1981 Static Pool Jan. 1 rating Issuers AAA AA A BBB BB B CCC D N.R. AAA 93 91.40 8.60 0.00 0.00 0.00 0.00 0.00 0.00 0.00 AA 204 1.96 90.69 6.86 0.00 0.00 0.00 0.00 0.00 0.49 A 485 0.00 4.54 87.84 6.60 0.21 0.00 0.00 0.00 0.82 BBB 273 0.00 0.00 5.13 87.55 4.76 0.00 0.00 0.00 2.56 BB 222 0.00 0.00 0.90 4.50 60.81 30.18 0.45 0.00 3.15 B 90 0.00 0.00 1.11 0.00 4.44 81.11 2.22 2.22 8.89 CCC 11 0.00 0.00 0.00 0.00 0.00 9.09 81.82 0.00 9.09 1982 Static Pool Jan. 1 rating Issuers AAA AA A BBB BB B CCC D N.R. AAA 94 93.62 4.26 2.13 0.00 0.00 0.00 0.00 0.00 0.00 AA 225 0.44 88.89 6.67 0.44 1.33 0.00 0.00 0.00 2.22 A 477 0.00 4.19 84.07 9.22 0.63 0.00 0.00 0.21 1.68 BBB 290 0.34 0.00 2.07 81.38 8.62 0.34 0.00 0.34 6.90 BB 167 0.00 0.60 0.00 3.59 72.46 8.98 0.00 4.19 10.18 B 161 0.00 0.00 0.62 0.62 2.48 75.78 4.35 3.11 13.04 CCC 13 0.00 0.00 0.00 0.00 0.00 7.69 53.85 23.08 15.38 1983 Static Pool Jan. 1 rating Issuers AAA AA A BBB BB B CCC D N.R. AAA 116 75.00 15.52 0.86 0.00 0.00 0.00 0.00 0.00 8.62 AA 247 0.40 91.50 5.26 0.81 0.00 0.00 0.00 0.00 2.02 A 458 0.66 4.15 86.68 4.37 0.44 0.00 0.00 0.00 3.71 BBB 303 0.33 0.66 5.94 80.53 4.95 0.66 0.00 0.33 6.60 BB 171 0.00 0.58 1.17 2.92 72.51 11.70 0.00 1.17 9.94 B 156 0.00 0.00 0.64 0.64 2.56 79.49 0.64 4.49 11.54 CCC 15 0.00 0.00 0.00 0.00 0.00 13.33 86.67 0.00 0.00 1984 Static Pool Jan. 1 rating Issuers AAA AA A BBB BB B CCC D N.R. AAA 138 60.14 23.19 0.72 0.00 0.00 0.00 0.00 0.00 15.94 AA 299 1.67 91.30 4.35 1.00 0.00 0.00 0.00 0.00 1.67 A 462 0.00 2.81 90.91 3.25 0.43 0.00 0.00 0.00 2.60 BBB 300 0.00 0.33 11.67 76.00 6.00 2.00 0.00 0.67 3.33 BB 172 0.00 0.00 1.16 8.14 80.23 4.65 0.00 1.16 4.65 B 180 0.00 0.00 0.00 0.56 4.44 86.11 0.00 3.33 5.56 CCC 19 0.00 0.00 0.00 0.00 0.00 0.00 78.95 15.79 5.26 1985 Static Pool Jan. 1 rating Issuers AAA AA A BBB BB B CCC D N.R. AAA 103 88.35 4.85 0.00 0.00 0.97 0.00 0.00 0.00 5.83 AA 341 0.29 85.04 8.21 1.76 0.00 1.17 0.29 0.00 3.23 A 505 0.00 2.18 86.73 6.73 0.99 0.00 0.00 0.00 3.37 BBB 278 0.00 0.72 8.63 77.34 5.40 4.32 0.00 0.00 3.60 BB 198 0.00 0.00 1.01 4.55 75.25 10.10 1.52 1.52 6.06 B 207 0.00 0.00 1.45 0.00 2.42 83.57 0.48 5.80 6.28 CCC 18 0.00 0.00 0.00 0.00 0.00 33.33 55.56 11.11 0.00 1986 Static Pool Jan. 1 rating Issuers AAA AA A BBB BB B CCC D N.R. AAA 125 87.20 6.40 0.00 0.00 0.00 0.00 0.00 0.00 6.40 AA 371 1.08 85.71 4.85 1.62 0.00 0.54 0.00 0.00 6.20 A 560 0.18 4.82 77.32 8.57 1.43 1.61 0.00 0.18 5.89 