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 986,399.86 05/31/2008 12X4212 1212101 09/30/2008 01993 4.629999600 9,000,000.0000 277,799.98 05/31/2008 12X4212 1212101 09/30/2008 01994 5.420001600 37,000,000.0000 1,336,933.73 05/31/2008 12X4212 1212101 09/30/2008 01995 6.739999200 4,000,000.0000 179,733.31 05/31/2008 12X4212 1212101 09/30/2009 01995 6.739999200 14,000,000.0000 629,066.59 05/31/2008 12X4212 1212101 09/30/2009 01996 5.969998800 32,000,000.0000 1,273,599.74 05/31/2008 12X4212 1212101 09/30/2009 01997 6.159999600 42,000,000.0000 1,724,799.89 05/31/2008 12X4212 1212101 09/30/2010 01998 5.550001200 55,000,000.0000 2,035,000.44 05/31/2008 12X4212 1212101 09/30/2008 01999 5.199998400 30,000,000.0000 1,039,999.68 05/31/2008 12X4212 1212101 09/30/2009 01999 5.199998400 25,000,000.0000 866,666.40 05/31/2008 12X4212 1212101 09/30/2008 02000 6.260000400 105,000,000.0000 4,382,000.28 05/31/2008 12X4212 1212101 09/30/2009 02001 4.979998800 120,000,000.0000 3,983,999.04 05/31/2008 12X4212 1212101 09/30/2010 02002 3.700000800 155,000,000.0000 3,823,334.16 05/31/2008 12X4212 1212101 09/30/2008 02003 2.859998400 110,000,000.0000 2,097,332.16 05/31/2008 12X4212 1212101 09/30/2011 02003 2.859998400 35,000,000.0000 667,332.96 05/31/2008 12X4212 1212101 09/30/2008 02004 3.510000000 200,000,000.0000 4,680,000.00 05/31/2008 12X4212 1212101 09/30/2009 02005 4.029998400 205,000,000.0000 5,507,664.48 05/31/2008 12X4212 1212101 09/30/2010 02006 4.809999600 550,000,000.0000 17,636,665.20 05/31/2008 12X4212 1212101 09/30/2011 02007 4.830001200 682,000,000.0000 21,960,405.46 05/31/2008 12X4212 1212101 09/30/2012 02008 4.830001200 150,000,000.0000 4,830,001.20 05/31/2008 ------------------------ ---------------------- 2,587,000,000.0000 79,918,734.56 105 SUB-COHORT 12X4212 1212105 09/30/2035 01992 7.499998800 1,000,000.0000 49,999.99 05/31/2008 12X4212 1212105 09/30/2037 01992 7.499998800 3,000,000.0000 149,999.98 05/31/2008 12X4212 1212105 09/30/2041 01992 7.499998800 20,000,000.0000 999,999.84 05/31/2008 12X4212 1212105 09/30/2038 01993 6.660000000 1,500,000.0000 66,600.00 05/31/2008 12X4212 1212105 09/30/2041 01993 6.660000000 20,000,000.0000 888,000.00 05/31/2008 12X4212 1212105 09/30/2035 01994 6.840000000 15,000,000.0000 684,000.00 05/31/2008 12X4212 1212105 09/30/2041 01994 6.840000000 19,000,000.0000 866,400.00 05/31/2008 12X4212 1212105 09/30/2035 01995 7.319998800 18,500,000.0000 902,799.85 05/31/2008 12X4212 1212105 09/30/2041 01995 7.319998800 5,000,000.0000 243,999.96 05/31/2008 12X4212 1212105 09/30/2036 01996 6.789999600 10,000,000.0000 452,666.64 05/31/2008 12X4212 1212105 09/30/2037 01996 6.789999600 12,000,000.0000 543,199.97 05/31/2008 12X4212 1212105 09/30/2041 01996 6.789999600 19,000,000.0000 860,066.62 05/31/2008 12X4212 1212105 09/30/2044 01996 6.789999600 2,000,000.0000 90,533.33 05/31/2008 12X4212 1212105 09/30/2038 01997 6.500001600 28,000,000.0000 1,213,333.63 05/31/2008 12X4212 1212105 09/30/2041 01997 6.500001600 15,000,000.0000 650,000.16 05/31/2008 12X4212 1212105 09/30/2038 01998 5.940000000 40,500,000.0000 