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 31,510.00 10/31/2010 12X4212 1212101 09/30/2014 01992 5.479999200 9,000,000.0000 41,099.99 10/31/2010 12X4212 1212101 09/30/2012 01993 4.629999600 8,500,000.0000 32,795.83 10/31/2010 12X4212 1212101 09/30/2014 01993 4.629999600 15,400,000.0000 59,418.33 10/31/2010 12X4212 1212101 09/30/2012 01994 5.420001600 14,000,000.0000 63,233.35 10/31/2010 12X4212 1212101 09/30/2014 01994 5.420001600 15,600,000.0000 70,460.02 10/31/2010 12X4212 1212101 09/30/2014 01995 6.739999200 25,400,000.0000 142,663.32 10/31/2010 12X4212 1212101 09/30/2014 01996 5.969998800 39,000,000.0000 194,024.96 10/31/2010 12X4212 1212101 09/30/2014 01997 6.149998800 41,000,000.0000 210,124.96 10/31/2010 12X4212 1212101 09/30/2012 01998 5.550001200 1,800,000.0000 8,325.00 10/31/2010 12X4212 1212101 09/30/2014 01998 5.550001200 30,600,000.0000 141,525.03 10/31/2010 12X4212 1212101 09/30/2012 01999 5.199998400 30,000,000.0000 129,999.96 10/31/2010 12X4212 1212101 09/30/2014 01999 5.199998400 45,000,000.0000 194,999.94 10/31/2010 12X4212 1212101 09/30/2012 02000 6.249999600 55,000,000.0000 286,458.32 10/31/2010 12X4212 1212101 09/30/2014 02000 6.249999600 16,000,000.0000 83,333.33 10/31/2010 12X4212 1212101 09/30/2012 02001 4.960000800 3,000,000.0000 12,400.00 10/31/2010 12X4212 1212101 09/30/2014 02001 4.960000800 81,300,000.0000 336,040.05 10/31/2010 12X4212 1212101 09/30/2012 02002 3.999999600 4,000,000.0000 13,333.33 10/31/2010 12X4212 1212101 09/30/2014 02002 3.999999600 65,000,000.0000 216,666.65 10/31/2010 12X4212 1212101 09/30/2011 02003 3.009999600 35,000,000.0000 87,791.66 10/31/2010 12X4212 1212101 09/30/2012 02003 3.009999600 81,300,000.0000 203,927.47 10/31/2010 12X4212 1212101 09/30/2014 02003 3.009999600 7,550,000.0000 18,937.91 10/31/2010 12X4212 1212101 09/30/2012 02004 3.399998400 144,400,000.0000 409,133.14 10/31/2010 12X4212 1212101 09/30/2014 02005 4.020001200 222,000,000.0000 743,700.22 10/31/2010 12X4212 1212101 09/30/2014 02006 4.799998800 173,000,000.0000 691,999.83 10/31/2010 12X4212 1212101 09/30/2011 02007 4.690000800 156,000,000.0000 609,700.10 10/31/2010 12X4212 1212101 09/30/2012 02007 4.690000800 140,000,000.0000 547,166.76 10/31/2010 12X4212 1212101 09/30/2012 02008 3.459999600 550,000,000.0000 1,585,833.15 10/31/2010 12X4212 1212101 09/30/2014 02009 2.499998400 958,052,024.0000 1,995,940.44 10/31/2010 12X4212 1212101 09/30/2014 02010 2.769998400 1,288,018,881.0000 2,973,175.20 10/31/2010 ------------------------ ---------------------- 4,261,820,905.0000 12,135,718.25 105 SUB-COHORT 12X4212 1212105 09/30/2041 01992 7.499998800 19,000,000.0000 118,749.98 10/31/2010 12X4212 1212105 09/30/2049 01992 7.499998800 11,500,000.0000 71,874.99 10/31/2010 12X4212 1212105 09/30/2038 01993 6.660000000 1,500,000.0000 8,325.00 10/31/2010 12X4212 1212105 09/30/2041 01993 6.660000000 20,000,000.0000 111,000.00 10/31/2010 12X4212 1212105 09/30/2049 01993 6.660000000 10,500,000.0000 58,275.00 10/31/2010 12X4212 1212105 09/30/2035 01994 6.840000000 15,000,000.0000 85,500.00 10/31/2010 12X4212 1212105 09/30/2041 01994 6.840000000 19,000,000.0000 108,300.00 10/31/2010 12X4212 1212105 09/30/2035 01995 7.319998800 18,500,000.0000 112,849.98 10/31/2010 12X4212 1212105 09/30/2041 01995 7.319998800 5,000,000.0000 30,500.00 10/31/2010 12X4212 1212105 09/30/2036 01996 6.789999600 3,000,000.0000 16,975.00 10/31/2010 12X4212 1212105 09/30/2037 01996 