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 283,589.96 06/30/2009 12X4212 1212101 09/30/2012 01993 4.629999600 8,500,000.0000 295,162.47 06/30/2009 12X4212 1212101 09/30/2012 01994 5.420001600 14,000,000.0000 569,100.17 06/30/2009 12X4212 1212101 09/30/2009 01995 6.739999200 25,000,000.0000 1,263,749.85 06/30/2009 12X4212 1212101 09/30/2009 01996 5.969998800 34,000,000.0000 1,522,349.69 06/30/2009 12X4212 1212101 09/30/2009 01997 6.149998800 41,000,000.0000 1,891,124.63 06/30/2009 12X4212 1212101 09/30/2010 01998 5.550001200 26,000,000.0000 1,082,250.23 06/30/2009 12X4212 1212101 09/30/2012 01998 5.550001200 1,800,000.0000 74,925.02 06/30/2009 12X4212 1212101 09/30/2009 01999 5.199998400 44,000,000.0000 1,715,999.47 06/30/2009 12X4212 1212101 09/30/2012 01999 5.199998400 30,000,000.0000 1,169,999.64 06/30/2009 12X4212 1212101 09/30/2012 02000 6.249999600 55,000,000.0000 2,578,124.84 06/30/2009 12X4212 1212101 09/30/2009 02001 5.010001200 137,000,000.0000 5,147,776.23 06/30/2009 12X4212 1212101 09/30/2012 02001 5.010001200 3,000,000.0000 112,725.03 06/30/2009 12X4212 1212101 09/30/2010 02002 4.119998400 85,000,000.0000 2,626,498.98 06/30/2009 12X4212 1212101 09/30/2012 02002 4.119998400 4,000,000.0000 123,599.95 06/30/2009 12X4212 1212101 09/30/2011 02003 3.250000800 35,000,000.0000 853,125.21 06/30/2009 12X4212 1212101 09/30/2012 02003 3.250000800 81,300,000.0000 1,981,687.99 06/30/2009 12X4212 1212101 09/30/2012 02004 3.639999600 144,400,000.0000 3,942,119.57 06/30/2009 12X4212 1212101 09/30/2009 02005 4.089999600 427,000,000.0000 13,098,223.72 06/30/2009 12X4212 1212101 09/30/2010 02006 4.809999600 231,000,000.0000 8,333,324.31 06/30/2009 12X4212 1212101 09/30/2011 02007 4.700001600 156,000,000.0000 5,499,001.87 06/30/2009 12X4212 1212101 09/30/2012 02007 4.700001600 140,000,000.0000 4,935,001.68 06/30/2009 12X4212 1212101 09/30/2012 02008 3.750001200 550,000,000.0000 15,468,754.95 06/30/2009 12X4212 1212101 09/30/2014 02009 3.750001200 537,000,000.0000 15,103,129.83 06/30/2009 ------------------------ ---------------------- 2,816,900,000.0000 89,671,345.29 105 SUB-COHORT 12X4212 1212105 09/30/2041 01992 7.499998800 19,000,000.0000 1,068,749.83 06/30/2009 12X4212 1212105 09/30/2038 01993 6.660000000 1,500,000.0000 74,925.00 06/30/2009 12X4212 1212105 09/30/2041 01993 6.660000000 20,000,000.0000 999,000.00 06/30/2009 12X4212 1212105 09/30/2035 01994 6.840000000 15,000,000.0000 769,500.00 06/30/2009 12X4212 1212105 09/30/2041 01994 6.840000000 19,000,000.0000 974,700.00 06/30/2009 12X4212 1212105 09/30/2035 01995 7.319998800 18,500,000.0000 1,015,649.83 06/30/2009 12X4212 1212105 09/30/2041 01995 7.319998800 5,000,000.0000 274,499.96 06/30/2009 12X4212 1212105 09/30/2036 01996 6.789999600 3,000,000.0000 152,774.99 06/30/2009 12X4212 1212105 09/30/2037 01996 6.789999600 12,000,000.0000 611,099.96 06/30/2009 12X4212 1212105 09/30/2041 01996 6.789999600 19,000,000.0000 967,574.94 06/30/2009 12X4212 1212105 09/30/2044 01996 6.789999600 2,000,000.0000 101,849.99 06/30/2009 12X4212 1212105 09/30/2038 01997 6.500001600 20,000,000.0000 975,000.24 06/30/2009 12X4212 1212105 09/30/2041 01997 6.500001600 15,000,000.0000 731,250.18 06/30/2009 12X4212 1212105 09/30/2038 01998 5.940000000 