Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 101 SUB-COHORT 12X4212 1212101 09/30/2012 01992 5.479999200 6,900,000.0000 94,529.99 12/31/2008 12X4212 1212101 09/30/2012 01993 4.629999600 8,500,000.0000 98,387.49 12/31/2008 12X4212 1212101 09/30/2012 01994 5.420001600 14,000,000.0000 189,700.06 12/31/2008 12X4212 1212101 09/30/2009 01995 6.739999200 13,000,000.0000 219,049.97 12/31/2008 12X4212 1212101 09/30/2009 01996 5.969998800 20,000,000.0000 298,499.94 12/31/2008 12X4212 1212101 09/30/2009 01997 6.149998800 23,000,000.0000 353,624.93 12/31/2008 12X4212 1212101 09/30/2010 01998 5.550001200 26,000,000.0000 360,750.08 12/31/2008 12X4212 1212101 09/30/2012 01998 5.550001200 1,800,000.0000 24,975.01 12/31/2008 12X4212 1212101 09/30/2009 01999 5.199998400 25,000,000.0000 324,999.90 12/31/2008 12X4212 1212101 09/30/2012 01999 5.199998400 30,000,000.0000 389,999.88 12/31/2008 12X4212 1212101 09/30/2012 02000 6.249999600 55,000,000.0000 859,374.95 12/31/2008 12X4212 1212101 09/30/2009 02001 5.010001200 70,000,000.0000 876,750.21 12/31/2008 12X4212 1212101 09/30/2012 02001 5.010001200 3,000,000.0000 37,575.01 12/31/2008 12X4212 1212101 09/30/2010 02002 4.119998400 85,000,000.0000 875,499.66 12/31/2008 12X4212 1212101 09/30/2012 02002 4.119998400 4,000,000.0000 41,199.98 12/31/2008 12X4212 1212101 09/30/2011 02003 3.250000800 35,000,000.0000 284,375.07 12/31/2008 12X4212 1212101 09/30/2012 02003 3.250000800 81,300,000.0000 660,562.66 12/31/2008 12X4212 1212101 09/30/2012 02004 3.639999600 144,400,000.0000 1,314,039.86 12/31/2008 12X4212 1212101 09/30/2009 02005 4.089999600 205,000,000.0000 2,096,124.80 12/31/2008 12X4212 1212101 09/30/2010 02006 4.809999600 231,000,000.0000 2,777,774.77 12/31/2008 12X4212 1212101 09/30/2011 02007 4.700001600 156,000,000.0000 1,833,000.62 12/31/2008 12X4212 1212101 09/30/2012 02007 4.700001600 140,000,000.0000 1,645,000.56 12/31/2008 12X4212 1212101 09/30/2012 02008 3.750001200 550,000,000.0000 5,156,251.65 12/31/2008 ------------------------ ---------------------- 1,927,900,000.0000 20,812,047.05 105 SUB-COHORT 12X4212 1212105 09/30/2041 01992 7.499998800 19,000,000.0000 356,249.94 12/31/2008 12X4212 1212105 09/30/2038 01993 6.660000000 1,500,000.0000 24,975.00 12/31/2008 12X4212 1212105 09/30/2041 01993 6.660000000 20,000,000.0000 333,000.00 12/31/2008 12X4212 1212105 09/30/2035 01994 6.840000000 15,000,000.0000 256,500.00 12/31/2008 12X4212 1212105 09/30/2041 01994 6.840000000 19,000,000.0000 324,900.00 12/31/2008 12X4212 1212105 09/30/2035 01995 7.319998800 18,500,000.0000 338,549.94 12/31/2008 12X4212 1212105 09/30/2041 01995 7.319998800 5,000,000.0000 91,499.99 12/31/2008 12X4212 1212105 09/30/2036 01996 6.789999600 3,000,000.0000 50,925.00 12/31/2008 12X4212 1212105 09/30/2037 01996 6.789999600 12,000,000.0000 203,699.99 12/31/2008 12X4212 1212105 09/30/2041 01996 6.789999600 19,000,000.0000 322,524.98 12/31/2008 12X4212 1212105 09/30/2044 01996 6.789999600 2,000,000.0000 33,950.00 12/31/2008 12X4212 1212105 09/30/2038 01997 6.500001600 20,000,000.0000 325,000.08 12/31/2008 12X4212 1212105 09/30/2041 01997 6.500001600 15,000,000.0000 243,750.06 