6.789999600 12,000,000.0000 67,900.00 10/31/2010 12X4212 1212105 09/30/2041 01996 6.789999600 19,000,000.0000 107,508.33 10/31/2010 12X4212 1212105 09/30/2044 01996 6.789999600 2,000,000.0000 11,316.67 10/31/2010 12X4212 1212105 09/30/2038 01997 6.500001600 20,000,000.0000 108,333.36 10/31/2010 12X4212 1212105 09/30/2041 01997 6.500001600 15,000,000.0000 81,250.02 10/31/2010 12X4212 1212105 09/30/2038 01998 5.940000000 30,500,000.0000 150,975.00 10/31/2010 12X4212 1212105 09/30/2041 01998 5.940000000 11,000,000.0000 54,450.00 10/31/2010 12X4212 1212105 09/30/2039 01999 5.929999200 56,000,000.0000 276,733.30 10/31/2010 12X4212 1212105 09/30/2041 01999 5.929999200 8,000,000.0000 39,533.33 10/31/2010 12X4212 1212105 09/30/2044 01999 5.929999200 23,000,000.0000 113,658.32 10/31/2010 12X4212 1212105 09/30/2049 01999 5.929999200 7,200,000.0000 35,580.00 10/31/2010 12X4212 1212105 09/30/2040 02000 6.230001600 74,000,000.0000 384,183.43 10/31/2010 12X4212 1212105 09/30/2041 02000 6.230001600 50,000,000.0000 259,583.40 10/31/2010 12X4212 1212105 09/30/2044 02000 6.230001600 15,500,000.0000 80,470.85 10/31/2010 12X4212 1212105 09/30/2049 02000 6.230001600 9,000,000.0000 46,725.01 10/31/2010 12X4212 1212105 09/30/2041 02001 5.299999200 50,000,000.0000 220,833.30 10/31/2010 12X4212 1212105 09/30/2042 02001 5.299999200 11,500,000.0000 50,791.66 10/31/2010 12X4212 1212105 09/30/2044 02001 5.299999200 53,000,000.0000 234,083.30 10/31/2010 12X4212 1212105 09/30/2042 02002 4.830001200 104,000,000.0000 418,600.10 10/31/2010 12X4212 1212105 09/30/2043 02002 4.830001200 35,000,000.0000 140,875.04 10/31/2010 12X4212 1212105 09/30/2049 02002 4.830001200 5,550,000.0000 22,338.76 10/31/2010 12X4212 1212105 09/30/2043 02003 4.320000000 87,000,000.0000 313,200.00 10/31/2010 12X4212 1212105 09/30/2044 02003 4.320000000 60,000,000.0000 216,000.00 10/31/2010 12X4212 1212105 09/30/2044 02004 4.470001200 95,000,000.0000 353,875.10 10/31/2010 12X4212 1212105 09/30/2045 02004 4.470001200 12,000,000.0000 44,700.01 10/31/2010 12X4212 1212105 09/30/2046 02004 4.470001200 30,000,000.0000 111,750.03 10/31/2010 12X4212 1212105 09/30/2045 02005 4.550000400 163,000,000.0000 618,041.72 10/31/2010 12X4212 1212105 09/30/2046 02005 4.550000400 100,000,000.0000 379,166.70 10/31/2010 12X4212 1212105 09/30/2046 02006 4.830001200 223,000,000.0000 897,575.22 10/31/2010 12X4212 1212105 09/30/2047 02006 4.830001200 25,000,000.0000 100,625.03 10/31/2010 12X4212 1212105 09/30/2048 02006 4.830001200 30,000,000.0000 120,750.03 10/31/2010 12X4212 1212105 09/30/2046 02007 4.550000400 207,000,000.0000 784,875.07 10/31/2010 12X4212 1212105 09/30/2047 02007 4.550000400 49,000,000.0000 185,791.68 10/31/2010 12X4212 1212105 09/30/2048 02007 4.550000400 40,000,000.0000 151,666.68 10/31/2010 12X4212 1212105 09/30/2048 02008 4.070001600 270,000,000.0000 915,750.36 10/31/2010 12X4212 1212105 09/30/2049 02008 4.070001600 87,000,000.0000 295,075.12 10/31/2010 12X4212 1212105 09/30/2049 02009 3.650000400 524,661,220.0000 1,595,844.72 10/31/2010 12X4212 1212105 09/30/2050 02010 3.150000000 623,480,000.0000 1,636,635.00 10/31/2010 ------------------------ ---------------------- 3,360,391,220.0000 12,349,395.60 107 SUB-COHORT 12X4212 1212107 09/30/2015 01992 7.539998400 2,000,000.0000 12,566.66 10/31/2010 12X4212 1212107 09/30/2022 01992 7.539998400 8,000,000.0000 50,266.66 10/31/2010 12X4212 1212107 09/30/2024 01992 7.539998400 14,000,000.0000 