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 346,609.95 08/31/2009 12X4212 1212101 09/30/2014 01992 5.479999200 9,000,000.0000 452,099.93 08/31/2009 12X4212 1212101 09/30/2012 01993 4.629999600 8,500,000.0000 360,754.14 08/31/2009 12X4212 1212101 09/30/2014 01993 4.629999600 15,400,000.0000 653,601.61 08/31/2009 12X4212 1212101 09/30/2012 01994 5.420001600 14,000,000.0000 695,566.87 08/31/2009 12X4212 1212101 09/30/2014 01994 5.420001600 15,600,000.0000 775,060.23 08/31/2009 12X4212 1212101 09/30/2014 01995 6.739999200 25,400,000.0000 1,569,296.48 08/31/2009 12X4212 1212101 09/30/2014 01996 5.969998800 39,000,000.0000 2,134,274.57 08/31/2009 12X4212 1212101 09/30/2014 01997 6.149998800 41,000,000.0000 2,311,374.55 08/31/2009 12X4212 1212101 09/30/2010 01998 5.550001200 26,000,000.0000 1,322,750.29 08/31/2009 12X4212 1212101 09/30/2012 01998 5.550001200 1,800,000.0000 91,575.02 08/31/2009 12X4212 1212101 09/30/2014 01998 5.550001200 18,600,000.0000 946,275.20 08/31/2009 12X4212 1212101 09/30/2012 01999 5.199998400 30,000,000.0000 1,429,999.56 08/31/2009 12X4212 1212101 09/30/2014 01999 5.199998400 45,000,000.0000 2,144,999.34 08/31/2009 12X4212 1212101 09/30/2012 02000 6.249999600 55,000,000.0000 3,151,041.47 08/31/2009 12X4212 1212101 09/30/2014 02000 6.249999600 16,000,000.0000 916,666.61 08/31/2009 12X4212 1212101 09/30/2012 02001 5.010001200 3,000,000.0000 137,775.03 08/31/2009 12X4212 1212101 09/30/2014 02001 5.010001200 81,300,000.0000 3,733,703.39 08/31/2009 12X4212 1212101 09/30/2010 02002 4.119998400 85,000,000.0000 3,210,165.42 08/31/2009 12X4212 1212101 09/30/2012 02002 4.119998400 4,000,000.0000 151,066.61 08/31/2009 12X4212 1212101 09/30/2011 02003 3.250000800 35,000,000.0000 1,042,708.59 08/31/2009 12X4212 1212101 09/30/2012 02003 3.250000800 81,300,000.0000 2,422,063.10 08/31/2009 12X4212 1212101 09/30/2014 02003 3.250000800 7,550,000.0000 224,927.14 08/31/2009 12X4212 1212101 09/30/2012 02004 3.639999600 144,400,000.0000 4,818,146.14 08/31/2009 12X4212 1212101 09/30/2014 02005 4.089999600 222,000,000.0000 8,323,149.19 08/31/2009 12X4212 1212101 09/30/2010 02006 4.809999600 231,000,000.0000 10,185,174.15 08/31/2009 12X4212 1212101 09/30/2011 02007 4.700001600 156,000,000.0000 6,721,002.29 08/31/2009 12X4212 1212101 09/30/2012 02007 4.700001600 140,000,000.0000 6,031,668.72 08/31/2009 12X4212 1212101 09/30/2012 02008 3.750001200 550,000,000.0000 18,906,256.05 08/31/2009 12X4212 1212101 09/30/2014 02009 3.750001200 958,052,024.0000 32,933,048.86 08/31/2009 ------------------------ ---------------------- 3,065,802,024.0000 118,142,800.50 105 SUB-COHORT 12X4212 1212105 09/30/2041 01992 7.499998800 19,000,000.0000 1,306,249.79 08/31/2009 12X4212 1212105 09/30/2049 01992 7.499998800 11,500,000.0000 790,624.87 08/31/2009 12X4212 1212105 09/30/2038 01993 6.660000000 1,500,000.0000 91,575.00 08/31/2009 12X4212 1212105 09/30/2041 01993 6.660000000 20,000,000.0000 1,221,000.00 08/31/2009 12X4212 1212105 09/30/2049 01993 6.660000000 10,500,000.0000 641,025.00 08/31/2009 12X4212 1212105 09/30/2035 01994 6.840000000 