1,603,800.00 05/31/2008 12X4212 1212105 09/30/2041 01998 5.940000000 11,000,000.0000 435,600.00 05/31/2008 12X4212 1212105 09/30/2039 01999 5.940000000 69,000,000.0000 2,732,400.00 05/31/2008 12X4212 1212105 09/30/2041 01999 5.940000000 8,000,000.0000 316,800.00 05/31/2008 12X4212 1212105 09/30/2044 01999 5.940000000 23,000,000.0000 910,800.00 05/31/2008 12X4212 1212105 09/30/2040 02000 6.239998800 110,000,000.0000 4,575,999.12 05/31/2008 12X4212 1212105 09/30/2041 02000 6.239998800 50,000,000.0000 2,079,999.60 05/31/2008 12X4212 1212105 09/30/2044 02000 6.239998800 15,500,000.0000 644,799.88 05/31/2008 12X4212 1212105 09/30/2041 02001 5.349999600 70,000,000.0000 2,496,666.48 05/31/2008 12X4212 1212105 09/30/2042 02001 5.349999600 11,500,000.0000 410,166.64 05/31/2008 12X4212 1212105 09/30/2044 02001 5.349999600 53,000,000.0000 1,890,333.19 05/31/2008 12X4212 1212105 09/30/2042 02002 4.820000400 111,000,000.0000 3,566,800.30 05/31/2008 12X4212 1212105 09/30/2043 02002 4.820000400 35,000,000.0000 1,124,666.76 05/31/2008 12X4212 1212105 09/30/2043 02003 4.320000000 105,000,000.0000 3,024,000.00 05/31/2008 12X4212 1212105 09/30/2044 02003 4.320000000 60,000,000.0000 1,728,000.00 05/31/2008 12X4212 1212105 09/30/2044 02004 4.460000400 95,000,000.0000 2,824,666.92 05/31/2008 12X4212 1212105 09/30/2045 02004 4.460000400 12,000,000.0000 356,800.03 05/31/2008 12X4212 1212105 09/30/2046 02004 4.460000400 30,000,000.0000 892,000.08 05/31/2008 12X4212 1212105 09/30/2045 02005 4.479998400 163,000,000.0000 4,868,264.93 05/31/2008 12X4212 1212105 09/30/2046 02005 4.479998400 100,000,000.0000 2,986,665.60 05/31/2008 12X4212 1212105 09/30/2046 02006 4.839998400 225,000,000.0000 7,259,997.60 05/31/2008 12X4212 1212105 09/30/2047 02006 4.839998400 25,000,000.0000 806,666.40 05/31/2008 12X4212 1212105 09/30/2048 02006 4.839998400 30,000,000.0000 967,999.68 05/31/2008 12X4212 1212105 09/30/2046 02007 4.839998400 207,000,000.0000 6,679,197.79 05/31/2008 12X4212 1212105 09/30/2047 02007 4.839998400 50,000,000.0000 1,613,332.80 05/31/2008 12X4212 1212105 09/30/2048 02007 4.839998400 40,000,000.0000 1,290,666.24 05/31/2008 12X4212 1212105 09/30/2048 02008 4.839998400 70,000,000.0000 2,258,665.92 05/31/2008 ------------------------ ---------------------- 2,008,500,000.0000 69,007,355.93 107 SUB-COHORT 12X4212 1212107 09/30/2009 01992 7.539998400 8,000,000.0000 402,133.25 05/31/2008 12X4212 1212107 09/30/2015 01992 7.539998400 2,000,000.0000 100,533.31 05/31/2008 12X4212 1212107 09/30/2015 01993 6.660000000 6,000,000.0000 266,400.00 05/31/2008 12X4212 1212107 09/30/2016 01993 6.660000000 3,000,000.0000 133,200.00 05/31/2008 12X4212 1212107 09/30/2015 01994 6.789999600 28,000,000.0000 1,267,466.59 05/31/2008 12X4212 1212107 09/30/2015 01995 7.200000000 16,000,000.0000 768,000.00 05/31/2008 12X4212 1212107 09/30/2016 01995 7.200000000 3,000,000.0000 144,000.00 05/31/2008 12X4212 1212107 09/30/2015 01996 6.639998400 32,000,000.0000 1,416,532.99 05/31/2008 12X4212 1212107 09/30/2020 01996 6.639998400 15,000,000.0000 663,999.84 05/31/2008 12X4212 1212107 09/30/2015 