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 315,099.95 07/31/2009 12X4212 1212101 09/30/2012 01993 4.629999600 8,500,000.0000 327,958.31 07/31/2009 12X4212 1212101 09/30/2012 01994 5.420001600 14,000,000.0000 632,333.52 07/31/2009 12X4212 1212101 09/30/2009 01995 6.739999200 25,000,000.0000 1,404,166.50 07/31/2009 12X4212 1212101 09/30/2009 01996 5.969998800 34,000,000.0000 1,691,499.66 07/31/2009 12X4212 1212101 09/30/2009 01997 6.149998800 41,000,000.0000 2,101,249.59 07/31/2009 12X4212 1212101 09/30/2010 01998 5.550001200 26,000,000.0000 1,202,500.26 07/31/2009 12X4212 1212101 09/30/2012 01998 5.550001200 1,800,000.0000 83,250.02 07/31/2009 12X4212 1212101 09/30/2009 01999 5.199998400 44,000,000.0000 1,906,666.08 07/31/2009 12X4212 1212101 09/30/2012 01999 5.199998400 30,000,000.0000 1,299,999.60 07/31/2009 12X4212 1212101 09/30/2012 02000 6.249999600 55,000,000.0000 2,864,583.15 07/31/2009 12X4212 1212101 09/30/2009 02001 5.010001200 137,000,000.0000 5,719,751.37 07/31/2009 12X4212 1212101 09/30/2012 02001 5.010001200 3,000,000.0000 125,250.03 07/31/2009 12X4212 1212101 09/30/2010 02002 4.119998400 85,000,000.0000 2,918,332.20 07/31/2009 12X4212 1212101 09/30/2012 02002 4.119998400 4,000,000.0000 137,333.28 07/31/2009 12X4212 1212101 09/30/2011 02003 3.250000800 35,000,000.0000 947,916.90 07/31/2009 12X4212 1212101 09/30/2012 02003 3.250000800 81,300,000.0000 2,201,875.54 07/31/2009 12X4212 1212101 09/30/2012 02004 3.639999600 144,400,000.0000 4,380,132.85 07/31/2009 12X4212 1212101 09/30/2009 02005 4.089999600 427,000,000.0000 14,553,581.91 07/31/2009 12X4212 1212101 09/30/2010 02006 4.809999600 231,000,000.0000 9,259,249.23 07/31/2009 12X4212 1212101 09/30/2011 02007 4.700001600 156,000,000.0000 6,110,002.08 07/31/2009 12X4212 1212101 09/30/2012 02007 4.700001600 140,000,000.0000 5,483,335.20 07/31/2009 12X4212 1212101 09/30/2012 02008 3.750001200 550,000,000.0000 17,187,505.50 07/31/2009 12X4212 1212101 09/30/2014 02009 3.750001200 605,212,024.0000 18,912,881.80 07/31/2009 ------------------------ ---------------------- 2,885,112,024.0000 101,766,454.53 105 SUB-COHORT 12X4212 1212105 09/30/2041 01992 7.499998800 19,000,000.0000 1,187,499.81 07/31/2009 12X4212 1212105 09/30/2038 01993 6.660000000 1,500,000.0000 83,250.00 07/31/2009 12X4212 1212105 09/30/2041 01993 6.660000000 20,000,000.0000 1,110,000.00 07/31/2009 12X4212 1212105 09/30/2035 01994 6.840000000 15,000,000.0000 855,000.00 07/31/2009 12X4212 1212105 09/30/2041 01994 6.840000000 19,000,000.0000 1,083,000.00 07/31/2009 12X4212 1212105 09/30/2035 01995 7.319998800 18,500,000.0000 1,128,499.82 07/31/2009 12X4212 1212105 09/30/2041 01995 7.319998800 5,000,000.0000 304,999.95 07/31/2009 12X4212 1212105 09/30/2036 01996 6.789999600 3,000,000.0000 169,749.99 07/31/2009 12X4212 1212105 09/30/2037 01996 6.789999600 12,000,000.0000 678,999.96 07/31/2009 12X4212 1212105 09/30/2041 01996 6.789999600 19,000,000.0000 1,075,083.27 07/31/2009 12X4212 1212105 09/30/2044 01996 6.789999600 2,000,000.0000 113,166.66 07/31/2009 12X4212 1212105 09/30/2038 01997 6.500001600 20,000,000.0000 1,083,333.60 07/31/2009 12X4212 1212105 09/30/2041 01997 6.500001600 15,000,000.0000 812,500.20 07/31/2009 12X4212 1212105 09/30/2038 01998 5.940000000 30,500,000.0000 1,509,750.00 