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 189,059.97 03/31/2009 12X4212 1212101 09/30/2012 01993 4.629999600 8,500,000.0000 196,774.98 03/31/2009 12X4212 1212101 09/30/2012 01994 5.420001600 14,000,000.0000 379,400.11 03/31/2009 12X4212 1212101 09/30/2009 01995 6.739999200 25,000,000.0000 842,499.90 03/31/2009 12X4212 1212101 09/30/2009 01996 5.969998800 34,000,000.0000 1,014,899.80 03/31/2009 12X4212 1212101 09/30/2009 01997 6.149998800 41,000,000.0000 1,260,749.75 03/31/2009 12X4212 1212101 09/30/2010 01998 5.550001200 26,000,000.0000 721,500.16 03/31/2009 12X4212 1212101 09/30/2012 01998 5.550001200 1,800,000.0000 49,950.01 03/31/2009 12X4212 1212101 09/30/2009 01999 5.199998400 44,000,000.0000 1,143,999.65 03/31/2009 12X4212 1212101 09/30/2012 01999 5.199998400 30,000,000.0000 779,999.76 03/31/2009 12X4212 1212101 09/30/2012 02000 6.249999600 55,000,000.0000 1,718,749.89 03/31/2009 12X4212 1212101 09/30/2009 02001 5.010001200 137,000,000.0000 3,431,850.82 03/31/2009 12X4212 1212101 09/30/2012 02001 5.010001200 3,000,000.0000 75,150.02 03/31/2009 12X4212 1212101 09/30/2010 02002 4.119998400 85,000,000.0000 1,750,999.32 03/31/2009 12X4212 1212101 09/30/2012 02002 4.119998400 4,000,000.0000 82,399.97 03/31/2009 12X4212 1212101 09/30/2011 02003 3.250000800 35,000,000.0000 568,750.14 03/31/2009 12X4212 1212101 09/30/2012 02003 3.250000800 81,300,000.0000 1,321,125.33 03/31/2009 12X4212 1212101 09/30/2012 02004 3.639999600 144,400,000.0000 2,628,079.71 03/31/2009 12X4212 1212101 09/30/2009 02005 4.089999600 427,000,000.0000 8,732,149.15 03/31/2009 12X4212 1212101 09/30/2010 02006 4.809999600 231,000,000.0000 5,555,549.54 03/31/2009 12X4212 1212101 09/30/2011 02007 4.700001600 156,000,000.0000 3,666,001.25 03/31/2009 12X4212 1212101 09/30/2012 02007 4.700001600 140,000,000.0000 3,290,001.12 03/31/2009 12X4212 1212101 09/30/2012 02008 3.750001200 550,000,000.0000 10,312,503.30 03/31/2009 12X4212 1212101 09/30/2014 02009 3.750001200 242,000,000.0000 4,537,501.45 03/31/2009 ------------------------ ---------------------- 2,521,900,000.0000 54,249,645.10 105 SUB-COHORT 12X4212 1212105 09/30/2041 01992 7.499998800 19,000,000.0000 712,499.89 03/31/2009 12X4212 1212105 09/30/2038 01993 6.660000000 1,500,000.0000 49,950.00 03/31/2009 12X4212 1212105 09/30/2041 01993 6.660000000 20,000,000.0000 666,000.00 03/31/2009 12X4212 1212105 09/30/2035 01994 6.840000000 15,000,000.0000 513,000.00 03/31/2009 12X4212 1212105 09/30/2041 01994 6.840000000 19,000,000.0000 649,800.00 03/31/2009 12X4212 1212105 09/30/2035 01995 7.319998800 18,500,000.0000 677,099.89 03/31/2009 12X4212 1212105 09/30/2041 01995 7.319998800 5,000,000.0000 182,999.97 03/31/2009 12X4212 1212105 09/30/2036 01996 6.789999600 3,000,000.0000 101,849.99 03/31/2009 12X4212 1212105 09/30/2037 01996 6.789999600 12,000,000.0000 407,399.98 03/31/2009 12X4212 1212105 09/30/2041 01996 6.789999600 19,000,000.0000 645,049.96 03/31/2009 12X4212 1212105 09/30/2044 01996 6.789999600 2,000,000.0000 67,900.00 03/31/2009 12X4212 1212105 09/30/2038 01997 6.500001600 20,000,000.0000 650,000.16 03/31/2009 12X4212 1212105 09/30/2041 01997 6.500001600 15,000,000.0000 487,500.12 03/31/2009 12X4212 1212105 09/30/2038 01998 5.940000000 30,500,000.0000 905,850.00 03/31/2009 12X4212 1212105 09/30/2041 01998 5.940000000 11,000,000.0000 326,700.00 03/31/2009 