01997 6.710000400 36,000,000.0000 1,610,400.10 05/31/2008 12X4212 1212107 09/30/2008 01998 5.839999200 18,500,000.0000 720,266.57 05/31/2008 12X4212 1212107 09/30/2015 01998 5.839999200 21,500,000.0000 837,066.55 05/31/2008 12X4212 1212107 09/30/2009 01999 5.730001200 98,000,000.0000 3,743,600.78 05/31/2008 12X4212 1212107 09/30/2010 01999 5.730001200 25,000,000.0000 955,000.20 05/31/2008 12X4212 1212107 09/30/2010 02000 6.369998400 80,000,000.0000 3,397,332.48 05/31/2008 12X4212 1212107 09/30/2015 02001 5.280001200 55,000,000.0000 1,936,000.44 05/31/2008 12X4212 1212107 09/30/2016 02002 4.759999200 42,000,000.0000 1,332,799.78 05/31/2008 12X4212 1212107 09/30/2017 02003 5.090000400 55,000,000.0000 1,866,333.48 05/31/2008 12X4212 1212107 09/30/2018 02003 5.090000400 20,000,000.0000 678,666.72 05/31/2008 12X4212 1212107 09/30/2018 02004 4.219999200 23,000,000.0000 647,066.54 05/31/2008 12X4212 1212107 09/30/2019 02005 4.259998800 17,000,000.0000 482,799.86 05/31/2008 12X4212 1212107 09/30/2020 02005 4.259998800 3,000,000.0000 85,199.98 05/31/2008 12X4212 1212107 09/30/2020 02006 4.830001200 53,500,000.0000 1,722,700.43 05/31/2008 12X4212 1212107 09/30/2021 02007 4.830001200 125,000,000.0000 4,025,001.00 05/31/2008 12X4212 1212107 09/30/2022 02008 4.830001200 50,000,000.0000 1,610,000.40 05/31/2008 ------------------------ ---------------------- 835,500,000.0000 30,812,501.29 108 SUB-COHORT 12X4212 1212108 09/30/2036 01992 7.530001200 2,000,000.0000 100,400.02 05/31/2008 12X4212 1212108 09/30/2041 01992 7.530001200 11,000,000.0000 552,200.09 05/31/2008 12X4212 1212108 09/30/2041 01993 6.660000000 13,000,000.0000 577,200.00 05/31/2008 12X4212 1212108 09/30/2044 01993 6.660000000 6,000,000.0000 266,400.00 05/31/2008 12X4212 1212108 09/30/2041 01994 6.940000800 15,000,000.0000 694,000.08 05/31/2008 12X4212 1212108 09/30/2044 01994 6.940000800 11,500,000.0000 532,066.73 05/31/2008 12X4212 1212108 09/30/2037 01997 6.720001200 9,100,000.0000 407,680.07 05/31/2008 12X4212 1212108 09/30/2041 01997 6.720001200 4,000,000.0000 179,200.03 05/31/2008 12X4212 1212108 09/30/2044 01997 6.720001200 3,000,000.0000 134,400.02 05/31/2008 12X4212 1212108 09/30/2038 01998 5.910001200 8,000,000.0000 315,200.06 05/31/2008 12X4212 1212108 09/30/2041 01998 5.910001200 3,000,000.0000 118,200.02 05/31/2008 12X4212 1212108 09/30/2044 01998 5.910001200 1,300,000.0000 51,220.01 05/31/2008 ------------------------ ---------------------- 86,900,000.0000 3,928,167.13 109 SUB-COHORT 12X4212 1212109 09/30/2032 01992 7.089998400 200,000.0000 9,453.33 05/31/2008 12X4212 1212109 09/30/2034 01992 7.089998400 500,000.0000 23,633.33 05/31/2008 12X4212 1212109 09/30/2035 01992 7.089998400 25,000.0000 1,181.67 05/31/2008 12X4212 1212109 09/30/2040 01992 7.089998400 25,000.0000 1,181.67 05/31/2008 12X4212 1212109 09/30/2046 01992 7.089998400 1,000,000.0000 47,266.66 05/31/2008 12X4212 1212109 09/30/2033 01993 6.649999200 600,000.0000 26,600.00 05/31/2008 12X4212 1212109 09/30/2035 01993 6.649999200 80,000.0000 3,546.67 05/31/2008 12X4212 1212109 09/30/2037 01993 6.649999200 