BBB 302 0.00 0.00 7.28 73.84 7.95 2.65 0.33 0.33 7.62 BB 224 0.00 0.00 0.45 6.70 74.55 5.80 1.34 1.34 9.82 B 293 0.00 0.00 0.00 0.34 3.75 67.92 10.58 8.19 9.22 CCC 17 0.00 0.00 0.00 0.00 0.00 0.00 76.47 17.65 5.88 1987 Static Pool Jan. 1 rating Issuers AAA AA A BBB BB B CCC D N.R. AAA 145 90.34 3.45 0.00 0.69 0.00 0.00 0.00 0.00 5.52 AA 377 1.59 87.00 4.77 0.53 0.00 0.00 0.00 0.00 6.10 A 518 0.00 1.54 83.40 5.41 0.39 1.16 0.00 0.00 8.11 BBB 321 0.00 0.62 5.30 77.26 6.54 3.12 0.00 0.00 7.17 BB 264 0.00 0.00 0.00 7.20 70.45 7.95 0.00 0.38 14.02 B 358 0.00 0.00 0.84 0.00 4.47 74.30 2.51 3.35 14.53 CCC 63 0.00 0.00 0.00 1.59 1.59 6.35 63.49 9.52 17.46 1988 Static Pool Jan. 1 rating Issuers AAA AA A BBB BB B CCC D N.R. AAA 159 89.31 3.77 1.89 0.00 0.63 0.00 0.00 0.00 4.40 AA 384 1.56 83.07 9.64 2.34 0.52 0.26 0.00 0.00 2.60 A 515 0.00 1.36 87.18 5.24 0.97 0.58 0.00 0.00 4.66 BBB 331 0.00 0.60 9.37 73.41 4.83 2.11 0.60 0.00 9.06 BB 285 0.00 0.00 1.05 7.37 70.18 7.72 1.75 1.05 10.88 B 415 0.00 0.24 0.00 0.24 4.58 73.49 2.89 3.86 14.70 CCC 58 0.00 0.00 0.00 3.45 3.45 8.62 51.72 20.69 12.07 1989 Static Pool Jan. 1 rating Issuers AAA AA A BBB BB B CCC D N.R. AAA 171 91.81 7.02 0.00 0.00 0.00 0.00 0.00 0.00 1.17 AA 388 0.77 89.95 6.96 0.00 0.00 0.00 0.00 0.00 2.32 A 570 0.00 1.23 85.96 5.96 2.63 0.18 0.00 0.00 4.04 BBB 343 0.00 0.00 7.58 77.84 6.12 0.58 0.58 0.58 6.71 BB 276 0.00 0.00 1.09 12.32 66.30 5.80 0.72 0.72 13.04 B 416 0.00 0.24 0.00 0.00 6.73 69.71 3.85 3.37 16.11 CCC 55 0.00 0.00 1.82 0.00 1.82 0.00 40.00 29.09 27.27 1990 Static Pool Jan. 1 rating Issuers AAA AA A BBB BB B CCC D N.R. AAA 171 95.32 2.92 0.00 0.00 0.00 0.00 0.00 0.00 1.75 AA 412 0.49 87.14 11.17 0.00 0.00 0.00 0.00 0.00 1.21 A 592 0.00 2.03 85.64 7.43 1.18 0.17 0.00 0.00 3.55 BBB 359 0.00 0.00 4.46 84.40 5.01 0.84 0.00 0.56 4.74 BB 283 0.00 0.00 0.35 6.36 65.02 9.54 3.18 3.53 12.01 B 367 0.00 0.82 0.27 0.54 3.00 66.21 4.90 8.45 15.80 CCC 46 2.17 0.00 0.00 0.00 2.17 4.35 52.17 30.43 8.70 1991 Static Pool Jan. 1 rating Issuers AAA AA A BBB BB B CCC D N.R. AAA 183 90.71 8.74 0.55 0.00 0.00 0.00 0.00 0.00 0.00 AA 423 0.00 89.60 8.51 0.00 0.00 0.00 0.00 0.00 1.89 A 609 0.16 0.49 91.30 6.57 0.33 0.00 0.00 0.00 1.15 BBB 389 0.00 0.77 4.63 82.26 6.17 0.77 0.51 0.77 4.11 BB 237 0.00 0.00 0.00 7.59 74.26 7.17 1.69 2.53 6.75 B 289 0.00 0.35 0.00 0.35 5.88 68.17 3.11 13.49 8.65 CCC 60 0.00 0.00 0.00 1.67 3.33 6.67 45.00 31.67 11.67 1992 