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 283,589.96 06/30/2010 12X4212 1212101 09/30/2014 01992 5.479999200 9,000,000.0000 369,899.95 06/30/2010 12X4212 1212101 09/30/2012 01993 4.629999600 8,500,000.0000 295,162.47 06/30/2010 12X4212 1212101 09/30/2014 01993 4.629999600 15,400,000.0000 534,764.95 06/30/2010 12X4212 1212101 09/30/2012 01994 5.420001600 14,000,000.0000 569,100.17 06/30/2010 12X4212 1212101 09/30/2014 01994 5.420001600 15,600,000.0000 634,140.19 06/30/2010 12X4212 1212101 09/30/2014 01995 6.739999200 25,400,000.0000 1,283,969.85 06/30/2010 12X4212 1212101 09/30/2014 01996 5.969998800 39,000,000.0000 1,746,224.65 06/30/2010 12X4212 1212101 09/30/2014 01997 6.149998800 41,000,000.0000 1,891,124.63 06/30/2010 12X4212 1212101 09/30/2010 01998 5.550001200 26,000,000.0000 1,082,250.23 06/30/2010 12X4212 1212101 09/30/2012 01998 5.550001200 1,800,000.0000 74,925.02 06/30/2010 12X4212 1212101 09/30/2014 01998 5.550001200 30,600,000.0000 1,273,725.28 06/30/2010 12X4212 1212101 09/30/2012 01999 5.199998400 30,000,000.0000 1,169,999.64 06/30/2010 12X4212 1212101 09/30/2014 01999 5.199998400 45,000,000.0000 1,754,999.46 06/30/2010 12X4212 1212101 09/30/2012 02000 6.249999600 55,000,000.0000 2,578,124.84 06/30/2010 12X4212 1212101 09/30/2014 02000 6.249999600 16,000,000.0000 749,999.95 06/30/2010 12X4212 1212101 09/30/2012 02001 4.960000800 3,000,000.0000 111,600.02 06/30/2010 12X4212 1212101 09/30/2014 02001 4.960000800 81,300,000.0000 3,024,360.49 06/30/2010 12X4212 1212101 09/30/2010 02002 3.999999600 85,000,000.0000 2,549,999.75 06/30/2010 12X4212 1212101 09/30/2012 02002 3.999999600 4,000,000.0000 119,999.99 06/30/2010 12X4212 1212101 09/30/2014 02002 3.999999600 65,000,000.0000 1,949,999.81 06/30/2010 12X4212 1212101 09/30/2011 02003 3.009999600 35,000,000.0000 790,124.90 06/30/2010 12X4212 1212101 09/30/2012 02003 3.009999600 81,300,000.0000 1,835,347.26 06/30/2010 12X4212 1212101 09/30/2014 02003 3.009999600 7,550,000.0000 170,441.23 06/30/2010 12X4212 1212101 09/30/2012 02004 3.399998400 144,400,000.0000 3,682,198.27 06/30/2010 12X4212 1212101 09/30/2014 02005 4.020001200 222,000,000.0000 6,693,302.00 06/30/2010 12X4212 1212101 09/30/2010 02006 4.799998800 231,000,000.0000 8,315,997.92 06/30/2010 12X4212 1212101 09/30/2014 02006 4.799998800 168,000,000.0000 6,047,998.49 06/30/2010 12X4212 1212101 09/30/2011 02007 4.690000800 156,000,000.0000 5,487,300.94 06/30/2010 12X4212 1212101 09/30/2012 02007 4.690000800 140,000,000.0000 4,924,500.84 06/30/2010 12X4212 1212101 09/30/2012 02008 3.459999600 550,000,000.0000 14,272,498.35 06/30/2010 12X4212 1212101 09/30/2014 02009 3.160000800 958,052,024.0000 22,705,838.72 06/30/2010 12X4212 1212101 09/30/2014 02010 3.160000800 715,956,660.7500 16,968,177.16 06/30/2010 ------------------------ ---------------------- 4,026,758,684.7500 115,941,687.38 105 SUB-COHORT 12X4212 1212105 09/30/2041 01992 7.499998800 19,000,000.0000 1,068,749.83 06/30/2010 12X4212 1212105 09/30/2049 01992 7.499998800 11,500,000.0000 646,874.90 06/30/2010 12X4212 1212105 09/30/2038 01993 6.660000000 1,500,000.0000 74,925.00 06/30/2010 12X4212 1212105 09/30/2041 01993 6.660000000 20,000,000.0000 999,000.00 06/30/2010 12X4212 1212105 09/30/2049 01993 6.660000000 10,500,000.0000 524,475.00 06/30/2010 12X4212 1212105 09/30/2035 01994 6.840000000 15,000,000.0000 769,500.00 06/30/2010 12X4212 