Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 101 SUB-COHORT 12X4212 1212101 09/30/2008 01992 5.479999200 27,000,000.0000 1,109,699.84 06/30/2008 12X4212 1212101 09/30/2008 01993 4.629999600 9,000,000.0000 312,524.97 06/30/2008 12X4212 1212101 09/30/2008 01994 5.420001600 37,000,000.0000 1,504,050.44 06/30/2008 12X4212 1212101 09/30/2008 01995 6.739999200 4,000,000.0000 202,199.98 06/30/2008 12X4212 1212101 09/30/2009 01995 6.739999200 14,000,000.0000 707,699.92 06/30/2008 12X4212 1212101 09/30/2009 01996 5.969998800 32,000,000.0000 1,432,799.71 06/30/2008 12X4212 1212101 09/30/2009 01997 6.159999600 42,000,000.0000 1,940,399.87 06/30/2008 12X4212 1212101 09/30/2010 01998 5.550001200 55,000,000.0000 2,289,375.50 06/30/2008 12X4212 1212101 09/30/2008 01999 5.199998400 30,000,000.0000 1,169,999.64 06/30/2008 12X4212 1212101 09/30/2009 01999 5.199998400 25,000,000.0000 974,999.70 06/30/2008 12X4212 1212101 09/30/2008 02000 6.260000400 105,000,000.0000 4,929,750.32 06/30/2008 12X4212 1212101 09/30/2009 02001 4.979998800 120,000,000.0000 4,481,998.92 06/30/2008 12X4212 1212101 09/30/2010 02002 3.700000800 155,000,000.0000 4,301,250.93 06/30/2008 12X4212 1212101 09/30/2008 02003 2.859998400 110,000,000.0000 2,359,498.68 06/30/2008 12X4212 1212101 09/30/2011 02003 2.859998400 35,000,000.0000 750,749.58 06/30/2008 12X4212 1212101 09/30/2008 02004 3.510000000 200,000,000.0000 5,265,000.00 06/30/2008 12X4212 1212101 09/30/2009 02005 4.029998400 205,000,000.0000 6,196,122.54 06/30/2008 12X4212 1212101 09/30/2010 02006 4.809999600 550,000,000.0000 19,841,248.35 06/30/2008 12X4212 1212101 09/30/2011 02007 4.830001200 682,000,000.0000 24,705,456.14 06/30/2008 12X4212 1212101 09/30/2012 02008 4.830001200 150,000,000.0000 5,433,751.35 06/30/2008 ------------------------ ---------------------- 2,587,000,000.0000 89,908,576.38 105 SUB-COHORT 12X4212 1212105 09/30/2035 01992 7.499998800 1,000,000.0000 56,249.99 06/30/2008 12X4212 1212105 09/30/2037 01992 7.499998800 3,000,000.0000 168,749.97 06/30/2008 12X4212 1212105 09/30/2041 01992 7.499998800 20,000,000.0000 1,124,999.82 06/30/2008 12X4212 1212105 09/30/2038 01993 6.660000000 1,500,000.0000 74,925.00 06/30/2008 12X4212 1212105 09/30/2041 01993 6.660000000 20,000,000.0000 999,000.00 06/30/2008 12X4212 1212105 09/30/2035 01994 6.840000000 15,000,000.0000 769,500.00 06/30/2008 12X4212 1212105 09/30/2041 01994 6.840000000 19,000,000.0000 974,700.00 06/30/2008 12X4212 1212105 09/30/2035 01995 7.319998800 18,500,000.0000 1,015,649.83 06/30/2008 12X4212 1212105 09/30/2041 01995 7.319998800 5,000,000.0000 274,499.96 06/30/2008 12X4212 1212105 09/30/2036 01996 6.789999600 10,000,000.0000 509,249.97 06/30/2008 12X4212 1212105 09/30/2037 01996 6.789999600 12,000,000.0000 611,099.96 06/30/2008 12X4212 1212105 09/30/2041 01996 6.789999600 19,000,000.0000 967,574.94 06/30/2008 12X4212 1212105 09/30/2044 01996 6.789999600 2,000,000.0000 101,849.99 06/30/2008 12X4212 1212105 09/30/2038 01997 6.500001600 28,000,000.0000 1,365,000.34 06/30/2008 12X4212 1212105 09/30/2041 01997 6.500001600 15,000,000.0000 731,250.18 06/30/2008 