Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 101 SUB-COHORT 12X4212 1212101 09/30/2008 01992 5.479999200 27,000,000.0000 493,199.93 01/31/2008 12X4212 1212101 09/30/2008 01993 4.629999600 9,000,000.0000 138,899.99 01/31/2008 12X4212 1212101 09/30/2008 01994 5.420001600 37,000,000.0000 668,466.86 01/31/2008 12X4212 1212101 09/30/2008 01995 6.739999200 4,000,000.0000 89,866.66 01/31/2008 12X4212 1212101 09/30/2009 01995 6.739999200 14,000,000.0000 314,533.30 01/31/2008 12X4212 1212101 09/30/2009 01996 5.969998800 32,000,000.0000 636,799.87 01/31/2008 12X4212 1212101 09/30/2009 01997 6.159999600 42,000,000.0000 862,399.94 01/31/2008 12X4212 1212101 09/30/2010 01998 5.550001200 55,000,000.0000 1,017,500.22 01/31/2008 12X4212 1212101 09/30/2008 01999 5.199998400 30,000,000.0000 519,999.84 01/31/2008 12X4212 1212101 09/30/2009 01999 5.199998400 25,000,000.0000 433,333.20 01/31/2008 12X4212 1212101 09/30/2008 02000 6.260000400 105,000,000.0000 2,191,000.14 01/31/2008 12X4212 1212101 09/30/2009 02001 4.979998800 120,000,000.0000 1,991,999.52 01/31/2008 12X4212 1212101 09/30/2010 02002 3.700000800 155,000,000.0000 1,911,667.08 01/31/2008 12X4212 1212101 09/30/2008 02003 2.859998400 110,000,000.0000 1,048,666.08 01/31/2008 12X4212 1212101 09/30/2011 02003 2.859998400 35,000,000.0000 333,666.48 01/31/2008 12X4212 1212101 09/30/2008 02004 3.510000000 200,000,000.0000 2,340,000.00 01/31/2008 12X4212 1212101 09/30/2009 02005 4.029998400 205,000,000.0000 2,753,832.24 01/31/2008 12X4212 1212101 09/30/2010 02006 4.809999600 550,000,000.0000 8,818,332.60 01/31/2008 12X4212 1212101 09/30/2011 02007 4.830001200 682,000,000.0000 10,980,202.73 01/31/2008 12X4212 1212101 09/30/2012 02008 4.830001200 150,000,000.0000 2,415,000.60 01/31/2008 ------------------------ ---------------------- 2,587,000,000.0000 39,959,367.28 105 SUB-COHORT 12X4212 1212105 09/30/2035 01992 7.499998800 1,000,000.0000 25,000.00 01/31/2008 12X4212 1212105 09/30/2037 01992 7.499998800 3,000,000.0000 74,999.99 01/31/2008 12X4212 1212105 09/30/2041 01992 7.499998800 20,000,000.0000 499,999.92 01/31/2008 12X4212 1212105 09/30/2038 01993 6.660000000 1,500,000.0000 33,300.00 01/31/2008 12X4212 1212105 09/30/2041 01993 6.660000000 20,000,000.0000 444,000.00 01/31/2008 12X4212 1212105 09/30/2035 01994 6.840000000 15,000,000.0000 342,000.00 01/31/2008 12X4212 1212105 09/30/2041 01994 6.840000000 19,000,000.0000 433,200.00 01/31/2008 12X4212 1212105 09/30/2035 01995 7.319998800 18,500,000.0000 451,399.93 01/31/2008 12X4212 1212105 09/30/2041 01995 7.319998800 5,000,000.0000 121,999.98 01/31/2008 12X4212 1212105 09/30/2036 01996 6.789999600 10,000,000.0000 226,333.32 01/31/2008 12X4212 1212105 09/30/2037 01996 6.789999600 12,000,000.0000 271,599.98 01/31/2008 12X4212 1212105 09/30/2041 01996 6.789999600 19,000,000.0000 430,033.31 01/31/2008 12X4212 1212105 09/30/2044 01996 6.789999600 2,000,000.0000 45,266.66 01/31/2008 12X4212 1212105 09/30/2038 01997 6.500001600 28,000,000.0000 606,666.82 01/31/2008 12X4212 1212105 09/30/2041 01997 6.500001600 15,000,000.0000 325,000.08 01/31/2008 