Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 201 SUB-COHORT 12X4215 1215201 09/30/2025 01992 7.490001600 92,666,000.0000 6,362,294.48 08/31/2009 12X4215 1215201 09/30/2026 01992 7.490001600 101,900,000.0000 6,996,285.66 08/31/2009 12X4215 1215201 09/30/2027 01992 7.490001600 28,500,000.0000 1,956,762.92 08/31/2009 12X4215 1215201 09/30/2032 01992 7.490001600 13,300,000.0000 913,156.03 08/31/2009 12X4215 1215201 09/30/2034 01992 7.490001600 13,500,000.0000 926,887.70 08/31/2009 12X4215 1215201 09/30/2038 01992 7.490001600 8,613,000.0000 591,354.35 08/31/2009 12X4215 1215201 09/30/2039 01992 7.490001600 4,677,000.0000 321,115.09 08/31/2009 12X4215 1215201 09/30/2040 01992 7.490001600 27,400,000.0000 1,881,238.74 08/31/2009 12X4215 1215201 09/30/2042 01992 7.490001600 36,500,000.0000 2,506,029.70 08/31/2009 12X4215 1215201 09/30/2026 01993 6.670000800 159,127,000.0000 9,729,291.16 08/31/2009 12X4215 1215201 09/30/2027 01993 6.670000800 163,700,000.0000 10,008,892.03 08/31/2009 12X4215 1215201 09/30/2038 01993 6.670000800 9,728,900.0000 594,841.23 08/31/2009 12X4215 1215201 09/30/2040 01993 6.670000800 30,000,000.0000 1,834,250.22 08/31/2009 12X4215 1215201 09/30/2042 01993 6.670000800 25,200,000.0000 1,540,770.18 08/31/2009 12X4215 1215201 09/30/2027 01994 6.869998800 204,139,000.0000 12,855,651.28 08/31/2009 12X4215 1215201 09/30/2028 01994 6.869998800 243,300,000.0000 15,321,814.82 08/31/2009 12X4215 1215201 09/30/2037 01994 6.869998800 11,000,000.0000 692,724.88 08/31/2009 12X4215 1215201 09/30/2038 01994 6.869998800 10,900,000.0000 686,427.38 08/31/2009 12X4215 1215201 09/30/2040 01994 6.869998800 45,000,000.0000 2,833,874.51 08/31/2009 12X4215 1215201 09/30/2042 01994 6.869998800 10,450,000.0000 658,088.64 08/31/2009 12X4215 1215201 09/30/2028 01995 7.329999600 272,249,000.0000 18,292,863.06 08/31/2009 12X4215 1215201 09/30/2038 01995 7.329999600 4,311,000.0000 289,663.26 08/31/2009 12X4215 1215201 09/30/2039 01995 7.329999600 5,000.0000 335.96 08/31/2009 12X4215 1215201 09/30/2040 01995 7.329999600 27,000,000.0000 1,814,174.90 08/31/2009 12X4215 1215201 09/30/2042 01995 7.329999600 4,650,000.0000 312,441.23 08/31/2009 12X4215 1215201 09/30/2029 01996 6.789999600 205,983,000.0000 12,820,724.47 08/31/2009 12X4215 1215201 09/30/2030 01996 6.789999600 100,000,000.0000 6,224,166.30 08/31/2009 12X4215 1215201 09/30/2037 01996 6.789999600 4,100,000.0000 255,190.82 08/31/2009 12X4215 1215201 09/30/2038 01996 6.789999600 14,424,700.0000 897,817.32 08/31/2009 12X4215 1215201 09/30/2040 01996 6.789999600 28,400,000.0000 1,767,663.23 08/31/2009 12X4215 1215201 09/30/2042 01996 6.789999600 2,000,000.0000 124,483.33 08/31/2009 12X4215 1215201 09/30/2030 01997 6.660000000 87,091,000.0000 5,316,905.55 08/31/2009 12X4215 1215201 09/30/2031 01997 6.660000000 138,200,000.0000 8,437,110.00 08/31/2009 12X4215 1215201 09/30/2032 01997 6.660000000 5,500,000.0000 335,775.00 08/31/2009 12X4215 1215201 09/30/2037 01997 6.660000000 4,200,000.0000 256,410.00 08/31/2009 12X4215 1215201 09/30/2038 01997 6.660000000 6,367,000.0000 388,705.35 08/31/2009 12X4215 1215201 09/30/2040 01997 6.660000000 20,300,000.0000 1,239,315.00 08/31/2009 12X4215 1215201 09/30/2041 01997 6.660000000 51,000.0000 3,113.55 08/31/2009 12X4215 1215201 09/30/2042 01997 6.660000000 12,150,000.0000 741,757.50 08/31/2009 12X4215 1215201 09/30/2031 01998 5.940000000 160,130,000.0000 8,719,078.50 08/31/2009 12X4215 1215201 09/30/2032 01998 5.940000000 172,100,000.0000 9,370,845.00 08/31/2009 12X4215 1215201 09/30/2033 01998 5.940000000 7,200,000.0000 392,040.00 08/31/2009 12X4215 1215201 09/30/2037 01998 5.940000000 20,500,000.0000 1,116,225.00 08/31/2009 12X4215 1215201 09/30/2038 01998 5.940000000 9,722,000.0000 529,362.90 08/31/2009 12X4215 1215201 09/30/2040 01998 5.940000000 27,400,000.0000 1,491,930.00 08/31/2009 12X4215 1215201 09/30/2042 01998 5.940000000 40,200,000.0000 2,188,890.00 08/31/2009 12X4215 1215201 09/30/2032 01999 5.950000800 152,521,000.0000 8,318,750.66 08/31/2009 12X4215 1215201 09/30/2033 01999 5.950000800 199,000,000.0000 10,853,793.13 08/31/2009 12X4215 1215201 09/30/2034 01999 5.950000800 9,000,000.0000 490,875.07 08/31/2009 12X4215 1215201 09/30/2037 01999 5.950000800 24,200,000.0000 1,319,908.51 08/31/2009 12X4215 1215201 09/30/2038 01999 5.950000800 10,483,500.0000 571,787.64 08/31/2009 12X4215 1215201 09/30/2040 01999 5.950000800 27,800,000.0000 1,516,258.54 08/31/2009 12X4215 1215201 09/30/2042 01999 5.950000800 42,850,000.0000 2,337,110.73 08/31/2009 12X4215 1215201 09/30/2033 02000 6.210000000 202,397,000.0000 11,521,449.23 08/31/2009 12X4215 1215201 09/30/2034 02000 6.210000000 236,600,000.0000 13,468,455.00 08/31/2009 12X4215 1215201 09/30/2035 02000 6.210000000 15,000,000.0000 853,875.00 08/31/2009 12X4215 1215201 09/30/2037 02000 6.210000000 3,000,000.0000 170,775.00 08/31/2009 12X4215 1215201 09/30/2038 02000 6.210000000 8,800,500.0000 500,968.46 08/31/2009 12X4215 1215201 09/30/2040 02000 6.210000000 35,700,000.0000 2,032,222.50 08/31/2009 12X4215 1215201 09/30/2042 02000 6.210000000 76,050,000.0000 4,329,146.25 08/31/2009 12X4215 1215201 09/30/2034 02001 5.320000800 263,089,000.0000 12,829,975.50 08/31/2009 12X4215 1215201 09/30/2035 02001 5.320000800 236,000,000.0000 11,508,935.06 08/31/2009 12X4215 1215201 09/30/2036 02001 5.320000800 10,000,000.0000 487,666.74 08/31/2009 12X4215 1215201 09/30/2037 02001 5.320000800 13,200,000.0000 643,720.10 08/31/2009 12X4215 1215201 09/30/2038 02001 5.320000800 8,686,000.0000 423,587.33 08/31/2009 12X4215 1215201 09/30/2040 02001 5.320000800 37,800,000.0000 1,843,380.28 