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 08/31/2010 12X4212 1212101 09/30/2014 01992 5.479999200 9,000,000.0000 452,099.93 08/31/2010 12X4212 1212101 09/30/2012 01993 4.629999600 8,500,000.0000 360,754.14 08/31/2010 12X4212 1212101 09/30/2014 01993 4.629999600 15,400,000.0000 653,601.61 08/31/2010 12X4212 1212101 09/30/2012 01994 5.420001600 14,000,000.0000 695,566.87 08/31/2010 12X4212 1212101 09/30/2014 01994 5.420001600 15,600,000.0000 775,060.23 08/31/2010 12X4212 1212101 09/30/2014 01995 6.739999200 25,400,000.0000 1,569,296.48 08/31/2010 12X4212 1212101 09/30/2014 01996 5.969998800 39,000,000.0000 2,134,274.57 08/31/2010 12X4212 1212101 09/30/2014 01997 6.149998800 41,000,000.0000 2,311,374.55 08/31/2010 12X4212 1212101 09/30/2012 01998 5.550001200 1,800,000.0000 91,575.02 08/31/2010 12X4212 1212101 09/30/2014 01998 5.550001200 30,600,000.0000 1,556,775.34 08/31/2010 12X4212 1212101 09/30/2012 01999 5.199998400 30,000,000.0000 1,429,999.56 08/31/2010 12X4212 1212101 09/30/2014 01999 5.199998400 45,000,000.0000 2,144,999.34 08/31/2010 12X4212 1212101 09/30/2012 02000 6.249999600 55,000,000.0000 3,151,041.47 08/31/2010 12X4212 1212101 09/30/2014 02000 6.249999600 16,000,000.0000 916,666.61 08/31/2010 12X4212 1212101 09/30/2012 02001 4.960000800 3,000,000.0000 136,400.02 08/31/2010 12X4212 1212101 09/30/2014 02001 4.960000800 81,300,000.0000 3,696,440.60 08/31/2010 12X4212 1212101 09/30/2012 02002 3.999999600 4,000,000.0000 146,666.65 08/31/2010 12X4212 1212101 09/30/2014 02002 3.999999600 65,000,000.0000 2,383,333.10 08/31/2010 12X4212 1212101 09/30/2011 02003 3.009999600 35,000,000.0000 965,708.21 08/31/2010 12X4212 1212101 09/30/2012 02003 3.009999600 81,300,000.0000 2,243,202.20 08/31/2010 12X4212 1212101 09/30/2014 02003 3.009999600 7,550,000.0000 208,317.06 08/31/2010 12X4212 1212101 09/30/2012 02004 3.399998400 144,400,000.0000 4,500,464.55 08/31/2010 12X4212 1212101 09/30/2014 02005 4.020001200 222,000,000.0000 8,180,702.44 08/31/2010 12X4212 1212101 09/30/2014 02006 4.799998800 173,000,000.0000 7,611,998.10 08/31/2010 12X4212 1212101 09/30/2011 02007 4.690000800 156,000,000.0000 6,706,701.14 08/31/2010 12X4212 1212101 09/30/2012 02007 4.690000800 140,000,000.0000 6,018,834.36 08/31/2010 12X4212 1212101 09/30/2012 02008 3.459999600 550,000,000.0000 17,444,164.65 08/31/2010 12X4212 1212101 09/30/2014 02009 3.160000800 958,052,024.0000 27,751,580.65 08/31/2010 12X4212 1212101 09/30/2014 02010 3.160000800 1,288,018,881.0000 37,309,623.03 08/31/2010 ------------------------ ---------------------- 4,261,820,905.0000 143,893,832.43 105 SUB-COHORT 12X4212 1212105 09/30/2041 01992 7.499998800 19,000,000.0000 1,306,249.79 08/31/2010 12X4212 1212105 09/30/2049 01992 7.499998800 11,500,000.0000 790,624.87 08/31/2010 12X4212 1212105 09/30/2038 01993 6.660000000 1,500,000.0000 91,575.00 08/31/2010 12X4212 1212105 09/30/2041 01993 6.660000000 20,000,000.0000 1,221,000.00 08/31/2010 12X4212 1212105 09/30/2049 01993 6.660000000 10,500,000.0000 641,025.00 08/31/2010 12X4212 1212105 09/30/2035 01994 