Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 201 SUB-COHORT 12X4215 1215201 09/30/2026 01992 7.490001600 93,933,000.0000 586,298.60 10/31/2010 12X4215 1215201 09/30/2027 01992 7.490001600 28,500,000.0000 177,887.54 10/31/2010 12X4215 1215201 09/30/2032 01992 7.490001600 13,300,000.0000 83,014.18 10/31/2010 12X4215 1215201 09/30/2034 01992 7.490001600 13,500,000.0000 84,262.52 10/31/2010 12X4215 1215201 09/30/2038 01992 7.490001600 8,613,000.0000 53,759.49 10/31/2010 12X4215 1215201 09/30/2039 01992 7.490001600 4,677,000.0000 29,192.28 10/31/2010 12X4215 1215201 09/30/2040 01992 7.490001600 27,400,000.0000 171,021.70 10/31/2010 12X4215 1215201 09/30/2042 01992 7.490001600 36,500,000.0000 227,820.88 10/31/2010 12X4215 1215201 09/30/2043 01992 7.490001600 60,152,000.0000 375,448.81 10/31/2010 12X4215 1215201 09/30/2026 01993 6.670000800 38,818,600.0000 215,766.74 10/31/2010 12X4215 1215201 09/30/2027 01993 6.670000800 163,700,000.0000 909,899.28 10/31/2010 12X4215 1215201 09/30/2038 01993 6.670000800 9,728,900.0000 54,076.48 10/31/2010 12X4215 1215201 09/30/2040 01993 6.670000800 30,000,000.0000 166,750.02 10/31/2010 12X4215 1215201 09/30/2042 01993 6.670000800 25,200,000.0000 140,070.02 10/31/2010 12X4215 1215201 09/30/2043 01993 6.670000800 60,842,000.0000 338,180.16 10/31/2010 12X4215 1215201 09/30/2027 01994 6.869998800 122,292,000.0000 700,121.58 10/31/2010 12X4215 1215201 09/30/2028 01994 6.869998800 243,300,000.0000 1,392,892.26 10/31/2010 12X4215 1215201 09/30/2037 01994 6.869998800 11,000,000.0000 62,974.99 10/31/2010 12X4215 1215201 09/30/2038 01994 6.869998800 10,900,000.0000 62,402.49 10/31/2010 12X4215 1215201 09/30/2040 01994 6.869998800 45,000,000.0000 257,624.96 10/31/2010 12X4215 1215201 09/30/2042 01994 6.869998800 10,450,000.0000 59,826.24 10/31/2010 12X4215 1215201 09/30/2043 01994 6.869998800 2,125,000.0000 12,165.62 10/31/2010 12X4215 1215201 09/30/2028 01995 7.329999600 213,518,500.0000 1,304,242.10 10/31/2010 12X4215 1215201 09/30/2038 01995 7.329999600 4,311,000.0000 26,333.02 10/31/2010 12X4215 1215201 09/30/2039 01995 7.329999600 5,000.0000 30.54 10/31/2010 12X4215 1215201 09/30/2040 01995 7.329999600 27,000,000.0000 164,924.99 10/31/2010 12X4215 1215201 09/30/2042 01995 7.329999600 4,650,000.0000 28,403.75 10/31/2010 12X4215 1215201 09/30/2043 01995 7.329999600 20,390,000.0000 124,548.91 10/31/2010 12X4215 1215201 09/30/2029 01996 6.789999600 162,372,000.0000 918,754.85 10/31/2010 12X4215 1215201 09/30/2030 01996 6.789999600 100,000,000.0000 565,833.30 10/31/2010 12X4215 1215201 09/30/2037 01996 6.789999600 4,100,000.0000 23,199.17 10/31/2010 12X4215 1215201 09/30/2038 01996 6.789999600 14,424,700.0000 81,619.76 10/31/2010 12X4215 1215201 09/30/2040 01996 6.789999600 28,400,000.0000 160,696.66 10/31/2010 12X4215 1215201 09/30/2042 01996 6.789999600 2,000,000.0000 11,316.67 10/31/2010 12X4215 1215201 09/30/2043 01996 6.789999600 1,594,000.0000 9,019.38 10/31/2010 12X4215 1215201 09/30/2030 01997 6.660000000 42,488,700.0000 235,812.29 10/31/2010 12X4215 1215201 09/30/2031 01997 6.660000000 138,200,000.0000 767,010.00 10/31/2010 12X4215 1215201 09/30/2032 01997 6.660000000 5,500,000.0000 30,525.00 10/31/2010 12X4215 1215201 09/30/2037 01997 6.660000000 4,200,000.0000 23,310.00 10/31/2010 12X4215 1215201 09/30/2038 01997 6.660000000 6,367,000.0000 35,336.85 10/31/2010 12X4215 1215201 09/30/2040 01997 6.660000000 20,300,000.0000 112,665.00 10/31/2010 12X4215 1215201 09/30/2041 01997 6.660000000 51,000.0000 283.05 10/31/2010 12X4215 1215201 09/30/2042 01997 6.660000000 12,150,000.0000 67,432.50 10/31/2010 12X4215 1215201 09/30/2043 01997 6.660000000 1,121,000.0000 6,221.55 10/31/2010 12X4215 1215201 09/30/2031 01998 5.940000000 99,857,700.0000 494,295.62 10/31/2010 12X4215 1215201 09/30/2032 01998 5.940000000 172,100,000.0000 851,895.00 10/31/2010 12X4215 1215201 09/30/2033 01998 5.940000000 7,200,000.0000 35,640.00 10/31/2010 12X4215 1215201 09/30/2037 01998 5.940000000 20,500,000.0000 101,475.00 10/31/2010 12X4215 1215201 09/30/2038 01998 5.940000000 9,722,000.0000 48,123.90 10/31/2010 12X4215 1215201 09/30/2040 01998 5.940000000 27,400,000.0000 135,630.00 10/31/2010 12X4215 1215201 09/30/2042 01998 5.940000000 40,200,000.0000 198,990.00 10/31/2010 12X4215 1215201 09/30/2043 01998 5.940000000 1,614,000.0000 7,989.30 10/31/2010 12X4215 1215201 09/30/2032 01999 5.950000800 74,447,300.0000 369,134.58 10/31/2010 12X4215 1215201 09/30/2033 01999 5.950000800 199,000,000.0000 986,708.47 10/31/2010 12X4215 1215201 09/30/2034 01999 5.950000800 9,000,000.0000 44,625.01 10/31/2010 12X4215 1215201 09/30/2037 01999 5.950000800 24,200,000.0000 119,991.68 10/31/2010 12X4215 1215201 09/30/2038 01999 5.950000800 10,483,500.0000 51,980.69 10/31/2010 12X4215 1215201 09/30/2040 01999 5.950000800 27,800,000.0000 137,841.69 10/31/2010 12X4215 1215201 09/30/2042 01999 5.950000800 42,850,000.0000 212,464.61 10/31/2010 12X4215 1215201 09/30/2043 01999 5.950000800 2,021,000.0000 10,020.79 10/31/2010 12X4215 1215201 09/30/2033 02000 6.210000000 118,928,100.0000 615,452.92 10/31/2010 12X4215 1215201 09/30/2034 02000 6.210000000 236,600,000.0000 1,224,405.00 10/31/2010 12X4215 1215201 09/30/2035 02000 6.210000000 15,000,000.0000 77,625.00 10/31/2010 12X4215 1215201 09/30/2037 02000 6.210000000 3,000,000.0000 15,525.00 10/31/2010 12X4215 1215201 09/30/2038 02000 6.210000000 8,800,500.0000 45,542.59 10/31/2010 12X4215 1215201 09/30/2040 02000 6.210000000 35,700,000.0000 184,747.50 10/31/2010 12X4215 1215201 09/30/2042 02000 6.210000000 76,050,000.0000 393,558.75 10/31/2010 12X4215 1215201 09/30/2043 02000 6.210000000 2,303,000.0000 11,918.03 10/31/2010 12X4215 1215201 09/30/2034 02001 5.289998400 180,970,600.0000 797,778.49 10/31/2010 12X4215 1215201 09/30/2035 02001 5.289998400 236,000,000.0000 