12X4212 1212105 09/30/2038 01998 5.940000000 40,500,000.0000 801,900.00 01/31/2008 12X4212 1212105 09/30/2041 01998 5.940000000 11,000,000.0000 217,800.00 01/31/2008 12X4212 1212105 09/30/2039 01999 5.940000000 69,000,000.0000 1,366,200.00 01/31/2008 12X4212 1212105 09/30/2041 01999 5.940000000 8,000,000.0000 158,400.00 01/31/2008 12X4212 1212105 09/30/2044 01999 5.940000000 23,000,000.0000 455,400.00 01/31/2008 12X4212 1212105 09/30/2040 02000 6.239998800 110,000,000.0000 2,287,999.56 01/31/2008 12X4212 1212105 09/30/2041 02000 6.239998800 50,000,000.0000 1,039,999.80 01/31/2008 12X4212 1212105 09/30/2044 02000 6.239998800 15,500,000.0000 322,399.94 01/31/2008 12X4212 1212105 09/30/2041 02001 5.349999600 70,000,000.0000 1,248,333.24 01/31/2008 12X4212 1212105 09/30/2042 02001 5.349999600 11,500,000.0000 205,083.32 01/31/2008 12X4212 1212105 09/30/2044 02001 5.349999600 53,000,000.0000 945,166.60 01/31/2008 12X4212 1212105 09/30/2042 02002 4.820000400 111,000,000.0000 1,783,400.15 01/31/2008 12X4212 1212105 09/30/2043 02002 4.820000400 35,000,000.0000 562,333.38 01/31/2008 12X4212 1212105 09/30/2043 02003 4.320000000 105,000,000.0000 1,512,000.00 01/31/2008 12X4212 1212105 09/30/2044 02003 4.320000000 60,000,000.0000 864,000.00 01/31/2008 12X4212 1212105 09/30/2044 02004 4.460000400 95,000,000.0000 1,412,333.46 01/31/2008 12X4212 1212105 09/30/2045 02004 4.460000400 12,000,000.0000 178,400.02 01/31/2008 12X4212 1212105 09/30/2046 02004 4.460000400 30,000,000.0000 446,000.04 01/31/2008 12X4212 1212105 09/30/2045 02005 4.479998400 163,000,000.0000 2,434,132.46 01/31/2008 12X4212 1212105 09/30/2046 02005 4.479998400 100,000,000.0000 1,493,332.80 01/31/2008 12X4212 1212105 09/30/2046 02006 4.839998400 225,000,000.0000 3,629,998.80 01/31/2008 12X4212 1212105 09/30/2047 02006 4.839998400 25,000,000.0000 403,333.20 01/31/2008 12X4212 1212105 09/30/2048 02006 4.839998400 30,000,000.0000 483,999.84 01/31/2008 12X4212 1212105 09/30/2046 02007 4.839998400 207,000,000.0000 3,339,598.90 01/31/2008 12X4212 1212105 09/30/2047 02007 4.839998400 50,000,000.0000 806,666.40 01/31/2008 12X4212 1212105 09/30/2048 02007 4.839998400 40,000,000.0000 645,333.12 01/31/2008 12X4212 1212105 09/30/2048 02008 4.839998400 70,000,000.0000 1,129,332.96 01/31/2008 ------------------------ ---------------------- 2,008,500,000.0000 34,503,677.98 107 SUB-COHORT 12X4212 1212107 09/30/2009 01992 7.539998400 8,000,000.0000 201,066.62 01/31/2008 12X4212 1212107 09/30/2015 01992 7.539998400 2,000,000.0000 50,266.66 01/31/2008 12X4212 1212107 09/30/2015 01993 6.660000000 6,000,000.0000 133,200.00 01/31/2008 12X4212 1212107 09/30/2016 01993 6.660000000 3,000,000.0000 66,600.00 01/31/2008 12X4212 1212107 09/30/2015 01994 6.789999600 28,000,000.0000 633,733.30 01/31/2008 12X4212 1212107 09/30/2015 01995 7.200000000 16,000,000.0000 384,000.00 01/31/2008 12X4212 1212107 09/30/2016 01995 7.200000000 3,000,000.0000 72,000.00 01/31/2008 12X4212 1212107 09/30/2015 01996 6.639998400 32,000,000.0000 708,266.50 01/31/2008 12X4212 1212107 09/30/2020 01996 6.639998400 15,000,000.0000 331,999.92 