12/31/2008 12X4212 1212105 09/30/2038 01998 5.940000000 30,500,000.0000 452,925.00 12/31/2008 12X4212 1212105 09/30/2041 01998 5.940000000 11,000,000.0000 163,350.00 12/31/2008 12X4212 1212105 09/30/2039 01999 5.929999200 56,000,000.0000 830,199.89 12/31/2008 12X4212 1212105 09/30/2041 01999 5.929999200 8,000,000.0000 118,599.98 12/31/2008 12X4212 1212105 09/30/2044 01999 5.929999200 23,000,000.0000 340,974.95 12/31/2008 12X4212 1212105 09/30/2040 02000 6.230001600 74,000,000.0000 1,152,550.30 12/31/2008 12X4212 1212105 09/30/2041 02000 6.230001600 50,000,000.0000 778,750.20 12/31/2008 12X4212 1212105 09/30/2044 02000 6.230001600 15,500,000.0000 241,412.56 12/31/2008 12X4212 1212105 09/30/2041 02001 5.410000800 50,000,000.0000 676,250.10 12/31/2008 12X4212 1212105 09/30/2042 02001 5.410000800 11,500,000.0000 155,537.52 12/31/2008 12X4212 1212105 09/30/2044 02001 5.410000800 53,000,000.0000 716,825.11 12/31/2008 12X4212 1212105 09/30/2042 02002 5.029999200 104,000,000.0000 1,307,799.79 12/31/2008 12X4212 1212105 09/30/2043 02002 5.029999200 35,000,000.0000 440,124.93 12/31/2008 12X4212 1212105 09/30/2043 02003 4.600000800 87,000,000.0000 1,000,500.17 12/31/2008 12X4212 1212105 09/30/2044 02003 4.600000800 60,000,000.0000 690,000.12 12/31/2008 12X4212 1212105 09/30/2044 02004 4.680000000 95,000,000.0000 1,111,500.00 12/31/2008 12X4212 1212105 09/30/2045 02004 4.680000000 12,000,000.0000 140,400.00 12/31/2008 12X4212 1212105 09/30/2046 02004 4.680000000 30,000,000.0000 351,000.00 12/31/2008 12X4212 1212105 09/30/2045 02005 4.590000000 163,000,000.0000 1,870,425.00 12/31/2008 12X4212 1212105 09/30/2046 02005 4.590000000 100,000,000.0000 1,147,500.00 12/31/2008 12X4212 1212105 09/30/2046 02006 4.849999200 223,000,000.0000 2,703,874.55 12/31/2008 12X4212 1212105 09/30/2047 02006 4.849999200 25,000,000.0000 303,124.95 12/31/2008 12X4212 1212105 09/30/2048 02006 4.849999200 30,000,000.0000 363,749.94 12/31/2008 12X4212 1212105 09/30/2046 02007 4.629999600 207,000,000.0000 2,396,024.79 12/31/2008 12X4212 1212105 09/30/2047 02007 4.629999600 49,000,000.0000 567,174.95 12/31/2008 12X4212 1212105 09/30/2048 02007 4.629999600 40,000,000.0000 462,999.96 12/31/2008 12X4212 1212105 09/30/2048 02008 4.510000800 270,000,000.0000 3,044,250.54 12/31/2008 ------------------------ ---------------------- 2,081,500,000.0000 26,433,350.28 107 SUB-COHORT 12X4212 1212107 09/30/2009 01992 7.539998400 8,000,000.0000 150,799.97 12/31/2008 12X4212 1212107 09/30/2015 01992 7.539998400 2,000,000.0000 37,699.99 12/31/2008 12X4212 1212107 09/30/2022 01992 7.539998400 8,000,000.0000 150,799.97 12/31/2008 12X4212 1212107 09/30/2015 01993 6.660000000 6,000,000.0000 99,900.00 12/31/2008 12X4212 1212107 09/30/2016 01993 6.660000000 3,000,000.0000 49,950.00 12/31/2008 12X4212 1212107 09/30/2022 01993 6.660000000 7,000,000.0000 116,550.00 12/31/2008 12X4212 1212107 09/30/2015 01994 6.800000400 28,000,000.0000 476,000.03 12/31/2008 12X4212 1212107 09/30/2022 01994 6.800000400 3,000,000.0000 51,000.00 12/31/2008 12X4212 1212107 09/30/2015 01995 7.200000000 16,000,000.0000 288,000.00 12/31/2008 12X4212 1212107 09/30/2016 