1,040,366.35 10/31/2010 12X4215 1215201 09/30/2036 02001 5.289998400 10,000,000.0000 44,083.32 10/31/2010 12X4215 1215201 09/30/2037 02001 5.289998400 13,200,000.0000 58,189.98 10/31/2010 12X4215 1215201 09/30/2038 02001 5.289998400 8,686,000.0000 38,290.77 10/31/2010 12X4215 1215201 09/30/2040 02001 5.289998400 37,800,000.0000 166,634.95 10/31/2010 12X4215 1215201 09/30/2042 02001 5.289998400 55,400,000.0000 244,221.59 10/31/2010 12X4215 1215201 09/30/2043 02001 5.289998400 2,582,000.0000 11,382.31 10/31/2010 12X4215 1215201 09/30/2035 02002 4.860000000 210,709,600.0000 853,373.88 10/31/2010 12X4215 1215201 09/30/2036 02002 4.860000000 233,000,000.0000 943,650.00 10/31/2010 12X4215 1215201 09/30/2037 02002 4.860000000 52,000,000.0000 210,600.00 10/31/2010 12X4215 1215201 09/30/2038 02002 4.860000000 46,350,100.0000 187,717.91 10/31/2010 12X4215 1215201 09/30/2039 02002 4.860000000 4,000.0000 16.20 10/31/2010 12X4215 1215201 09/30/2040 02002 4.860000000 36,200,000.0000 146,610.00 10/31/2010 12X4215 1215201 09/30/2042 02002 4.860000000 30,370,000.0000 122,998.50 10/31/2010 12X4215 1215201 09/30/2043 02002 4.860000000 10,234,000.0000 41,447.70 10/31/2010 12X4215 1215201 09/30/2036 02003 4.500000000 227,723,100.0000 853,961.63 10/31/2010 12X4215 1215201 09/30/2037 02003 4.500000000 271,000,000.0000 1,016,250.00 10/31/2010 12X4215 1215201 09/30/2038 02003 4.500000000 115,557,000.0000 433,338.75 10/31/2010 12X4215 1215201 09/30/2039 02003 4.500000000 10,675,000.0000 40,031.25 10/31/2010 12X4215 1215201 09/30/2040 02003 4.500000000 25,831,000.0000 96,866.25 10/31/2010 12X4215 1215201 09/30/2041 02003 4.500000000 6,000,000.0000 22,500.00 10/31/2010 12X4215 1215201 09/30/2042 02003 4.500000000 19,900,000.0000 74,625.00 10/31/2010 12X4215 1215201 09/30/2043 02003 4.500000000 3,515,000.0000 13,181.25 10/31/2010 12X4215 1215201 09/30/2037 02004 4.669999200 441,372,200.0000 1,717,673.18 10/31/2010 12X4215 1215201 09/30/2038 02004 4.669999200 330,310,000.0000 1,285,456.20 10/31/2010 12X4215 1215201 09/30/2039 02004 4.669999200 17,413,000.0000 67,765.58 10/31/2010 12X4215 1215201 09/30/2040 02004 4.669999200 50,009,000.0000 194,618.32 10/31/2010 12X4215 1215201 09/30/2041 02004 4.669999200 3,753,000.0000 14,605.42 10/31/2010 12X4215 1215201 09/30/2042 02004 4.669999200 114,750,000.0000 446,568.67 10/31/2010 12X4215 1215201 09/30/2043 02004 4.669999200 4,432,000.0000 17,247.86 10/31/2010 12X4215 1215201 09/30/2038 02005 4.560001200 549,314,100.0000 2,087,394.13 10/31/2010 12X4215 1215201 09/30/2039 02005 4.560001200 278,957,000.0000 1,060,036.88 10/31/2010 12X4215 1215201 09/30/2040 02005 4.560001200 57,158,000.0000 217,200.46 10/31/2010 12X4215 1215201 09/30/2041 02005 4.560001200 3,802,000.0000 14,447.60 10/31/2010 12X4215 1215201 09/30/2042 02005 4.560001200 8,145,000.0000 30,951.01 10/31/2010 12X4215 1215201 09/30/2043 02005 4.560001200 3,895,000.0000 14,801.00 10/31/2010 12X4215 1215201 09/30/2039 02006 4.870000800 724,445,000.0000 2,940,039.77 10/31/2010 12X4215 1215201 09/30/2040 02006 4.870000800 229,682,000.0000 932,126.27 10/31/2010 12X4215 1215201 09/30/2041 02006 4.870000800 13,170,000.0000 53,448.26 10/31/2010 12X4215 1215201 09/30/2042 02006 4.870000800 47,654,900.0000 193,399.50 10/31/2010 12X4215 1215201 09/30/2043 02006 4.870000800 4,128,000.0000 16,752.80 10/31/2010 12X4215 1215201 09/30/2040 02007 4.780000800 869,368,000.0000 3,462,983.11 10/31/2010 12X4215 1215201 09/30/2041 02007 4.780000800 166,241,000.0000 662,193.43 10/31/2010 12X4215 1215201 09/30/2042 02007 4.780000800 47,218,000.0000 188,085.06 10/31/2010 12X4215 1215201 09/30/2043 02007 4.780000800 4,580,000.0000 18,243.67 10/31/2010 12X4215 1215201 09/30/2044 02007 4.780000800 6,000.0000 23.90 10/31/2010 12X4215 1215201 09/30/2041 02008 4.200001200 853,356,000.0000 2,986,746.85 10/31/2010 12X4215 1215201 09/30/2042 02008 4.200001200 201,621,197.0000 705,674.39 10/31/2010 12X4215 1215201 09/30/2043 02008 4.200001200 19,995,000.0000 69,982.52 10/31/2010 12X4215 1215201 09/30/2044 02008 4.200001200 17,000.0000 59.50 10/31/2010 12X4215 1215201 09/30/2042 02009 3.620001600 1,108,465,818.0000 3,343,873.36 10/31/2010 12X4215 1215201 09/30/2043 02009 3.620001600 274,331,000.0000 827,565.55 10/31/2010 12X4215 1215201 09/30/2044 02009 3.620001600 1,257,000.0000 3,791.95 10/31/2010 12X4215 1215201 09/30/2043 02010 3.729999600 1,710,254,000.0000 5,316,038.95 10/31/2010 12X4215 1215201 09/30/2044 02010 3.729999600 140,429,000.0000 436,500.09 10/31/2010 12X4215 1215201 09/30/2044 02011 3.729999600 8,158,000.0000 25,357.78 10/31/2010 ------------------------ ---------------------- 13,269,246,115.0000 54,044,326.41 202 SUB-COHORT 12X4215 1215202 09/30/2021 01992 7.490001600 135,726.0000 847.16 10/31/2010 12X4215 1215202 09/30/2022 01992 7.490001600 20,000.0000 124.83 10/31/2010 12X4215 1215202 09/30/2027 01992 7.490001600 76,700.0000 478.74 10/31/2010 12X4215 1215202 09/30/2029 01992 7.490001600 3,000.0000 18.73 10/31/2010 12X4215 1215202 09/30/2021 01993 6.660000000 231,000.0000 1,282.05 10/31/2010 12X4215 1215202 09/30/2026 01993 6.660000000 18,000.0000 99.90 10/31/2010 12X4215 1215202 09/30/2027 01993 6.660000000 72,900.0000 404.60 10/31/2010 12X4215 1215202 09/30/2029 01993 6.660000000 110,000.0000 610.50 10/31/2010 12X4215 1215202 09/30/2019 01994 6.819998400 1,395,000.0000 7,928.25 10/31/2010 12X4215 1215202 09/30/2026 01994 6.819998400 303,000.0000 1,722.05 10/31/2010 12X4215 1215202 09/30/2029 01994 6.819998400 1,450,000.0000 8,240.83 10/31/2010 12X4215 1215202 09/30/2019 01995 7.189999200 254,800.0000 1,526.68 10/31/2010 12X4215 1215202 09/30/2026 01995 7.189999200 475,000.0000 2,846.04 10/31/2010 12X4215 1215202 09/30/2027 01995 7.189999200 300,000.0000 1,797.50 10/31/2010 12X4215 1215202 09/30/2029 01995 7.189999200 1,550,000.0000 