Static Pool Jan. 1 rating Issuers AAA AA A BBB BB B CCC D N.R. AAA 202 89.11 8.91 0.00 0.00 0.00 0.00 0.00 0.00 1.98 AA 480 1.25 88.54 7.08 1.04 0.00 0.00 0.00 0.00 2.08 A 688 0.00 1.02 92.44 3.49 0.73 0.15 0.00 0.00 2.18 BBB 409 0.00 0.00 5.13 86.80 3.91 0.73 0.24 0.00 3.18 BB 244 0.00 0.00 0.41 11.89 72.95 4.92 2.46 0.00 7.38 B 226 0.00 0.00 0.44 0.88 9.73 66.37 4.42 7.08 11.06 CCC 50 0.00 0.00 0.00 0.00 4.00 12.00 52.00 24.00 8.00 1993 Static Pool Jan. 1 rating Issuers AAA AA A BBB BB B CCC D N.R. AAA 208 90.87 3.37 1.44 0.00 0.00 0.00 0.00 0.00 4.33 AA 514 0.00 90.27 6.23 0.19 0.00 0.00 0.00 0.00 3.31 A 768 0.26 0.91 89.19 3.26 0.00 0.00 0.00 0.00 6.38 BBB 475 0.00 0.00 3.58 82.32 6.11 0.00 0.21 0.00 7.79 BB 291 0.00 0.69 0.34 7.56 69.76 7.90 0.34 0.34 13.06 B 237 0.00 0.00 0.42 1.27 13.08 65.40 1.69 2.53 15.61 CCC 49 0.00 0.00 0.00 0.00 2.04 30.61 32.65 12.24 22.45 1994 Static Pool Jan. 1 rating Issuers AAA AA A BBB BB B CCC D N.R. AAA 206 91.26 6.31 0.49 0.00 0.00 0.00 0.00 0.00 1.94 AA 530 0.19 88.11 7.74 0.00 0.00 0.00 0.19 0.00 3.77 A 847 0.00 1.18 91.50 3.78 0.00 0.12 0.12 0.12 3.19 BBB 544 0.00 0.18 3.31 89.15 1.65 0.18 0.00 0.00 5.51 BB 379 0.00 0.00 0.00 6.33 84.17 3.17 0.00 0.26 6.07 B 344 0.00 0.00 0.29 0.29 5.23 80.81 2.91 2.62 7.85 CCC 26 0.00 0.00 0.00 0.00 0.00 7.69 53.85 15.38 23.08 1995 Static Pool Jan. 1 rating Issuers AAA AA A BBB BB B CCC D N.R. AAA 210 94.29 3.81 0.00 0.00 0.00 0.00 0.00 0.00 1.90 AA 550 0.18 90.18 7.09 0.36 0.00 0.00 0.00 0.00 2.18 A 1025 0.00 2.15 91.41 3.32 0.00 0.00 0.00 0.00 3.12 BBB 650 0.00 0.46 4.92 86.77 2.77 0.00 0.00 0.31 4.77 BB 433 0.00 0.00 0.69 6.70 81.99 4.85 0.00 0.92 4.85 B 406 0.00 0.00 0.00 0.49 7.64 76.60 1.97 4.19 9.11 CCC 29 0.00 0.00 0.00 0.00 0.00 6.90 58.62 24.14 10.34 1996 Static Pool Jan. 1 rating Issuers AAA AA A BBB BB B CCC D N.R. AAA 205 90.73 4.39 0.49 0.00 0.00 0.00 0.00 0.00 4.39 AA 561 0.18 89.48 5.17 0.00 0.00 0.00 0.00 0.00 5.17 A 1089 0.00 2.75 90.08 1.74 0.09 0.00 0.00 0.00 5.33 BBB 732 0.14 0.00 5.74 88.11 1.64 0.14 0.00 0.00 4.23 BB 477 0.00 0.00 0.84 7.34 78.62 4.40 0.63 0.63 7.55 B 442 0.00 0.00 0.23 0.45 7.69 72.85 1.36 2.71 14.71 CCC 29 0.00 0.00 0.00 0.00 6.90 10.34 58.62 3.45 20.69 1997 Static Pool Jan. 1 rating Issuers AAA AA A BBB BB B CCC D N.R. AAA 199 94.47 4.02 0.00 0.00 0.00 0.00 0.00 0.00 1.51 AA 586 0.85 91.30 2.90 0.85 0.00 0.34 0.00 0.00 3.75 A 1161 0.00 1.64 89.15 3.70 0.17 0.43 0.00 0.00 