08/31/2009 12X4215 1215201 09/30/2042 02001 5.320000800 55,400,000.0000 2,701,673.74 08/31/2009 12X4215 1215201 09/30/2035 02002 4.899999600 284,323,000.0000 12,770,840.37 08/31/2009 12X4215 1215201 09/30/2036 02002 4.899999600 233,000,000.0000 10,465,582.48 08/31/2009 12X4215 1215201 09/30/2037 02002 4.899999600 52,000,000.0000 2,335,666.48 08/31/2009 12X4215 1215201 09/30/2038 02002 4.899999600 46,350,100.0000 2,081,891.82 08/31/2009 12X4215 1215201 09/30/2039 02002 4.899999600 4,000.0000 179.67 08/31/2009 12X4215 1215201 09/30/2040 02002 4.899999600 36,200,000.0000 1,625,983.20 08/31/2009 12X4215 1215201 09/30/2042 02002 5.320000800 30,370,000.0000 1,481,043.89 08/31/2009 12X4215 1215201 09/30/2036 02003 4.510000800 288,174,000.0000 11,913,595.56 08/31/2009 12X4215 1215201 09/30/2037 02003 4.510000800 271,000,000.0000 11,203,593.65 08/31/2009 12X4215 1215201 09/30/2038 02003 4.510000800 115,557,000.0000 4,777,319.82 08/31/2009 12X4215 1215201 09/30/2039 02003 4.510000800 10,675,000.0000 441,322.37 08/31/2009 12X4215 1215201 09/30/2040 02003 4.510000800 25,831,000.0000 1,067,896.78 08/31/2009 12X4215 1215201 09/30/2041 02003 4.510000800 6,000,000.0000 248,050.04 08/31/2009 12X4215 1215201 09/30/2042 02003 4.510000800 19,900,000.0000 822,699.31 08/31/2009 12X4215 1215201 09/30/2037 02004 4.629999600 528,246,000.0000 22,419,638.71 08/31/2009 12X4215 1215201 09/30/2038 02004 4.629999600 330,310,000.0000 14,018,905.71 08/31/2009 12X4215 1215201 09/30/2039 02004 4.629999600 17,413,000.0000 739,036.68 08/31/2009 12X4215 1215201 09/30/2040 02004 4.629999600 50,009,000.0000 2,122,465.12 08/31/2009 12X4215 1215201 09/30/2041 02004 4.629999600 3,753,000.0000 159,283.56 08/31/2009 12X4215 1215201 09/30/2042 02004 4.629999600 114,750,000.0000 4,870,180.83 08/31/2009 12X4215 1215201 09/30/2038 02005 4.539999600 617,620,000.0000 25,703,283.40 08/31/2009 12X4215 1215201 09/30/2039 02005 4.539999600 278,957,000.0000 11,609,259.46 08/31/2009 12X4215 1215201 09/30/2040 02005 4.539999600 57,158,000.0000 2,378,725.22 08/31/2009 12X4215 1215201 09/30/2041 02005 4.539999600 3,802,000.0000 158,226.55 08/31/2009 12X4215 1215201 09/30/2042 02005 4.539999600 8,145,000.0000 338,967.72 08/31/2009 12X4215 1215201 09/30/2039 02006 4.860000000 779,445,000.0000 34,724,274.75 08/31/2009 12X4215 1215201 09/30/2040 02006 4.860000000 229,682,000.0000 10,232,333.10 08/31/2009 12X4215 1215201 09/30/2041 02006 4.860000000 13,170,000.0000 586,723.50 08/31/2009 12X4215 1215201 09/30/2042 02006 4.860000000 47,654,900.0000 2,123,025.80 08/31/2009 12X4215 1215201 09/30/2040 02007 4.740001200 907,368,000.0000 39,425,149.58 08/31/2009 12X4215 1215201 09/30/2041 02007 4.740001200 166,241,000.0000 7,223,173.28 08/31/2009 12X4215 1215201 09/30/2042 02007 4.740001200 47,218,000.0000 2,051,622.62 08/31/2009 12X4215 1215201 09/30/2041 02008 4.250001600 865,356,000.0000 33,712,840.19 08/31/2009 12X4215 1215201 09/30/2042 02008 4.250001600 201,621,197.0000 7,854,828.76 08/31/2009 12X4215 1215201 09/30/2042 02009 4.250001600 966,465,818.0000 37,651,911.67 08/31/2009 ------------------------ ---------------------- 11,935,180,615.0000 572,602,574.35 202 SUB-COHORT 12X4215 1215202 09/30/2021 01992 7.490001600 635,726.0000 43,647.90 08/31/2009 12X4215 1215202 09/30/2022 01992 7.490001600 20,000.0000 1,373.17 08/31/2009 12X4215 1215202 09/30/2027 01992 7.490001600 76,700.0000 5,266.10 08/31/2009 12X4215 1215202 09/30/2029 01992 7.490001600 3,000.0000 205.98 08/31/2009 12X4215 1215202 09/30/2021 01993 6.670000800 431,000.0000 26,352.06 08/31/2009 12X4215 1215202 09/30/2026 01993 6.670000800 18,000.0000 1,100.55 08/31/2009 12X4215 1215202 09/30/2027 01993 6.670000800 72,900.0000 4,457.23 08/31/2009 12X4215 1215202 09/30/2029 01993 6.670000800 110,000.0000 6,725.58 08/31/2009 12X4215 1215202 09/30/2015 01994 6.819998400 450,000.0000 28,132.49 08/31/2009 12X4215 1215202 09/30/2019 01994 6.819998400 1,545,000.0000 96,588.23 08/31/2009 12X4215 1215202 09/30/2026 01994 6.819998400 303,000.0000 18,942.55 08/31/2009 12X4215 1215202 09/30/2029 01994 6.819998400 1,450,000.0000 90,649.15 08/31/2009 12X4215 1215202 09/30/2015 01995 7.189999200 922,000.0000 60,767.48 08/31/2009 12X4215 1215202 09/30/2019 01995 7.189999200 1,663,000.0000 109,605.55 08/31/2009 12X4215 1215202 09/30/2026 01995 7.189999200 475,000.0000 31,306.45 08/31/2009 12X4215 1215202 09/30/2027 01995 7.189999200 300,000.0000 19,772.50 08/31/2009 12X4215 1215202 09/30/2029 01995 7.189999200 1,550,000.0000 102,157.91 08/31/2009 12X4215 1215202 09/30/2019 01996 6.649999200 94,000.0000 5,730.08 08/31/2009 12X4215 1215202 09/30/2020 01996 6.649999200 3,020,000.0000 184,094.14 08/31/2009 12X4215 1215202 09/30/2026 01996 6.649999200 1,125,000.0000 68,578.12 08/31/2009 12X4215 1215202 09/30/2029 01996 6.649999200 2,500,000.0000 152,395.82 08/31/2009 12X4215 1215202 09/30/2018 01997 6.670000800 1,231,000.0000 75,265.40 08/31/2009 12X4215 1215202 09/30/2019 01997 6.670000800 1,844,000.0000 112,745.25 08/31/2009 12X4215 1215202 09/30/2026 01997 6.670000800 1,397,000.0000 85,414.92 08/31/2009 12X4215 1215202 09/30/2027 01997 6.670000800 300,000.0000 18,342.50 08/31/2009 12X4215 1215202 09/30/2029 01997 6.670000800 2,450,000.0000 149,797.10 08/31/2009 12X4215 1215202 09/30/2018 01998 5.829998400 474,000.0000 25,331.34 08/31/2009 12X4215 1215202 09/30/2019 01998 5.829998400 3,711,000.0000 198,321.97 08/31/2009 12X4215 1215202 09/30/2026 01998 5.829998400 2,123,000.0000 113,456.63 08/31/2009 12X4215 1215202 09/30/2029 01998 5.829998400 1,350,000.0000 72,146.23 08/31/2009 12X4215 1215202 09/30/2019 01999 5.789998800 