30,500,000.0000 1,358,775.00 06/30/2009 12X4212 1212105 09/30/2041 01998 5.940000000 11,000,000.0000 490,050.00 06/30/2009 12X4212 1212105 09/30/2039 01999 5.929999200 56,000,000.0000 2,490,599.66 06/30/2009 12X4212 1212105 09/30/2041 01999 5.929999200 8,000,000.0000 355,799.95 06/30/2009 12X4212 1212105 09/30/2044 01999 5.929999200 23,000,000.0000 1,022,924.86 06/30/2009 12X4212 1212105 09/30/2040 02000 6.230001600 74,000,000.0000 3,457,650.89 06/30/2009 12X4212 1212105 09/30/2041 02000 6.230001600 50,000,000.0000 2,336,250.60 06/30/2009 12X4212 1212105 09/30/2044 02000 6.230001600 15,500,000.0000 724,237.69 06/30/2009 12X4212 1212105 09/30/2041 02001 5.410000800 50,000,000.0000 2,028,750.30 06/30/2009 12X4212 1212105 09/30/2042 02001 5.410000800 11,500,000.0000 466,612.57 06/30/2009 12X4212 1212105 09/30/2044 02001 5.410000800 53,000,000.0000 2,150,475.32 06/30/2009 12X4212 1212105 09/30/2042 02002 5.029999200 104,000,000.0000 3,923,399.38 06/30/2009 12X4212 1212105 09/30/2043 02002 5.029999200 35,000,000.0000 1,320,374.79 06/30/2009 12X4212 1212105 09/30/2043 02003 4.600000800 87,000,000.0000 3,001,500.52 06/30/2009 12X4212 1212105 09/30/2044 02003 4.600000800 60,000,000.0000 2,070,000.36 06/30/2009 12X4212 1212105 09/30/2044 02004 4.680000000 95,000,000.0000 3,334,500.00 06/30/2009 12X4212 1212105 09/30/2045 02004 4.680000000 12,000,000.0000 421,200.00 06/30/2009 12X4212 1212105 09/30/2046 02004 4.680000000 30,000,000.0000 1,053,000.00 06/30/2009 12X4212 1212105 09/30/2045 02005 4.590000000 163,000,000.0000 5,611,275.00 06/30/2009 12X4212 1212105 09/30/2046 02005 4.590000000 100,000,000.0000 3,442,500.00 06/30/2009 12X4212 1212105 09/30/2046 02006 4.849999200 223,000,000.0000 8,111,623.66 06/30/2009 12X4212 1212105 09/30/2047 02006 4.849999200 25,000,000.0000 909,374.85 06/30/2009 12X4212 1212105 09/30/2048 02006 4.849999200 30,000,000.0000 1,091,249.82 06/30/2009 12X4212 1212105 09/30/2046 02007 4.629999600 207,000,000.0000 7,188,074.38 06/30/2009 12X4212 1212105 09/30/2047 02007 4.629999600 49,000,000.0000 1,701,524.85 06/30/2009 12X4212 1212105 09/30/2048 02007 4.629999600 40,000,000.0000 1,388,999.88 06/30/2009 12X4212 1212105 09/30/2048 02008 4.510000800 357,000,000.0000 12,075,527.14 06/30/2009 12X4212 1212105 09/30/2049 02009 4.510000800 102,000,000.0000 3,450,150.61 06/30/2009 ------------------------ ---------------------- 2,270,500,000.0000 85,692,977.00 107 SUB-COHORT 12X4212 1212107 09/30/2009 01992 7.539998400 22,000,000.0000 1,244,099.74 06/30/2009 12X4212 1212107 09/30/2015 01992 7.539998400 2,000,000.0000 113,099.98 06/30/2009 12X4212 1212107 09/30/2022 01992 7.539998400 8,000,000.0000 452,399.90 06/30/2009 12X4212 1212107 09/30/2015 01993 6.660000000 6,000,000.0000 299,700.00 06/30/2009 12X4212 1212107 09/30/2016 01993 6.660000000 3,000,000.0000 149,850.00 06/30/2009 12X4212 1212107 09/30/2022 01993 6.660000000 7,000,000.0000 349,650.00 06/30/2009 12X4212 1212107 09/30/2015 01994 6.800000400 28,000,000.0000 1,428,000.08 06/30/2009 12X4212 1212107 09/30/2022 01994 6.800000400 3,000,000.0000 153,000.01 06/30/2009 12X4212 1212107 09/30/2015 01995 7.200000000 16,000,000.0000 864,000.00 06/30/2009 12X4212 1212107 09/30/2016 01995 7.200000000 3,000,000.0000 