9,287.08 10/31/2010 12X4215 1215202 09/30/2030 01995 7.189999200 244,000.0000 1,461.97 10/31/2010 12X4215 1215202 09/30/2020 01996 6.649999200 1,114,000.0000 6,173.42 10/31/2010 12X4215 1215202 09/30/2026 01996 6.649999200 1,125,000.0000 6,234.37 10/31/2010 12X4215 1215202 09/30/2029 01996 6.649999200 2,500,000.0000 13,854.17 10/31/2010 12X4215 1215202 09/30/2019 01997 6.670000800 815,400.0000 4,532.27 10/31/2010 12X4215 1215202 09/30/2026 01997 6.670000800 1,397,000.0000 7,764.99 10/31/2010 12X4215 1215202 09/30/2027 01997 6.670000800 300,000.0000 1,667.50 10/31/2010 12X4215 1215202 09/30/2029 01997 6.670000800 2,450,000.0000 13,617.92 10/31/2010 12X4215 1215202 09/30/2019 01998 5.829998400 2,487,000.0000 12,082.67 10/31/2010 12X4215 1215202 09/30/2026 01998 5.829998400 2,123,000.0000 10,314.24 10/31/2010 12X4215 1215202 09/30/2029 01998 5.829998400 1,350,000.0000 6,558.75 10/31/2010 12X4215 1215202 09/30/2019 01999 5.789998800 2,136,000.0000 10,306.20 10/31/2010 12X4215 1215202 09/30/2025 01999 5.789998800 60,000.0000 289.50 10/31/2010 12X4215 1215202 09/30/2026 01999 5.789998800 2,273,000.0000 10,967.22 10/31/2010 12X4215 1215202 09/30/2027 01999 5.789998800 7,000.0000 33.77 10/31/2010 12X4215 1215202 09/30/2029 01999 5.789998800 1,350,000.0000 6,513.75 10/31/2010 12X4215 1215202 09/30/2020 02000 6.239998800 431,000.0000 2,241.20 10/31/2010 12X4215 1215202 09/30/2021 02000 6.239998800 2,100,000.0000 10,920.00 10/31/2010 12X4215 1215202 09/30/2026 02000 6.239998800 2,974,000.0000 15,464.80 10/31/2010 12X4215 1215202 09/30/2027 02000 6.239998800 300,000.0000 1,560.00 10/31/2010 12X4215 1215202 09/30/2029 02000 6.239998800 1,400,000.0000 7,280.00 10/31/2010 12X4215 1215202 09/30/2021 02001 5.169999600 1,920,800.0000 8,275.45 10/31/2010 12X4215 1215202 09/30/2022 02001 5.169999600 3,000,000.0000 12,925.00 10/31/2010 12X4215 1215202 09/30/2024 02001 5.169999600 920,000.0000 3,963.67 10/31/2010 12X4215 1215202 09/30/2025 02001 5.169999600 21,400.0000 92.20 10/31/2010 12X4215 1215202 09/30/2026 02001 5.169999600 1,580,000.0000 6,807.17 10/31/2010 12X4215 1215202 09/30/2027 02001 5.169999600 400,000.0000 1,723.33 10/31/2010 12X4215 1215202 09/30/2029 02001 5.169999600 1,650,000.0000 7,108.75 10/31/2010 12X4215 1215202 09/30/2022 02002 4.770000000 1,891,000.0000 7,516.73 10/31/2010 12X4215 1215202 09/30/2023 02002 4.770000000 4,000,000.0000 15,900.00 10/31/2010 12X4215 1215202 09/30/2024 02002 4.770000000 1,862,000.0000 7,401.45 10/31/2010 12X4215 1215202 09/30/2025 02002 4.770000000 5,900.0000 23.45 10/31/2010 12X4215 1215202 09/30/2026 02002 4.770000000 1,697,400.0000 6,747.17 10/31/2010 12X4215 1215202 09/30/2027 02002 4.770000000 500,000.0000 1,987.50 10/31/2010 12X4215 1215202 09/30/2029 02002 4.770000000 2,400,000.0000 9,540.00 10/31/2010 12X4215 1215202 09/30/2023 02003 4.110001200 3,236,000.0000 11,083.30 10/31/2010 12X4215 1215202 09/30/2024 02003 4.110001200 6,500,000.0000 22,262.51 10/31/2010 12X4215 1215202 09/30/2025 02003 4.110001200 670,000.0000 2,294.75 10/31/2010 12X4215 1215202 09/30/2026 02003 4.110001200 703,000.0000 2,407.78 10/31/2010 12X4215 1215202 09/30/2027 02003 4.110001200 500,000.0000 1,712.50 10/31/2010 12X4215 1215202 09/30/2029 02003 4.110001200 2,400,000.0000 8,220.00 10/31/2010 12X4215 1215202 09/30/2024 02004 4.309999200 8,061,000.0000 28,952.42 10/31/2010 12X4215 1215202 09/30/2025 02004 4.309999200 3,560,000.0000 12,786.33 10/31/2010 12X4215 1215202 09/30/2026 02004 4.309999200 1,006,000.0000 3,613.22 10/31/2010 12X4215 1215202 09/30/2027 02004 4.309999200 500,000.0000 1,795.83 10/31/2010 12X4215 1215202 09/30/2029 02004 4.309999200 3,250,000.0000 11,672.91 10/31/2010 12X4215 1215202 09/30/2025 02005 4.330000800 11,883,900.0000 42,881.08 10/31/2010 12X4215 1215202 09/30/2026 02005 4.330000800 4,005,000.0000 14,451.38 10/31/2010 12X4215 1215202 09/30/2027 02005 4.330000800 773,000.0000 2,789.24 10/31/2010 12X4215 1215202 09/30/2028 02005 4.330000800 15,000.0000 54.13 10/31/2010 12X4215 1215202 09/30/2029 02005 4.330000800 3,550,000.0000 12,809.59 10/31/2010 12X4215 1215202 09/30/2026 02006 4.820000400 12,630,400.0000 50,732.11 10/31/2010 12X4215 1215202 09/30/2027 02006 4.820000400 3,101,000.0000 12,455.68 10/31/2010 12X4215 1215202 09/30/2029 02006 4.820000400 6,275,000.0000 25,204.59 10/31/2010 12X4215 1215202 09/30/2027 02007 4.700001600 12,903,000.0000 50,536.77 10/31/2010 12X4215 1215202 09/30/2028 02007 4.700001600 1,078,000.0000 4,222.17 10/31/2010 12X4215 1215202 09/30/2029 02007 4.700001600 11,439,000.0000 44,802.77 10/31/2010 12X4215 1215202 09/30/2030 02007 4.700001600 20,000.0000 78.33 10/31/2010 12X4215 1215202 09/30/2028 02008 3.849998400 13,265,000.0000 42,558.52 10/31/2010 12X4215 1215202 09/30/2029 02008 3.849998400 6,108,442.0000 19,597.91 10/31/2010 12X4215 1215202 09/30/2030 02008 3.849998400 2,265,000.0000 7,266.87 10/31/2010 12X4215 1215202 09/30/2029 02009 3.309998400 16,449,000.0000 45,371.80 10/31/2010 12X4215 1215202 09/30/2030 02009 3.309998400 3,996,000.0000 11,022.29 10/31/2010 12X4215 1215202 09/30/2031 02009 3.309998400 11,000.0000 30.34 10/31/2010 12X4215 1215202 09/30/2030 02010 3.309998400 20,693,800.0000 57,080.37 10/31/2010 12X4215 1215202 09/30/2031 02010 3.309998400 1,195,000.0000 3,296.21 10/31/2010 12X4215 1215202 09/30/2031 02011 3.039998400 440,000.0000 1,114.67 10/31/2010 ------------------------ ---------------------- 219,662,568.0000 832,223.89 203 SUB-COHORT 12X4215 1215203 09/30/2042 01992 7.570000800 30,280,000.0000 191,016.35 10/31/2010 12X4215 1215203 09/30/2040 01993 6.660000000 204,000.0000 1,132.20 10/31/2010 12X4215 1215203 09/30/2042 01993 6.660000000 32,758,000.0000 181,806.90 10/31/2010 12X4215 1215203 09/30/2043 01993 6.660000000 220,000.0000 1,221.00 10/31/2010 12X4215 1215203 09/30/2042 01994 6.789999600 