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 126,039.98 01/31/2010 12X4212 1212101 09/30/2014 01992 5.479999200 9,000,000.0000 164,399.98 01/31/2010 12X4212 1212101 09/30/2012 01993 4.629999600 8,500,000.0000 131,183.32 01/31/2010 12X4212 1212101 09/30/2014 01993 4.629999600 15,400,000.0000 237,673.31 01/31/2010 12X4212 1212101 09/30/2012 01994 5.420001600 14,000,000.0000 252,933.41 01/31/2010 12X4212 1212101 09/30/2014 01994 5.420001600 15,600,000.0000 281,840.08 01/31/2010 12X4212 1212101 09/30/2014 01995 6.739999200 25,400,000.0000 570,653.27 01/31/2010 12X4212 1212101 09/30/2014 01996 5.969998800 39,000,000.0000 776,099.84 01/31/2010 12X4212 1212101 09/30/2014 01997 6.149998800 41,000,000.0000 840,499.84 01/31/2010 12X4212 1212101 09/30/2010 01998 5.550001200 26,000,000.0000 481,000.10 01/31/2010 12X4212 1212101 09/30/2012 01998 5.550001200 1,800,000.0000 33,300.01 01/31/2010 12X4212 1212101 09/30/2014 01998 5.550001200 18,600,000.0000 344,100.07 01/31/2010 12X4212 1212101 09/30/2012 01999 5.199998400 30,000,000.0000 519,999.84 01/31/2010 12X4212 1212101 09/30/2014 01999 5.199998400 45,000,000.0000 779,999.76 01/31/2010 12X4212 1212101 09/30/2012 02000 6.249999600 55,000,000.0000 1,145,833.26 01/31/2010 12X4212 1212101 09/30/2014 02000 6.249999600 16,000,000.0000 333,333.31 01/31/2010 12X4212 1212101 09/30/2012 02001 4.960000800 3,000,000.0000 49,600.01 01/31/2010 12X4212 1212101 09/30/2014 02001 4.960000800 81,300,000.0000 1,344,160.22 01/31/2010 12X4212 1212101 09/30/2010 02002 3.999999600 85,000,000.0000 1,133,333.22 01/31/2010 12X4212 1212101 09/30/2012 02002 3.999999600 4,000,000.0000 53,333.33 01/31/2010 12X4212 1212101 09/30/2011 02003 3.009999600 35,000,000.0000 351,166.62 01/31/2010 12X4212 1212101 09/30/2012 02003 3.009999600 81,300,000.0000 815,709.89 01/31/2010 12X4212 1212101 09/30/2014 02003 3.009999600 7,550,000.0000 75,751.66 01/31/2010 12X4212 1212101 09/30/2012 02004 3.399998400 144,400,000.0000 1,636,532.56 01/31/2010 12X4212 1212101 09/30/2014 02005 4.020001200 222,000,000.0000 2,974,800.89 01/31/2010 12X4212 1212101 09/30/2010 02006 4.799998800 231,000,000.0000 3,695,999.08 01/31/2010 12X4212 1212101 09/30/2011 02007 4.690000800 156,000,000.0000 2,438,800.42 01/31/2010 12X4212 1212101 09/30/2012 02007 4.690000800 140,000,000.0000 2,188,667.04 01/31/2010 12X4212 1212101 09/30/2012 02008 3.459999600 550,000,000.0000 6,343,332.60 01/31/2010 12X4212 1212101 09/30/2014 02009 3.160000800 958,052,024.0000 10,091,483.87 01/31/2010 12X4212 1212101 09/30/2014 02010 3.160000800 238,652,220.2500 2,513,804.02 01/31/2010 ------------------------ ---------------------- 3,304,454,244.2500 42,725,364.81 105 SUB-COHORT 12X4212 1212105 09/30/2041 01992 7.499998800 19,000,000.0000 474,999.92 01/31/2010 12X4212 1212105 09/30/2049 01992 7.499998800 11,500,000.0000 287,499.95 01/31/2010 12X4212 1212105 09/30/2038 01993 6.660000000 1,500,000.0000 33,300.00 01/31/2010 12X4212 1212105 