01995 7.200000000 3,000,000.0000 54,000.00 12/31/2008 12X4212 1212107 09/30/2015 01996 6.639998400 32,000,000.0000 531,199.87 12/31/2008 12X4212 1212107 09/30/2020 01996 6.639998400 15,000,000.0000 248,999.94 12/31/2008 12X4212 1212107 09/30/2022 01996 6.639998400 9,000,000.0000 149,399.96 12/31/2008 12X4212 1212107 09/30/2015 01997 6.710000400 36,000,000.0000 603,900.04 12/31/2008 12X4212 1212107 09/30/2022 01997 6.710000400 12,000,000.0000 201,300.01 12/31/2008 12X4212 1212107 09/30/2015 01998 5.839999200 21,500,000.0000 313,899.96 12/31/2008 12X4212 1212107 09/30/2022 01998 5.839999200 15,000,000.0000 218,999.97 12/31/2008 12X4212 1212107 09/30/2009 01999 5.730001200 98,000,000.0000 1,403,850.29 12/31/2008 12X4212 1212107 09/30/2010 01999 5.730001200 25,000,000.0000 358,125.08 12/31/2008 12X4212 1212107 09/30/2010 02000 6.379999200 68,000,000.0000 1,084,599.86 12/31/2008 12X4212 1212107 09/30/2015 02001 5.209999200 45,000,000.0000 586,124.91 12/31/2008 12X4212 1212107 09/30/2016 02002 4.640000400 32,000,000.0000 371,200.03 12/31/2008 12X4212 1212107 09/30/2017 02003 3.740000400 43,000,000.0000 402,050.04 12/31/2008 12X4212 1212107 09/30/2018 02003 3.740000400 20,000,000.0000 187,000.02 12/31/2008 12X4212 1212107 09/30/2018 02004 4.119998400 23,000,000.0000 236,899.91 12/31/2008 12X4212 1212107 09/30/2019 02005 4.179999600 17,000,000.0000 177,649.98 12/31/2008 12X4212 1212107 09/30/2020 02005 4.179999600 3,000,000.0000 31,350.00 12/31/2008 12X4212 1212107 09/30/2020 02006 4.839998400 39,500,000.0000 477,949.84 12/31/2008 12X4212 1212107 09/30/2021 02007 4.759999200 54,000,000.0000 642,599.89 12/31/2008 12X4212 1212107 09/30/2022 02007 4.759999200 5,000,000.0000 59,499.99 12/31/2008 12X4212 1212107 09/30/2022 02008 4.060000800 47,000,000.0000 477,050.09 12/31/2008 ------------------------ ---------------------- 744,000,000.0000 10,238,349.64 108 SUB-COHORT 12X4212 1212108 09/30/2041 01992 7.530001200 2,000,000.0000 37,650.01 12/31/2008 12X4212 1212108 09/30/2044 01993 6.660000000 5,000,000.0000 83,250.00 12/31/2008 12X4212 1212108 09/30/2048 01994 6.940000800 5,500,000.0000 95,425.01 12/31/2008 12X4212 1212108 09/30/2041 01997 6.720001200 2,100,000.0000 35,280.01 12/31/2008 12X4212 1212108 09/30/2044 01997 6.720001200 3,000,000.0000 50,400.01 12/31/2008 12X4212 1212108 09/30/2038 01998 5.910001200 1,000,000.0000 14,775.00 12/31/2008 12X4212 1212108 09/30/2041 01998 5.910001200 3,000,000.0000 44,325.01 12/31/2008 12X4212 1212108 09/30/2044 01998 5.910001200 1,300,000.0000 19,207.50 12/31/2008 ------------------------ ---------------------- 22,900,000.0000 380,312.55 109 SUB-COHORT 12X4212 1212109 09/30/2032 01992 7.089998400 200,000.0000 3,545.00 12/31/2008 12X4212 1212109 09/30/2034 01992 7.089998400 500,000.0000 8,862.50 12/31/2008 12X4212 1212109 09/30/2035 01992 7.089998400 25,000.0000 443.12 12/31/2008 12X4212 1212109 09/30/2040 01992 7.089998400 25,000.0000 443.12 12/31/2008 12X4212 1212109 09/30/2046 01992 7.089998400 1,000,000.0000 17,725.00 12/31/2008 12X4212 1212109 09/30/2033 01993 6.649999200 600,000.0000 9,975.00 12/31/2008 12X4212 1212109 09/30/2035 01993 6.649999200 