15,000,000.0000 940,500.00 08/31/2009 12X4212 1212105 09/30/2041 01994 6.840000000 19,000,000.0000 1,191,300.00 08/31/2009 12X4212 1212105 09/30/2035 01995 7.319998800 18,500,000.0000 1,241,349.80 08/31/2009 12X4212 1212105 09/30/2041 01995 7.319998800 5,000,000.0000 335,499.95 08/31/2009 12X4212 1212105 09/30/2036 01996 6.789999600 3,000,000.0000 186,724.99 08/31/2009 12X4212 1212105 09/30/2037 01996 6.789999600 12,000,000.0000 746,899.96 08/31/2009 12X4212 1212105 09/30/2041 01996 6.789999600 19,000,000.0000 1,182,591.60 08/31/2009 12X4212 1212105 09/30/2044 01996 6.789999600 2,000,000.0000 124,483.33 08/31/2009 12X4212 1212105 09/30/2038 01997 6.500001600 20,000,000.0000 1,191,666.96 08/31/2009 12X4212 1212105 09/30/2041 01997 6.500001600 15,000,000.0000 893,750.22 08/31/2009 12X4212 1212105 09/30/2038 01998 5.940000000 30,500,000.0000 1,660,725.00 08/31/2009 12X4212 1212105 09/30/2041 01998 5.940000000 11,000,000.0000 598,950.00 08/31/2009 12X4212 1212105 09/30/2039 01999 5.929999200 56,000,000.0000 3,044,066.26 08/31/2009 12X4212 1212105 09/30/2041 01999 5.929999200 8,000,000.0000 434,866.61 08/31/2009 12X4212 1212105 09/30/2044 01999 5.929999200 23,000,000.0000 1,250,241.50 08/31/2009 12X4212 1212105 09/30/2049 01999 5.929999200 7,200,000.0000 391,379.95 08/31/2009 12X4212 1212105 09/30/2040 02000 6.230001600 74,000,000.0000 4,226,017.75 08/31/2009 12X4212 1212105 09/30/2041 02000 6.230001600 50,000,000.0000 2,855,417.40 08/31/2009 12X4212 1212105 09/30/2044 02000 6.230001600 15,500,000.0000 885,179.39 08/31/2009 12X4212 1212105 09/30/2049 02000 6.230001600 9,000,000.0000 513,975.13 08/31/2009 12X4212 1212105 09/30/2041 02001 5.410000800 50,000,000.0000 2,479,583.70 08/31/2009 12X4212 1212105 09/30/2042 02001 5.410000800 11,500,000.0000 570,304.25 08/31/2009 12X4212 1212105 09/30/2044 02001 5.410000800 53,000,000.0000 2,628,358.72 08/31/2009 12X4212 1212105 09/30/2042 02002 5.029999200 104,000,000.0000 4,795,265.90 08/31/2009 12X4212 1212105 09/30/2043 02002 5.029999200 35,000,000.0000 1,613,791.41 08/31/2009 12X4212 1212105 09/30/2049 02002 5.029999200 5,550,000.0000 255,901.21 08/31/2009 12X4212 1212105 09/30/2043 02003 4.600000800 87,000,000.0000 3,668,500.64 08/31/2009 12X4212 1212105 09/30/2044 02003 4.600000800 60,000,000.0000 2,530,000.44 08/31/2009 12X4212 1212105 09/30/2044 02004 4.680000000 95,000,000.0000 4,075,500.00 08/31/2009 12X4212 1212105 09/30/2045 02004 4.680000000 12,000,000.0000 514,800.00 08/31/2009 12X4212 1212105 09/30/2046 02004 4.680000000 30,000,000.0000 1,287,000.00 08/31/2009 12X4212 1212105 09/30/2045 02005 4.590000000 163,000,000.0000 6,858,225.00 08/31/2009 12X4212 1212105 09/30/2046 02005 4.590000000 100,000,000.0000 4,207,500.00 08/31/2009 12X4212 1212105 09/30/2046 02006 4.849999200 223,000,000.0000 9,914,206.70 08/31/2009 12X4212 1212105 09/30/2047 02006 4.849999200 25,000,000.0000 1,111,458.15 08/31/2009 12X4212 1212105 09/30/2048 02006 4.849999200 30,000,000.0000 1,333,749.78 08/31/2009 12X4212 1212105 09/30/2046 02007 4.629999600 207,000,000.0000 8,785,424.24 08/31/2009 