4,136,000.0000 219,518.15 08/31/2009 12X4215 1215202 09/30/2025 01999 5.789998800 60,000.0000 3,184.50 08/31/2009 12X4215 1215202 09/30/2026 01999 5.789998800 2,273,000.0000 120,639.45 08/31/2009 12X4215 1215202 09/30/2027 01999 5.789998800 7,000.0000 371.52 08/31/2009 12X4215 1215202 09/30/2029 01999 5.789998800 1,350,000.0000 71,651.24 08/31/2009 12X4215 1215202 09/30/2020 02000 6.239998800 2,431,000.0000 139,053.17 08/31/2009 12X4215 1215202 09/30/2021 02000 6.239998800 2,100,000.0000 120,119.98 08/31/2009 12X4215 1215202 09/30/2026 02000 6.239998800 2,974,000.0000 170,112.77 08/31/2009 12X4215 1215202 09/30/2027 02000 6.239998800 300,000.0000 17,160.00 08/31/2009 12X4215 1215202 09/30/2029 02000 6.239998800 1,400,000.0000 80,079.98 08/31/2009 12X4215 1215202 09/30/2021 02001 5.169999600 4,969,000.0000 235,489.17 08/31/2009 12X4215 1215202 09/30/2022 02001 5.169999600 3,000,000.0000 142,174.99 08/31/2009 12X4215 1215202 09/30/2024 02001 5.169999600 920,000.0000 43,600.33 08/31/2009 12X4215 1215202 09/30/2025 02001 5.169999600 21,400.0000 1,014.18 08/31/2009 12X4215 1215202 09/30/2026 02001 5.169999600 1,580,000.0000 74,878.83 08/31/2009 12X4215 1215202 09/30/2027 02001 5.169999600 400,000.0000 18,956.67 08/31/2009 12X4215 1215202 09/30/2029 02001 5.169999600 1,650,000.0000 78,196.24 08/31/2009 12X4215 1215202 09/30/2022 02002 4.659998400 4,891,000.0000 208,927.14 08/31/2009 12X4215 1215202 09/30/2023 02002 4.659998400 4,000,000.0000 170,866.61 08/31/2009 12X4215 1215202 09/30/2024 02002 4.659998400 1,862,000.0000 79,538.41 08/31/2009 12X4215 1215202 09/30/2025 02002 4.659998400 5,900.0000 252.03 08/31/2009 12X4215 1215202 09/30/2026 02002 4.659998400 1,697,400.0000 72,507.25 08/31/2009 12X4215 1215202 09/30/2027 02002 4.659998400 500,000.0000 21,358.33 08/31/2009 12X4215 1215202 09/30/2029 02002 4.659998400 2,400,000.0000 102,519.96 08/31/2009 12X4215 1215202 09/30/2023 02003 3.970000800 6,236,000.0000 226,938.48 08/31/2009 12X4215 1215202 09/30/2024 02003 3.970000800 6,500,000.0000 236,545.88 08/31/2009 12X4215 1215202 09/30/2025 02003 3.970000800 670,000.0000 24,382.42 08/31/2009 12X4215 1215202 09/30/2026 02003 3.970000800 703,000.0000 25,583.35 08/31/2009 12X4215 1215202 09/30/2027 02003 3.970000800 500,000.0000 18,195.84 08/31/2009 12X4215 1215202 09/30/2029 02003 3.970000800 2,400,000.0000 87,340.02 08/31/2009 12X4215 1215202 09/30/2024 02004 4.309999200 10,861,000.0000 429,099.93 08/31/2009 12X4215 1215202 09/30/2025 02004 4.309999200 3,560,000.0000 140,649.64 08/31/2009 12X4215 1215202 09/30/2026 02004 4.309999200 1,006,000.0000 39,745.38 08/31/2009 12X4215 1215202 09/30/2027 02004 4.309999200 500,000.0000 19,754.16 08/31/2009 12X4215 1215202 09/30/2029 02004 4.309999200 3,250,000.0000 128,402.06 08/31/2009 12X4215 1215202 09/30/2025 02005 4.330000800 14,651,000.0000 581,522.72 08/31/2009 12X4215 1215202 09/30/2026 02005 4.330000800 4,005,000.0000 158,965.15 08/31/2009 12X4215 1215202 09/30/2027 02005 4.330000800 773,000.0000 30,681.66 08/31/2009 12X4215 1215202 09/30/2028 02005 4.330000800 15,000.0000 595.38 08/31/2009 12X4215 1215202 09/30/2029 02005 4.330000800 3,550,000.0000 140,905.44 08/31/2009 12X4215 1215202 09/30/2026 02006 4.839998400 15,014,000.0000 666,120.91 08/31/2009 12X4215 1215202 09/30/2027 02006 4.839998400 3,101,000.0000 137,580.99 08/31/2009 12X4215 1215202 09/30/2029 02006 4.839998400 6,275,000.0000 278,400.74 08/31/2009 12X4215 1215202 09/30/2027 02007 4.719999600 14,603,000.0000 631,823.08 08/31/2009 12X4215 1215202 09/30/2028 02007 4.719999600 1,078,000.0000 46,641.46 08/31/2009 12X4215 1215202 09/30/2029 02007 4.719999600 11,439,000.0000 494,927.36 08/31/2009 12X4215 1215202 09/30/2028 02008 4.110001200 14,765,000.0000 556,271.54 08/31/2009 12X4215 1215202 09/30/2029 02008 4.110001200 6,108,442.0000 230,135.62 08/31/2009 12X4215 1215202 09/30/2029 02009 4.110001200 15,368,000.0000 578,989.57 08/31/2009 ------------------------ ---------------------- 223,503,468.0000 10,011,040.06 203 SUB-COHORT 12X4215 1215203 09/30/2027 01992 7.580001600 512,000.0000 35,575.47 08/31/2009 12X4215 1215203 09/30/2039 01992 7.580001600 13,868,000.0000 963,595.07 08/31/2009 12X4215 1215203 09/30/2040 01992 7.580001600 2,100,000.0000 145,915.03 08/31/2009 12X4215 1215203 09/30/2042 01992 7.580001600 36,800,000.0000 2,556,987.21 08/31/2009 12X4215 1215203 09/30/2026 01993 6.649999200 7,377,000.0000 449,689.57 08/31/2009 12X4215 1215203 09/30/2027 01993 6.649999200 2,300,000.0000 140,204.15 08/31/2009 12X4215 1215203 09/30/2039 01993 6.649999200 6,327,000.0000 385,683.33 08/31/2009 12X4215 1215203 09/30/2040 01993 6.649999200 1,700,000.0000 103,629.15 08/31/2009 12X4215 1215203 09/30/2042 01993 6.649999200 32,758,000.0000 1,996,872.84 08/31/2009 12X4215 1215203 09/30/2027 01994 6.789999600 9,431,000.0000 587,001.12 08/31/2009 12X4215 1215203 09/30/2032 01994 6.789999600 1,013,000.0000 63,050.80 08/31/2009 12X4215 1215203 09/30/2040 01994 6.789999600 1,100,000.0000 68,465.83 08/31/2009 12X4215 1215203 09/30/2042 01994 6.789999600 30,100,000.0000 1,873,474.06 08/31/2009 12X4215 1215203 09/30/2042 01997 6.689998800 8,100,000.0000 496,732.41 08/31/2009 12X4215 1215203 09/30/2031 01998 5.979999600 4,440,000.0000 243,385.98 08/31/2009 12X4215 1215203 09/30/2032 01998 5.979999600 963,000.0000 52,788.45 08/31/2009 12X4215 1215203 09/30/2038 01998 5.979999600 2,700.0000 148.00 08/31/2009 12X4215 1215203 09/30/2042 01998 5.979999600 4,050,000.0000 222,007.49 08/31/2009 12X4215 1215203 09/30/2032 01999 5.810000400 2,613,000.0000 139,164.03 08/31/2009 12X4215 1215203 09/30/2042 01999 5.810000400 5,000,000.0000 