12X4212 1212105 09/30/2038 01998 5.940000000 40,500,000.0000 1,804,275.00 06/30/2008 12X4212 1212105 09/30/2041 01998 5.940000000 11,000,000.0000 490,050.00 06/30/2008 12X4212 1212105 09/30/2039 01999 5.940000000 69,000,000.0000 3,073,950.00 06/30/2008 12X4212 1212105 09/30/2041 01999 5.940000000 8,000,000.0000 356,400.00 06/30/2008 12X4212 1212105 09/30/2044 01999 5.940000000 23,000,000.0000 1,024,650.00 06/30/2008 12X4212 1212105 09/30/2040 02000 6.239998800 110,000,000.0000 5,147,999.01 06/30/2008 12X4212 1212105 09/30/2041 02000 6.239998800 50,000,000.0000 2,339,999.55 06/30/2008 12X4212 1212105 09/30/2044 02000 6.239998800 15,500,000.0000 725,399.86 06/30/2008 12X4212 1212105 09/30/2041 02001 5.349999600 70,000,000.0000 2,808,749.79 06/30/2008 12X4212 1212105 09/30/2042 02001 5.349999600 11,500,000.0000 461,437.47 06/30/2008 12X4212 1212105 09/30/2044 02001 5.349999600 53,000,000.0000 2,126,624.84 06/30/2008 12X4212 1212105 09/30/2042 02002 4.820000400 111,000,000.0000 4,012,650.33 06/30/2008 12X4212 1212105 09/30/2043 02002 4.820000400 35,000,000.0000 1,265,250.11 06/30/2008 12X4212 1212105 09/30/2043 02003 4.320000000 105,000,000.0000 3,402,000.00 06/30/2008 12X4212 1212105 09/30/2044 02003 4.320000000 60,000,000.0000 1,944,000.00 06/30/2008 12X4212 1212105 09/30/2044 02004 4.460000400 95,000,000.0000 3,177,750.29 06/30/2008 12X4212 1212105 09/30/2045 02004 4.460000400 12,000,000.0000 401,400.04 06/30/2008 12X4212 1212105 09/30/2046 02004 4.460000400 30,000,000.0000 1,003,500.09 06/30/2008 12X4212 1212105 09/30/2045 02005 4.479998400 163,000,000.0000 5,476,798.04 06/30/2008 12X4212 1212105 09/30/2046 02005 4.479998400 100,000,000.0000 3,359,998.80 06/30/2008 12X4212 1212105 09/30/2046 02006 4.839998400 225,000,000.0000 8,167,497.30 06/30/2008 12X4212 1212105 09/30/2047 02006 4.839998400 25,000,000.0000 907,499.70 06/30/2008 12X4212 1212105 09/30/2048 02006 4.839998400 30,000,000.0000 1,088,999.64 06/30/2008 12X4212 1212105 09/30/2046 02007 4.839998400 207,000,000.0000 7,514,097.52 06/30/2008 12X4212 1212105 09/30/2047 02007 4.839998400 50,000,000.0000 1,814,999.40 06/30/2008 12X4212 1212105 09/30/2048 02007 4.839998400 40,000,000.0000 1,451,999.52 06/30/2008 12X4212 1212105 09/30/2048 02008 4.839998400 70,000,000.0000 2,540,999.16 06/30/2008 ------------------------ ---------------------- 2,008,500,000.0000 77,633,275.41 107 SUB-COHORT 12X4212 1212107 09/30/2009 01992 7.539998400 8,000,000.0000 452,399.90 06/30/2008 12X4212 1212107 09/30/2015 01992 7.539998400 2,000,000.0000 113,099.98 06/30/2008 12X4212 1212107 09/30/2015 01993 6.660000000 6,000,000.0000 299,700.00 06/30/2008 12X4212 1212107 09/30/2016 01993 6.660000000 3,000,000.0000 149,850.00 06/30/2008 12X4212 1212107 09/30/2015 01994 6.789999600 28,000,000.0000 1,425,899.92 06/30/2008 12X4212 1212107 09/30/2015 01995 7.200000000 16,000,000.0000 864,000.00 06/30/2008 12X4212 1212107 09/30/2016 01995 7.200000000 3,000,000.0000 162,000.00 06/30/2008 12X4212 1212107 09/30/2015 01996 6.639998400 32,000,000.0000 1,593,599.62 06/30/2008 12X4212 1212107 09/30/2020 01996 6.639998400 15,000,000.0000 746,999.82 