12X4212 1212105 09/30/2039 01999 5.929999200 56,000,000.0000 1,660,399.78 03/31/2009 12X4212 1212105 09/30/2041 01999 5.929999200 8,000,000.0000 237,199.97 03/31/2009 12X4212 1212105 09/30/2044 01999 5.929999200 23,000,000.0000 681,949.91 03/31/2009 12X4212 1212105 09/30/2040 02000 6.230001600 74,000,000.0000 2,305,100.59 03/31/2009 12X4212 1212105 09/30/2041 02000 6.230001600 50,000,000.0000 1,557,500.40 03/31/2009 12X4212 1212105 09/30/2044 02000 6.230001600 15,500,000.0000 482,825.12 03/31/2009 12X4212 1212105 09/30/2041 02001 5.410000800 50,000,000.0000 1,352,500.20 03/31/2009 12X4212 1212105 09/30/2042 02001 5.410000800 11,500,000.0000 311,075.05 03/31/2009 12X4212 1212105 09/30/2044 02001 5.410000800 53,000,000.0000 1,433,650.21 03/31/2009 12X4212 1212105 09/30/2042 02002 5.029999200 104,000,000.0000 2,615,599.58 03/31/2009 12X4212 1212105 09/30/2043 02002 5.029999200 35,000,000.0000 880,249.86 03/31/2009 12X4212 1212105 09/30/2043 02003 4.600000800 87,000,000.0000 2,001,000.35 03/31/2009 12X4212 1212105 09/30/2044 02003 4.600000800 60,000,000.0000 1,380,000.24 03/31/2009 12X4212 1212105 09/30/2044 02004 4.680000000 95,000,000.0000 2,223,000.00 03/31/2009 12X4212 1212105 09/30/2045 02004 4.680000000 12,000,000.0000 280,800.00 03/31/2009 12X4212 1212105 09/30/2046 02004 4.680000000 30,000,000.0000 702,000.00 03/31/2009 12X4212 1212105 09/30/2045 02005 4.590000000 163,000,000.0000 3,740,850.00 03/31/2009 12X4212 1212105 09/30/2046 02005 4.590000000 100,000,000.0000 2,295,000.00 03/31/2009 12X4212 1212105 09/30/2046 02006 4.849999200 223,000,000.0000 5,407,749.11 03/31/2009 12X4212 1212105 09/30/2047 02006 4.849999200 25,000,000.0000 606,249.90 03/31/2009 12X4212 1212105 09/30/2048 02006 4.849999200 30,000,000.0000 727,499.88 03/31/2009 12X4212 1212105 09/30/2046 02007 4.629999600 207,000,000.0000 4,792,049.59 03/31/2009 12X4212 1212105 09/30/2047 02007 4.629999600 49,000,000.0000 1,134,349.90 03/31/2009 12X4212 1212105 09/30/2048 02007 4.629999600 40,000,000.0000 925,999.92 03/31/2009 12X4212 1212105 09/30/2048 02008 4.510000800 337,000,000.0000 7,599,351.35 03/31/2009 12X4212 1212105 09/30/2049 02009 4.510000800 102,000,000.0000 2,300,100.41 03/31/2009 ------------------------ ---------------------- 2,250,500,000.0000 56,677,651.28 107 SUB-COHORT 12X4212 1212107 09/30/2009 01992 7.539998400 22,000,000.0000 829,399.82 03/31/2009 12X4212 1212107 09/30/2015 01992 7.539998400 2,000,000.0000 75,399.98 03/31/2009 12X4212 1212107 09/30/2022 01992 7.539998400 8,000,000.0000 301,599.94 03/31/2009 12X4212 1212107 09/30/2015 01993 6.660000000 6,000,000.0000 199,800.00 03/31/2009 12X4212 1212107 09/30/2016 01993 6.660000000 3,000,000.0000 99,900.00 03/31/2009 12X4212 1212107 09/30/2022 01993 6.660000000 7,000,000.0000 233,100.00 03/31/2009 12X4212 1212107 09/30/2015 01994 6.800000400 28,000,000.0000 952,000.06 03/31/2009 12X4212 1212107 09/30/2022 01994 6.800000400 3,000,000.0000 102,000.01 03/31/2009 12X4212 1212107 09/30/2015 01995 7.200000000 16,000,000.0000 576,000.00 03/31/2009 12X4212 1212107 09/30/2016 01995 7.200000000 3,000,000.0000 108,000.00 03/31/2009 12X4212 1212107 09/30/2015 01996 6.639998400 32,000,000.0000 1,062,399.74 03/31/2009 12X4212 1212107 09/30/2020 01996 6.639998400 15,000,000.0000 497,999.88 03/31/2009 12X4212 1212107 09/30/2022 01996 6.639998400 9,000,000.0000 298,799.93 