162,000.00 06/30/2009 12X4212 1212107 09/30/2015 01996 6.639998400 32,000,000.0000 1,593,599.62 06/30/2009 12X4212 1212107 09/30/2020 01996 6.639998400 15,000,000.0000 746,999.82 06/30/2009 12X4212 1212107 09/30/2022 01996 6.639998400 9,000,000.0000 448,199.89 06/30/2009 12X4212 1212107 09/30/2015 01997 6.710000400 36,000,000.0000 1,811,700.11 06/30/2009 12X4212 1212107 09/30/2022 01997 6.710000400 12,000,000.0000 603,900.04 06/30/2009 12X4212 1212107 09/30/2015 01998 5.839999200 21,500,000.0000 941,699.87 06/30/2009 12X4212 1212107 09/30/2022 01998 5.839999200 15,000,000.0000 656,999.91 06/30/2009 12X4212 1212107 09/30/2009 01999 5.730001200 214,000,000.0000 9,196,651.93 06/30/2009 12X4212 1212107 09/30/2010 01999 5.730001200 25,000,000.0000 1,074,375.23 06/30/2009 12X4212 1212107 09/30/2010 02000 6.379999200 68,000,000.0000 3,253,799.59 06/30/2009 12X4212 1212107 09/30/2015 02001 5.209999200 45,000,000.0000 1,758,374.73 06/30/2009 12X4212 1212107 09/30/2016 02002 4.640000400 32,000,000.0000 1,113,600.10 06/30/2009 12X4212 1212107 09/30/2017 02003 3.740000400 43,000,000.0000 1,206,150.13 06/30/2009 12X4212 1212107 09/30/2018 02003 3.740000400 20,000,000.0000 561,000.06 06/30/2009 12X4212 1212107 09/30/2018 02004 4.119998400 23,000,000.0000 710,699.72 06/30/2009 12X4212 1212107 09/30/2019 02005 4.179999600 17,000,000.0000 532,949.95 06/30/2009 12X4212 1212107 09/30/2020 02005 4.179999600 3,000,000.0000 94,049.99 06/30/2009 12X4212 1212107 09/30/2020 02006 4.839998400 39,500,000.0000 1,433,849.53 06/30/2009 12X4212 1212107 09/30/2021 02007 4.759999200 54,000,000.0000 1,927,799.68 06/30/2009 12X4212 1212107 09/30/2022 02007 4.759999200 5,000,000.0000 178,499.97 06/30/2009 12X4212 1212107 09/30/2022 02008 4.060000800 47,000,000.0000 1,431,150.28 06/30/2009 12X4212 1212107 09/30/2024 02009 4.060000800 88,000,000.0000 2,679,600.53 06/30/2009 ------------------------ ---------------------- 962,000,000.0000 39,171,450.39 108 SUB-COHORT 12X4212 1212108 09/30/2041 01992 7.530001200 2,000,000.0000 112,950.02 06/30/2009 12X4212 1212108 09/30/2044 01993 6.660000000 5,000,000.0000 249,750.00 06/30/2009 12X4212 1212108 09/30/2048 01994 6.940000800 5,500,000.0000 286,275.03 06/30/2009 12X4212 1212108 09/30/2041 01997 6.720001200 2,100,000.0000 105,840.02 06/30/2009 12X4212 1212108 09/30/2044 01997 6.720001200 3,000,000.0000 151,200.03 06/30/2009 12X4212 1212108 09/30/2038 01998 5.910001200 1,000,000.0000 44,325.01 06/30/2009 12X4212 1212108 09/30/2041 01998 5.910001200 3,000,000.0000 132,975.03 06/30/2009 12X4212 1212108 09/30/2044 01998 5.910001200 1,300,000.0000 57,622.51 06/30/2009 ------------------------ ---------------------- 22,900,000.0000 1,140,937.65 109 SUB-COHORT 12X4212 1212109 09/30/2032 01992 7.089998400 200,000.0000 10,635.00 06/30/2009 12X4212 1212109 09/30/2034 01992 7.089998400 500,000.0000 26,587.49 06/30/2009 12X4212 1212109 09/30/2035 01992 7.089998400 25,000.0000 1,329.37 06/30/2009 12X4212 1212109 09/30/2040 01992 7.089998400 25,000.0000 1,329.37 06/30/2009 12X4212 1212109 09/30/2046 01992 7.089998400 1,000,000.0000 53,174.99 06/30/2009 12X4212 1212109 09/30/2033 01993 6.649999200 600,000.0000 29,925.00 06/30/2009 12X4212 1212109 09/30/2035 01993 6.649999200 80,000.0000 