07/31/2009 12X4212 1212105 09/30/2041 01998 5.940000000 11,000,000.0000 544,500.00 07/31/2009 12X4212 1212105 09/30/2039 01999 5.929999200 56,000,000.0000 2,767,332.96 07/31/2009 12X4212 1212105 09/30/2041 01999 5.929999200 8,000,000.0000 395,333.28 07/31/2009 12X4212 1212105 09/30/2044 01999 5.929999200 23,000,000.0000 1,136,583.18 07/31/2009 12X4212 1212105 09/30/2040 02000 6.230001600 74,000,000.0000 3,841,834.32 07/31/2009 12X4212 1212105 09/30/2041 02000 6.230001600 50,000,000.0000 2,595,834.00 07/31/2009 12X4212 1212105 09/30/2044 02000 6.230001600 15,500,000.0000 804,708.54 07/31/2009 12X4212 1212105 09/30/2041 02001 5.410000800 50,000,000.0000 2,254,167.00 07/31/2009 12X4212 1212105 09/30/2042 02001 5.410000800 11,500,000.0000 518,458.41 07/31/2009 12X4212 1212105 09/30/2044 02001 5.410000800 53,000,000.0000 2,389,417.02 07/31/2009 12X4212 1212105 09/30/2042 02002 5.029999200 104,000,000.0000 4,359,332.64 07/31/2009 12X4212 1212105 09/30/2043 02002 5.029999200 35,000,000.0000 1,467,083.10 07/31/2009 12X4212 1212105 09/30/2043 02003 4.600000800 87,000,000.0000 3,335,000.58 07/31/2009 12X4212 1212105 09/30/2044 02003 4.600000800 60,000,000.0000 2,300,000.40 07/31/2009 12X4212 1212105 09/30/2044 02004 4.680000000 95,000,000.0000 3,705,000.00 07/31/2009 12X4212 1212105 09/30/2045 02004 4.680000000 12,000,000.0000 468,000.00 07/31/2009 12X4212 1212105 09/30/2046 02004 4.680000000 30,000,000.0000 1,170,000.00 07/31/2009 12X4212 1212105 09/30/2045 02005 4.590000000 163,000,000.0000 6,234,750.00 07/31/2009 12X4212 1212105 09/30/2046 02005 4.590000000 100,000,000.0000 3,825,000.00 07/31/2009 12X4212 1212105 09/30/2046 02006 4.849999200 223,000,000.0000 9,012,915.18 07/31/2009 12X4212 1212105 09/30/2047 02006 4.849999200 25,000,000.0000 1,010,416.50 07/31/2009 12X4212 1212105 09/30/2048 02006 4.849999200 30,000,000.0000 1,212,499.80 07/31/2009 12X4212 1212105 09/30/2046 02007 4.629999600 207,000,000.0000 7,986,749.31 07/31/2009 12X4212 1212105 09/30/2047 02007 4.629999600 49,000,000.0000 1,890,583.17 07/31/2009 12X4212 1212105 09/30/2048 02007 4.629999600 40,000,000.0000 1,543,333.20 07/31/2009 12X4212 1212105 09/30/2048 02008 4.510000800 357,000,000.0000 13,417,252.38 07/31/2009 12X4212 1212105 09/30/2049 02009 4.510000800 187,521,220.0000 7,047,673.77 07/31/2009 ------------------------ ---------------------- 2,356,021,220.0000 98,428,592.00 107 SUB-COHORT 12X4212 1212107 09/30/2009 01992 7.539998400 22,000,000.0000 1,382,333.04 07/31/2009 12X4212 1212107 09/30/2015 01992 7.539998400 2,000,000.0000 125,666.64 07/31/2009 12X4212 1212107 09/30/2022 01992 7.539998400 8,000,000.0000 502,666.56 07/31/2009 12X4212 1212107 09/30/2015 01993 6.660000000 6,000,000.0000 333,000.00 07/31/2009 12X4212 1212107 09/30/2016 01993 6.660000000 3,000,000.0000 166,500.00 07/31/2009 12X4212 1212107 09/30/2022 01993 6.660000000 7,000,000.0000 388,500.00 07/31/2009 12X4212 1212107 09/30/2015 01994 6.800000400 28,000,000.0000 1,586,666.76 07/31/2009 12X4212 1212107 09/30/2022 01994 6.800000400 3,000,000.0000 170,000.01 07/31/2009 12X4212 1212107 09/30/2015 01995 7.200000000 16,000,000.0000 960,000.00 07/31/2009 12X4212 1212107 09/30/2016 01995 7.200000000 3,000,000.0000 180,000.00 07/31/2009 12X4212 1212107 09/30/2015 01996 6.639998400 32,000,000.0000 