6.840000000 15,000,000.0000 940,500.00 08/31/2010 12X4212 1212105 09/30/2041 01994 6.840000000 19,000,000.0000 1,191,300.00 08/31/2010 12X4212 1212105 09/30/2035 01995 7.319998800 18,500,000.0000 1,241,349.80 08/31/2010 12X4212 1212105 09/30/2041 01995 7.319998800 5,000,000.0000 335,499.95 08/31/2010 12X4212 1212105 09/30/2036 01996 6.789999600 3,000,000.0000 186,724.99 08/31/2010 12X4212 1212105 09/30/2037 01996 6.789999600 12,000,000.0000 746,899.96 08/31/2010 12X4212 1212105 09/30/2041 01996 6.789999600 19,000,000.0000 1,182,591.60 08/31/2010 12X4212 1212105 09/30/2044 01996 6.789999600 2,000,000.0000 124,483.33 08/31/2010 12X4212 1212105 09/30/2038 01997 6.500001600 20,000,000.0000 1,191,666.96 08/31/2010 12X4212 1212105 09/30/2041 01997 6.500001600 15,000,000.0000 893,750.22 08/31/2010 12X4212 1212105 09/30/2038 01998 5.940000000 30,500,000.0000 1,660,725.00 08/31/2010 12X4212 1212105 09/30/2041 01998 5.940000000 11,000,000.0000 598,950.00 08/31/2010 12X4212 1212105 09/30/2039 01999 5.929999200 56,000,000.0000 3,044,066.26 08/31/2010 12X4212 1212105 09/30/2041 01999 5.929999200 8,000,000.0000 434,866.61 08/31/2010 12X4212 1212105 09/30/2044 01999 5.929999200 23,000,000.0000 1,250,241.50 08/31/2010 12X4212 1212105 09/30/2049 01999 5.929999200 7,200,000.0000 391,379.95 08/31/2010 12X4212 1212105 09/30/2040 02000 6.230001600 74,000,000.0000 4,226,017.75 08/31/2010 12X4212 1212105 09/30/2041 02000 6.230001600 50,000,000.0000 2,855,417.40 08/31/2010 12X4212 1212105 09/30/2044 02000 6.230001600 15,500,000.0000 885,179.39 08/31/2010 12X4212 1212105 09/30/2049 02000 6.230001600 9,000,000.0000 513,975.13 08/31/2010 12X4212 1212105 09/30/2041 02001 5.299999200 50,000,000.0000 2,429,166.30 08/31/2010 12X4212 1212105 09/30/2042 02001 5.299999200 11,500,000.0000 558,708.25 08/31/2010 12X4212 1212105 09/30/2044 02001 5.299999200 53,000,000.0000 2,574,916.28 08/31/2010 12X4212 1212105 09/30/2042 02002 4.830001200 104,000,000.0000 4,604,601.14 08/31/2010 12X4212 1212105 09/30/2043 02002 4.830001200 35,000,000.0000 1,549,625.39 08/31/2010 12X4212 1212105 09/30/2049 02002 4.830001200 5,550,000.0000 245,726.31 08/31/2010 12X4212 1212105 09/30/2043 02003 4.320000000 87,000,000.0000 3,445,200.00 08/31/2010 12X4212 1212105 09/30/2044 02003 4.320000000 60,000,000.0000 2,376,000.00 08/31/2010 12X4212 1212105 09/30/2044 02004 4.470001200 95,000,000.0000 3,892,626.05 08/31/2010 12X4212 1212105 09/30/2045 02004 4.470001200 12,000,000.0000 491,700.13 08/31/2010 12X4212 1212105 09/30/2046 02004 4.470001200 30,000,000.0000 1,229,250.33 08/31/2010 12X4212 1212105 09/30/2045 02005 4.550000400 163,000,000.0000 6,798,458.93 08/31/2010 12X4212 1212105 09/30/2046 02005 4.550000400 100,000,000.0000 4,170,833.70 08/31/2010 12X4212 1212105 09/30/2046 02006 4.830001200 223,000,000.0000 9,873,327.45 08/31/2010 12X4212 1212105 09/30/2047 02006 4.830001200 25,000,000.0000 1,106,875.28 08/31/2010 12X4212 1212105 09/30/2048 02006 4.830001200 30,000,000.0000 1,328,250.33 08/31/2010 12X4212 1212105 09/30/2046 02007 4.550000400 207,000,000.0000 8,633,625.76 