28,944,000.0000 163,774.79 10/31/2010 12X4215 1215203 09/30/2043 01994 6.789999600 198,000.0000 1,120.35 10/31/2010 12X4215 1215203 09/30/2043 01997 6.660000000 9,028,000.0000 50,105.40 10/31/2010 12X4215 1215203 09/30/2031 01998 5.979999600 2,440,000.0000 12,159.33 10/31/2010 12X4215 1215203 09/30/2032 01998 5.979999600 963,000.0000 4,798.95 10/31/2010 12X4215 1215203 09/30/2038 01998 5.979999600 2,700.0000 13.45 10/31/2010 12X4215 1215203 09/30/2042 01998 5.979999600 4,050,000.0000 20,182.50 10/31/2010 12X4215 1215203 09/30/2043 01998 5.979999600 6,000.0000 29.90 10/31/2010 12X4215 1215203 09/30/2032 01999 5.810000400 613,000.0000 2,967.94 10/31/2010 12X4215 1215203 09/30/2042 01999 5.810000400 5,000,000.0000 24,208.34 10/31/2010 12X4215 1215203 09/30/2043 01999 5.810000400 674,000.0000 3,263.28 10/31/2010 12X4215 1215203 09/30/2033 02000 6.350000400 2,346,000.0000 12,414.25 10/31/2010 12X4215 1215203 09/30/2042 02000 6.350000400 627,000.0000 3,317.88 10/31/2010 12X4215 1215203 09/30/2043 02000 6.350000400 118,000.0000 624.42 10/31/2010 12X4215 1215203 09/30/2034 02001 4.730000400 335,000.0000 1,320.46 10/31/2010 12X4215 1215203 09/30/2042 02001 4.730000400 600,000.0000 2,365.00 10/31/2010 12X4215 1215203 09/30/2035 02002 4.939999200 221,000.0000 909.78 10/31/2010 12X4215 1215203 09/30/2042 02002 4.939999200 262,000.0000 1,078.57 10/31/2010 12X4215 1215203 09/30/2036 02003 4.100000400 372,000.0000 1,271.00 10/31/2010 12X4215 1215203 09/30/2042 02003 4.100000400 105,000.0000 358.75 10/31/2010 12X4215 1215203 09/30/2037 02004 3.949999200 316,000.0000 1,040.17 10/31/2010 12X4215 1215203 09/30/2042 02004 3.949999200 72,000.0000 237.00 10/31/2010 12X4215 1215203 09/30/2038 02005 3.880000800 582,000.0000 1,881.80 10/31/2010 12X4215 1215203 09/30/2042 02005 3.880000800 220,000.0000 711.33 10/31/2010 12X4215 1215203 09/30/2039 02006 4.839998400 388,000.0000 1,564.93 10/31/2010 12X4215 1215203 09/30/2042 02006 4.839998400 55,000.0000 221.83 10/31/2010 12X4215 1215203 09/30/2040 02007 4.880001600 146,000.0000 593.73 10/31/2010 12X4215 1215203 09/30/2042 02007 4.880001600 37,000.0000 150.47 10/31/2010 12X4215 1215203 09/30/2043 02007 4.880001600 9,200.0000 0.00 10/31/2010 12X4215 1215203 09/30/2041 02008 3.489998400 312,000.0000 907.40 10/31/2010 12X4215 1215203 09/30/2042 02008 3.489998400 42,000.0000 122.15 10/31/2010 12X4215 1215203 09/30/2042 02009 3.089998800 938,000.0000 2,415.35 10/31/2010 12X4215 1215203 09/30/2043 02009 3.089998800 127,600.0000 328.57 10/31/2010 12X4215 1215203 09/30/2043 02010 3.089998800 1,594,800.0000 4,106.61 10/31/2010 ------------------------ ---------------------- 125,206,300.0000 695,742.13 206 SUB-COHORT 12X4215 1215206 09/30/2027 01992 6.919999200 494,000.0000 2,848.73 10/31/2010 12X4215 1215206 09/30/2028 01992 6.919999200 1,000,000.0000 5,766.67 10/31/2010 12X4215 1215206 09/30/2029 01992 6.919999200 1,800,000.0000 10,380.00 10/31/2010 12X4215 1215206 09/30/2035 01992 6.919999200 1,600,000.0000 9,226.67 10/31/2010 12X4215 1215206 09/30/2037 01992 6.919999200 39,000.0000 224.90 10/31/2010 12X4215 1215206 09/30/2038 01992 6.919999200 360,000.0000 2,076.00 10/31/2010 12X4215 1215206 09/30/2042 01992 6.919999200 781,000.0000 4,503.77 10/31/2010 12X4215 1215206 09/30/2028 01993 7.049998800 1,878,000.0000 11,033.25 10/31/2010 12X4215 1215206 09/30/2029 01993 7.049998800 1,993,000.0000 11,708.87 10/31/2010 12X4215 1215206 09/30/2030 01993 7.049998800 1,300,000.0000 7,637.50 10/31/2010 12X4215 1215206 09/30/2038 01993 7.049998800 488,000.0000 2,867.00 10/31/2010 12X4215 1215206 09/30/2042 01993 7.049998800 1,300,000.0000 7,637.50 10/31/2010 12X4215 1215206 09/30/2043 01994 6.990001200 6,948,200.0000 40,473.27 10/31/2010 12X4215 1215206 09/30/2029 01995 6.950001600 1,448,000.0000 8,386.34 10/31/2010 12X4215 1215206 09/30/2030 01995 6.950001600 2,000,000.0000 11,583.34 10/31/2010 12X4215 1215206 09/30/2033 01995 6.950001600 1,200,000.0000 6,950.00 10/31/2010 12X4215 1215206 09/30/2035 01995 6.950001600 310,000.0000 1,795.42 10/31/2010 12X4215 1215206 09/30/2038 01995 6.950001600 195,000.0000 1,129.38 10/31/2010 12X4215 1215206 09/30/2042 01995 6.950001600 1,600,000.0000 9,266.67 10/31/2010 12X4215 1215206 09/30/2030 01996 6.419998800 987,000.0000 5,280.45 10/31/2010 12X4215 1215206 09/30/2031 01996 6.419998800 1,375,000.0000 7,356.25 10/31/2010 12X4215 1215206 09/30/2032 01996 6.419998800 2,000,000.0000 10,700.00 10/31/2010 12X4215 1215206 09/30/2034 01996 6.419998800 50,000.0000 267.50 10/31/2010 12X4215 1215206 09/30/2035 01996 6.419998800 400,000.0000 2,140.00 10/31/2010 12X4215 1215206 09/30/2038 01996 6.419998800 437,000.0000 2,337.95 10/31/2010 12X4215 1215206 09/30/2042 01996 6.419998800 2,550,000.0000 13,642.50 10/31/2010 12X4215 1215206 09/30/2030 01997 6.040000800 734,800.0000 3,698.49 10/31/2010 12X4215 1215206 09/30/2031 01997 6.040000800 3,000,000.0000 15,100.00 10/31/2010 12X4215 1215206 09/30/2032 01997 6.040000800 1,000,000.0000 5,033.33 10/31/2010 12X4215 1215206 09/30/2033 01997 6.040000800 700,000.0000 3,523.33 10/31/2010 12X4215 1215206 09/30/2035 01997 6.040000800 400,000.0000 2,013.33 10/31/2010 12X4215 1215206 09/30/2038 01997 6.040000800 317,000.0000 1,595.57 10/31/2010 12X4215 1215206 09/30/2042 01997 6.040000800 2,100,000.0000 10,570.00 10/31/2010 12X4215 1215206 09/30/2032 01998 5.979999600 2,918,600.0000 14,544.36 10/31/2010 12X4215 1215206 09/30/2033 01998 5.979999600 800,000.0000 3,986.67 10/31/2010 12X4215 1215206 09/30/2035 01998 5.979999600 1,000,000.0000 4,983.33 10/31/2010 12X4215 1215206 09/30/2038 01998 5.979999600 257,000.0000 1,280.72 10/31/2010 12X4215 1215206 09/30/2040 01998 5.979999600 827,000.0000 4,121.22 10/31/2010 12X4215 1215206 09/30/2042 01998 5.979999600 706,000.0000 3,518.23 10/31/2010 12X4215 1215206 09/30/2043 01998 5.979999600 