266,291.69 08/31/2009 12X4215 1215203 09/30/2033 02000 6.350000400 2,706,000.0000 157,511.76 08/31/2009 12X4215 1215203 09/30/2042 02000 6.350000400 627,000.0000 36,496.63 08/31/2009 12X4215 1215203 09/30/2034 02001 5.119999200 555,000.0000 26,048.00 08/31/2009 12X4215 1215203 09/30/2042 02001 5.119999200 600,000.0000 28,160.00 08/31/2009 12X4215 1215203 09/30/2035 02002 4.340001600 511,000.0000 20,329.29 08/31/2009 12X4215 1215203 09/30/2042 02002 4.340001600 262,000.0000 10,423.24 08/31/2009 12X4215 1215203 09/30/2036 02003 4.100000400 457,000.0000 17,175.59 08/31/2009 12X4215 1215203 09/30/2042 02003 4.100000400 105,000.0000 3,946.25 08/31/2009 12X4215 1215203 09/30/2037 02004 3.949999200 369,000.0000 13,360.87 08/31/2009 12X4215 1215203 09/30/2042 02004 3.949999200 72,000.0000 2,607.00 08/31/2009 12X4215 1215203 09/30/2038 02005 4.200001200 602,000.0000 23,177.01 08/31/2009 12X4215 1215203 09/30/2042 02005 4.200001200 220,000.0000 8,470.00 08/31/2009 12X4215 1215203 09/30/2039 02006 4.839998400 418,000.0000 18,545.26 08/31/2009 12X4215 1215203 09/30/2042 02006 4.839998400 55,000.0000 2,440.17 08/31/2009 12X4215 1215203 09/30/2040 02007 4.880001600 158,000.0000 7,067.87 08/31/2009 12X4215 1215203 09/30/2042 02007 4.880001600 37,000.0000 1,655.13 08/31/2009 12X4215 1215203 09/30/2041 02008 3.489998400 401,000.0000 12,828.65 08/31/2009 12X4215 1215203 09/30/2042 02008 3.489998400 42,000.0000 1,343.65 08/31/2009 12X4215 1215203 09/30/2042 02009 3.489998400 983,000.0000 31,447.79 08/31/2009 ------------------------ ---------------------- 179,734,700.0000 11,213,695.84 206 SUB-COHORT 12X4215 1215206 09/30/2026 01992 6.919999200 246,000.0000 15,604.60 08/31/2009 12X4215 1215206 09/30/2027 01992 6.919999200 1,248,000.0000 79,164.79 08/31/2009 12X4215 1215206 09/30/2028 01992 6.919999200 1,000,000.0000 63,433.33 08/31/2009 12X4215 1215206 09/30/2029 01992 6.919999200 1,800,000.0000 114,179.99 08/31/2009 12X4215 1215206 09/30/2035 01992 6.919999200 1,600,000.0000 101,493.32 08/31/2009 12X4215 1215206 09/30/2037 01992 6.919999200 39,000.0000 2,473.90 08/31/2009 12X4215 1215206 09/30/2038 01992 6.919999200 360,000.0000 22,836.00 08/31/2009 12X4215 1215206 09/30/2042 01992 6.919999200 781,000.0000 49,541.43 08/31/2009 12X4215 1215206 09/30/2028 01993 7.049998800 2,378,000.0000 153,678.22 08/31/2009 12X4215 1215206 09/30/2029 01993 7.049998800 1,993,000.0000 128,797.60 08/31/2009 12X4215 1215206 09/30/2030 01993 7.049998800 1,300,000.0000 84,012.49 08/31/2009 12X4215 1215206 09/30/2038 01993 7.049998800 488,000.0000 31,536.99 08/31/2009 12X4215 1215206 09/30/2042 01993 7.049998800 1,300,000.0000 84,012.49 08/31/2009 12X4215 1215206 09/30/2028 01994 6.990001200 1,961,000.0000 125,651.10 08/31/2009 12X4215 1215206 09/30/2029 01994 6.990001200 2,000,000.0000 128,150.02 08/31/2009 12X4215 1215206 09/30/2030 01994 6.990001200 700,000.0000 44,852.51 08/31/2009 12X4215 1215206 09/30/2032 01994 6.990001200 1,815,000.0000 116,296.14 08/31/2009 12X4215 1215206 09/30/2033 01994 6.990001200 220,000.0000 14,096.50 08/31/2009 12X4215 1215206 09/30/2034 01994 6.990001200 400,000.0000 25,630.00 08/31/2009 12X4215 1215206 09/30/2038 01994 6.990001200 293,000.0000 18,773.98 08/31/2009 12X4215 1215206 09/30/2029 01995 6.950001600 1,548,000.0000 98,620.52 08/31/2009 12X4215 1215206 09/30/2030 01995 6.950001600 2,000,000.0000 127,416.70 08/31/2009 12X4215 1215206 09/30/2033 01995 6.950001600 1,200,000.0000 76,450.02 08/31/2009 12X4215 1215206 09/30/2035 01995 6.950001600 310,000.0000 19,749.59 08/31/2009 12X4215 1215206 09/30/2038 01995 6.950001600 195,000.0000 12,423.13 08/31/2009 12X4215 1215206 09/30/2042 01995 6.950001600 1,600,000.0000 101,933.36 08/31/2009 12X4215 1215206 09/30/2030 01996 6.419998800 2,487,000.0000 146,359.92 08/31/2009 12X4215 1215206 09/30/2031 01996 6.419998800 1,375,000.0000 80,918.73 08/31/2009 12X4215 1215206 09/30/2032 01996 6.419998800 2,000,000.0000 117,699.98 08/31/2009 12X4215 1215206 09/30/2034 01996 6.419998800 50,000.0000 2,942.50 08/31/2009 12X4215 1215206 09/30/2035 01996 6.419998800 400,000.0000 23,540.00 08/31/2009 12X4215 1215206 09/30/2038 01996 6.419998800 437,000.0000 25,717.45 08/31/2009 12X4215 1215206 09/30/2042 01996 6.419998800 2,550,000.0000 150,067.47 08/31/2009 12X4215 1215206 09/30/2030 01997 6.040000800 1,286,000.0000 71,201.54 08/31/2009 12X4215 1215206 09/30/2031 01997 6.040000800 3,000,000.0000 166,100.02 08/31/2009 12X4215 1215206 09/30/2032 01997 6.040000800 1,000,000.0000 55,366.67 08/31/2009 12X4215 1215206 09/30/2033 01997 6.040000800 700,000.0000 38,756.67 08/31/2009 12X4215 1215206 09/30/2035 01997 6.040000800 400,000.0000 22,146.67 08/31/2009 12X4215 1215206 09/30/2038 01997 6.040000800 317,000.0000 17,551.24 08/31/2009 12X4215 1215206 09/30/2042 01997 6.040000800 2,100,000.0000 116,270.02 08/31/2009 12X4215 1215206 09/30/2032 01998 5.979999600 2,918,600.0000 159,987.91 08/31/2009 12X4215 1215206 09/30/2033 01998 5.979999600 800,000.0000 43,853.33 08/31/2009 12X4215 1215206 09/30/2035 01998 5.979999600 1,000,000.0000 54,816.66 08/31/2009 12X4215 1215206 09/30/2038 01998 5.979999600 257,000.0000 14,087.88 08/31/2009 12X4215 1215206 09/30/2040 01998 5.979999600 827,000.0000 45,333.38 08/31/2009 12X4215 1215206 09/30/2042 01998 5.979999600 706,000.0000 38,700.56 08/31/2009 12X4215 1215206 09/30/2034 01999 5.690001600 224,000.0000 11,683.47 08/31/2009 12X4215 1215206 09/30/2035 01999 5.690001600 3,000,000.0000 156,475.04 08/31/2009 12X4215 1215206 09/30/2036 01999 5.690001600 1,000,000.0000 52,158.35 08/31/2009 12X4215 1215206 09/30/2037 01999 5.690001600 3,400,000.0000 