1212105 09/30/2041 01994 6.840000000 19,000,000.0000 974,700.00 06/30/2010 12X4212 1212105 09/30/2035 01995 7.319998800 18,500,000.0000 1,015,649.83 06/30/2010 12X4212 1212105 09/30/2041 01995 7.319998800 5,000,000.0000 274,499.96 06/30/2010 12X4212 1212105 09/30/2036 01996 6.789999600 3,000,000.0000 152,774.99 06/30/2010 12X4212 1212105 09/30/2037 01996 6.789999600 12,000,000.0000 611,099.96 06/30/2010 12X4212 1212105 09/30/2041 01996 6.789999600 19,000,000.0000 967,574.94 06/30/2010 12X4212 1212105 09/30/2044 01996 6.789999600 2,000,000.0000 101,849.99 06/30/2010 12X4212 1212105 09/30/2038 01997 6.500001600 20,000,000.0000 975,000.24 06/30/2010 12X4212 1212105 09/30/2041 01997 6.500001600 15,000,000.0000 731,250.18 06/30/2010 12X4212 1212105 09/30/2038 01998 5.940000000 30,500,000.0000 1,358,775.00 06/30/2010 12X4212 1212105 09/30/2041 01998 5.940000000 11,000,000.0000 490,050.00 06/30/2010 12X4212 1212105 09/30/2039 01999 5.929999200 56,000,000.0000 2,490,599.66 06/30/2010 12X4212 1212105 09/30/2041 01999 5.929999200 8,000,000.0000 355,799.95 06/30/2010 12X4212 1212105 09/30/2044 01999 5.929999200 23,000,000.0000 1,022,924.86 06/30/2010 12X4212 1212105 09/30/2049 01999 5.929999200 7,200,000.0000 320,219.96 06/30/2010 12X4212 1212105 09/30/2040 02000 6.230001600 74,000,000.0000 3,457,650.89 06/30/2010 12X4212 1212105 09/30/2041 02000 6.230001600 50,000,000.0000 2,336,250.60 06/30/2010 12X4212 1212105 09/30/2044 02000 6.230001600 15,500,000.0000 724,237.69 06/30/2010 12X4212 1212105 09/30/2049 02000 6.230001600 9,000,000.0000 420,525.11 06/30/2010 12X4212 1212105 09/30/2041 02001 5.299999200 50,000,000.0000 1,987,499.70 06/30/2010 12X4212 1212105 09/30/2042 02001 5.299999200 11,500,000.0000 457,124.93 06/30/2010 12X4212 1212105 09/30/2044 02001 5.299999200 53,000,000.0000 2,106,749.68 06/30/2010 12X4212 1212105 09/30/2042 02002 4.830001200 104,000,000.0000 3,767,400.94 06/30/2010 12X4212 1212105 09/30/2043 02002 4.830001200 35,000,000.0000 1,267,875.32 06/30/2010 12X4212 1212105 09/30/2049 02002 4.830001200 5,550,000.0000 201,048.80 06/30/2010 12X4212 1212105 09/30/2043 02003 4.320000000 87,000,000.0000 2,818,800.00 06/30/2010 12X4212 1212105 09/30/2044 02003 4.320000000 60,000,000.0000 1,944,000.00 06/30/2010 12X4212 1212105 09/30/2044 02004 4.470001200 95,000,000.0000 3,184,875.86 06/30/2010 12X4212 1212105 09/30/2045 02004 4.470001200 12,000,000.0000 402,300.11 06/30/2010 12X4212 1212105 09/30/2046 02004 4.470001200 30,000,000.0000 1,005,750.27 06/30/2010 12X4212 1212105 09/30/2045 02005 4.550000400 163,000,000.0000 5,562,375.49 06/30/2010 12X4212 1212105 09/30/2046 02005 4.550000400 100,000,000.0000 3,412,500.30 06/30/2010 12X4212 1212105 09/30/2046 02006 4.830001200 223,000,000.0000 8,078,177.01 06/30/2010 12X4212 1212105 09/30/2047 02006 4.830001200 25,000,000.0000 905,625.23 06/30/2010 12X4212 1212105 09/30/2048 02006 4.830001200 30,000,000.0000 1,086,750.27 06/30/2010 12X4212 1212105 09/30/2046 02007 4.550000400 207,000,000.0000 7,063,875.62 06/30/2010 12X4212 1212105 09/30/2047 02007 4.550000400 49,000,000.0000 1,672,125.15 06/30/2010 12X4212 1212105 09/30/2048 02007 4.550000400 40,000,000.0000 1,365,000.12 06/30/2010 12X4212 1212105 09/30/2048 02008 4.070001600 270,000,000.0000 8,241,753.24 06/30/2010 12X4212 1212105 09/30/2049 02008 4.070001600 87,000,000.0000 2,655,676.04 06/30/2010 12X4212 1212105 