12X4212 1212105 09/30/2047 02007 4.629999600 49,000,000.0000 2,079,641.49 08/31/2009 12X4212 1212105 09/30/2048 02007 4.629999600 40,000,000.0000 1,697,666.52 08/31/2009 12X4212 1212105 09/30/2048 02008 4.510000800 270,000,000.0000 11,162,251.98 08/31/2009 12X4212 1212105 09/30/2049 02008 4.510000800 87,000,000.0000 3,596,725.64 08/31/2009 12X4212 1212105 09/30/2049 02009 4.510000800 524,661,220.0000 21,690,373.12 08/31/2009 ------------------------ ---------------------- 2,736,911,220.0000 124,802,289.35 107 SUB-COHORT 12X4212 1212107 09/30/2015 01992 7.539998400 2,000,000.0000 138,233.30 08/31/2009 12X4212 1212107 09/30/2022 01992 7.539998400 8,000,000.0000 552,933.22 08/31/2009 12X4212 1212107 09/30/2024 01992 7.539998400 14,000,000.0000 967,633.13 08/31/2009 12X4212 1212107 09/30/2015 01993 6.660000000 6,000,000.0000 366,300.00 08/31/2009 12X4212 1212107 09/30/2016 01993 6.660000000 3,000,000.0000 183,150.00 08/31/2009 12X4212 1212107 09/30/2022 01993 6.660000000 7,000,000.0000 427,350.00 08/31/2009 12X4212 1212107 09/30/2015 01994 6.800000400 28,000,000.0000 1,745,333.44 08/31/2009 12X4212 1212107 09/30/2022 01994 6.800000400 3,000,000.0000 187,000.01 08/31/2009 12X4212 1212107 09/30/2015 01995 7.200000000 16,000,000.0000 1,056,000.00 08/31/2009 12X4212 1212107 09/30/2016 01995 7.200000000 3,000,000.0000 198,000.00 08/31/2009 12X4212 1212107 09/30/2015 01996 6.639998400 32,000,000.0000 1,947,732.86 08/31/2009 12X4212 1212107 09/30/2020 01996 6.639998400 15,000,000.0000 912,999.78 08/31/2009 12X4212 1212107 09/30/2022 01996 6.639998400 9,000,000.0000 547,799.87 08/31/2009 12X4212 1212107 09/30/2015 01997 6.710000400 36,000,000.0000 2,214,300.13 08/31/2009 12X4212 1212107 09/30/2022 01997 6.710000400 12,000,000.0000 738,100.04 08/31/2009 12X4212 1212107 09/30/2015 01998 5.839999200 21,500,000.0000 1,150,966.51 08/31/2009 12X4212 1212107 09/30/2022 01998 5.839999200 15,000,000.0000 802,999.89 08/31/2009 12X4212 1212107 09/30/2010 01999 5.730001200 25,000,000.0000 1,313,125.28 08/31/2009 12X4212 1212107 09/30/2024 01999 5.730001200 116,000,000.0000 6,092,901.28 08/31/2009 12X4212 1212107 09/30/2010 02000 6.379999200 68,000,000.0000 3,976,866.17 08/31/2009 12X4212 1212107 09/30/2015 02001 5.209999200 45,000,000.0000 2,149,124.67 08/31/2009 12X4212 1212107 09/30/2016 02002 4.640000400 32,000,000.0000 1,361,066.78 08/31/2009 12X4212 1212107 09/30/2017 02003 3.740000400 43,000,000.0000 1,474,183.49 08/31/2009 12X4212 1212107 09/30/2018 02003 3.740000400 20,000,000.0000 685,666.74 08/31/2009 12X4212 1212107 09/30/2018 02004 4.119998400 23,000,000.0000 868,633.00 08/31/2009 12X4212 1212107 09/30/2019 02005 4.179999600 17,000,000.0000 651,383.27 08/31/2009 12X4212 1212107 09/30/2020 02005 4.179999600 3,000,000.0000 114,949.99 08/31/2009 12X4212 1212107 09/30/2020 02006 4.839998400 39,500,000.0000 1,752,482.75 08/31/2009 12X4212 1212107 09/30/2021 02007 4.759999200 54,000,000.0000 2,356,199.60 08/31/2009 12X4212 1212107 09/30/2022 02007 4.759999200 5,000,000.0000 218,166.63 08/31/2009 12X4212 1212107 09/30/2022 02008 4.060000800 