177,338.38 08/31/2009 12X4215 1215206 09/30/2038 01999 5.690001600 755,000.0000 39,379.55 08/31/2009 12X4215 1215206 09/30/2040 01999 5.690001600 400,000.0000 20,863.34 08/31/2009 12X4215 1215206 09/30/2042 01999 5.690001600 1,250,000.0000 65,197.94 08/31/2009 12X4215 1215206 09/30/2035 02000 5.349999600 4,954,000.0000 242,952.40 08/31/2009 12X4215 1215206 09/30/2036 02000 5.349999600 3,700,000.0000 181,454.15 08/31/2009 12X4215 1215206 09/30/2037 02000 5.349999600 2,616,000.0000 128,292.99 08/31/2009 12X4215 1215206 09/30/2038 02000 5.349999600 628,000.0000 30,798.16 08/31/2009 12X4215 1215206 09/30/2039 02000 5.349999600 2,071,000.0000 101,565.28 08/31/2009 12X4215 1215206 09/30/2042 02000 5.349999600 2,450,000.0000 120,152.07 08/31/2009 12X4215 1215206 09/30/2035 02001 5.119999200 1,124,000.0000 52,753.06 08/31/2009 12X4215 1215206 09/30/2036 02001 5.119999200 1,500,000.0000 70,399.99 08/31/2009 12X4215 1215206 09/30/2037 02001 5.119999200 6,400,000.0000 300,373.29 08/31/2009 12X4215 1215206 09/30/2038 02001 5.119999200 2,748,000.0000 128,972.78 08/31/2009 12X4215 1215206 09/30/2039 02001 5.119999200 1,593,000.0000 74,764.79 08/31/2009 12X4215 1215206 09/30/2040 02001 5.119999200 388,000.0000 18,210.13 08/31/2009 12X4215 1215206 09/30/2041 02001 5.119999200 148,000.0000 6,946.13 08/31/2009 12X4215 1215206 09/30/2042 02001 5.119999200 3,287,000.0000 154,269.84 08/31/2009 12X4215 1215206 09/30/2037 02002 4.899999600 4,756,000.0000 213,623.65 08/31/2009 12X4215 1215206 09/30/2038 02002 4.899999600 7,200,000.0000 323,399.97 08/31/2009 12X4215 1215206 09/30/2039 02002 4.899999600 1,572,000.0000 70,608.99 08/31/2009 12X4215 1215206 09/30/2040 02002 4.899999600 1,812,000.0000 81,388.99 08/31/2009 12X4215 1215206 09/30/2041 02002 4.899999600 105,000.0000 4,716.25 08/31/2009 12X4215 1215206 09/30/2042 02002 4.899999600 2,950,000.0000 132,504.16 08/31/2009 12X4215 1215206 09/30/2037 02003 5.040000000 1,447,000.0000 66,851.40 08/31/2009 12X4215 1215206 09/30/2038 02003 5.040000000 1,787,000.0000 82,559.40 08/31/2009 12X4215 1215206 09/30/2039 02003 5.040000000 4,394,000.0000 203,002.80 08/31/2009 12X4215 1215206 09/30/2040 02003 5.040000000 1,085,000.0000 50,127.00 08/31/2009 12X4215 1215206 09/30/2041 02003 5.040000000 5,590,000.0000 258,258.00 08/31/2009 12X4215 1215206 09/30/2042 02003 5.040000000 7,405,200.0000 342,120.24 08/31/2009 12X4215 1215206 09/30/2038 02004 4.849999200 72,000.0000 3,201.00 08/31/2009 12X4215 1215206 09/30/2039 02004 4.849999200 2,959,000.0000 131,552.19 08/31/2009 12X4215 1215206 09/30/2040 02004 4.849999200 6,584,000.0000 292,713.62 08/31/2009 12X4215 1215206 09/30/2041 02004 4.849999200 1,165,000.0000 51,793.95 08/31/2009 12X4215 1215206 09/30/2042 02004 4.849999200 5,043,000.0000 224,203.34 08/31/2009 12X4215 1215206 09/30/2038 02005 4.770000000 336,000.0000 14,691.60 08/31/2009 12X4215 1215206 09/30/2039 02005 4.770000000 586,000.0000 25,622.85 08/31/2009 12X4215 1215206 09/30/2040 02005 4.770000000 5,203,000.0000 227,501.18 08/31/2009 12X4215 1215206 09/30/2041 02005 4.770000000 4,534,000.0000 198,249.15 08/31/2009 12X4215 1215206 09/30/2042 02005 4.770000000 3,033,000.0000 132,617.93 08/31/2009 12X4215 1215206 09/30/2039 02006 4.979998800 128,000.0000 5,843.20 08/31/2009 12X4215 1215206 09/30/2040 02006 4.979998800 1,902,000.0000 86,826.28 08/31/2009 12X4215 1215206 09/30/2041 02006 4.979998800 2,027,000.0000 92,532.53 08/31/2009 12X4215 1215206 09/30/2042 02006 4.979998800 1,482,000.0000 67,653.28 08/31/2009 12X4215 1215206 09/30/2040 02007 5.270000400 1,180,000.0000 57,003.84 08/31/2009 12X4215 1215206 09/30/2041 02007 5.270000400 1,027,000.0000 49,612.66 08/31/2009 12X4215 1215206 09/30/2042 02007 5.270000400 2,071,000.0000 100,046.57 08/31/2009 12X4215 1215206 09/30/2041 02008 5.140000800 652,700.0000 30,753.05 08/31/2009 12X4215 1215206 09/30/2042 02008 5.140000800 484,000.0000 22,804.47 08/31/2009 12X4215 1215206 09/30/2042 02009 5.140000800 1,090,000.0000 51,357.17 08/31/2009 ------------------------ ---------------------- 178,683,500.0000 9,062,969.16 207 SUB-COHORT 12X4215 1215207 09/30/2043 01992 6.819998400 72,200,000.0000 4,513,702.27 08/31/2009 12X4215 1215207 09/30/2044 01992 6.819998400 78,100,000.0000 4,882,550.52 08/31/2009 12X4215 1215207 09/30/2045 01992 6.819998400 3,000,000.0000 187,549.96 08/31/2009 12X4215 1215207 09/30/2052 01992 6.819998400 31,000,000.0000 1,938,016.21 08/31/2009 12X4215 1215207 09/30/2056 01992 6.819998400 12,945,000.0000 809,278.06 08/31/2009 12X4215 1215207 09/30/2057 01992 6.819998400 10,000,000.0000 625,166.52 08/31/2009 12X4215 1215207 09/30/2058 01992 6.819998400 122,000.0000 7,627.03 08/31/2009 12X4215 1215207 09/30/2059 01992 6.819998400 1,250,000.0000 78,145.82 08/31/2009 12X4215 1215207 09/30/2044 01993 6.890000400 83,785,000.0000 5,291,721.27 08/31/2009 12X4215 1215207 09/30/2045 01993 6.890000400 54,000,000.0000 3,410,550.20 08/31/2009 12X4215 1215207 09/30/2052 01993 6.890000400 34,000,000.0000 2,147,383.46 08/31/2009 12X4215 1215207 09/30/2056 01993 6.890000400 12,513,000.0000 790,300.27 08/31/2009 12X4215 1215207 09/30/2057 01993 6.890000400 9,200,000.0000 581,056.70 08/31/2009 12X4215 1215207 09/30/2058 01993 6.890000400 10,345,000.0000 653,373.00 08/31/2009 12X4215 1215207 09/30/2059 01993 6.890000400 4,750,000.0000 300,002.10 08/31/2009 12X4215 1215207 09/30/2045 01994 7.089998400 32,764,000.0000 2,129,386.49 08/31/2009 12X4215 1215207 09/30/2046 01994 7.089998400 64,000,000.0000 4,159,465.73 08/31/2009 12X4215 1215207 09/30/2052 01994 7.089998400 29,000,000.0000 1,884,757.91 08/31/2009 12X4215 1215207 09/30/2055 