01/31/2008 12X4212 1212107 09/30/2015 01997 6.710000400 36,000,000.0000 805,200.05 01/31/2008 12X4212 1212107 09/30/2008 01998 5.839999200 18,500,000.0000 360,133.28 01/31/2008 12X4212 1212107 09/30/2015 01998 5.839999200 21,500,000.0000 418,533.28 01/31/2008 12X4212 1212107 09/30/2009 01999 5.730001200 98,000,000.0000 1,871,800.39 01/31/2008 12X4212 1212107 09/30/2010 01999 5.730001200 25,000,000.0000 477,500.10 01/31/2008 12X4212 1212107 09/30/2010 02000 6.369998400 80,000,000.0000 1,698,666.24 01/31/2008 12X4212 1212107 09/30/2015 02001 5.280001200 55,000,000.0000 968,000.22 01/31/2008 12X4212 1212107 09/30/2016 02002 4.759999200 42,000,000.0000 666,399.89 01/31/2008 12X4212 1212107 09/30/2017 02003 5.090000400 55,000,000.0000 933,166.74 01/31/2008 12X4212 1212107 09/30/2018 02003 5.090000400 20,000,000.0000 339,333.36 01/31/2008 12X4212 1212107 09/30/2018 02004 4.219999200 23,000,000.0000 323,533.27 01/31/2008 12X4212 1212107 09/30/2019 02005 4.259998800 17,000,000.0000 241,399.93 01/31/2008 12X4212 1212107 09/30/2020 02005 4.259998800 3,000,000.0000 42,599.99 01/31/2008 12X4212 1212107 09/30/2020 02006 4.830001200 53,500,000.0000 861,350.21 01/31/2008 12X4212 1212107 09/30/2021 02007 4.830001200 125,000,000.0000 2,012,500.50 01/31/2008 12X4212 1212107 09/30/2022 02008 4.830001200 50,000,000.0000 805,000.20 01/31/2008 ------------------------ ---------------------- 835,500,000.0000 15,406,250.65 108 SUB-COHORT 12X4212 1212108 09/30/2036 01992 7.530001200 2,000,000.0000 50,200.01 01/31/2008 12X4212 1212108 09/30/2041 01992 7.530001200 11,000,000.0000 276,100.04 01/31/2008 12X4212 1212108 09/30/2041 01993 6.660000000 13,000,000.0000 288,600.00 01/31/2008 12X4212 1212108 09/30/2044 01993 6.660000000 6,000,000.0000 133,200.00 01/31/2008 12X4212 1212108 09/30/2041 01994 6.940000800 15,000,000.0000 347,000.04 01/31/2008 12X4212 1212108 09/30/2044 01994 6.940000800 11,500,000.0000 266,033.36 01/31/2008 12X4212 1212108 09/30/2037 01997 6.720001200 9,100,000.0000 203,840.04 01/31/2008 12X4212 1212108 09/30/2041 01997 6.720001200 4,000,000.0000 89,600.02 01/31/2008 12X4212 1212108 09/30/2044 01997 6.720001200 3,000,000.0000 67,200.01 01/31/2008 12X4212 1212108 09/30/2038 01998 5.910001200 8,000,000.0000 157,600.03 01/31/2008 12X4212 1212108 09/30/2041 01998 5.910001200 3,000,000.0000 59,100.01 01/31/2008 12X4212 1212108 09/30/2044 01998 5.910001200 1,300,000.0000 25,610.01 01/31/2008 ------------------------ ---------------------- 86,900,000.0000 1,964,083.57 109 SUB-COHORT 12X4212 1212109 09/30/2032 01992 7.089998400 200,000.0000 4,726.67 01/31/2008 12X4212 1212109 09/30/2034 01992 7.089998400 500,000.0000 11,816.66 01/31/2008 12X4212 1212109 09/30/2035 01992 7.089998400 25,000.0000 590.83 01/31/2008 12X4212 1212109 09/30/2040 01992 7.089998400 25,000.0000 590.83 01/31/2008 12X4212 1212109 09/30/2046 01992 7.089998400 1,000,000.0000 23,633.33 01/31/2008 12X4212 1212109 09/30/2033 01993 6.649999200 600,000.0000 13,300.00 01/31/2008 12X4212 1212109 09/30/2035 01993 6.649999200 80,000.0000 1,773.33 01/31/2008 12X4212 1212109 09/30/2037 01993 