06/30/2008 12X4212 1212107 09/30/2015 01997 6.710000400 36,000,000.0000 1,811,700.11 06/30/2008 12X4212 1212107 09/30/2008 01998 5.839999200 18,500,000.0000 810,299.89 06/30/2008 12X4212 1212107 09/30/2015 01998 5.839999200 21,500,000.0000 941,699.87 06/30/2008 12X4212 1212107 09/30/2009 01999 5.730001200 98,000,000.0000 4,211,550.88 06/30/2008 12X4212 1212107 09/30/2010 01999 5.730001200 25,000,000.0000 1,074,375.23 06/30/2008 12X4212 1212107 09/30/2010 02000 6.369998400 80,000,000.0000 3,821,999.04 06/30/2008 12X4212 1212107 09/30/2015 02001 5.280001200 55,000,000.0000 2,178,000.50 06/30/2008 12X4212 1212107 09/30/2016 02002 4.759999200 42,000,000.0000 1,499,399.75 06/30/2008 12X4212 1212107 09/30/2017 02003 5.090000400 55,000,000.0000 2,099,625.17 06/30/2008 12X4212 1212107 09/30/2018 02003 5.090000400 20,000,000.0000 763,500.06 06/30/2008 12X4212 1212107 09/30/2018 02004 4.219999200 23,000,000.0000 727,949.86 06/30/2008 12X4212 1212107 09/30/2019 02005 4.259998800 17,000,000.0000 543,149.85 06/30/2008 12X4212 1212107 09/30/2020 02005 4.259998800 3,000,000.0000 95,849.97 06/30/2008 12X4212 1212107 09/30/2020 02006 4.830001200 53,500,000.0000 1,938,037.98 06/30/2008 12X4212 1212107 09/30/2021 02007 4.830001200 125,000,000.0000 4,528,126.13 06/30/2008 12X4212 1212107 09/30/2022 02008 4.830001200 50,000,000.0000 1,811,250.45 06/30/2008 ------------------------ ---------------------- 835,500,000.0000 34,664,063.98 108 SUB-COHORT 12X4212 1212108 09/30/2036 01992 7.530001200 2,000,000.0000 112,950.02 06/30/2008 12X4212 1212108 09/30/2041 01992 7.530001200 11,000,000.0000 621,225.10 06/30/2008 12X4212 1212108 09/30/2041 01993 6.660000000 13,000,000.0000 649,350.00 06/30/2008 12X4212 1212108 09/30/2044 01993 6.660000000 6,000,000.0000 299,700.00 06/30/2008 12X4212 1212108 09/30/2041 01994 6.940000800 15,000,000.0000 780,750.09 06/30/2008 12X4212 1212108 09/30/2044 01994 6.940000800 11,500,000.0000 598,575.07 06/30/2008 12X4212 1212108 09/30/2037 01997 6.720001200 9,100,000.0000 458,640.08 06/30/2008 12X4212 1212108 09/30/2041 01997 6.720001200 4,000,000.0000 201,600.04 06/30/2008 12X4212 1212108 09/30/2044 01997 6.720001200 3,000,000.0000 151,200.03 06/30/2008 12X4212 1212108 09/30/2038 01998 5.910001200 8,000,000.0000 354,600.07 06/30/2008 12X4212 1212108 09/30/2041 01998 5.910001200 3,000,000.0000 132,975.03 06/30/2008 12X4212 1212108 09/30/2044 01998 5.910001200 1,300,000.0000 57,622.51 06/30/2008 ------------------------ ---------------------- 86,900,000.0000 4,419,188.04 109 SUB-COHORT 12X4212 1212109 09/30/2032 01992 7.089998400 200,000.0000 10,635.00 06/30/2008 12X4212 1212109 09/30/2034 01992 7.089998400 500,000.0000 26,587.49 06/30/2008 12X4212 1212109 09/30/2035 01992 7.089998400 25,000.0000 1,329.37 06/30/2008 12X4212 1212109 09/30/2040 01992 7.089998400 25,000.0000 1,329.37 06/30/2008 12X4212 1212109 09/30/2046 01992 7.089998400 1,000,000.0000 53,174.99 06/30/2008 12X4212 1212109 09/30/2033 01993 6.649999200 600,000.0000 29,925.00 06/30/2008 12X4212 1212109 09/30/2035 01993 6.649999200 80,000.0000 3,990.00 06/30/2008 12X4212 1212109 09/30/2037 