87,966.65 10/31/2010 12X4212 1212107 09/30/2015 01993 6.660000000 6,000,000.0000 33,300.00 10/31/2010 12X4212 1212107 09/30/2016 01993 6.660000000 3,000,000.0000 16,650.00 10/31/2010 12X4212 1212107 09/30/2022 01993 6.660000000 7,000,000.0000 38,850.00 10/31/2010 12X4212 1212107 09/30/2015 01994 6.810001200 28,000,000.0000 158,900.03 10/31/2010 12X4212 1212107 09/30/2022 01994 6.810001200 3,000,000.0000 17,025.00 10/31/2010 12X4212 1212107 09/30/2015 01995 7.200000000 16,000,000.0000 96,000.00 10/31/2010 12X4212 1212107 09/30/2016 01995 7.200000000 3,000,000.0000 18,000.00 10/31/2010 12X4212 1212107 09/30/2015 01996 6.639998400 32,000,000.0000 177,066.62 10/31/2010 12X4212 1212107 09/30/2020 01996 6.639998400 15,000,000.0000 82,999.98 10/31/2010 12X4212 1212107 09/30/2022 01996 6.639998400 9,000,000.0000 49,799.99 10/31/2010 12X4212 1212107 09/30/2015 01997 6.710000400 36,000,000.0000 201,300.01 10/31/2010 12X4212 1212107 09/30/2022 01997 6.710000400 12,000,000.0000 67,100.00 10/31/2010 12X4212 1212107 09/30/2015 01998 5.839999200 21,500,000.0000 104,633.32 10/31/2010 12X4212 1212107 09/30/2022 01998 5.839999200 15,000,000.0000 72,999.99 10/31/2010 12X4212 1212107 09/30/2024 01999 5.730001200 116,000,000.0000 553,900.12 10/31/2010 12X4212 1212107 09/30/2024 02000 6.379999200 31,000,000.0000 164,816.65 10/31/2010 12X4212 1212107 09/30/2015 02001 5.230000800 45,000,000.0000 196,125.03 10/31/2010 12X4212 1212107 09/30/2016 02002 4.640000400 32,000,000.0000 123,733.34 10/31/2010 12X4212 1212107 09/30/2017 02003 3.580009200 43,000,000.0000 128,283.66 10/31/2010 12X4212 1212107 09/30/2018 02003 3.580009200 20,000,000.0000 59,666.82 10/31/2010 12X4212 1212107 09/30/2018 02004 3.999999600 23,000,000.0000 76,666.66 10/31/2010 12X4212 1212107 09/30/2019 02005 4.160001600 17,000,000.0000 58,933.36 10/31/2010 12X4212 1212107 09/30/2020 02005 4.160001600 3,000,000.0000 10,400.00 10/31/2010 12X4212 1212107 09/30/2020 02006 4.839998400 39,500,000.0000 159,316.61 10/31/2010 12X4212 1212107 09/30/2021 02007 4.759999200 54,000,000.0000 214,199.96 10/31/2010 12X4212 1212107 09/30/2022 02007 4.759999200 5,000,000.0000 19,833.33 10/31/2010 12X4212 1212107 09/30/2022 02008 3.920000400 47,000,000.0000 153,533.35 10/31/2010 12X4212 1212107 09/30/2024 02009 3.240000000 50,000,000.0000 135,000.00 10/31/2010 12X4212 1212107 09/30/2024 02010 3.210001200 208,994,814.0000 559,061.34 10/31/2010 ------------------------ ---------------------- 964,994,814.0000 3,898,895.14 108 SUB-COHORT 12X4212 1212108 09/30/2041 01992 7.530001200 2,000,000.0000 12,550.00 10/31/2010 12X4212 1212108 09/30/2050 01992 7.530001200 10,200,000.0000 64,005.01 10/31/2010 12X4212 1212108 09/30/2044 01993 6.660000000 5,000,000.0000 27,750.00 10/31/2010 12X4212 1212108 09/30/2050 01993 6.660000000 22,400,000.0000 124,320.00 10/31/2010 12X4212 1212108 09/30/2048 01994 6.940000800 5,500,000.0000 31,808.34 10/31/2010 12X4212 1212108 09/30/2050 01994 6.940000800 26,400,000.0000 152,680.02 10/31/2010 12X4212 1212108 09/30/2041 01997 6.720001200 2,100,000.0000 11,760.00 10/31/2010 12X4212 1212108 09/30/2044 01997 6.720001200 3,000,000.0000 16,800.00 10/31/2010 12X4212 1212108 09/30/2050 01997 6.720001200 2,700,000.0000 15,120.00 10/31/2010 12X4212 1212108 09/30/2038 01998 5.910001200 1,000,000.0000 4,925.00 10/31/2010 12X4212 1212108 09/30/2041 01998 5.910001200 3,000,000.0000 14,775.00 10/31/2010 12X4212 1212108 09/30/2044 01998 