47,000,000.0000 1,749,183.68 08/31/2009 12X4212 1212107 09/30/2024 02009 4.060000800 50,000,000.0000 1,860,833.70 08/31/2009 ------------------------ ---------------------- 818,000,000.0000 40,761,599.21 108 SUB-COHORT 12X4212 1212108 09/30/2041 01992 7.530001200 2,000,000.0000 138,050.02 08/31/2009 12X4212 1212108 09/30/2050 01992 7.530001200 10,200,000.0000 704,055.11 08/31/2009 12X4212 1212108 09/30/2044 01993 6.660000000 5,000,000.0000 305,250.00 08/31/2009 12X4212 1212108 09/30/2050 01993 6.660000000 22,400,000.0000 1,367,520.00 08/31/2009 12X4212 1212108 09/30/2048 01994 6.940000800 5,500,000.0000 349,891.71 08/31/2009 12X4212 1212108 09/30/2050 01994 6.940000800 26,400,000.0000 1,679,480.19 08/31/2009 12X4212 1212108 09/30/2041 01997 6.720001200 2,100,000.0000 129,360.02 08/31/2009 12X4212 1212108 09/30/2044 01997 6.720001200 3,000,000.0000 184,800.03 08/31/2009 12X4212 1212108 09/30/2050 01997 6.720001200 2,700,000.0000 166,320.03 08/31/2009 12X4212 1212108 09/30/2038 01998 5.910001200 1,000,000.0000 54,175.01 08/31/2009 12X4212 1212108 09/30/2041 01998 5.910001200 3,000,000.0000 162,525.03 08/31/2009 12X4212 1212108 09/30/2044 01998 5.910001200 1,300,000.0000 70,427.51 08/31/2009 12X4212 1212108 09/30/2050 01998 5.910001200 900,000.0000 48,757.51 08/31/2009 ------------------------ ---------------------- 85,500,000.0000 5,360,612.17 109 SUB-COHORT 12X4212 1212109 09/30/2032 01992 7.089998400 200,000.0000 12,998.33 08/31/2009 12X4212 1212109 09/30/2034 01992 7.089998400 500,000.0000 32,495.83 08/31/2009 12X4212 1212109 09/30/2035 01992 7.089998400 25,000.0000 1,624.79 08/31/2009 12X4212 1212109 09/30/2040 01992 7.089998400 25,000.0000 1,624.79 08/31/2009 12X4212 1212109 09/30/2046 01992 7.089998400 1,000,000.0000 64,991.65 08/31/2009 12X4212 1212109 09/30/2033 01993 6.649999200 600,000.0000 36,575.00 08/31/2009 12X4212 1212109 09/30/2035 01993 6.649999200 80,000.0000 4,876.67 08/31/2009 12X4212 1212109 09/30/2037 01993 6.649999200 50,000.0000 3,047.92 08/31/2009 12X4212 1212109 09/30/2034 01994 6.980000400 475,000.0000 30,392.09 08/31/2009 12X4212 1212109 09/30/2035 01995 7.390000800 450,000.0000 30,483.75 08/31/2009 12X4212 1212109 09/30/2036 01996 6.770001600 525,000.0000 32,580.63 08/31/2009 12X4212 1212109 09/30/2040 01996 6.770001600 25,000.0000 1,551.46 08/31/2009 12X4212 1212109 09/30/2037 01997 6.890000400 200,000.0000 12,631.67 08/31/2009 12X4212 1212109 09/30/2038 01998 5.810000400 475,000.0000 25,297.71 08/31/2009 12X4212 1212109 09/30/2040 02000 6.249999600 1,025,000.0000 58,723.95 08/31/2009 12X4212 1212109 09/30/2041 02001 5.420001600 1,750,000.0000 86,945.86 08/31/2009 12X4212 1212109 09/30/2042 02002 5.220000000 1,950,000.0000 93,307.50 08/31/2009 12X4212 1212109 09/30/2043 02003 4.929998400 500,000.0000 22,595.83 08/31/2009 12X4212 1212109 09/30/2044 02004 4.899999600 2,780,000.0000 124,868.32 08/31/2009 12X4212 1212109 09/30/2046 02006 4.910000400 1,000,000.0000 45,008.34 08/31/2009 ------------------------ ---------------------- 13,635,000.0000 722,622.09 116 SUB-COHORT 12X4212 1212116 09/30/2034 