782,000.0000 3,896.97 10/31/2010 12X4215 1215206 09/30/2034 01999 5.690001600 224,000.0000 1,062.13 10/31/2010 12X4215 1215206 09/30/2035 01999 5.690001600 3,000,000.0000 14,225.00 10/31/2010 12X4215 1215206 09/30/2036 01999 5.690001600 1,000,000.0000 4,741.67 10/31/2010 12X4215 1215206 09/30/2037 01999 5.690001600 3,400,000.0000 16,121.67 10/31/2010 12X4215 1215206 09/30/2038 01999 5.690001600 755,000.0000 3,579.96 10/31/2010 12X4215 1215206 09/30/2040 01999 5.690001600 400,000.0000 1,896.67 10/31/2010 12X4215 1215206 09/30/2042 01999 5.690001600 1,250,000.0000 5,927.09 10/31/2010 12X4215 1215206 09/30/2035 02000 5.349999600 3,454,000.0000 15,399.08 10/31/2010 12X4215 1215206 09/30/2036 02000 5.349999600 3,700,000.0000 16,495.83 10/31/2010 12X4215 1215206 09/30/2037 02000 5.349999600 2,616,000.0000 11,663.00 10/31/2010 12X4215 1215206 09/30/2038 02000 5.349999600 628,000.0000 2,799.83 10/31/2010 12X4215 1215206 09/30/2039 02000 5.349999600 2,071,000.0000 9,233.21 10/31/2010 12X4215 1215206 09/30/2042 02000 5.349999600 2,450,000.0000 10,922.92 10/31/2010 12X4215 1215206 09/30/2036 02001 5.159998800 1,124,000.0000 4,833.20 10/31/2010 12X4215 1215206 09/30/2037 02001 5.159998800 6,400,000.0000 27,519.99 10/31/2010 12X4215 1215206 09/30/2038 02001 5.159998800 2,748,000.0000 11,816.40 10/31/2010 12X4215 1215206 09/30/2039 02001 5.159998800 1,593,000.0000 6,849.90 10/31/2010 12X4215 1215206 09/30/2040 02001 5.159998800 388,000.0000 1,668.40 10/31/2010 12X4215 1215206 09/30/2041 02001 5.159998800 148,000.0000 636.40 10/31/2010 12X4215 1215206 09/30/2042 02001 5.159998800 3,287,000.0000 14,134.10 10/31/2010 12X4215 1215206 09/30/2043 02001 5.159998800 1,370,000.0000 5,891.00 10/31/2010 12X4215 1215206 09/30/2037 02002 4.960000800 3,756,000.0000 15,524.80 10/31/2010 12X4215 1215206 09/30/2038 02002 4.960000800 7,200,000.0000 29,760.00 10/31/2010 12X4215 1215206 09/30/2039 02002 4.960000800 1,572,000.0000 6,497.60 10/31/2010 12X4215 1215206 09/30/2040 02002 4.960000800 1,812,000.0000 7,489.60 10/31/2010 12X4215 1215206 09/30/2041 02002 4.960000800 105,000.0000 434.00 10/31/2010 12X4215 1215206 09/30/2042 02002 4.960000800 2,950,000.0000 12,193.34 10/31/2010 12X4215 1215206 09/30/2043 02002 4.960000800 942,000.0000 3,893.60 10/31/2010 12X4215 1215206 09/30/2044 02002 4.960000800 281,000.0000 1,161.47 10/31/2010 12X4215 1215206 09/30/2037 02003 4.780000800 947,000.0000 3,772.22 10/31/2010 12X4215 1215206 09/30/2038 02003 4.780000800 1,787,000.0000 7,118.22 10/31/2010 12X4215 1215206 09/30/2039 02003 4.780000800 4,394,000.0000 17,502.77 10/31/2010 12X4215 1215206 09/30/2040 02003 4.780000800 1,085,000.0000 4,321.92 10/31/2010 12X4215 1215206 09/30/2041 02003 4.780000800 5,590,000.0000 22,266.84 10/31/2010 12X4215 1215206 09/30/2042 02003 4.780000800 7,405,200.0000 29,497.38 10/31/2010 12X4215 1215206 09/30/2043 02003 4.780000800 1,036,000.0000 4,126.73 10/31/2010 12X4215 1215206 09/30/2044 02003 4.780000800 123,000.0000 489.95 10/31/2010 12X4215 1215206 09/30/2038 02004 4.579999200 72,000.0000 274.80 10/31/2010 12X4215 1215206 09/30/2039 02004 4.579999200 2,959,000.0000 11,293.51 10/31/2010 12X4215 1215206 09/30/2040 02004 4.579999200 6,584,000.0000 25,128.93 10/31/2010 12X4215 1215206 09/30/2041 02004 4.579999200 1,165,000.0000 4,446.42 10/31/2010 12X4215 1215206 09/30/2042 02004 4.579999200 5,043,000.0000 19,247.45 10/31/2010 12X4215 1215206 09/30/2043 02004 4.579999200 1,126,000.0000 4,297.57 10/31/2010 12X4215 1215206 09/30/2038 02005 4.770000000 226,300.0000 899.54 10/31/2010 12X4215 1215206 09/30/2039 02005 4.770000000 586,000.0000 2,329.35 10/31/2010 12X4215 1215206 09/30/2040 02005 4.770000000 5,203,000.0000 20,681.93 10/31/2010 12X4215 1215206 09/30/2041 02005 4.770000000 4,534,000.0000 18,022.65 10/31/2010 12X4215 1215206 09/30/2042 02005 4.770000000 3,033,000.0000 12,056.18 10/31/2010 12X4215 1215206 09/30/2043 02005 4.770000000 1,950,000.0000 7,751.25 10/31/2010 12X4215 1215206 09/30/2040 02006 4.929998400 1,875,700.0000 7,706.00 10/31/2010 12X4215 1215206 09/30/2041 02006 4.929998400 2,027,000.0000 8,327.59 10/31/2010 12X4215 1215206 09/30/2042 02006 4.929998400 1,482,000.0000 6,088.55 10/31/2010 12X4215 1215206 09/30/2043 02006 4.929998400 2,763,000.0000 11,351.32 10/31/2010 12X4215 1215206 09/30/2040 02007 5.150001600 1,115,300.0000 4,786.50 10/31/2010 12X4215 1215206 09/30/2041 02007 5.150001600 1,027,000.0000 4,407.54 10/31/2010 12X4215 1215206 09/30/2042 02007 5.150001600 2,071,000.0000 8,888.04 10/31/2010 12X4215 1215206 09/30/2043 02007 5.150001600 7,216,000.0000 30,968.68 10/31/2010 12X4215 1215206 09/30/2044 02007 5.150001600 119,000.0000 510.71 10/31/2010 12X4215 1215206 09/30/2041 02008 5.100001200 652,700.0000 2,773.98 10/31/2010 12X4215 1215206 09/30/2042 02008 5.100001200 484,000.0000 2,057.00 10/31/2010 12X4215 1215206 09/30/2043 02008 5.100001200 254,500.0000 1,081.63 10/31/2010 12X4215 1215206 09/30/2042 02009 4.899999600 2,146,000.0000 8,762.83 10/31/2010 12X4215 1215206 09/30/2043 02009 4.899999600 2,314,000.0000 9,448.83 10/31/2010 12X4215 1215206 09/30/2044 02009 4.899999600 184,000.0000 751.33 10/31/2010 12X4215 1215206 09/30/2043 02010 4.899999600 2,175,900.0000 8,884.92 10/31/2010 12X4215 1215206 09/30/2044 02010 4.899999600 177,000.0000 722.75 10/31/2010 ------------------------ ---------------------- 193,632,200.0000 872,501.15 207 SUB-COHORT 12X4215 1215207 09/30/2043 01992 6.819998400 54,550,000.0000 310,025.76 10/31/2010 12X4215 1215207 09/30/2044 01992 6.819998400 78,100,000.0000 443,868.23 10/31/2010 12X4215 1215207 09/30/2045 01992 6.819998400 3,000,000.0000 17,050.00 10/31/2010 12X4215 1215207 09/30/2052 01992 6.819998400 31,000,000.0000 176,183.29 10/31/2010 12X4215 1215207 09/30/2056 01992 6.819998400 12,945,000.0000 73,570.73 10/31/2010 12X4215 1215207 