01994 7.089998400 16,510,000.0000 1,073,012.17 08/31/2009 12X4215 1215207 09/30/2056 01994 7.089998400 9,570,000.0000 621,970.11 08/31/2009 12X4215 1215207 09/30/2057 01994 7.089998400 12,200,000.0000 792,898.15 08/31/2009 12X4215 1215207 09/30/2058 01994 7.089998400 12,651,000.0000 822,209.39 08/31/2009 12X4215 1215207 09/30/2059 01994 7.089998400 7,600,000.0000 493,936.56 08/31/2009 12X4215 1215207 09/30/2046 01995 6.710000400 41,770,000.0000 2,569,203.24 08/31/2009 12X4215 1215207 09/30/2048 01995 6.710000400 2,000,000.0000 123,016.67 08/31/2009 12X4215 1215207 09/30/2050 01995 6.710000400 1,000,000.0000 61,508.34 08/31/2009 12X4215 1215207 09/30/2052 01995 6.710000400 14,000,000.0000 861,116.72 08/31/2009 12X4215 1215207 09/30/2055 01995 6.710000400 1,069,000.0000 65,752.41 08/31/2009 12X4215 1215207 09/30/2056 01995 6.710000400 6,695,000.0000 411,798.32 08/31/2009 12X4215 1215207 09/30/2057 01995 6.710000400 2,200,000.0000 135,318.34 08/31/2009 12X4215 1215207 09/30/2058 01995 6.710000400 63,000.0000 3,875.03 08/31/2009 12X4215 1215207 09/30/2059 01995 6.710000400 901,000.0000 55,419.01 08/31/2009 12X4215 1215207 09/30/2047 01996 6.459998400 11,936,000.0000 706,809.96 08/31/2009 12X4215 1215207 09/30/2048 01996 6.459998400 29,000,000.0000 1,717,282.91 08/31/2009 12X4215 1215207 09/30/2052 01996 6.459998400 9,000,000.0000 532,949.87 08/31/2009 12X4215 1215207 09/30/2055 01996 6.459998400 667,600.0000 39,533.04 08/31/2009 12X4215 1215207 09/30/2056 01996 6.459998400 5,122,000.0000 303,307.69 08/31/2009 12X4215 1215207 09/30/2057 01996 6.459998400 3,700,000.0000 219,101.61 08/31/2009 12X4215 1215207 09/30/2058 01996 6.459998400 19,000.0000 1,125.12 08/31/2009 12X4215 1215207 09/30/2059 01996 6.459998400 61,000.0000 3,612.22 08/31/2009 12X4215 1215207 09/30/2048 01997 5.960001600 19,810,000.0000 1,082,286.62 08/31/2009 12X4215 1215207 09/30/2049 01997 5.960001600 17,000,000.0000 928,766.92 08/31/2009 12X4215 1215207 09/30/2050 01997 5.960001600 1,000,000.0000 54,633.35 08/31/2009 12X4215 1215207 09/30/2051 01997 5.960001600 1,000,000.0000 54,633.35 08/31/2009 12X4215 1215207 09/30/2052 01997 5.960001600 14,000,000.0000 764,866.87 08/31/2009 12X4215 1215207 09/30/2055 01997 5.960001600 1,557,500.0000 85,091.44 08/31/2009 12X4215 1215207 09/30/2056 01997 5.960001600 5,215,000.0000 284,912.91 08/31/2009 12X4215 1215207 09/30/2057 01997 5.960001600 3,600,000.0000 196,680.05 08/31/2009 12X4215 1215207 09/30/2058 01997 5.960001600 651,000.0000 35,566.31 08/31/2009 12X4215 1215207 09/30/2059 01997 5.960001600 606,000.0000 33,107.81 08/31/2009 12X4215 1215207 09/30/2049 01998 5.879998800 27,400,000.0000 1,476,859.70 08/31/2009 12X4215 1215207 09/30/2050 01998 5.879998800 19,000,000.0000 1,024,099.79 08/31/2009 12X4215 1215207 09/30/2051 01998 5.879998800 3,000,000.0000 161,699.97 08/31/2009 12X4215 1215207 09/30/2052 01998 5.879998800 6,000,000.0000 323,399.93 08/31/2009 12X4215 1215207 09/30/2053 01998 5.879998800 13,000,000.0000 700,699.86 08/31/2009 12X4215 1215207 09/30/2055 01998 5.879998800 2,342,000.0000 126,233.77 08/31/2009 12X4215 1215207 09/30/2056 01998 5.879998800 591,000.0000 31,854.89 08/31/2009 12X4215 1215207 09/30/2057 01998 5.879998800 4,500,000.0000 242,549.95 08/31/2009 12X4215 1215207 09/30/2058 01998 5.879998800 735,000.0000 39,616.49 08/31/2009 12X4215 1215207 09/30/2059 01998 5.879998800 1,250,000.0000 67,374.99 08/31/2009 12X4215 1215207 09/30/2049 01999 5.850000000 1,033,000.0000 55,394.63 08/31/2009 12X4215 1215207 09/30/2050 01999 5.850000000 23,000,000.0000 1,233,375.00 08/31/2009 12X4215 1215207 09/30/2051 01999 5.850000000 13,000,000.0000 697,125.00 08/31/2009 12X4215 1215207 09/30/2052 01999 5.850000000 8,000,000.0000 429,000.00 08/31/2009 12X4215 1215207 09/30/2053 01999 5.850000000 4,200,000.0000 225,225.00 08/31/2009 12X4215 1215207 09/30/2055 01999 5.850000000 2,898,200.0000 155,415.98 08/31/2009 12X4215 1215207 09/30/2056 01999 5.850000000 1,455,000.0000 78,024.38 08/31/2009 12X4215 1215207 09/30/2057 01999 5.850000000 4,023,000.0000 215,733.38 08/31/2009 12X4215 1215207 09/30/2058 01999 5.850000000 1,546,000.0000 82,904.25 08/31/2009 12X4215 1215207 09/30/2059 01999 5.850000000 2,154,000.0000 115,508.25 08/31/2009 12X4215 1215207 09/30/2051 02000 5.590000800 15,732,000.0000 806,134.02 08/31/2009 12X4215 1215207 09/30/2052 02000 5.590000800 24,000,000.0000 1,229,800.18 08/31/2009 12X4215 1215207 09/30/2053 02000 5.590000800 9,000,000.0000 461,175.07 08/31/2009 12X4215 1215207 09/30/2055 02000 5.590000800 1,420,000.0000 72,763.18 08/31/2009 12X4215 1215207 09/30/2056 02000 5.590000800 2,754,000.0000 141,119.57 08/31/2009 12X4215 1215207 09/30/2057 02000 5.590000800 3,447,000.0000 176,630.05 08/31/2009 12X4215 1215207 09/30/2058 02000 5.590000800 1,053,000.0000 53,957.48 08/31/2009 12X4215 1215207 09/30/2059 02000 5.590000800 4,950,000.0000 253,646.29 08/31/2009 12X4215 1215207 09/30/2052 02001 5.410000800 21,130,000.0000 1,047,872.07 08/31/2009 12X4215 1215207 09/30/2053 02001 5.410000800 27,300,000.0000 1,353,852.70 08/31/2009 12X4215 1215207 09/30/2055 02001 5.410000800 5,969,000.0000 296,012.70 08/31/2009 12X4215 1215207 09/30/2056 02001 5.410000800 2,953,000.0000 146,444.21 08/31/2009 12X4215 1215207 09/30/2057 02001 5.410000800 2,629,500.0000 130,401.31 08/31/2009 12X4215 1215207 09/30/2058 02001 5.410000800 6,917,000.0000 343,025.61 08/31/2009 12X4215 1215207 09/30/2059 02001 5.410000800 1,781,000.0000 88,322.77 08/31/2009 12X4215 1215207 09/30/2053 02002 5.079999600 35,581,000.0000 1,656,888.44 08/31/2009 12X4215 1215207 09/30/2055 02002 5.079999600 12,000,000.0000 