08/31/2010 12X4212 1212105 09/30/2047 02007 4.550000400 49,000,000.0000 2,043,708.51 08/31/2010 12X4212 1212105 09/30/2048 02007 4.550000400 40,000,000.0000 1,668,333.48 08/31/2010 12X4212 1212105 09/30/2048 02008 4.070001600 270,000,000.0000 10,073,253.96 08/31/2010 12X4212 1212105 09/30/2049 02008 4.070001600 87,000,000.0000 3,245,826.28 08/31/2010 12X4212 1212105 09/30/2049 02009 3.449998800 524,661,220.0000 16,592,405.31 08/31/2010 12X4212 1212105 09/30/2050 02010 3.449998800 623,480,000.0000 19,717,548.14 08/31/2010 ------------------------ ---------------------- 3,360,391,220.0000 136,596,027.77 107 SUB-COHORT 12X4212 1212107 09/30/2015 01992 7.539998400 2,000,000.0000 138,233.30 08/31/2010 12X4212 1212107 09/30/2022 01992 7.539998400 8,000,000.0000 552,933.22 08/31/2010 12X4212 1212107 09/30/2024 01992 7.539998400 14,000,000.0000 967,633.13 08/31/2010 12X4212 1212107 09/30/2015 01993 6.660000000 6,000,000.0000 366,300.00 08/31/2010 12X4212 1212107 09/30/2016 01993 6.660000000 3,000,000.0000 183,150.00 08/31/2010 12X4212 1212107 09/30/2022 01993 6.660000000 7,000,000.0000 427,350.00 08/31/2010 12X4212 1212107 09/30/2015 01994 6.800000400 28,000,000.0000 1,745,333.44 08/31/2010 12X4212 1212107 09/30/2022 01994 6.800000400 3,000,000.0000 187,000.01 08/31/2010 12X4212 1212107 09/30/2015 01995 7.200000000 16,000,000.0000 1,056,000.00 08/31/2010 12X4212 1212107 09/30/2016 01995 7.200000000 3,000,000.0000 198,000.00 08/31/2010 12X4212 1212107 09/30/2015 01996 6.639998400 32,000,000.0000 1,947,732.86 08/31/2010 12X4212 1212107 09/30/2020 01996 6.639998400 15,000,000.0000 912,999.78 08/31/2010 12X4212 1212107 09/30/2022 01996 6.639998400 9,000,000.0000 547,799.87 08/31/2010 12X4212 1212107 09/30/2015 01997 6.710000400 36,000,000.0000 2,214,300.13 08/31/2010 12X4212 1212107 09/30/2022 01997 6.710000400 12,000,000.0000 738,100.04 08/31/2010 12X4212 1212107 09/30/2015 01998 5.839999200 21,500,000.0000 1,150,966.51 08/31/2010 12X4212 1212107 09/30/2022 01998 5.839999200 15,000,000.0000 802,999.89 08/31/2010 12X4212 1212107 09/30/2024 01999 5.730001200 116,000,000.0000 6,092,901.28 08/31/2010 12X4212 1212107 09/30/2024 02000 6.379999200 31,000,000.0000 1,812,983.11 08/31/2010 12X4212 1212107 09/30/2015 02001 5.209999200 45,000,000.0000 2,149,124.67 08/31/2010 12X4212 1212107 09/30/2016 02002 4.600000800 32,000,000.0000 1,349,333.57 08/31/2010 12X4212 1212107 09/30/2017 02003 3.530001600 43,000,000.0000 1,391,408.96 08/31/2010 12X4212 1212107 09/30/2018 02003 3.530001600 20,000,000.0000 647,166.96 08/31/2010 12X4212 1212107 09/30/2018 02004 3.970000800 23,000,000.0000 837,008.50 08/31/2010 12X4212 1212107 09/30/2019 02005 4.119998400 17,000,000.0000 642,033.08 08/31/2010 12X4212 1212107 09/30/2020 02005 4.119998400 3,000,000.0000 113,299.96 08/31/2010 12X4212 1212107 09/30/2020 02006 4.839998400 39,500,000.0000 1,752,482.75 08/31/2010 12X4212 1212107 09/30/2021 02007 4.749998400 54,000,000.0000 2,351,249.21 08/31/2010 12X4212 1212107 09/30/2022 02007 4.749998400 5,000,000.0000 217,708.26 08/31/2010 12X4212 1212107 