000 5.609998800 185,000.0000 2,594.62 12/31/2010 12X4219 1219307 09/30/2041 02000 5.609998800 57,000.0000 799.42 12/31/2010 12X4219 1219307 09/30/2032 02001 4.989999600 1,060,000.0000 13,223.50 12/31/2010 12X4219 1219307 09/30/2033 02001 4.989999600 3,000,000.0000 37,425.00 12/31/2010 12X4219 1219307 09/30/2034 02001 4.989999600 4,500,000.0000 56,137.50 12/31/2010 12X4219 1219307 09/30/2035 02001 4.989999600 2,000,000.0000 24,950.00 12/31/2010 12X4219 1219307 09/30/2036 02001 4.989999600 1,852,000.0000 23,103.70 12/31/2010 12X4219 1219307 09/30/2037 02001 4.989999600 2,464,000.0000 30,738.40 12/31/2010 12X4219 1219307 09/30/2038 02001 4.989999600 1,293,000.0000 16,130.17 12/31/2010 12X4219 1219307 09/30/2039 02001 4.989999600 1,266,000.0000 15,793.35 12/31/2010 12X4219 1219307 09/30/2040 02001 4.989999600 180,000.0000 2,245.50 12/31/2010 12X4219 1219307 09/30/2033 02002 4.809999600 1,615,000.0000 19,420.37 12/31/2010 12X4219 1219307 09/30/2034 02002 4.809999600 6,300,000.0000 75,757.49 12/31/2010 12X4219 1219307 09/30/2035 02002 4.809999600 2,135,000.0000 25,673.37 12/31/2010 12X4219 1219307 09/30/2036 02002 4.809999600 2,353,000.0000 28,294.82 12/31/2010 12X4219 1219307 09/30/2037 02002 4.809999600 2,050,000.0000 24,651.25 12/31/2010 12X4219 1219307 09/30/2038 02002 4.809999600 1,436,000.0000 17,267.90 12/31/2010 12X4219 1219307 09/30/2039 02002 4.809999600 808,000.0000 9,716.20 12/31/2010 12X4219 1219307 09/30/2034 02003 4.830001200 5,285,000.0000 63,816.39 12/31/2010 12X4219 1219307 09/30/2035 02003 4.830001200 5,035,000.0000 60,797.64 12/31/2010 12X4219 1219307 09/30/2036 02003 4.830001200 4,071,000.0000 49,157.34 12/31/2010 12X4219 1219307 09/30/2037 02003 4.830001200 4,095,000.0000 49,447.14 12/31/2010 12X4219 1219307 09/30/2038 02003 4.830001200 1,493,000.0000 18,027.98 12/31/2010 12X4219 1219307 09/30/2039 02003 4.830001200 1,179,000.0000 14,236.43 12/31/2010 12X4219 1219307 09/30/2040 02003 4.830001200 567,000.0000 6,846.53 12/31/2010 12X4219 1219307 09/30/2041 02003 4.830001200 76,000.0000 917.70 12/31/2010 12X4219 1219307 09/30/2034 02004 4.730000400 426,000.0000 5,037.45 12/31/2010 12X4219 1219307 09/30/2035 02004 4.730000400 6,100,000.0000 72,132.51 12/31/2010 12X4219 1219307 09/30/2036 02004 4.730000400 4,583,000.0000 54,193.98 12/31/2010 12X4219 1219307 09/30/2037 02004 4.730000400 4,142,000.0000 48,979.15 12/31/2010 12X4219 1219307 09/30/2038 02004 4.730000400 1,202,000.0000 14,213.65 12/31/2010 12X4219 1219307 09/30/2039 02004 4.730000400 969,000.0000 11,458.43 12/31/2010 12X4219 1219307 09/30/2040 02004 4.730000400 580,000.0000 6,858.50 12/31/2010 12X4219 1219307 09/30/2041 02004 4.730000400 29,000.0000 342.93 12/31/2010 12X4219 1219307 09/30/2035 02005 4.849999200 93,000.0000 1,127.62 12/31/2010 12X4219 1219307 09/30/2036 02005 4.849999200 6,156,000.0000 74,641.49 12/31/2010 12X4219 1219307 09/30/2037 02005 4.849999200 5,539,000.0000 67,160.36 12/31/2010 12X4219 1219307 09/30/2038 02005 4.849999200 2,340,000.0000 28,372.50 12/31/2010 12X4219 1219307 09/30/2039 02005 4.849999200 1,910,000.0000 23,158.75 12/31/2010 12X4219 1219307 09/30/2040 02005 4.849999200 1,244,000.0000 15,083.50 12/31/2010 12X4219 1219307 09/30/2041 02005 4.849999200 94,000.0000 1,139.75 12/31/2010 12X4219 1219307 09/30/2037 02006 4.780000800 5,228,000.0000 62,474.61 12/31/2010 12X4219 1219307 09/30/2038 02006 4.780000800 3,541,000.0000 42,314.96 12/31/2010 12X4219 1219307 09/30/2039 02006 4.780000800 5,528,000.0000 66,059.61 12/31/2010 12X4219 1219307 09/30/2040 02006 4.780000800 3,615,000.0000 43,199.26 12/31/2010 12X4219 1219307 09/30/2041 02006 4.780000800 392,000.0000 4,684.40 12/31/2010 12X4219 1219307 09/30/2037 02007 4.669999200 1,070,000.0000 12,492.25 12/31/2010 12X4219 1219307 09/30/2038 02007 4.669999200 7,874,000.0000 91,928.93 12/31/2010 12X4219 1219307 09/30/2039 02007 4.669999200 4,136,000.0000 48,287.79 12/31/2010 12X4219 1219307 09/30/2040 02007 4.669999200 4,483,000.0000 52,339.02 12/31/2010 12X4219 1219307 09/30/2041 02007 4.669999200 76,000.0000 887.30 12/31/2010 12X4219 1219307 09/30/2038 02008 4.569998400 919,500.0000 10,505.28 12/31/2010 12X4219 1219307 09/30/2039 02008 4.569998400 7,491,000.0000 85,584.65 12/31/2010 12X4219 1219307 09/30/2040 02008 4.569998400 5,423,000.0000 61,957.75 12/31/2010 12X4219 1219307 09/30/2041 02008 4.569998400 679,000.0000 7,757.57 12/31/2010 12X4219 1219307 09/30/2039 02009 4.960000800 878,000.0000 10,887.20 12/31/2010 12X4219 1219307 09/30/2040 02009 4.960000800 8,805,000.0000 109,182.02 12/31/2010 12X4219 1219307 09/30/2041 02009 4.960000800 731,000.0000 9,064.40 12/31/2010 12X4219 1219307 09/30/2040 02010 4.960000800 2,300,000.0000 28,520.00 12/31/2010 12X4219 1219307 09/30/2041 02010 4.960000800 1,425,000.0000 17,670.00 12/31/2010 ------------------------ ---------------------- 312,976,500.0000 4,347,645.67 ======================== ====================== 312,976,500.0000 4,347,645.67 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00