558,799.96 08/31/2009 12X4215 1215207 09/30/2056 02002 5.079999600 4,665,000.0000 217,233.48 08/31/2009 12X4215 1215207 09/30/2057 02002 5.079999600 6,254,000.0000 291,227.91 08/31/2009 12X4215 1215207 09/30/2058 02002 5.079999600 4,791,000.0000 223,100.88 08/31/2009 12X4215 1215207 09/30/2059 02002 5.079999600 890,000.0000 41,444.33 08/31/2009 12X4215 1215207 09/30/2053 02003 5.109998400 24,871,000.0000 1,164,998.73 08/31/2009 12X4215 1215207 09/30/2055 02003 5.109998400 17,800,000.0000 833,781.41 08/31/2009 12X4215 1215207 09/30/2056 02003 5.109998400 9,498,000.0000 444,902.01 08/31/2009 12X4215 1215207 09/30/2057 02003 5.109998400 3,626,000.0000 169,847.83 08/31/2009 12X4215 1215207 09/30/2058 02003 5.109998400 3,228,000.0000 151,204.85 08/31/2009 12X4215 1215207 09/30/2059 02003 5.109998400 7,756,000.0000 363,303.85 08/31/2009 12X4215 1215207 09/30/2055 02004 4.939999200 18,535,000.0000 839,326.45 08/31/2009 12X4215 1215207 09/30/2056 02004 4.939999200 16,995,000.0000 769,590.13 08/31/2009 12X4215 1215207 09/30/2057 02004 4.939999200 15,297,000.0000 692,699.04 08/31/2009 12X4215 1215207 09/30/2058 02004 4.939999200 3,794,000.0000 171,804.94 08/31/2009 12X4215 1215207 09/30/2059 02004 4.939999200 6,631,111.0000 300,278.76 08/31/2009 12X4215 1215207 09/30/2055 02005 5.010001200 1,454,000.0000 66,774.97 08/31/2009 12X4215 1215207 09/30/2056 02005 5.010001200 13,564,000.0000 622,926.85 08/31/2009 12X4215 1215207 09/30/2057 02005 5.010001200 14,206,000.0000 652,410.71 08/31/2009 12X4215 1215207 09/30/2058 02005 5.010001200 13,856,000.0000 636,336.95 08/31/2009 12X4215 1215207 09/30/2059 02005 5.010001200 6,914,000.0000 317,525.53 08/31/2009 12X4215 1215207 09/30/2056 02006 5.090000400 1,655,000.0000 77,219.55 08/31/2009 12X4215 1215207 09/30/2057 02006 5.090000400 13,540,800.0000 631,791.21 08/31/2009 12X4215 1215207 09/30/2058 02006 5.090000400 13,388,000.0000 624,661.82 08/31/2009 12X4215 1215207 09/30/2059 02006 5.090000400 13,287,681.0000 619,981.10 08/31/2009 12X4215 1215207 09/30/2057 02007 5.249998800 4,903,000.0000 235,956.82 08/31/2009 12X4215 1215207 09/30/2058 02007 5.249998800 11,643,000.0000 560,319.25 08/31/2009 12X4215 1215207 09/30/2059 02007 5.249998800 21,033,000.0000 1,012,212.89 08/31/2009 12X4215 1215207 09/30/2058 02008 5.199998400 3,772,000.0000 179,798.61 08/31/2009 12X4215 1215207 09/30/2059 02008 5.199998400 12,259,000.0000 584,345.49 08/31/2009 12X4215 1215207 09/30/2059 02009 5.199998400 950,000.0000 45,283.32 08/31/2009 ------------------------ ---------------------- 1,403,948,392.0000 79,366,566.52 208 SUB-COHORT 12X4215 1215208 09/30/2011 02001 3.399998400 1,550,000.0000 48,308.31 08/31/2009 12X4215 1215208 09/30/2012 02006 3.390001200 516,000.0000 16,034.71 08/31/2009 12X4215 1215208 09/30/2011 02007 3.430000800 211,000.0000 6,634.19 08/31/2009 12X4215 1215208 09/30/2012 02007 3.430000800 752,000.0000 23,644.14 08/31/2009 12X4215 1215208 09/30/2012 02008 3.430000800 885,000.0000 27,825.88 08/31/2009 ------------------------ ---------------------- 3,914,000.0000 122,447.23 209 SUB-COHORT 12X4215 1215209 09/30/2059 01992 7.310001600 1,000,000.0000 67,008.35 08/31/2009 12X4215 1215209 09/30/2044 01993 6.710000400 226,000.0000 13,900.88 08/31/2009 12X4215 1215209 09/30/2057 01993 6.710000400 600,000.0000 36,905.00 08/31/2009 12X4215 1215209 09/30/2044 01994 6.770001600 459,000.0000 28,484.78 08/31/2009 12X4215 1215209 09/30/2057 01994 6.770001600 2,440,000.0000 151,422.37 08/31/2009 12X4215 1215209 09/30/2047 01997 6.890000400 1,144,000.0000 72,253.14 08/31/2009 12X4215 1215209 09/30/2048 01997 6.890000400 50,000.0000 3,157.92 08/31/2009 12X4215 1215209 09/30/2050 01997 6.890000400 17,000.0000 1,073.69 08/31/2009 12X4215 1215209 09/30/2052 01997 6.890000400 400,000.0000 25,263.33 08/31/2009 12X4215 1215209 09/30/2055 01997 6.890000400 86,600.0000 5,469.51 08/31/2009 12X4215 1215209 09/30/2056 01997 6.890000400 3,100.0000 195.79 08/31/2009 12X4215 1215209 09/30/2059 01997 6.890000400 81,000.0000 5,115.83 08/31/2009 12X4215 1215209 09/30/2059 01998 6.890000400 600,000.0000 37,895.00 08/31/2009 12X4215 1215209 09/30/2057 01999 5.810000400 27,000.0000 1,437.98 08/31/2009 12X4215 1215209 09/30/2059 01999 5.810000400 1,400,000.0000 74,561.67 08/31/2009 12X4215 1215209 09/30/2050 02000 6.360001200 492,000.0000 28,683.61 08/31/2009 12X4215 1215209 09/30/2054 02000 6.360001200 8,500.0000 495.55 08/31/2009 12X4215 1215209 09/30/2055 02000 6.360001200 13,900.0000 810.37 08/31/2009 12X4215 1215209 09/30/2056 02000 6.360001200 1,500.0000 87.45 08/31/2009 12X4215 1215209 09/30/2051 02001 5.670000000 828,000.0000 43,035.30 08/31/2009 12X4215 1215209 09/30/2052 02001 5.670000000 120,000.0000 6,237.00 08/31/2009 12X4215 1215209 09/30/2055 02001 5.670000000 24,700.0000 1,283.78 08/31/2009 12X4215 1215209 09/30/2056 02001 5.670000000 7,500.0000 389.81 08/31/2009 12X4215 1215209 09/30/2052 02002 5.600001600 939,000.0000 48,202.01 08/31/2009 12X4215 1215209 09/30/2056 02002 5.600001600 5,000.0000 256.67 08/31/2009 12X4215 1215209 09/30/2052 02003 4.899999600 432,000.0000 19,404.00 08/31/2009 12X4215 1215209 09/30/2054 02003 4.899999600 800,000.0000 35,933.33 08/31/2009 12X4215 1215209 09/30/2058 02003 4.899999600 50,000.0000 2,245.83 08/31/2009 12X4215 1215209 09/30/2054 02004 5.190001200 245,000.0000 11,655.88 08/31/2009 12X4215 1215209 09/30/2056 02004 5.190001200 10,000.0000 475.75 08/31/2009 12X4215 1215209 09/30/2055 02005 4.479998400 667,000.0000 27,391.46 08/31/2009 12X4215 1215209 09/30/2056 02005 4.479998400 177,000.0000 7,268.80 08/31/2009 12X4215 1215209 09/30/2057 02006 4.889998800 