03/31/2009 12X4212 1212107 09/30/2015 01997 6.710000400 36,000,000.0000 1,207,800.07 03/31/2009 12X4212 1212107 09/30/2022 01997 6.710000400 12,000,000.0000 402,600.02 03/31/2009 12X4212 1212107 09/30/2015 01998 5.839999200 21,500,000.0000 627,799.91 03/31/2009 12X4212 1212107 09/30/2022 01998 5.839999200 15,000,000.0000 437,999.94 03/31/2009 12X4212 1212107 09/30/2009 01999 5.730001200 214,000,000.0000 6,131,101.28 03/31/2009 12X4212 1212107 09/30/2010 01999 5.730001200 25,000,000.0000 716,250.15 03/31/2009 12X4212 1212107 09/30/2010 02000 6.379999200 68,000,000.0000 2,169,199.73 03/31/2009 12X4212 1212107 09/30/2015 02001 5.209999200 45,000,000.0000 1,172,249.82 03/31/2009 12X4212 1212107 09/30/2016 02002 4.640000400 32,000,000.0000 742,400.06 03/31/2009 12X4212 1212107 09/30/2017 02003 3.740000400 43,000,000.0000 804,100.09 03/31/2009 12X4212 1212107 09/30/2018 02003 3.740000400 20,000,000.0000 374,000.04 03/31/2009 12X4212 1212107 09/30/2018 02004 4.119998400 23,000,000.0000 473,799.82 03/31/2009 12X4212 1212107 09/30/2019 02005 4.179999600 17,000,000.0000 355,299.97 03/31/2009 12X4212 1212107 09/30/2020 02005 4.179999600 3,000,000.0000 62,699.99 03/31/2009 12X4212 1212107 09/30/2020 02006 4.839998400 39,500,000.0000 955,899.68 03/31/2009 12X4212 1212107 09/30/2021 02007 4.759999200 54,000,000.0000 1,285,199.78 03/31/2009 12X4212 1212107 09/30/2022 02007 4.759999200 5,000,000.0000 118,999.98 03/31/2009 12X4212 1212107 09/30/2022 02008 4.060000800 47,000,000.0000 954,100.19 03/31/2009 12X4212 1212107 09/30/2024 02009 4.060000800 88,000,000.0000 1,786,400.35 03/31/2009 ------------------------ ---------------------- 962,000,000.0000 26,114,300.23 108 SUB-COHORT 12X4212 1212108 09/30/2041 01992 7.530001200 2,000,000.0000 75,300.01 03/31/2009 12X4212 1212108 09/30/2044 01993 6.660000000 5,000,000.0000 166,500.00 03/31/2009 12X4212 1212108 09/30/2048 01994 6.940000800 5,500,000.0000 190,850.02 03/31/2009 12X4212 1212108 09/30/2041 01997 6.720001200 2,100,000.0000 70,560.01 03/31/2009 12X4212 1212108 09/30/2044 01997 6.720001200 3,000,000.0000 100,800.02 03/31/2009 12X4212 1212108 09/30/2038 01998 5.910001200 1,000,000.0000 29,550.01 03/31/2009 12X4212 1212108 09/30/2041 01998 5.910001200 3,000,000.0000 88,650.02 03/31/2009 12X4212 1212108 09/30/2044 01998 5.910001200 1,300,000.0000 38,415.01 03/31/2009 ------------------------ ---------------------- 22,900,000.0000 760,625.10 109 SUB-COHORT 12X4212 1212109 09/30/2032 01992 7.089998400 200,000.0000 7,090.00 03/31/2009 12X4212 1212109 09/30/2034 01992 7.089998400 500,000.0000 17,725.00 03/31/2009 12X4212 1212109 09/30/2035 01992 7.089998400 25,000.0000 886.25 03/31/2009 12X4212 1212109 09/30/2040 01992 7.089998400 25,000.0000 886.25 03/31/2009 12X4212 1212109 09/30/2046 01992 7.089998400 1,000,000.0000 35,449.99 03/31/2009 12X4212 1212109 09/30/2033 01993 6.649999200 600,000.0000 19,950.00 03/31/2009 12X4212 1212109 09/30/2035 01993 6.649999200 80,000.0000 2,660.00 03/31/2009 12X4212 1212109 09/30/2037 01993 6.649999200 50,000.0000 1,662.50 03/31/2009 12X4212 1212109 09/30/2034 01994 6.980000400 475,000.0000 16,577.50 03/31/2009 12X4212 1212109 09/30/2035 01995 7.390000800 450,000.0000 16,627.50 03/31/2009 12X4212 1212109 09/30/2036 01996 6.770001600 525,000.0000 17,771.25 03/31/2009 12X4212 1212109 09/30/2040 01996 6.770001600 25,000.0000 846.25 