80,000.0000 1,330.00 12/31/2008 12X4212 1212109 09/30/2037 01993 6.649999200 50,000.0000 831.25 12/31/2008 12X4212 1212109 09/30/2034 01994 6.980000400 475,000.0000 8,288.75 12/31/2008 12X4212 1212109 09/30/2035 01995 7.390000800 450,000.0000 8,313.75 12/31/2008 12X4212 1212109 09/30/2036 01996 6.770001600 525,000.0000 8,885.63 12/31/2008 12X4212 1212109 09/30/2040 01996 6.770001600 25,000.0000 423.13 12/31/2008 12X4212 1212109 09/30/2037 01997 6.890000400 200,000.0000 3,445.00 12/31/2008 12X4212 1212109 09/30/2038 01998 5.810000400 475,000.0000 6,899.38 12/31/2008 12X4212 1212109 09/30/2040 02000 6.249999600 1,025,000.0000 16,015.62 12/31/2008 12X4212 1212109 09/30/2041 02001 5.420001600 1,750,000.0000 23,712.51 12/31/2008 12X4212 1212109 09/30/2042 02002 5.220000000 1,950,000.0000 25,447.50 12/31/2008 12X4212 1212109 09/30/2043 02003 4.929998400 500,000.0000 6,162.50 12/31/2008 12X4212 1212109 09/30/2044 02004 4.899999600 2,780,000.0000 34,055.00 12/31/2008 12X4212 1212109 09/30/2046 02006 4.910000400 1,000,000.0000 12,275.00 12/31/2008 ------------------------ ---------------------- 13,635,000.0000 197,078.76 116 SUB-COHORT 12X4212 1212116 09/30/2034 01992 7.499998800 100,000.0000 1,875.00 12/31/2008 12X4212 1212116 09/30/2036 01992 7.499998800 750,000.0000 14,062.50 12/31/2008 12X4212 1212116 09/30/2034 01993 6.720001200 200,000.0000 3,360.00 12/31/2008 12X4212 1212116 09/30/2037 01993 6.720001200 100,000.0000 1,680.00 12/31/2008 12X4212 1212116 09/30/2038 01993 6.720001200 250,000.0000 4,200.00 12/31/2008 12X4212 1212116 09/30/2037 01994 6.879999600 200,000.0000 3,440.00 12/31/2008 ------------------------ ---------------------- 1,600,000.0000 28,617.50 121 SUB-COHORT 12X4212 1212121 09/30/2033 01993 6.649999200 150,000.0000 2,493.75 12/31/2008 12X4212 1212121 09/30/2034 01993 6.649999200 100,000.0000 1,662.50 12/31/2008 12X4212 1212121 09/30/2028 01994 6.810001200 100,000.0000 1,702.50 12/31/2008 12X4212 1212121 09/30/2034 01994 6.810001200 650,000.0000 11,066.25 12/31/2008 ------------------------ ---------------------- 1,000,000.0000 16,925.00 123 SUB-COHORT 12X4212 1212123 09/30/2015 02001 4.439998800 500,000.0000 5,550.00 12/31/2008 12X4212 1212123 09/30/2009 02002 3.319999200 20,000,000.0000 165,999.96 12/31/2008 12X4212 1212123 09/30/2010 02003 2.720001600 50,000,000.0000 340,000.20 12/31/2008 12X4212 1212123 09/30/2011 02004 3.359998800 83,000,000.0000 697,199.75 12/31/2008 12X4212 1212123 09/30/2012 02004 3.359998800 2,000,000.0000 16,799.99 12/31/2008 12X4212 1212123 09/30/2012 02005 3.970000800 70,000,000.0000 694,750.14 12/31/2008 12X4212 1212123 09/30/2013 02005 3.970000800 15,000,000.0000 148,875.03 12/31/2008 12X4212 1212123 09/30/2013 02006 4.759999200 42,000,000.0000 499,799.92 12/31/2008 12X4212 1212123 09/30/2015 02007 3.920000400 120,000,000.0000 1,176,000.12 12/31/2008 12X4212 1212123 09/30/2015 02008 4.979998800 80,000,000.0000 995,999.76 12/31/2008 ------------------------ ---------------------- 482,500,000.0000 4,740,974.87 ======================== ====================== 5,275,035,000.0000 62,847,655.65 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00