5.910001200 1,300,000.0000 6,402.50 10/31/2010 12X4212 1212108 09/30/2050 01998 5.910001200 900,000.0000 4,432.50 10/31/2010 ------------------------ ---------------------- 85,500,000.0000 487,328.37 109 SUB-COHORT 12X4212 1212109 09/30/2032 01992 7.089998400 200,000.0000 1,181.67 10/31/2010 12X4212 1212109 09/30/2034 01992 7.089998400 500,000.0000 2,954.17 10/31/2010 12X4212 1212109 09/30/2035 01992 7.089998400 25,000.0000 147.71 10/31/2010 12X4212 1212109 09/30/2040 01992 7.089998400 25,000.0000 147.71 10/31/2010 12X4212 1212109 09/30/2046 01992 7.089998400 1,000,000.0000 5,908.33 10/31/2010 12X4212 1212109 09/30/2033 01993 6.649999200 600,000.0000 3,325.00 10/31/2010 12X4212 1212109 09/30/2035 01993 6.649999200 80,000.0000 443.33 10/31/2010 12X4212 1212109 09/30/2037 01993 6.649999200 50,000.0000 277.08 10/31/2010 12X4212 1212109 09/30/2034 01994 6.980000400 475,000.0000 2,762.92 10/31/2010 12X4212 1212109 09/30/2036 01996 6.770001600 525,000.0000 2,961.88 10/31/2010 12X4212 1212109 09/30/2040 01996 6.770001600 25,000.0000 141.04 10/31/2010 12X4212 1212109 09/30/2037 01997 6.890000400 200,000.0000 1,148.33 10/31/2010 12X4212 1212109 09/30/2038 01998 5.810000400 475,000.0000 2,299.79 10/31/2010 12X4212 1212109 09/30/2040 02000 6.249999600 1,025,000.0000 5,338.54 10/31/2010 12X4212 1212109 09/30/2041 02001 5.249998800 1,750,000.0000 7,656.25 10/31/2010 12X4212 1212109 09/30/2043 02003 4.870000800 500,000.0000 2,029.17 10/31/2010 12X4212 1212109 09/30/2044 02004 4.889998800 2,780,000.0000 11,328.50 10/31/2010 12X4212 1212109 09/30/2046 02006 4.910000400 1,000,000.0000 4,091.67 10/31/2010 ------------------------ ---------------------- 11,235,000.0000 54,143.09 116 SUB-COHORT 12X4212 1212116 09/30/2034 01992 7.499998800 100,000.0000 625.00 10/31/2010 12X4212 1212116 09/30/2036 01992 7.499998800 750,000.0000 4,687.50 10/31/2010 12X4212 1212116 09/30/2034 01993 6.720001200 200,000.0000 1,120.00 10/31/2010 12X4212 1212116 09/30/2037 01993 6.720001200 100,000.0000 560.00 10/31/2010 12X4212 1212116 09/30/2038 01993 6.720001200 250,000.0000 1,400.00 10/31/2010 12X4212 1212116 09/30/2037 01994 6.879999600 200,000.0000 1,146.67 10/31/2010 ------------------------ ---------------------- 1,600,000.0000 9,539.17 121 SUB-COHORT 12X4212 1212121 09/30/2033 01993 6.649999200 150,000.0000 831.25 10/31/2010 12X4212 1212121 09/30/2034 01993 6.649999200 100,000.0000 554.17 10/31/2010 12X4212 1212121 09/30/2028 01994 6.810001200 100,000.0000 567.50 10/31/2010 12X4212 1212121 09/30/2034 01994 6.810001200 650,000.0000 3,688.75 10/31/2010 ------------------------ ---------------------- 1,000,000.0000 5,641.67 123 SUB-COHORT 12X4212 1212123 09/30/2011 02004 3.499999200 83,000,000.0000 242,083.28 10/31/2010 12X4212 1212123 09/30/2012 02004 3.499999200 2,000,000.0000 5,833.33 10/31/2010 12X4212 1212123 09/30/2015 02008 3.229999200 80,000,000.0000 215,333.28 10/31/2010 12X4212 1212123 09/30/2017 02008 3.229999200 22,000,000.0000 59,216.65 10/31/2010 12X4212 1212123 09/30/2017 02009 2.570000400 100,000,000.0000 214,166.70 10/31/2010 ------------------------ ---------------------- 287,000,000.0000 736,633.24 124 SUB-COHORT 12X4212 1212124 09/30/2012 02001 4.839998400 100,000.0000 403.33 10/31/2010 ------------------------ ---------------------- 100,000.0000 403.33 ======================== ====================== 8,973,641,939.0000 29,677,697.86 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00