03/31/2009 12X4212 1212109 09/30/2037 01997 6.890000400 200,000.0000 6,890.00 03/31/2009 12X4212 1212109 09/30/2038 01998 5.810000400 475,000.0000 13,798.75 03/31/2009 12X4212 1212109 09/30/2040 02000 6.249999600 1,025,000.0000 32,031.25 03/31/2009 12X4212 1212109 09/30/2041 02001 5.420001600 1,750,000.0000 47,425.01 03/31/2009 12X4212 1212109 09/30/2042 02002 5.220000000 1,950,000.0000 50,895.00 03/31/2009 12X4212 1212109 09/30/2043 02003 4.929998400 500,000.0000 12,325.00 03/31/2009 12X4212 1212109 09/30/2044 02004 4.899999600 2,780,000.0000 68,109.99 03/31/2009 12X4212 1212109 09/30/2046 02006 4.910000400 1,000,000.0000 24,550.00 03/31/2009 ------------------------ ---------------------- 13,635,000.0000 394,157.49 116 SUB-COHORT 12X4212 1212116 09/30/2034 01992 7.499998800 100,000.0000 3,750.00 03/31/2009 12X4212 1212116 09/30/2036 01992 7.499998800 750,000.0000 28,125.00 03/31/2009 12X4212 1212116 09/30/2034 01993 6.720001200 200,000.0000 6,720.00 03/31/2009 12X4212 1212116 09/30/2037 01993 6.720001200 100,000.0000 3,360.00 03/31/2009 12X4212 1212116 09/30/2038 01993 6.720001200 250,000.0000 8,400.00 03/31/2009 12X4212 1212116 09/30/2037 01994 6.879999600 200,000.0000 6,880.00 03/31/2009 ------------------------ ---------------------- 1,600,000.0000 57,235.00 121 SUB-COHORT 12X4212 1212121 09/30/2033 01993 6.649999200 150,000.0000 4,987.50 03/31/2009 12X4212 1212121 09/30/2034 01993 6.649999200 100,000.0000 3,325.00 03/31/2009 12X4212 1212121 09/30/2028 01994 6.810001200 100,000.0000 3,405.00 03/31/2009 12X4212 1212121 09/30/2034 01994 6.810001200 650,000.0000 22,132.50 03/31/2009 ------------------------ ---------------------- 1,000,000.0000 33,850.00 123 SUB-COHORT 12X4212 1212123 09/30/2015 02001 4.439998800 500,000.0000 11,100.00 03/31/2009 12X4212 1212123 09/30/2009 02002 3.319999200 20,000,000.0000 331,999.92 03/31/2009 12X4212 1212123 09/30/2010 02003 2.720001600 50,000,000.0000 680,000.40 03/31/2009 12X4212 1212123 09/30/2011 02004 3.359998800 83,000,000.0000 1,394,399.50 03/31/2009 12X4212 1212123 09/30/2012 02004 3.359998800 2,000,000.0000 33,599.99 03/31/2009 12X4212 1212123 09/30/2012 02005 3.970000800 70,000,000.0000 1,389,500.28 03/31/2009 12X4212 1212123 09/30/2013 02005 3.970000800 15,000,000.0000 297,750.06 03/31/2009 12X4212 1212123 09/30/2013 02006 4.759999200 42,000,000.0000 999,599.83 03/31/2009 12X4212 1212123 09/30/2015 02007 3.920000400 120,000,000.0000 2,352,000.24 03/31/2009 12X4212 1212123 09/30/2015 02008 4.979998800 80,000,000.0000 1,991,999.52 03/31/2009 12X4212 1212123 09/30/2016 02008 4.979998800 22,000,000.0000 547,799.87 03/31/2009 ------------------------ ---------------------- 504,500,000.0000 10,029,749.61 ======================== ====================== 6,278,035,000.0000 148,317,213.81 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00 ============================================================================================================================ TRANSACTIONS ======================================================================================================================================================================================================================================================== TRANSACTIONS ============================================================================================================================