6.649999200 50,000.0000 1,108.33 01/31/2008 12X4212 1212109 09/30/2034 01994 6.980000400 475,000.0000 11,051.67 01/31/2008 12X4212 1212109 09/30/2035 01995 7.390000800 450,000.0000 11,085.00 01/31/2008 12X4212 1212109 09/30/2036 01996 6.770001600 525,000.0000 11,847.50 01/31/2008 12X4212 1212109 09/30/2040 01996 6.770001600 25,000.0000 564.17 01/31/2008 12X4212 1212109 09/30/2037 01997 6.890000400 200,000.0000 4,593.33 01/31/2008 12X4212 1212109 09/30/2038 01998 5.810000400 475,000.0000 9,199.17 01/31/2008 12X4212 1212109 09/30/2040 02000 6.140001600 1,025,000.0000 20,978.34 01/31/2008 12X4212 1212109 09/30/2041 02001 5.590000800 1,750,000.0000 32,608.34 01/31/2008 12X4212 1212109 09/30/2042 02002 5.460001200 1,950,000.0000 35,490.01 01/31/2008 12X4212 1212109 09/30/2043 02003 4.979998800 500,000.0000 8,300.00 01/31/2008 12X4212 1212109 09/30/2044 02004 4.929998400 2,780,000.0000 45,684.65 01/31/2008 12X4212 1212109 09/30/2046 02006 4.910000400 1,000,000.0000 16,366.67 01/31/2008 ------------------------ ---------------------- 13,635,000.0000 265,308.83 116 SUB-COHORT 12X4212 1212116 09/30/2034 01992 7.499998800 100,000.0000 2,500.00 01/31/2008 12X4212 1212116 09/30/2036 01992 7.499998800 750,000.0000 18,750.00 01/31/2008 12X4212 1212116 09/30/2034 01993 6.710000400 200,000.0000 4,473.33 01/31/2008 12X4212 1212116 09/30/2037 01993 6.710000400 100,000.0000 2,236.67 01/31/2008 12X4212 1212116 09/30/2038 01993 6.710000400 250,000.0000 5,591.67 01/31/2008 12X4212 1212116 09/30/2037 01994 6.909998400 200,000.0000 4,606.67 01/31/2008 ------------------------ ---------------------- 1,600,000.0000 38,158.34 121 SUB-COHORT 12X4212 1212121 09/30/2033 01993 6.649999200 150,000.0000 3,325.00 01/31/2008 12X4212 1212121 09/30/2034 01993 6.649999200 100,000.0000 2,216.67 01/31/2008 12X4212 1212121 09/30/2028 01994 6.810001200 100,000.0000 2,270.00 01/31/2008 12X4212 1212121 09/30/2034 01994 6.810001200 650,000.0000 14,755.00 01/31/2008 ------------------------ ---------------------- 1,000,000.0000 22,566.67 123 SUB-COHORT 12X4212 1212123 09/30/2008 02000 5.979999600 10,000,000.0000 199,333.32 01/31/2008 12X4212 1212123 09/30/2008 02001 4.489999200 18,000,000.0000 269,399.95 01/31/2008 12X4212 1212123 09/30/2009 02002 3.510000000 20,000,000.0000 234,000.00 01/31/2008 12X4212 1212123 09/30/2010 02003 3.420000000 50,000,000.0000 570,000.00 01/31/2008 12X4212 1212123 09/30/2011 02004 3.030001200 83,000,000.0000 838,300.33 01/31/2008 12X4212 1212123 09/30/2012 02004 3.030001200 2,000,000.0000 20,200.01 01/31/2008 12X4212 1212123 09/30/2012 02005 4.050000000 70,000,000.0000 945,000.00 01/31/2008 12X4212 1212123 09/30/2013 02005 4.050000000 15,000,000.0000 202,500.00 01/31/2008 12X4212 1212123 09/30/2013 02006 4.749998400 42,000,000.0000 664,999.78 01/31/2008 12X4212 1212123 09/30/2015 02007 4.749998400 120,000,000.0000 1,899,999.36 01/31/2008 ------------------------ ---------------------- 430,000,000.0000 5,843,732.75 ======================== ====================== 5,964,135,000.0000 98,003,146.07 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00