09/30/2022 02008 3.849998400 47,000,000.0000 1,658,707.64 08/31/2010 12X4212 1212107 09/30/2024 02009 3.279999600 50,000,000.0000 1,503,333.15 08/31/2010 12X4212 1212107 09/30/2024 02010 3.279999600 208,994,814.0000 6,283,776.64 08/31/2010 ------------------------ ---------------------- 964,994,814.0000 42,939,349.92 108 SUB-COHORT 12X4212 1212108 09/30/2041 01992 7.530001200 2,000,000.0000 138,050.02 08/31/2010 12X4212 1212108 09/30/2050 01992 7.530001200 10,200,000.0000 704,055.11 08/31/2010 12X4212 1212108 09/30/2044 01993 6.660000000 5,000,000.0000 305,250.00 08/31/2010 12X4212 1212108 09/30/2050 01993 6.660000000 22,400,000.0000 1,367,520.00 08/31/2010 12X4212 1212108 09/30/2048 01994 6.940000800 5,500,000.0000 349,891.71 08/31/2010 12X4212 1212108 09/30/2050 01994 6.940000800 26,400,000.0000 1,679,480.19 08/31/2010 12X4212 1212108 09/30/2041 01997 6.720001200 2,100,000.0000 129,360.02 08/31/2010 12X4212 1212108 09/30/2044 01997 6.720001200 3,000,000.0000 184,800.03 08/31/2010 12X4212 1212108 09/30/2050 01997 6.720001200 2,700,000.0000 166,320.03 08/31/2010 12X4212 1212108 09/30/2038 01998 5.910001200 1,000,000.0000 54,175.01 08/31/2010 12X4212 1212108 09/30/2041 01998 5.910001200 3,000,000.0000 162,525.03 08/31/2010 12X4212 1212108 09/30/2044 01998 5.910001200 1,300,000.0000 70,427.51 08/31/2010 12X4212 1212108 09/30/2050 01998 5.910001200 900,000.0000 48,757.51 08/31/2010 ------------------------ ---------------------- 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 08/31/2010 12X4212 1212109 09/30/2034 01992 7.089998400 500,000.0000 32,495.83 08/31/2010 12X4212 1212109 09/30/2035 01992 7.089998400 25,000.0000 1,624.79 08/31/2010 12X4212 1212109 09/30/2040 01992 7.089998400 25,000.0000 1,624.79 08/31/2010 12X4212 1212109 09/30/2046 01992 7.089998400 1,000,000.0000 64,991.65 08/31/2010 12X4212 1212109 09/30/2033 01993 6.649999200 600,000.0000 36,575.00 08/31/2010 12X4212 1212109 09/30/2035 01993 6.649999200 80,000.0000 4,876.67 08/31/2010 12X4212 1212109 09/30/2037 01993 6.649999200 50,000.0000 3,047.92 08/31/2010 12X4212 1212109 09/30/2034 01994 6.980000400 475,000.0000 30,392.09 08/31/2010 12X4212 1212109 09/30/2036 01996 6.770001600 525,000.0000 32,580.63 08/31/2010 12X4212 1212109 09/30/2040 01996 6.770001600 25,000.0000 1,551.46 08/31/2010 12X4212 1212109 09/30/2037 01997 6.890000400 200,000.0000 12,631.67 08/31/2010 12X4212 1212109 09/30/2038 01998 5.810000400 475,000.0000 25,297.71 08/31/2010 12X4212 1212109 09/30/2040 02000 6.249999600 1,025,000.0000 58,723.95 08/31/2010 12X4212 1212109 09/30/2041 02001 5.249998800 1,750,000.0000 84,218.73 08/31/2010 12X4212 1212109 09/30/2043 02003 4.870000800 500,000.0000 22,320.84 08/31/2010 12X4212 1212109 09/30/2044 02004 4.889998800 2,780,000.0000 124,613.47 08/31/2010 12X4212 1212109 09/30/2046 02006 4.910000400 1,000,000.0000 45,008.34 08/31/2010 ------------------------ ---------------------- 11,235,000.0000 595,573.87 116 SUB-COHORT 12X4212 1212116 09/30/2034 01992 7.499998800 100,000.0000 6,875.00 08/31/2010 12X4212 1212116 09/30/2036 01992 7.499998800 