09/30/2057 01992 6.819998400 10,000,000.0000 56,833.32 10/31/2010 12X4215 1215207 09/30/2058 01992 6.819998400 122,000.0000 693.37 10/31/2010 12X4215 1215207 09/30/2059 01992 6.819998400 1,250,000.0000 7,104.17 10/31/2010 12X4215 1215207 09/30/2060 01992 6.819998400 9,700,000.0000 55,128.32 10/31/2010 12X4215 1215207 09/30/2044 01993 6.890000400 75,785,000.0000 435,132.23 10/31/2010 12X4215 1215207 09/30/2045 01993 6.890000400 54,000,000.0000 310,050.02 10/31/2010 12X4215 1215207 09/30/2052 01993 6.890000400 34,000,000.0000 195,216.68 10/31/2010 12X4215 1215207 09/30/2056 01993 6.890000400 12,513,000.0000 71,845.48 10/31/2010 12X4215 1215207 09/30/2057 01993 6.890000400 9,200,000.0000 52,823.34 10/31/2010 12X4215 1215207 09/30/2058 01993 6.890000400 10,345,000.0000 59,397.55 10/31/2010 12X4215 1215207 09/30/2059 01993 6.890000400 4,750,000.0000 27,272.92 10/31/2010 12X4215 1215207 09/30/2060 01993 6.890000400 3,462,000.0000 19,877.65 10/31/2010 12X4215 1215207 09/30/2045 01994 7.089998400 26,264,000.0000 155,176.43 10/31/2010 12X4215 1215207 09/30/2046 01994 7.089998400 64,000,000.0000 378,133.25 10/31/2010 12X4215 1215207 09/30/2052 01994 7.089998400 29,000,000.0000 171,341.63 10/31/2010 12X4215 1215207 09/30/2055 01994 7.089998400 16,510,000.0000 97,546.56 10/31/2010 12X4215 1215207 09/30/2056 01994 7.089998400 9,570,000.0000 56,542.74 10/31/2010 12X4215 1215207 09/30/2057 01994 7.089998400 12,200,000.0000 72,081.65 10/31/2010 12X4215 1215207 09/30/2058 01994 7.089998400 12,651,000.0000 74,746.31 10/31/2010 12X4215 1215207 09/30/2059 01994 7.089998400 7,600,000.0000 44,903.32 10/31/2010 12X4215 1215207 09/30/2060 01994 7.089998400 2,589,000.0000 15,296.67 10/31/2010 12X4215 1215207 09/30/2046 01995 6.710000400 41,270,000.0000 230,768.10 10/31/2010 12X4215 1215207 09/30/2048 01995 6.710000400 2,000,000.0000 11,183.33 10/31/2010 12X4215 1215207 09/30/2050 01995 6.710000400 1,000,000.0000 5,591.67 10/31/2010 12X4215 1215207 09/30/2052 01995 6.710000400 14,000,000.0000 78,283.34 10/31/2010 12X4215 1215207 09/30/2055 01995 6.710000400 1,069,000.0000 5,977.49 10/31/2010 12X4215 1215207 09/30/2056 01995 6.710000400 6,695,000.0000 37,436.21 10/31/2010 12X4215 1215207 09/30/2057 01995 6.710000400 2,200,000.0000 12,301.67 10/31/2010 12X4215 1215207 09/30/2058 01995 6.710000400 63,000.0000 352.28 10/31/2010 12X4215 1215207 09/30/2059 01995 6.710000400 901,000.0000 5,038.09 10/31/2010 12X4215 1215207 09/30/2060 01995 6.710000400 3,298,000.0000 18,441.32 10/31/2010 12X4215 1215207 09/30/2047 01996 6.459998400 7,936,000.0000 42,722.12 10/31/2010 12X4215 1215207 09/30/2048 01996 6.459998400 29,000,000.0000 156,116.63 10/31/2010 12X4215 1215207 09/30/2052 01996 6.459998400 9,000,000.0000 48,449.99 10/31/2010 12X4215 1215207 09/30/2055 01996 6.459998400 667,600.0000 3,593.91 10/31/2010 12X4215 1215207 09/30/2056 01996 6.459998400 5,122,000.0000 27,573.43 10/31/2010 12X4215 1215207 09/30/2057 01996 6.459998400 3,700,000.0000 19,918.33 10/31/2010 12X4215 1215207 09/30/2058 01996 6.459998400 19,000.0000 102.28 10/31/2010 12X4215 1215207 09/30/2059 01996 6.459998400 61,000.0000 328.38 10/31/2010 12X4215 1215207 09/30/2060 01996 6.459998400 5,851,000.0000 31,497.88 10/31/2010 12X4215 1215207 09/30/2048 01997 5.950000800 18,810,000.0000 93,266.26 10/31/2010 12X4215 1215207 09/30/2049 01997 5.950000800 17,000,000.0000 84,291.68 10/31/2010 12X4215 1215207 09/30/2050 01997 5.950000800 1,000,000.0000 4,958.33 10/31/2010 12X4215 1215207 09/30/2051 01997 5.950000800 1,000,000.0000 4,958.33 10/31/2010 12X4215 1215207 09/30/2052 01997 5.950000800 14,000,000.0000 69,416.68 10/31/2010 12X4215 1215207 09/30/2055 01997 5.950000800 1,557,500.0000 7,722.61 10/31/2010 12X4215 1215207 09/30/2056 01997 5.950000800 5,215,000.0000 25,857.71 10/31/2010 12X4215 1215207 09/30/2057 01997 5.950000800 3,600,000.0000 17,850.00 10/31/2010 12X4215 1215207 09/30/2058 01997 5.950000800 651,000.0000 3,227.88 10/31/2010 12X4215 1215207 09/30/2059 01997 5.950000800 606,000.0000 3,004.75 10/31/2010 12X4215 1215207 09/30/2049 01998 5.870001600 25,700,000.0000 125,715.87 10/31/2010 12X4215 1215207 09/30/2050 01998 5.870001600 19,000,000.0000 92,941.69 10/31/2010 12X4215 1215207 09/30/2051 01998 5.870001600 3,000,000.0000 14,675.00 10/31/2010 12X4215 1215207 09/30/2052 01998 5.870001600 6,000,000.0000 29,350.01 10/31/2010 12X4215 1215207 09/30/2053 01998 5.870001600 13,000,000.0000 63,591.68 10/31/2010 12X4215 1215207 09/30/2055 01998 5.870001600 2,342,000.0000 11,456.29 10/31/2010 12X4215 1215207 09/30/2056 01998 5.870001600 591,000.0000 2,890.98 10/31/2010 12X4215 1215207 09/30/2057 01998 5.870001600 4,500,000.0000 22,012.51 10/31/2010 12X4215 1215207 09/30/2058 01998 5.870001600 735,000.0000 3,595.38 10/31/2010 12X4215 1215207 09/30/2059 01998 5.870001600 1,250,000.0000 6,114.59 10/31/2010 12X4215 1215207 09/30/2060 01998 5.870001600 5,923,000.0000 28,973.35 10/31/2010 12X4215 1215207 09/30/2049 01999 5.839999200 1,033,000.0000 5,027.27 10/31/2010 12X4215 1215207 09/30/2050 01999 5.839999200 23,000,000.0000 111,933.32 10/31/2010 12X4215 1215207 09/30/2051 01999 5.839999200 13,000,000.0000 63,266.66 10/31/2010 12X4215 1215207 09/30/2052 01999 5.839999200 8,000,000.0000 38,933.33 10/31/2010 12X4215 1215207 09/30/2053 01999 5.839999200 4,200,000.0000 20,440.00 10/31/2010 12X4215 1215207 09/30/2055 01999 5.839999200 2,898,200.0000 14,104.57 10/31/2010 12X4215 1215207 09/30/2056 01999 5.839999200 1,455,000.0000 7,081.00 10/31/2010 12X4215 1215207 09/30/2057 01999 5.839999200 4,023,000.0000 19,578.60 10/31/2010 12X4215 1215207 09/30/2058 01999 5.839999200 1,546,000.0000 7,523.87 10/31/2010 12X4215 1215207 09/30/2059 01999 5.839999200 2,154,000.0000 10,482.80 10/31/2010 12X4215 1215207 09/30/2060 01999 5.839999200 1,429,000.0000 6,954.47 10/31/2010 12X4215 