1,770,666.24 07/31/2009 12X4212 1212107 09/30/2020 01996 6.639998400 15,000,000.0000 829,999.80 07/31/2009 12X4212 1212107 09/30/2022 01996 6.639998400 9,000,000.0000 497,999.88 07/31/2009 12X4212 1212107 09/30/2015 01997 6.710000400 36,000,000.0000 2,013,000.12 07/31/2009 12X4212 1212107 09/30/2022 01997 6.710000400 12,000,000.0000 671,000.04 07/31/2009 12X4212 1212107 09/30/2015 01998 5.839999200 21,500,000.0000 1,046,333.19 07/31/2009 12X4212 1212107 09/30/2022 01998 5.839999200 15,000,000.0000 729,999.90 07/31/2009 12X4212 1212107 09/30/2009 01999 5.730001200 214,000,000.0000 10,218,502.14 07/31/2009 12X4212 1212107 09/30/2010 01999 5.730001200 25,000,000.0000 1,193,750.25 07/31/2009 12X4212 1212107 09/30/2010 02000 6.379999200 68,000,000.0000 3,615,332.88 07/31/2009 12X4212 1212107 09/30/2015 02001 5.209999200 45,000,000.0000 1,953,749.70 07/31/2009 12X4212 1212107 09/30/2016 02002 4.640000400 32,000,000.0000 1,237,333.44 07/31/2009 12X4212 1212107 09/30/2017 02003 3.740000400 43,000,000.0000 1,340,166.81 07/31/2009 12X4212 1212107 09/30/2018 02003 3.740000400 20,000,000.0000 623,333.40 07/31/2009 12X4212 1212107 09/30/2018 02004 4.119998400 23,000,000.0000 789,666.36 07/31/2009 12X4212 1212107 09/30/2019 02005 4.179999600 17,000,000.0000 592,166.61 07/31/2009 12X4212 1212107 09/30/2020 02005 4.179999600 3,000,000.0000 104,499.99 07/31/2009 12X4212 1212107 09/30/2020 02006 4.839998400 39,500,000.0000 1,593,166.14 07/31/2009 12X4212 1212107 09/30/2021 02007 4.759999200 54,000,000.0000 2,141,999.64 07/31/2009 12X4212 1212107 09/30/2022 02007 4.759999200 5,000,000.0000 198,333.30 07/31/2009 12X4212 1212107 09/30/2022 02008 4.060000800 47,000,000.0000 1,590,166.98 07/31/2009 12X4212 1212107 09/30/2024 02009 4.060000800 74,073,425.0000 2,506,151.37 07/31/2009 ------------------------ ---------------------- 948,073,425.0000 43,052,651.19 108 SUB-COHORT 12X4212 1212108 09/30/2041 01992 7.530001200 2,000,000.0000 125,500.02 07/31/2009 12X4212 1212108 09/30/2044 01993 6.660000000 5,000,000.0000 277,500.00 07/31/2009 12X4212 1212108 09/30/2048 01994 6.940000800 5,500,000.0000 318,083.37 07/31/2009 12X4212 1212108 09/30/2041 01997 6.720001200 2,100,000.0000 117,600.02 07/31/2009 12X4212 1212108 09/30/2044 01997 6.720001200 3,000,000.0000 168,000.03 07/31/2009 12X4212 1212108 09/30/2038 01998 5.910001200 1,000,000.0000 49,250.01 07/31/2009 12X4212 1212108 09/30/2041 01998 5.910001200 3,000,000.0000 147,750.03 07/31/2009 12X4212 1212108 09/30/2044 01998 5.910001200 1,300,000.0000 64,025.01 07/31/2009 ------------------------ ---------------------- 22,900,000.0000 1,267,708.49 109 SUB-COHORT 12X4212 1212109 09/30/2032 01992 7.089998400 200,000.0000 11,816.66 07/31/2009 12X4212 1212109 09/30/2034 01992 7.089998400 500,000.0000 29,541.66 07/31/2009 12X4212 1212109 09/30/2035 01992 7.089998400 25,000.0000 1,477.08 07/31/2009 12X4212 1212109 09/30/2040 01992 7.089998400 25,000.0000 1,477.08 07/31/2009 12X4212 1212109 09/30/2046 01992 7.089998400 1,000,000.0000 59,083.32 07/31/2009 12X4212 1212109 09/30/2033 01993 6.649999200 600,000.0000 33,250.00 07/31/2009 12X4212 1212109 09/30/2035 01993 6.649999200 80,000.0000 4,433.33 07/31/2009 12X4212 1212109 09/30/2037 01993 6.649999200 50,000.0000 2,770.83 07/31/2009 12X4212 1212109 09/30/2034 