750,000.0000 51,562.49 08/31/2010 12X4212 1212116 09/30/2034 01993 6.720001200 200,000.0000 12,320.00 08/31/2010 12X4212 1212116 09/30/2037 01993 6.720001200 100,000.0000 6,160.00 08/31/2010 12X4212 1212116 09/30/2038 01993 6.720001200 250,000.0000 15,400.00 08/31/2010 12X4212 1212116 09/30/2037 01994 6.879999600 200,000.0000 12,613.33 08/31/2010 ------------------------ ---------------------- 1,600,000.0000 104,930.82 121 SUB-COHORT 12X4212 1212121 09/30/2033 01993 6.649999200 150,000.0000 9,143.75 08/31/2010 12X4212 1212121 09/30/2034 01993 6.649999200 100,000.0000 6,095.83 08/31/2010 12X4212 1212121 09/30/2028 01994 6.810001200 100,000.0000 6,242.50 08/31/2010 12X4212 1212121 09/30/2034 01994 6.810001200 650,000.0000 40,576.26 08/31/2010 ------------------------ ---------------------- 1,000,000.0000 62,058.34 123 SUB-COHORT 12X4212 1212123 09/30/2011 02004 3.499999200 83,000,000.0000 2,662,916.06 08/31/2010 12X4212 1212123 09/30/2012 02004 3.499999200 2,000,000.0000 64,166.65 08/31/2010 12X4212 1212123 09/30/2015 02008 3.229999200 80,000,000.0000 2,368,666.08 08/31/2010 12X4212 1212123 09/30/2017 02008 3.229999200 22,000,000.0000 651,383.17 08/31/2010 12X4212 1212123 09/30/2017 02009 1.990000800 100,000,000.0000 1,824,167.40 08/31/2010 ------------------------ ---------------------- 287,000,000.0000 7,571,299.36 124 SUB-COHORT 12X4212 1212124 09/30/2012 02001 4.839998400 100,000.0000 4,436.67 08/31/2010 ------------------------ ---------------------- 100,000.0000 4,436.67 ======================== ====================== 8,973,641,939.0000 337,128,121.35 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 12X4212 1212101 09/30/2010 01998 07/22/2010 INT + 0.0000 721,500.15 488737 1212101 09/30/2010 02002 07/22/2010 INT + 0.0000 1,699,999.83 488739 1212101 09/30/2010 02006 07/22/2010 INT + 0.0000 5,543,998.61 488741 1212107 09/30/2010 01999 05/28/2010 INT + 0.0000 716,250.15 488715 1212107 09/30/2010 01999 06/02/2010 INT - 0.0000 -716,250.15 488727 1212107 09/30/2010 01999 06/02/2010 INT + 0.0000 716,250.15 488731 1212107 09/30/2010 02000 07/22/2010 INT + 0.0000 2,169,199.72 488743 1212109 09/30/2035 01995 08/27/2010 INT + 0.0000 16,627.50 488767 1212109 09/30/2042 02002 08/27/2010 INT + 0.0000 33,345.00 488769 1212123 09/30/2010 02003 07/22/2010 INT + 0.0000 610,000.20 488745 1212123 09/30/2012 02005 08/27/2010 INT + 0.0000 1,347,499.44 488759 1212123 09/30/2013 02005 08/27/2010 INT + 0.0000 288,749.88 488761 1212123 09/30/2013 02006 08/27/2010 INT + 0.0000 1,003,800.16 488763 1212123 09/30/2015 02001 08/27/2010 INT + 0.0000 10,224.99 488751 1212123 09/30/2015 02007 08/27/2010 INT + 0.0000 1,518,000.48 488765 1212123 09/30/2017 02000 08/27/2010 INT + 0.0000 269,099.98 488749 1212123 09/30/2017 02001 08/27/2010 INT + 0.0000 335,379.96 488753 1212123 09/30/2017 02002 08/27/2010 INT + 0.0000 232,684.93 488755 1212123 09/30/2017 02003 08/27/2010 INT + 0.0000 18,300.00 488757 ------------------------ ---------------------- 0.0000 16,534,660.98 ======================== ====================== 0.0000 16,534,660.98