50,000.0000 2,216.67 05/31/2008 12X4212 1212109 09/30/2034 01994 6.980000400 475,000.0000 22,103.33 05/31/2008 12X4212 1212109 09/30/2035 01995 7.390000800 450,000.0000 22,170.00 05/31/2008 12X4212 1212109 09/30/2036 01996 6.770001600 525,000.0000 23,695.01 05/31/2008 12X4212 1212109 09/30/2040 01996 6.770001600 25,000.0000 1,128.33 05/31/2008 12X4212 1212109 09/30/2037 01997 6.890000400 200,000.0000 9,186.67 05/31/2008 12X4212 1212109 09/30/2038 01998 5.810000400 475,000.0000 18,398.33 05/31/2008 12X4212 1212109 09/30/2040 02000 6.140001600 1,025,000.0000 41,956.68 05/31/2008 12X4212 1212109 09/30/2041 02001 5.590000800 1,750,000.0000 65,216.68 05/31/2008 12X4212 1212109 09/30/2042 02002 5.460001200 1,950,000.0000 70,980.02 05/31/2008 12X4212 1212109 09/30/2043 02003 4.979998800 500,000.0000 16,600.00 05/31/2008 12X4212 1212109 09/30/2044 02004 4.929998400 2,780,000.0000 91,369.30 05/31/2008 12X4212 1212109 09/30/2046 02006 4.910000400 1,000,000.0000 32,733.34 05/31/2008 ------------------------ ---------------------- 13,635,000.0000 530,617.69 116 SUB-COHORT 12X4212 1212116 09/30/2034 01992 7.499998800 100,000.0000 5,000.00 05/31/2008 12X4212 1212116 09/30/2036 01992 7.499998800 750,000.0000 37,499.99 05/31/2008 12X4212 1212116 09/30/2034 01993 6.710000400 200,000.0000 8,946.67 05/31/2008 12X4212 1212116 09/30/2037 01993 6.710000400 100,000.0000 4,473.33 05/31/2008 12X4212 1212116 09/30/2038 01993 6.710000400 250,000.0000 11,183.33 05/31/2008 12X4212 1212116 09/30/2037 01994 6.909998400 200,000.0000 9,213.33 05/31/2008 ------------------------ ---------------------- 1,600,000.0000 76,316.65 121 SUB-COHORT 12X4212 1212121 09/30/2033 01993 6.649999200 150,000.0000 6,650.00 05/31/2008 12X4212 1212121 09/30/2034 01993 6.649999200 100,000.0000 4,433.33 05/31/2008 12X4212 1212121 09/30/2028 01994 6.810001200 100,000.0000 4,540.00 05/31/2008 12X4212 1212121 09/30/2034 01994 6.810001200 650,000.0000 29,510.01 05/31/2008 ------------------------ ---------------------- 1,000,000.0000 45,133.34 123 SUB-COHORT 12X4212 1212123 09/30/2008 02000 5.979999600 10,000,000.0000 398,666.64 05/31/2008 12X4212 1212123 09/30/2008 02001 4.489999200 18,000,000.0000 538,799.90 05/31/2008 12X4212 1212123 09/30/2009 02002 3.510000000 20,000,000.0000 468,000.00 05/31/2008 12X4212 1212123 09/30/2010 02003 3.420000000 50,000,000.0000 1,140,000.00 05/31/2008 12X4212 1212123 09/30/2011 02004 3.030001200 83,000,000.0000 1,676,600.66 05/31/2008 12X4212 1212123 09/30/2012 02004 3.030001200 2,000,000.0000 40,400.02 05/31/2008 12X4212 1212123 09/30/2012 02005 4.050000000 70,000,000.0000 1,890,000.00 05/31/2008 12X4212 1212123 09/30/2013 02005 4.050000000 15,000,000.0000 405,000.00 05/31/2008 12X4212 1212123 09/30/2013 02006 4.749998400 42,000,000.0000 1,329,999.55 05/31/2008 12X4212 1212123 09/30/2015 02007 4.749998400 120,000,000.0000 3,799,998.72 05/31/2008 ------------------------ ---------------------- 430,000,000.0000 11,687,465.49 ======================== ====================== 5,964,135,000.0000 196,006,292.08 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00