09/30/2041 01993 6.660000000 20,000,000.0000 444,000.00 01/31/2010 12X4212 1212105 09/30/2049 01993 6.660000000 10,500,000.0000 233,100.00 01/31/2010 12X4212 1212105 09/30/2035 01994 6.840000000 15,000,000.0000 342,000.00 01/31/2010 12X4212 1212105 09/30/2041 01994 6.840000000 19,000,000.0000 433,200.00 01/31/2010 12X4212 1212105 09/30/2035 01995 7.319998800 18,500,000.0000 451,399.93 01/31/2010 12X4212 1212105 09/30/2041 01995 7.319998800 5,000,000.0000 121,999.98 01/31/2010 12X4212 1212105 09/30/2036 01996 6.789999600 3,000,000.0000 67,900.00 01/31/2010 12X4212 1212105 09/30/2037 01996 6.789999600 12,000,000.0000 271,599.98 01/31/2010 12X4212 1212105 09/30/2041 01996 6.789999600 19,000,000.0000 430,033.31 01/31/2010 12X4212 1212105 09/30/2044 01996 6.789999600 2,000,000.0000 45,266.66 01/31/2010 12X4212 1212105 09/30/2038 01997 6.500001600 20,000,000.0000 433,333.44 01/31/2010 12X4212 1212105 09/30/2041 01997 6.500001600 15,000,000.0000 325,000.08 01/31/2010 12X4212 1212105 09/30/2038 01998 5.940000000 30,500,000.0000 603,900.00 01/31/2010 12X4212 1212105 09/30/2041 01998 5.940000000 11,000,000.0000 217,800.00 01/31/2010 12X4212 1212105 09/30/2039 01999 5.929999200 56,000,000.0000 1,106,933.18 01/31/2010 12X4212 1212105 09/30/2041 01999 5.929999200 8,000,000.0000 158,133.31 01/31/2010 12X4212 1212105 09/30/2044 01999 5.929999200 23,000,000.0000 454,633.27 01/31/2010 12X4212 1212105 09/30/2049 01999 5.929999200 7,200,000.0000 142,319.98 01/31/2010 12X4212 1212105 09/30/2040 02000 6.230001600 74,000,000.0000 1,536,733.73 01/31/2010 12X4212 1212105 09/30/2041 02000 6.230001600 50,000,000.0000 1,038,333.60 01/31/2010 12X4212 1212105 09/30/2044 02000 6.230001600 15,500,000.0000 321,883.42 01/31/2010 12X4212 1212105 09/30/2049 02000 6.230001600 9,000,000.0000 186,900.05 01/31/2010 12X4212 1212105 09/30/2041 02001 5.299999200 50,000,000.0000 883,333.20 01/31/2010 12X4212 1212105 09/30/2042 02001 5.299999200 11,500,000.0000 203,166.64 01/31/2010 12X4212 1212105 09/30/2044 02001 5.299999200 53,000,000.0000 936,333.19 01/31/2010 12X4212 1212105 09/30/2042 02002 4.830001200 104,000,000.0000 1,674,400.42 01/31/2010 12X4212 1212105 09/30/2043 02002 4.830001200 35,000,000.0000 563,500.14 01/31/2010 12X4212 1212105 09/30/2049 02002 4.830001200 5,550,000.0000 89,355.02 01/31/2010 12X4212 1212105 09/30/2043 02003 4.320000000 87,000,000.0000 1,252,800.00 01/31/2010 12X4212 1212105 09/30/2044 02003 4.320000000 60,000,000.0000 864,000.00 01/31/2010 12X4212 1212105 09/30/2044 02004 4.470001200 95,000,000.0000 1,415,500.38 01/31/2010 12X4212 1212105 09/30/2045 02004 4.470001200 12,000,000.0000 178,800.05 01/31/2010 12X4212 1212105 09/30/2046 02004 4.470001200 30,000,000.0000 447,000.12 01/31/2010 12X4212 1212105 09/30/2045 02005 4.550000400 163,000,000.0000 2,472,166.88 01/31/2010 12X4212 1212105 09/30/2046 02005 4.550000400 100,000,000.0000 1,516,666.80 01/31/2010 12X4212 1212105 09/30/2046 02006 4.830001200 223,000,000.0000 