01993 6.649999200 50,000.0000 2,493.75 06/30/2008 12X4212 1212109 09/30/2034 01994 6.980000400 475,000.0000 24,866.25 06/30/2008 12X4212 1212109 09/30/2035 01995 7.390000800 450,000.0000 24,941.25 06/30/2008 12X4212 1212109 09/30/2036 01996 6.770001600 525,000.0000 26,656.88 06/30/2008 12X4212 1212109 09/30/2040 01996 6.770001600 25,000.0000 1,269.38 06/30/2008 12X4212 1212109 09/30/2037 01997 6.890000400 200,000.0000 10,335.00 06/30/2008 12X4212 1212109 09/30/2038 01998 5.810000400 475,000.0000 20,698.13 06/30/2008 12X4212 1212109 09/30/2040 02000 6.140001600 1,025,000.0000 47,201.26 06/30/2008 12X4212 1212109 09/30/2041 02001 5.590000800 1,750,000.0000 73,368.76 06/30/2008 12X4212 1212109 09/30/2042 02002 5.460001200 1,950,000.0000 79,852.52 06/30/2008 12X4212 1212109 09/30/2043 02003 4.979998800 500,000.0000 18,675.00 06/30/2008 12X4212 1212109 09/30/2044 02004 4.929998400 2,780,000.0000 102,790.47 06/30/2008 12X4212 1212109 09/30/2046 02006 4.910000400 1,000,000.0000 36,825.00 06/30/2008 ------------------------ ---------------------- 13,635,000.0000 596,944.87 116 SUB-COHORT 12X4212 1212116 09/30/2034 01992 7.499998800 100,000.0000 5,625.00 06/30/2008 12X4212 1212116 09/30/2036 01992 7.499998800 750,000.0000 42,187.49 06/30/2008 12X4212 1212116 09/30/2034 01993 6.710000400 200,000.0000 10,065.00 06/30/2008 12X4212 1212116 09/30/2037 01993 6.710000400 100,000.0000 5,032.50 06/30/2008 12X4212 1212116 09/30/2038 01993 6.710000400 250,000.0000 12,581.25 06/30/2008 12X4212 1212116 09/30/2037 01994 6.909998400 200,000.0000 10,365.00 06/30/2008 ------------------------ ---------------------- 1,600,000.0000 85,856.24 121 SUB-COHORT 12X4212 1212121 09/30/2033 01993 6.649999200 150,000.0000 7,481.25 06/30/2008 12X4212 1212121 09/30/2034 01993 6.649999200 100,000.0000 4,987.50 06/30/2008 12X4212 1212121 09/30/2028 01994 6.810001200 100,000.0000 5,107.50 06/30/2008 12X4212 1212121 09/30/2034 01994 6.810001200 650,000.0000 33,198.76 06/30/2008 ------------------------ ---------------------- 1,000,000.0000 50,775.01 123 SUB-COHORT 12X4212 1212123 09/30/2008 02000 5.979999600 10,000,000.0000 448,499.97 06/30/2008 12X4212 1212123 09/30/2008 02001 4.489999200 18,000,000.0000 606,149.89 06/30/2008 12X4212 1212123 09/30/2009 02002 3.510000000 20,000,000.0000 526,500.00 06/30/2008 12X4212 1212123 09/30/2010 02003 3.420000000 50,000,000.0000 1,282,500.00 06/30/2008 12X4212 1212123 09/30/2011 02004 3.030001200 83,000,000.0000 1,886,175.75 06/30/2008 12X4212 1212123 09/30/2012 02004 3.030001200 2,000,000.0000 45,450.02 06/30/2008 12X4212 1212123 09/30/2012 02005 4.050000000 70,000,000.0000 2,126,250.00 06/30/2008 12X4212 1212123 09/30/2013 02005 4.050000000 15,000,000.0000 455,625.00 06/30/2008 12X4212 1212123 09/30/2013 02006 4.749998400 42,000,000.0000 1,496,249.50 06/30/2008 12X4212 1212123 09/30/2015 02007 4.749998400 120,000,000.0000 4,274,998.56 06/30/2008 ------------------------ ---------------------- 430,000,000.0000 13,148,398.69 ======================== ====================== 5,964,135,000.0000 220,507,078.62 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00