1215207 09/30/2051 02000 5.590000800 15,732,000.0000 73,284.91 10/31/2010 12X4215 1215207 09/30/2052 02000 5.590000800 24,000,000.0000 111,800.02 10/31/2010 12X4215 1215207 09/30/2053 02000 5.590000800 9,000,000.0000 41,925.01 10/31/2010 12X4215 1215207 09/30/2055 02000 5.590000800 1,420,000.0000 6,614.83 10/31/2010 12X4215 1215207 09/30/2056 02000 5.590000800 2,754,000.0000 12,829.05 10/31/2010 12X4215 1215207 09/30/2057 02000 5.590000800 3,447,000.0000 16,057.28 10/31/2010 12X4215 1215207 09/30/2058 02000 5.590000800 1,053,000.0000 4,905.23 10/31/2010 12X4215 1215207 09/30/2059 02000 5.590000800 4,950,000.0000 23,058.75 10/31/2010 12X4215 1215207 09/30/2060 02000 5.590000800 1,021,000.0000 4,756.16 10/31/2010 12X4215 1215207 09/30/2052 02001 5.349999600 19,130,000.0000 85,287.91 10/31/2010 12X4215 1215207 09/30/2053 02001 5.349999600 27,300,000.0000 121,712.49 10/31/2010 12X4215 1215207 09/30/2055 02001 5.349999600 5,969,000.0000 26,611.79 10/31/2010 12X4215 1215207 09/30/2056 02001 5.349999600 2,953,000.0000 13,165.46 10/31/2010 12X4215 1215207 09/30/2057 02001 5.349999600 2,629,500.0000 11,723.19 10/31/2010 12X4215 1215207 09/30/2058 02001 5.349999600 6,917,000.0000 30,838.29 10/31/2010 12X4215 1215207 09/30/2059 02001 5.349999600 1,781,000.0000 7,940.29 10/31/2010 12X4215 1215207 09/30/2060 02001 5.349999600 2,187,000.0000 9,750.37 10/31/2010 12X4215 1215207 09/30/2053 02002 5.060001600 35,581,000.0000 150,033.26 10/31/2010 12X4215 1215207 09/30/2055 02002 5.060001600 12,000,000.0000 50,600.02 10/31/2010 12X4215 1215207 09/30/2056 02002 5.060001600 4,665,000.0000 19,670.76 10/31/2010 12X4215 1215207 09/30/2057 02002 5.060001600 6,254,000.0000 26,371.04 10/31/2010 12X4215 1215207 09/30/2058 02002 5.060001600 4,791,000.0000 20,202.06 10/31/2010 12X4215 1215207 09/30/2059 02002 5.060001600 890,000.0000 3,752.83 10/31/2010 12X4215 1215207 09/30/2060 02002 5.060001600 5,139,000.0000 21,669.46 10/31/2010 12X4215 1215207 09/30/2061 02002 5.060001600 181,000.0000 763.22 10/31/2010 12X4215 1215207 09/30/2053 02003 4.960000800 20,871,000.0000 86,266.81 10/31/2010 12X4215 1215207 09/30/2055 02003 4.960000800 17,800,000.0000 73,573.35 10/31/2010 12X4215 1215207 09/30/2056 02003 4.960000800 9,498,000.0000 39,258.41 10/31/2010 12X4215 1215207 09/30/2057 02003 4.960000800 3,626,000.0000 14,987.47 10/31/2010 12X4215 1215207 09/30/2058 02003 4.960000800 3,228,000.0000 13,342.40 10/31/2010 12X4215 1215207 09/30/2059 02003 4.960000800 7,756,000.0000 32,058.14 10/31/2010 12X4215 1215207 09/30/2060 02003 4.960000800 7,108,000.0000 29,379.74 10/31/2010 12X4215 1215207 09/30/2055 02004 4.860000000 18,265,000.0000 73,973.25 10/31/2010 12X4215 1215207 09/30/2056 02004 4.860000000 16,995,000.0000 68,829.75 10/31/2010 12X4215 1215207 09/30/2057 02004 4.860000000 15,297,000.0000 61,952.85 10/31/2010 12X4215 1215207 09/30/2058 02004 4.860000000 3,794,000.0000 15,365.70 10/31/2010 12X4215 1215207 09/30/2059 02004 4.860000000 6,631,111.0000 26,856.00 10/31/2010 12X4215 1215207 09/30/2060 02004 4.860000000 2,760,000.0000 11,178.00 10/31/2010 12X4215 1215207 09/30/2061 02004 4.860000000 55,000.0000 222.75 10/31/2010 12X4215 1215207 09/30/2055 02005 4.870000800 1,454,000.0000 5,900.82 10/31/2010 12X4215 1215207 09/30/2056 02005 4.870000800 13,564,000.0000 55,047.24 10/31/2010 12X4215 1215207 09/30/2057 02005 4.870000800 14,206,000.0000 57,652.69 10/31/2010 12X4215 1215207 09/30/2058 02005 4.870000800 13,856,000.0000 56,232.28 10/31/2010 12X4215 1215207 09/30/2059 02005 4.870000800 6,914,000.0000 28,059.32 10/31/2010 12X4215 1215207 09/30/2060 02005 4.870000800 3,158,000.0000 12,816.22 10/31/2010 12X4215 1215207 09/30/2056 02006 4.759999200 885,600.0000 3,512.88 10/31/2010 12X4215 1215207 09/30/2057 02006 4.759999200 13,540,800.0000 53,711.83 10/31/2010 12X4215 1215207 09/30/2058 02006 4.759999200 13,388,000.0000 53,105.72 10/31/2010 12X4215 1215207 09/30/2059 02006 4.759999200 13,287,681.0000 52,707.79 10/31/2010 12X4215 1215207 09/30/2060 02006 4.759999200 8,638,000.0000 34,264.06 10/31/2010 12X4215 1215207 09/30/2061 02006 4.759999200 2,624,000.0000 10,408.53 10/31/2010 12X4215 1215207 09/30/2057 02007 4.560001200 4,903,000.0000 18,631.40 10/31/2010 12X4215 1215207 09/30/2058 02007 4.560001200 11,643,000.0000 44,243.41 10/31/2010 12X4215 1215207 09/30/2059 02007 4.560001200 21,033,000.0000 79,925.42 10/31/2010 12X4215 1215207 09/30/2060 02007 4.560001200 10,666,000.0000 40,530.81 10/31/2010 12X4215 1215207 09/30/2061 02007 4.560001200 277,000.0000 1,052.60 10/31/2010 12X4215 1215207 09/30/2058 02008 4.560001200 3,537,600.0000 13,442.88 10/31/2010 12X4215 1215207 09/30/2059 02008 4.560001200 12,259,000.0000 46,584.21 10/31/2010 12X4215 1215207 09/30/2060 02008 4.560001200 13,486,000.0000 51,246.81 10/31/2010 12X4215 1215207 09/30/2061 02008 4.560001200 577,000.0000 2,192.60 10/31/2010 12X4215 1215207 09/30/2059 02009 4.780000800 1,897,200.0000 7,557.18 10/31/2010 12X4215 1215207 09/30/2060 02009 4.780000800 16,265,000.0000 64,788.93 10/31/2010 12X4215 1215207 09/30/2061 02009 4.780000800 1,251,000.0000 4,983.15 10/31/2010 12X4215 1215207 09/30/2060 02010 2.959999200 9,524,500.0000 23,493.76 10/31/2010 12X4215 1215207 09/30/2061 02010 2.959999200 39,000.0000 96.20 10/31/2010 ------------------------ ---------------------- 1,475,480,292.0000 7,399,472.58 208 SUB-COHORT 12X4215 1215208 09/30/2011 02001 3.399998400 1,550,000.0000 4,391.66 10/31/2010 12X4215 1215208 09/30/2012 02001 3.399998400 18,000.0000 51.00 10/31/2010 12X4215 1215208 09/30/2013 02001 3.399998400 535,000.0000 1,515.83 10/31/2010 12X4215 1215208 09/30/2012 02006 3.650000400 516,000.0000 1,569.50 10/31/2010 12X4215 1215208 09/30/2013 02006 3.650000400 25,000.0000 76.04 10/31/2010 12X4215 1215208 09/30/2011 02007 4.129999200 61,000.0000 209.94 10/31/2010 12X4215 