3,590,300.89 01/31/2010 12X4212 1212105 09/30/2047 02006 4.830001200 25,000,000.0000 402,500.10 01/31/2010 12X4212 1212105 09/30/2048 02006 4.830001200 30,000,000.0000 483,000.12 01/31/2010 12X4212 1212105 09/30/2046 02007 4.550000400 207,000,000.0000 3,139,500.28 01/31/2010 12X4212 1212105 09/30/2047 02007 4.550000400 49,000,000.0000 743,166.73 01/31/2010 12X4212 1212105 09/30/2048 02007 4.550000400 40,000,000.0000 606,666.72 01/31/2010 12X4212 1212105 09/30/2048 02008 4.070001600 270,000,000.0000 3,663,001.44 01/31/2010 12X4212 1212105 09/30/2049 02008 4.070001600 87,000,000.0000 1,180,300.46 01/31/2010 12X4212 1212105 09/30/2049 02009 3.449998800 524,661,220.0000 6,033,601.93 01/31/2010 12X4212 1212105 09/30/2050 02010 3.449998800 155,870,000.0000 1,792,504.38 01/31/2010 ------------------------ ---------------------- 2,892,781,220.0000 44,293,769.68 107 SUB-COHORT 12X4212 1212107 09/30/2015 01992 7.539998400 2,000,000.0000 50,266.66 01/31/2010 12X4212 1212107 09/30/2022 01992 7.539998400 8,000,000.0000 201,066.62 01/31/2010 12X4212 1212107 09/30/2024 01992 7.539998400 14,000,000.0000 351,866.59 01/31/2010 12X4212 1212107 09/30/2015 01993 6.660000000 6,000,000.0000 133,200.00 01/31/2010 12X4212 1212107 09/30/2016 01993 6.660000000 3,000,000.0000 66,600.00 01/31/2010 12X4212 1212107 09/30/2022 01993 6.660000000 7,000,000.0000 155,400.00 01/31/2010 12X4212 1212107 09/30/2015 01994 6.800000400 28,000,000.0000 634,666.70 01/31/2010 12X4212 1212107 09/30/2022 01994 6.800000400 3,000,000.0000 68,000.00 01/31/2010 12X4212 1212107 09/30/2015 01995 7.200000000 16,000,000.0000 384,000.00 01/31/2010 12X4212 1212107 09/30/2016 01995 7.200000000 3,000,000.0000 72,000.00 01/31/2010 12X4212 1212107 09/30/2015 01996 6.639998400 32,000,000.0000 708,266.50 01/31/2010 12X4212 1212107 09/30/2020 01996 6.639998400 15,000,000.0000 331,999.92 01/31/2010 12X4212 1212107 09/30/2022 01996 6.639998400 9,000,000.0000 199,199.95 01/31/2010 12X4212 1212107 09/30/2015 01997 6.710000400 36,000,000.0000 805,200.05 01/31/2010 12X4212 1212107 09/30/2022 01997 6.710000400 12,000,000.0000 268,400.02 01/31/2010 12X4212 1212107 09/30/2015 01998 5.839999200 21,500,000.0000 418,533.28 01/31/2010 12X4212 1212107 09/30/2022 01998 5.839999200 15,000,000.0000 291,999.96 01/31/2010 12X4212 1212107 09/30/2010 01999 5.730001200 25,000,000.0000 477,500.10 01/31/2010 12X4212 1212107 09/30/2024 01999 5.730001200 116,000,000.0000 2,215,600.46 01/31/2010 12X4212 1212107 09/30/2010 02000 6.379999200 68,000,000.0000 1,446,133.15 01/31/2010 12X4212 1212107 09/30/2015 02001 5.209999200 45,000,000.0000 781,499.88 01/31/2010 12X4212 1212107 09/30/2016 02002 4.600000800 32,000,000.0000 490,666.75 01/31/2010 12X4212 1212107 09/30/2017 02003 3.530001600 43,000,000.0000 505,966.90 01/31/2010 12X4212 1212107 09/30/2018 02003 3.530001600 20,000,000.0000 235,333.44 01/31/2010 12X4212 1212107 09/30/2018 02004 3.970000800 23,000,000.0000 304,366.73 01/31/2010 