01994 6.980000400 475,000.0000 27,629.17 07/31/2009 12X4212 1212109 09/30/2035 01995 7.390000800 450,000.0000 27,712.50 07/31/2009 12X4212 1212109 09/30/2036 01996 6.770001600 525,000.0000 29,618.76 07/31/2009 12X4212 1212109 09/30/2040 01996 6.770001600 25,000.0000 1,410.42 07/31/2009 12X4212 1212109 09/30/2037 01997 6.890000400 200,000.0000 11,483.33 07/31/2009 12X4212 1212109 09/30/2038 01998 5.810000400 475,000.0000 22,997.92 07/31/2009 12X4212 1212109 09/30/2040 02000 6.249999600 1,025,000.0000 53,385.41 07/31/2009 12X4212 1212109 09/30/2041 02001 5.420001600 1,750,000.0000 79,041.69 07/31/2009 12X4212 1212109 09/30/2042 02002 5.220000000 1,950,000.0000 84,825.00 07/31/2009 12X4212 1212109 09/30/2043 02003 4.929998400 500,000.0000 20,541.66 07/31/2009 12X4212 1212109 09/30/2044 02004 4.899999600 2,780,000.0000 113,516.66 07/31/2009 12X4212 1212109 09/30/2046 02006 4.910000400 1,000,000.0000 40,916.67 07/31/2009 12X4212 1212109 09/30/2050 02009 4.982698800 3,692,000.0000 153,301.03 07/31/2009 ------------------------ ---------------------- 17,327,000.0000 810,230.18 116 SUB-COHORT 12X4212 1212116 09/30/2034 01992 7.499998800 100,000.0000 6,250.00 07/31/2009 12X4212 1212116 09/30/2036 01992 7.499998800 750,000.0000 46,874.99 07/31/2009 12X4212 1212116 09/30/2034 01993 6.720001200 200,000.0000 11,200.00 07/31/2009 12X4212 1212116 09/30/2037 01993 6.720001200 100,000.0000 5,600.00 07/31/2009 12X4212 1212116 09/30/2038 01993 6.720001200 250,000.0000 14,000.00 07/31/2009 12X4212 1212116 09/30/2037 01994 6.879999600 200,000.0000 11,466.67 07/31/2009 ------------------------ ---------------------- 1,600,000.0000 95,391.66 121 SUB-COHORT 12X4212 1212121 09/30/2033 01993 6.649999200 150,000.0000 8,312.50 07/31/2009 12X4212 1212121 09/30/2034 01993 6.649999200 100,000.0000 5,541.67 07/31/2009 12X4212 1212121 09/30/2028 01994 6.810001200 100,000.0000 5,675.00 07/31/2009 12X4212 1212121 09/30/2034 01994 6.810001200 650,000.0000 36,887.51 07/31/2009 ------------------------ ---------------------- 1,000,000.0000 56,416.68 123 SUB-COHORT 12X4212 1212123 09/30/2015 02001 4.439998800 500,000.0000 18,500.00 07/31/2009 12X4212 1212123 09/30/2009 02002 3.319999200 20,000,000.0000 553,333.20 07/31/2009 12X4212 1212123 09/30/2010 02003 2.720001600 50,000,000.0000 1,133,334.00 07/31/2009 12X4212 1212123 09/30/2011 02004 3.359998800 83,000,000.0000 2,323,999.17 07/31/2009 12X4212 1212123 09/30/2012 02004 3.359998800 2,000,000.0000 55,999.98 07/31/2009 12X4212 1212123 09/30/2012 02005 3.970000800 70,000,000.0000 2,315,833.80 07/31/2009 12X4212 1212123 09/30/2013 02005 3.970000800 15,000,000.0000 496,250.10 07/31/2009 12X4212 1212123 09/30/2013 02006 4.759999200 42,000,000.0000 1,665,999.72 07/31/2009 12X4212 1212123 09/30/2015 02007 3.920000400 120,000,000.0000 3,920,000.40 07/31/2009 12X4212 1212123 09/30/2015 02008 4.979998800 80,000,000.0000 3,319,999.20 07/31/2009 12X4212 1212123 09/30/2016 02008 4.979998800 22,000,000.0000 912,999.78 07/31/2009 12X4212 1212123 09/30/2017 02009 4.979998800 100,000,000.0000 4,149,999.00 07/31/2009 ------------------------ ---------------------- 604,500,000.0000 20,866,248.35 ======================== ====================== 6,836,533,669.0000 266,343,693.08 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00