3,990.00 06/30/2009 12X4212 1212109 09/30/2037 01993 6.649999200 50,000.0000 2,493.75 06/30/2009 12X4212 1212109 09/30/2034 01994 6.980000400 475,000.0000 24,866.25 06/30/2009 12X4212 1212109 09/30/2035 01995 7.390000800 450,000.0000 24,941.25 06/30/2009 12X4212 1212109 09/30/2036 01996 6.770001600 525,000.0000 26,656.88 06/30/2009 12X4212 1212109 09/30/2040 01996 6.770001600 25,000.0000 1,269.38 06/30/2009 12X4212 1212109 09/30/2037 01997 6.890000400 200,000.0000 10,335.00 06/30/2009 12X4212 1212109 09/30/2038 01998 5.810000400 475,000.0000 20,698.13 06/30/2009 12X4212 1212109 09/30/2040 02000 6.249999600 1,025,000.0000 48,046.87 06/30/2009 12X4212 1212109 09/30/2041 02001 5.420001600 1,750,000.0000 71,137.52 06/30/2009 12X4212 1212109 09/30/2042 02002 5.220000000 1,950,000.0000 76,342.50 06/30/2009 12X4212 1212109 09/30/2043 02003 4.929998400 500,000.0000 18,487.49 06/30/2009 12X4212 1212109 09/30/2044 02004 4.899999600 2,780,000.0000 102,164.99 06/30/2009 12X4212 1212109 09/30/2046 02006 4.910000400 1,000,000.0000 36,825.00 06/30/2009 ------------------------ ---------------------- 13,635,000.0000 591,236.23 116 SUB-COHORT 12X4212 1212116 09/30/2034 01992 7.499998800 100,000.0000 5,625.00 06/30/2009 12X4212 1212116 09/30/2036 01992 7.499998800 750,000.0000 42,187.49 06/30/2009 12X4212 1212116 09/30/2034 01993 6.720001200 200,000.0000 10,080.00 06/30/2009 12X4212 1212116 09/30/2037 01993 6.720001200 100,000.0000 5,040.00 06/30/2009 12X4212 1212116 09/30/2038 01993 6.720001200 250,000.0000 12,600.00 06/30/2009 12X4212 1212116 09/30/2037 01994 6.879999600 200,000.0000 10,320.00 06/30/2009 ------------------------ ---------------------- 1,600,000.0000 85,852.49 121 SUB-COHORT 12X4212 1212121 09/30/2033 01993 6.649999200 150,000.0000 7,481.25 06/30/2009 12X4212 1212121 09/30/2034 01993 6.649999200 100,000.0000 4,987.50 06/30/2009 12X4212 1212121 09/30/2028 01994 6.810001200 100,000.0000 5,107.50 06/30/2009 12X4212 1212121 09/30/2034 01994 6.810001200 650,000.0000 33,198.76 06/30/2009 ------------------------ ---------------------- 1,000,000.0000 50,775.01 123 SUB-COHORT 12X4212 1212123 09/30/2015 02001 4.439998800 500,000.0000 16,650.00 06/30/2009 12X4212 1212123 09/30/2009 02002 3.319999200 20,000,000.0000 497,999.88 06/30/2009 12X4212 1212123 09/30/2010 02003 2.720001600 50,000,000.0000 1,020,000.60 06/30/2009 12X4212 1212123 09/30/2011 02004 3.359998800 83,000,000.0000 2,091,599.25 06/30/2009 12X4212 1212123 09/30/2012 02004 3.359998800 2,000,000.0000 50,399.98 06/30/2009 12X4212 1212123 09/30/2012 02005 3.970000800 70,000,000.0000 2,084,250.42 06/30/2009 12X4212 1212123 09/30/2013 02005 3.970000800 15,000,000.0000 446,625.09 06/30/2009 12X4212 1212123 09/30/2013 02006 4.759999200 42,000,000.0000 1,499,399.75 06/30/2009 12X4212 1212123 09/30/2015 02007 3.920000400 120,000,000.0000 3,528,000.36 06/30/2009 12X4212 1212123 09/30/2015 02008 4.979998800 80,000,000.0000 2,987,999.28 06/30/2009 12X4212 1212123 09/30/2016 02008 4.979998800 22,000,000.0000 821,699.80 06/30/2009 ------------------------ ---------------------- 504,500,000.0000 15,044,624.41 ======================== ====================== 6,593,035,000.0000 231,449,198.47 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00