980,000.0000 43,928.49 08/31/2009 12X4215 1215209 09/30/2059 02006 4.889998800 114,000.0000 5,110.05 08/31/2009 12X4215 1215209 09/30/2057 02007 4.910000400 900,000.0000 40,507.50 08/31/2009 12X4215 1215209 09/30/2059 02007 4.910000400 66,000.0000 2,970.55 08/31/2009 12X4215 1215209 09/30/2058 02008 4.370000400 969,500.0000 38,836.56 08/31/2009 12X4215 1215209 09/30/2059 02008 4.370000400 39,000.0000 1,562.28 08/31/2009 ------------------------ ---------------------- 16,423,300.0000 890,917.27 212 SUB-COHORT 12X4215 1215212 09/30/2011 02001 5.410000800 179,000.0000 8,876.91 08/31/2009 12X4215 1215212 09/30/2012 02001 5.410000800 30,000.0000 1,487.75 08/31/2009 12X4215 1215212 09/30/2011 02002 5.190001200 352,000.0000 16,746.40 08/31/2009 12X4215 1215212 09/30/2012 02002 5.190001200 4,000.0000 190.30 08/31/2009 12X4215 1215212 09/30/2011 02003 4.730000400 150,000.0000 6,503.75 08/31/2009 ------------------------ ---------------------- 715,000.0000 33,805.11 401 SUB-COHORT 12X4215 1215401 09/30/2011 02000 3.700000800 92,000.0000 3,120.33 08/31/2009 12X4215 1215401 09/30/2011 02001 3.700000800 1,610,000.0000 54,605.85 08/31/2009 12X4215 1215401 09/30/2011 02003 2.120000400 15,000.0000 291.50 08/31/2009 12X4215 1215401 09/30/2011 02005 3.620001600 1,605,000.0000 53,259.27 08/31/2009 12X4215 1215401 09/30/2010 02006 3.719998800 2,043,000.0000 69,666.28 08/31/2009 12X4215 1215401 09/30/2010 02007 3.719998800 237,000.0000 8,081.70 08/31/2009 ------------------------ ---------------------- 5,602,000.0000 189,024.93 ======================== ====================== 13,947,704,975.0000 683,493,040.47 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 12X4215 1215201 09/30/2025 01992 08/31/2009 INT + 0.0000 692,825.14 481026 1215201 09/30/2026 01993 08/31/2009 INT + 0.0000 321,060.48 481028 1215201 09/30/2026 01993 08/31/2009 INT + 0.0000 329,264.58 481030 1215201 09/30/2030 01997 08/31/2009 INT + 0.0000 63,270.00 481032 1215201 09/30/2041 02008 06/25/2009 INT + 0.0000 122,697.54 480827 1215201 09/30/2042 02009 08/31/2009 INT + 0.0000 6,375,002.40 481034 1215202 09/30/2015 01994 08/31/2009 INT + 0.0000 49,172.18 480992 1215202 09/30/2015 01995 08/31/2009 INT + 0.0000 39,616.89 480994 1215202 09/30/2017 01993 08/31/2009 INT + 0.0000 2,534.60 480986 1215202 09/30/2018 01997 08/31/2009 INT + 0.0000 29,214.60 480998 1215202 09/30/2018 01998 08/31/2009 INT + 0.0000 25,768.59 481000 1215202 09/30/2019 01992 08/31/2009 INT + 0.0000 11,411.99 480982 1215202 09/30/2019 01993 08/31/2009 INT + 0.0000 13,340.00 480988 1215202 09/30/2019 01996 08/31/2009 INT + 0.0000 42,094.49 480996 1215202 09/30/2019 01999 08/31/2009 INT + 0.0000 20,496.59 481002 1215202 09/30/2020 02000 08/31/2009 INT + 0.0000 26,582.39 481004 1215202 09/30/2021 01992 08/31/2009 INT + 0.0000 2,407.06 480984 1215202 09/30/2021 01993 08/31/2009 INT + 0.0000 5,636.15 480990 1215202 09/30/2021 02001 08/31/2009 INT + 0.0000 25,410.54 481006 1215202 09/30/2022 02002 08/31/2009 INT + 0.0000 24,744.59 481008 1215202 09/30/2023 02003 08/31/2009 INT + 0.0000 24,653.70 481010 1215202 09/30/2024 02004 08/31/2009 INT + 0.0000 26,571.14 481012 1215202 09/30/2025 02005 08/31/2009 INT + 0.0000 30,028.55 481014 1215202 09/30/2026 02006 08/31/2009 INT + 0.0000 30,007.99 481016 1215202 09/30/2027 02007 08/31/2009 INT + 0.0000 21,593.99 481018 1215202 09/30/2028 02008 06/25/2009 INT + 0.0000 16,152.30 480829 1215202 09/30/2028 02008 08/31/2009 INT + 0.0000 49,320.01 481020 1215203 09/30/2027 01994 08/31/2009 INT + 0.0000 47,529.99 481022 1215203 09/30/2031 01997 08/31/2009 INT + 0.0000 40,441.04 481024 1215203 09/30/2039 02006 06/25/2009 INT + 0.0000 48.39 480831 1215203 09/30/2040 02007 06/25/2009 INT + 0.0000 73.20 480833 1215206 09/30/2029 01996 08/31/2009 INT + 0.0000 54,152.68 480864 1215206 09/30/2030 01996 08/31/2009 INT + 0.0000 16,467.29 480866 1215206 09/30/2039 02006 06/25/2009 INT + 0.0000 373.49 480817 1215206 09/30/2040 02007 06/25/2009 INT + 0.0000 1,133.05 480819 1215207 09/30/2043 01992 08/31/2009 INT + 0.0000 447,971.59 480868 1215207 09/30/2044 01993 08/31/2009 INT + 0.0000 575,315.03 480870 1215207 09/30/2045 01994 08/31/2009 INT + 0.0000 636,327.35 480872 1215207 09/30/2046 01995 08/31/2009 INT + 0.0000 92,262.50 480874 1215207 09/30/2052 02001 08/31/2009 INT + 0.0000 40,575.00 480876 1215207 09/30/2057 02007 06/25/2009 INT + 0.0000 2,546.24 480821 1215208 09/30/2009 02006 06/25/2009 INT + 0.0000 1,354.15 480823 1215208 09/30/2011 02005 08/31/2009 INT + 0.0000 762.75 480862 1215208 09/30/2012 02006 06/25/2009 INT + 0.0000 1,627.20 480825 1215209 09/30/2044 01994 08/31/2009 INT + 0.0000 33,850.00 480878 1215209 09/30/2055 02005 06/25/2009 INT + 0.0000 739.19 480807 1215209 09/30/2056 01999 06/25/2009 INT + 0.0000 58.10 480803 1215209 09/30/2057 01992 06/25/2009 INT + 0.0000 7,310.00 480801 1215209 09/30/2057 01999 06/25/2009 INT + 0.0000 2,120.65 480805 1215209 09/30/2057 02006 06/25/2009 INT + 0.0000 488.99 480809 1215212 09/30/2009 02001 08/31/2009 INT + 0.0000 1,487.75 480974 1215212 09/30/2009 02001 08/31/2009 INT + 0.0000 324.60 480976 1215212 09/30/2011 02002 08/31/2009 INT + 0.0000 882.30 480978 1215212 09/30/2011 02003 08/31/2009 INT + 0.0000 1,419.00 480980 1215401 09/30/2009 02006 06/25/2009 INT + 0.0000 21,854.99 480811 1215401 09/30/2010 02006 06/25/2009 INT + 0.0000 1,487.99 480813 1215401 09/30/2010 02007 06/25/2009 INT + 0.0000 985.79 480815 1215401 09/30/2010 02007 08/31/2009 INT + 0.0000 985.79 480887 ------------------------ ---------------------- 0.0000 10,453,834.56 ======================== ====================== 0.0000 10,453,834.56