1215208 09/30/2012 02007 4.129999200 752,000.0000 2,588.13 10/31/2010 12X4215 1215208 09/30/2013 02007 4.129999200 432,000.0000 1,486.80 10/31/2010 12X4215 1215208 09/30/2014 02007 4.129999200 262,000.0000 901.72 10/31/2010 12X4215 1215208 09/30/2012 02008 1.440000000 885,000.0000 1,062.00 10/31/2010 12X4215 1215208 09/30/2013 02008 1.440000000 39,000.0000 46.80 10/31/2010 12X4215 1215208 09/30/2012 02009 1.440000000 185,000.0000 222.00 10/31/2010 12X4215 1215208 09/30/2013 02009 1.440000000 259,000.0000 310.80 10/31/2010 ------------------------ ---------------------- 5,519,000.0000 14,432.22 209 SUB-COHORT 12X4215 1215209 09/30/2060 01992 7.310001600 654,000.0000 3,983.95 10/31/2010 12X4215 1215209 09/30/2057 01993 6.710000400 553,300.0000 3,093.87 10/31/2010 12X4215 1215209 09/30/2057 01994 6.770001600 2,178,700.0000 12,291.50 10/31/2010 12X4215 1215209 09/30/2060 01994 6.770001600 165,000.0000 930.88 10/31/2010 12X4215 1215209 09/30/2047 01997 6.890000400 783,000.0000 4,495.73 10/31/2010 12X4215 1215209 09/30/2048 01997 6.890000400 50,000.0000 287.08 10/31/2010 12X4215 1215209 09/30/2050 01997 6.890000400 17,000.0000 97.61 10/31/2010 12X4215 1215209 09/30/2052 01997 6.890000400 400,000.0000 2,296.67 10/31/2010 12X4215 1215209 09/30/2055 01997 6.890000400 86,600.0000 497.23 10/31/2010 12X4215 1215209 09/30/2056 01997 6.890000400 3,100.0000 17.80 10/31/2010 12X4215 1215209 09/30/2059 01997 6.890000400 81,000.0000 465.08 10/31/2010 12X4215 1215209 09/30/2060 01997 6.890000400 6,210,500.0000 35,658.62 10/31/2010 12X4215 1215209 09/30/2059 01998 5.979999600 374,600.0000 1,866.76 10/31/2010 12X4215 1215209 09/30/2060 01998 5.979999600 110,800.0000 552.15 10/31/2010 12X4215 1215209 09/30/2059 01999 5.810000400 624,800.0000 3,025.07 10/31/2010 12X4215 1215209 09/30/2060 01999 5.810000400 1,925,900.0000 9,324.57 10/31/2010 12X4215 1215209 09/30/2050 02000 6.360001200 267,500.0000 1,417.75 10/31/2010 12X4215 1215209 09/30/2054 02000 6.360001200 8,500.0000 45.05 10/31/2010 12X4215 1215209 09/30/2055 02000 6.360001200 13,900.0000 73.67 10/31/2010 12X4215 1215209 09/30/2056 02000 6.360001200 1,500.0000 7.95 10/31/2010 12X4215 1215209 09/30/2060 02000 6.360001200 349,100.0000 1,850.23 10/31/2010 12X4215 1215209 09/30/2051 02001 5.670000000 148,200.0000 700.25 10/31/2010 12X4215 1215209 09/30/2052 02001 5.670000000 120,000.0000 567.00 10/31/2010 12X4215 1215209 09/30/2055 02001 5.670000000 24,700.0000 116.71 10/31/2010 12X4215 1215209 09/30/2056 02001 5.670000000 7,500.0000 35.44 10/31/2010 12X4215 1215209 09/30/2060 02001 5.670000000 692,000.0000 3,269.70 10/31/2010 12X4215 1215209 09/30/2052 02002 5.600001600 590,500.0000 2,755.67 10/31/2010 12X4215 1215209 09/30/2056 02002 5.600001600 5,000.0000 23.33 10/31/2010 12X4215 1215209 09/30/2060 02002 5.600001600 410,000.0000 1,913.33 10/31/2010 12X4215 1215209 09/30/2054 02003 4.899999600 769,600.0000 3,142.53 10/31/2010 12X4215 1215209 09/30/2058 02003 4.899999600 50,000.0000 204.17 10/31/2010 12X4215 1215209 09/30/2060 02003 4.899999600 352,000.0000 1,437.33 10/31/2010 12X4215 1215209 09/30/2054 02004 5.190001200 152,800.0000 660.86 10/31/2010 12X4215 1215209 09/30/2056 02004 5.190001200 10,000.0000 43.25 10/31/2010 12X4215 1215209 09/30/2060 02004 5.190001200 90,000.0000 389.25 10/31/2010 12X4215 1215209 09/30/2055 02005 4.479998400 625,400.0000 2,334.83 10/31/2010 12X4215 1215209 09/30/2056 02005 4.479998400 177,000.0000 660.80 10/31/2010 12X4215 1215209 09/30/2060 02005 4.479998400 39,000.0000 145.60 10/31/2010 12X4215 1215209 09/30/2057 02006 4.889998800 784,900.0000 3,198.47 10/31/2010 12X4215 1215209 09/30/2059 02006 4.889998800 114,000.0000 464.55 10/31/2010 12X4215 1215209 09/30/2060 02006 4.889998800 14,000.0000 57.05 10/31/2010 12X4215 1215209 09/30/2057 02007 4.910000400 809,000.0000 3,310.16 10/31/2010 12X4215 1215209 09/30/2059 02007 4.910000400 66,000.0000 270.05 10/31/2010 12X4215 1215209 09/30/2060 02007 4.910000400 36,000.0000 147.30 10/31/2010 12X4215 1215209 09/30/2058 02008 4.190000400 929,000.0000 3,243.76 10/31/2010 12X4215 1215209 09/30/2059 02008 4.190000400 39,000.0000 136.18 10/31/2010 12X4215 1215209 09/30/2060 02008 4.190000400 20,000.0000 69.83 10/31/2010 12X4215 1215209 09/30/2059 02009 3.840001200 934,000.0000 2,988.80 10/31/2010 12X4215 1215209 09/30/2060 02009 3.840001200 105,000.0000 336.00 10/31/2010 12X4215 1215209 09/30/2060 02010 3.840001200 950,000.0000 3,040.00 10/31/2010 ------------------------ ---------------------- 23,923,400.0000 117,941.42 212 SUB-COHORT 12X4215 1215212 09/30/2011 02001 5.370001200 179,000.0000 801.03 10/31/2010 12X4215 1215212 09/30/2012 02001 5.370001200 30,000.0000 134.25 10/31/2010 12X4215 1215212 09/30/2011 02002 5.289998400 252,000.0000 1,110.90 10/31/2010 12X4215 1215212 09/30/2012 02002 5.289998400 4,000.0000 17.63 10/31/2010 12X4215 1215212 09/30/2011 02003 4.250001600 140,000.0000 495.83 10/31/2010 ------------------------ ---------------------- 605,000.0000 2,559.64 401 SUB-COHORT 12X4215 1215401 09/30/2011 02000 5.709999600 5,400.0000 25.69 10/31/2010 12X4215 1215401 09/30/2011 02001 3.700000800 1,548,000.0000 4,773.00 10/31/2010 12X4215 1215401 09/30/2011 02003 2.120000400 1,000.0000 1.77 10/31/2010 12X4215 1215401 09/30/2013 02004 3.480001200 1,000.0000 2.90 10/31/2010 12X4215 1215401 09/30/2011 02005 3.620001600 1,414,000.0000 4,265.57 10/31/2010 12X4215 1215401 09/30/2013 02005 3.620001600 270,000.0000 814.50 10/31/2010 12X4215 1215401 09/30/2013 02006 3.409999200 750,000.0000 2,131.25 10/31/2010 12X4215 1215401 09/30/2013 02007 3.520000800 83,000.0000 243.47 10/31/2010 ------------------------ ---------------------- 4,072,400.0000 12,258.15 ======================== ====================== 15,317,347,275.0000 63,991,457.59 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00