4.91 BBB 846 0.00 0.35 3.66 86.29 2.72 0.71 0.12 0.35 5.79 BB 557 0.00 0.00 0.18 8.62 76.12 4.67 0.00 0.18 10.23 B 479 0.00 0.00 0.63 0.42 7.10 74.53 2.51 3.34 11.48 CCC 28 0.00 0.00 0.00 0.00 0.00 14.29 53.57 10.71 21.43 1998 Static Pool Jan. 1 rating Issuers AAA AA A BBB BB B CCC D N.R. AAA 203 91.13 5.42 0.00 0.49 0.00 0.00 0.00 0.00 2.96 AA 612 0.16 89.22 5.07 0.33 0.00 0.00 0.00 0.00 5.23 A 1198 0.08 1.42 87.56 4.92 0.17 0.00 0.00 0.00 5.84 BBB 1010 0.00 0.00 2.57 84.26 4.46 0.69 0.10 0.40 7.52 BB 663 0.30 0.15 0.15 4.83 75.41 5.88 2.71 0.75 9.80 B 701 0.00 0.14 0.14 0.71 5.71 76.46 4.56 4.56 7.70 CCC 33 0.00 0.00 3.03 0.00 0.00 21.21 33.33 33.33 9.09 1999 Static Pool Jan. 1 rating Issuers AAA AA A BBB BB B CCC D N.R. AAA 193 90.16 3.63 0.00 0.52 0.00 0.00 0.00 0.00 5.70 AA 632 0.16 89.56 5.70 0.32 0.00 0.00 0.00 0.16 4.11 A 1227 0.00 2.12 86.55 5.22 0.08 0.08 0.00 0.08 5.87 BBB 1089 0.00 0.37 3.67 85.86 3.58 0.00 0.00 0.18 6.34 BB 793 0.00 0.00 0.13 2.77 80.20 6.18 0.50 1.13 9.08 B 903 0.00 0.00 0.22 0.33 2.21 77.74 3.77 6.87 8.86 CCC 74 0.00 0.00 0.00 2.70 0.00 2.70 55.41 31.08 8.11 2000 Static Pool Jan. 1 rating Issuers AAA AA A BBB BB B CCC D N.R. AAA 188 90.43 2.66 1.06 0.00 0.00 0.00 0.00 0.00 5.85 AA 643 0.62 82.74 9.64 0.31 0.00 0.00 0.00 0.00 6.69 A 1223 0.00 2.45 86.26 6.46 0.33 0.08 0.00 0.08 4.33 BBB 1160 0.00 0.17 1.98 89.22 3.02 0.52 0.26 0.34 4.48 BB 884 0.00 0.00 0.11 3.39 83.03 5.54 1.13 1.13 5.66 B 960 0.00 0.00 0.31 0.21 3.33 76.25 4.17 7.71 8.02 CCC 87 0.00 0.00 0.00 0.00 1.15 5.75 54.02 29.89 9.20 2001 Static Pool Jan. 1 rating Issuers AAA AA A BBB BB B CCC D N.R. AAA 181 92.82 2.21 0.00 0.00 0.00 0.00 0.00 0.00 4.97 AA 604 0.50 87.25 8.77 0.00 0.00 0.00 0.00 0.00 3.48 A 1234 0.08 2.11 86.47 6.00 0.16 0.00 0.41 0.24 4.54 BBB 1282 0.08 0.16 2.81 86.27 4.13 0.62 0.94 0.39 4.60 BB 920 0.00 0.00 0.43 3.04 75.76 8.91 2.28 2.83 6.74 B 933 0.00 0.00 0.11 0.00 2.25 70.63 7.82 10.72 8.47 CCC 116 0.00 0.00 0.00 0.00 0.00 8.62 39.66 43.10 8.62 2002 Static Pool Jan. 1 rating Issuers AAA AA A BBB BB B CCC D N.R. AAA 184 85.87 7.07 0.54 1.09 0.00 0.00 0.00 0.00 5.43 AA 600 0.17 79.17 15.00 1.83 0.17 0.33 0.00 0.00 3.33 A 1260 0.00 0.71 85.48 9.44 0.79 0.24 0.08 0.08 3.17 BBB 1383 0.00 0.07 2.10 84.74 6.15 2.17 0.58 1.16 3.04 BB 902 0.11 0.22 0.33 3.22 80.71 7.32 1.11 2.88 4.10 B 838 0.00 0.00 0.00 0.48 4.30 73.87 9.07 8.47 3.82 CCC 184 0.00 0.00 0.54 0.00 1.09 7.61 41.85 43.48 5.43