01992 7.499998800 100,000.0000 6,875.00 08/31/2009 12X4212 1212116 09/30/2036 01992 7.499998800 750,000.0000 51,562.49 08/31/2009 12X4212 1212116 09/30/2034 01993 6.720001200 200,000.0000 12,320.00 08/31/2009 12X4212 1212116 09/30/2037 01993 6.720001200 100,000.0000 6,160.00 08/31/2009 12X4212 1212116 09/30/2038 01993 6.720001200 250,000.0000 15,400.00 08/31/2009 12X4212 1212116 09/30/2037 01994 6.879999600 200,000.0000 12,613.33 08/31/2009 ------------------------ ---------------------- 1,600,000.0000 104,930.82 121 SUB-COHORT 12X4212 1212121 09/30/2033 01993 6.649999200 150,000.0000 9,143.75 08/31/2009 12X4212 1212121 09/30/2034 01993 6.649999200 100,000.0000 6,095.83 08/31/2009 12X4212 1212121 09/30/2028 01994 6.810001200 100,000.0000 6,242.50 08/31/2009 12X4212 1212121 09/30/2034 01994 6.810001200 650,000.0000 40,576.26 08/31/2009 ------------------------ ---------------------- 1,000,000.0000 62,058.34 123 SUB-COHORT 12X4212 1212123 09/30/2017 02000 4.439998800 9,000,000.0000 366,299.90 08/31/2009 12X4212 1212123 09/30/2015 02001 4.439998800 500,000.0000 20,349.99 08/31/2009 12X4212 1212123 09/30/2017 02001 4.439998800 16,400,000.0000 667,479.82 08/31/2009 12X4212 1212123 09/30/2017 02002 3.319999200 17,300,000.0000 526,496.54 08/31/2009 12X4212 1212123 09/30/2010 02003 2.720001600 50,000,000.0000 1,246,667.40 08/31/2009 12X4212 1212123 09/30/2011 02004 3.359998800 83,000,000.0000 2,556,399.09 08/31/2009 12X4212 1212123 09/30/2012 02004 3.359998800 2,000,000.0000 61,599.98 08/31/2009 12X4212 1212123 09/30/2012 02005 3.970000800 70,000,000.0000 2,547,417.18 08/31/2009 12X4212 1212123 09/30/2013 02005 3.970000800 15,000,000.0000 545,875.11 08/31/2009 12X4212 1212123 09/30/2013 02006 4.759999200 42,000,000.0000 1,832,599.69 08/31/2009 12X4212 1212123 09/30/2015 02007 3.920000400 120,000,000.0000 4,312,000.44 08/31/2009 12X4212 1212123 09/30/2015 02008 4.979998800 80,000,000.0000 3,651,999.12 08/31/2009 12X4212 1212123 09/30/2017 02008 4.979998800 22,000,000.0000 1,004,299.76 08/31/2009 12X4212 1212123 09/30/2017 02009 4.979998800 100,000,000.0000 4,564,998.90 08/31/2009 ------------------------ ---------------------- 627,200,000.0000 23,904,482.92 ======================== ====================== 7,349,648,244.0000 313,861,395.40 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 12X4212 1212101 09/30/2009 01995 08/26/2009 INT + 0.0000 438,099.94 488017 1212101 09/30/2009 01996 08/26/2009 INT + 0.0000 596,999.88 488019 1212101 09/30/2009 01997 08/26/2009 INT + 0.0000 707,249.86 488021 1212101 09/30/2009 01999 08/26/2009 INT + 0.0000 649,999.80 488023 1212101 09/30/2009 02001 08/26/2009 INT + 0.0000 1,753,500.42 488025 1212101 09/30/2009 02005 08/26/2009 INT + 0.0000 4,192,249.59 488027 1212107 09/30/2009 01992 08/26/2009 INT + 0.0000 301,599.93 488029 1212107 09/30/2009 01999 08/26/2009 INT + 0.0000 2,807,700.58 488031 1212123 09/30/2009 02002 08/26/2009 INT + 0.0000 331,999.92 488033 ------------------------ ---------------------- 0.0000 11,779,399.92 ======================== ====================== 0.0000 11,779,399.92