12X4212 1212107 09/30/2019 02005 4.119998400 17,000,000.0000 233,466.58 01/31/2010 12X4212 1212107 09/30/2020 02005 4.119998400 3,000,000.0000 41,199.98 01/31/2010 12X4212 1212107 09/30/2020 02006 4.839998400 39,500,000.0000 637,266.46 01/31/2010 12X4212 1212107 09/30/2021 02007 4.749998400 54,000,000.0000 854,999.71 01/31/2010 12X4212 1212107 09/30/2022 02007 4.749998400 5,000,000.0000 79,166.64 01/31/2010 12X4212 1212107 09/30/2022 02008 3.849998400 47,000,000.0000 603,166.42 01/31/2010 12X4212 1212107 09/30/2024 02009 3.279999600 50,000,000.0000 546,666.60 01/31/2010 12X4212 1212107 09/30/2024 02010 3.279999600 52,248,703.5000 571,252.42 01/31/2010 ------------------------ ---------------------- 870,248,703.5000 15,164,918.47 108 SUB-COHORT 12X4212 1212108 09/30/2041 01992 7.530001200 2,000,000.0000 50,200.01 01/31/2010 12X4212 1212108 09/30/2050 01992 7.530001200 10,200,000.0000 256,020.04 01/31/2010 12X4212 1212108 09/30/2044 01993 6.660000000 5,000,000.0000 111,000.00 01/31/2010 12X4212 1212108 09/30/2050 01993 6.660000000 22,400,000.0000 497,280.00 01/31/2010 12X4212 1212108 09/30/2048 01994 6.940000800 5,500,000.0000 127,233.35 01/31/2010 12X4212 1212108 09/30/2050 01994 6.940000800 26,400,000.0000 610,720.07 01/31/2010 12X4212 1212108 09/30/2041 01997 6.720001200 2,100,000.0000 47,040.01 01/31/2010 12X4212 1212108 09/30/2044 01997 6.720001200 3,000,000.0000 67,200.01 01/31/2010 12X4212 1212108 09/30/2050 01997 6.720001200 2,700,000.0000 60,480.01 01/31/2010 12X4212 1212108 09/30/2038 01998 5.910001200 1,000,000.0000 19,700.00 01/31/2010 12X4212 1212108 09/30/2041 01998 5.910001200 3,000,000.0000 59,100.01 01/31/2010 12X4212 1212108 09/30/2044 01998 5.910001200 1,300,000.0000 25,610.01 01/31/2010 12X4212 1212108 09/30/2050 01998 5.910001200 900,000.0000 17,730.00 01/31/2010 ------------------------ ---------------------- 85,500,000.0000 1,949,313.52 109 SUB-COHORT 12X4212 1212109 09/30/2032 01992 7.089998400 200,000.0000 4,726.67 01/31/2010 12X4212 1212109 09/30/2034 01992 7.089998400 500,000.0000 11,816.66 01/31/2010 12X4212 1212109 09/30/2035 01992 7.089998400 25,000.0000 590.83 01/31/2010 12X4212 1212109 09/30/2040 01992 7.089998400 25,000.0000 590.83 01/31/2010 12X4212 1212109 09/30/2046 01992 7.089998400 1,000,000.0000 23,633.33 01/31/2010 12X4212 1212109 09/30/2033 01993 6.649999200 600,000.0000 13,300.00 01/31/2010 12X4212 1212109 09/30/2035 01993 6.649999200 80,000.0000 1,773.33 01/31/2010 12X4212 1212109 09/30/2037 01993 6.649999200 50,000.0000 1,108.33 01/31/2010 12X4212 1212109 09/30/2034 01994 6.980000400 475,000.0000 11,051.67 01/31/2010 12X4212 1212109 09/30/2035 01995 7.390000800 450,000.0000 11,085.00 01/31/2010 12X4212 1212109 09/30/2036 01996 6.770001600 525,000.0000 11,847.50 01/31/2010 12X4212 1212109 09/30/2040 01996 6.770001600 25,000.0000 564.17 01/31/2010 12X4212 1212109 09/30/2037 01997 6.890000400 200,000.0000 4,593.33 01/31/2010 12X4212 1212109 09/30/2038 01998 5.810000400 475,000.0000 9,199.17 01/31/2010 12X4212 1212109 09/30/2040 02000 6.249999600 1,025,000.0000 21,354.17 01/31/2010 12X4212 1212109 09/30/2041 02001 5.249998800 1,750,000.0000 30,624.99 01/31/2010 12X4212 1212109 09/30/2042 02002 3.420000000 1,950,000.0000 22,230.00 01/31/2010 12X4212 1212109 09/30/2043 02003 4.870000800 500,000.0000 8,116.67 01/31/2010 12X4212 1212109 09/30/2044 02004 4.889998800 2,780,000.0000 45,313.99 01/31/2010 12X4212 1212109 09/30/2046 02006 4.910000400 1,000,000.0000 16,366.67 01/31/2010 ------------------------ ---------------------- 13,635,000.0000 249,887.31 116 SUB-COHORT 12X4212 1212116 09/30/2034 01992 7.499998800 100,000.0000 2,500.00 01/31/2010 12X4212 1212116 09/30/2036 01992 7.499998800 750,000.0000 18,750.00 01/31/2010 12X4212 1212116 09/30/2034 01993 6.720001200 200,000.0000 4,480.00 01/31/2010 12X4212 1212116 09/30/2037 01993 6.720001200 100,000.0000 2,240.00 01/31/2010 12X4212 1212116 09/30/2038 01993 6.720001200 250,000.0000 5,600.00 01/31/2010 12X4212 1212116 09/30/2037 01994 6.879999600 200,000.0000 4,586.67 01/31/2010 ------------------------ ---------------------- 1,600,000.0000 38,156.67 121 SUB-COHORT 12X4212 1212121 09/30/2033 01993 6.649999200 150,000.0000 3,325.00 01/31/2010 12X4212 1212121 09/30/2034 01993 6.649999200 100,000.0000 2,216.67 01/31/2010 12X4212 1212121 09/30/2028 01994 6.810001200 100,000.0000 2,270.00 01/31/2010 12X4212 1212121 09/30/2034 01994 6.810001200 650,000.0000 14,755.00 01/31/2010 ------------------------ ---------------------- 1,000,000.0000 22,566.67 123 SUB-COHORT 12X4212 1212123 09/30/2017 02000 5.979999600 9,000,000.0000 179,399.99 01/31/2010 12X4212 1212123 09/30/2015 02001 4.089999600 500,000.0000 6,816.67 01/31/2010 12X4212 1212123 09/30/2017 02001 4.089999600 16,400,000.0000 223,586.64 01/31/2010 12X4212 1212123 09/30/2017 02002 2.689999200 17,300,000.0000 155,123.29 01/31/2010 12X4212 1212123 09/30/2010 02003 2.440000800 50,000,000.0000 406,666.80 01/31/2010 12X4212 1212123 09/30/2011 02004 3.499999200 83,000,000.0000 968,333.11 01/31/2010 12X4212 1212123 09/30/2012 02004 3.499999200 2,000,000.0000 23,333.33 01/31/2010 12X4212 1212123 09/30/2012 02005 3.849998400 70,000,000.0000 898,332.96 01/31/2010 12X4212 1212123 09/30/2013 02005 3.849998400 15,000,000.0000 192,499.92 01/31/2010 12X4212 1212123 09/30/2013 02006 4.780000800 42,000,000.0000 669,200.11 01/31/2010 12X4212 1212123 09/30/2015 02007 2.530000800 120,000,000.0000 1,012,000.32 01/31/2010 12X4212 1212123 09/30/2015 02008 3.229999200 80,000,000.0000 861,333.12 01/31/2010 12X4212 1212123 09/30/2017 02008 3.229999200 22,000,000.0000 236,866.61 01/31/2010 12X4212 1212123 09/30/2017 02009 1.990000800 100,000,000.0000 663,333.60 01/31/2010 ------------------------ ---------------------- 627,200,000.0000 6,496,826.47 ======================== ====================== 7,796,419,167.7500 110,940,803.60 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00