09/30/2049 02009 3.449998800 524,661,220.0000 13,575,604.35 06/30/2010 12X4212 1212105 09/30/2050 02010 3.449998800 467,610,000.0000 12,099,404.54 06/30/2010 ------------------------ ---------------------- 3,204,521,220.0000 107,727,251.51 107 SUB-COHORT 12X4212 1212107 09/30/2015 01992 7.539998400 2,000,000.0000 113,099.98 06/30/2010 12X4212 1212107 09/30/2022 01992 7.539998400 8,000,000.0000 452,399.90 06/30/2010 12X4212 1212107 09/30/2024 01992 7.539998400 14,000,000.0000 791,699.83 06/30/2010 12X4212 1212107 09/30/2015 01993 6.660000000 6,000,000.0000 299,700.00 06/30/2010 12X4212 1212107 09/30/2016 01993 6.660000000 3,000,000.0000 149,850.00 06/30/2010 12X4212 1212107 09/30/2022 01993 6.660000000 7,000,000.0000 349,650.00 06/30/2010 12X4212 1212107 09/30/2015 01994 6.800000400 28,000,000.0000 1,428,000.08 06/30/2010 12X4212 1212107 09/30/2022 01994 6.800000400 3,000,000.0000 153,000.01 06/30/2010 12X4212 1212107 09/30/2015 01995 7.200000000 16,000,000.0000 864,000.00 06/30/2010 12X4212 1212107 09/30/2016 01995 7.200000000 3,000,000.0000 162,000.00 06/30/2010 12X4212 1212107 09/30/2015 01996 6.639998400 32,000,000.0000 1,593,599.62 06/30/2010 12X4212 1212107 09/30/2020 01996 6.639998400 15,000,000.0000 746,999.82 06/30/2010 12X4212 1212107 09/30/2022 01996 6.639998400 9,000,000.0000 448,199.89 06/30/2010 12X4212 1212107 09/30/2015 01997 6.710000400 36,000,000.0000 1,811,700.11 06/30/2010 12X4212 1212107 09/30/2022 01997 6.710000400 12,000,000.0000 603,900.04 06/30/2010 12X4212 1212107 09/30/2015 01998 5.839999200 21,500,000.0000 941,699.87 06/30/2010 12X4212 1212107 09/30/2022 01998 5.839999200 15,000,000.0000 656,999.91 06/30/2010 12X4212 1212107 09/30/2024 01999 5.730001200 116,000,000.0000 4,985,101.04 06/30/2010 12X4212 1212107 09/30/2010 02000 6.379999200 68,000,000.0000 3,253,799.59 06/30/2010 12X4212 1212107 09/30/2024 02000 6.379999200 31,000,000.0000 1,483,349.81 06/30/2010 12X4212 1212107 09/30/2015 02001 5.209999200 45,000,000.0000 1,758,374.73 06/30/2010 12X4212 1212107 09/30/2016 02002 4.600000800 32,000,000.0000 1,104,000.19 06/30/2010 12X4212 1212107 09/30/2017 02003 3.530001600 43,000,000.0000 1,138,425.52 06/30/2010 12X4212 1212107 09/30/2018 02003 3.530001600 20,000,000.0000 529,500.24 06/30/2010 12X4212 1212107 09/30/2018 02004 3.970000800 23,000,000.0000 684,825.14 06/30/2010 12X4212 1212107 09/30/2019 02005 4.119998400 17,000,000.0000 525,299.80 06/30/2010 12X4212 1212107 09/30/2020 02005 4.119998400 3,000,000.0000 92,699.96 06/30/2010 12X4212 1212107 09/30/2020 02006 4.839998400 39,500,000.0000 1,433,849.53 06/30/2010 12X4212 1212107 09/30/2021 02007 4.749998400 54,000,000.0000 1,923,749.35 06/30/2010 12X4212 1212107 09/30/2022 02007 4.749998400 5,000,000.0000 178,124.94 06/30/2010 12X4212 1212107 09/30/2022 02008 3.849998400 47,000,000.0000 1,357,124.44 06/30/2010 12X4212 1212107 09/30/2024 02009 3.279999600 50,000,000.0000 1,229,999.85 06/30/2010 12X4212 1212107 09/30/2024 02010 3.279999600 156,746,110.5000 3,855,953.85 06/30/2010 ------------------------ ---------------------- 980,746,110.5000 37,100,677.04 108 SUB-COHORT 12X4212 1212108 09/30/2041 01992 7.530001200 2,000,000.0000 112,950.02 06/30/2010 12X4212 1212108 09/30/2050 01992 7.530001200 10,200,000.0000 576,045.09 06/30/2010 12X4212 1212108 09/30/2044 01993 6.660000000 5,000,000.0000 249,750.00 06/30/2010 12X4212 1212108 09/30/2050 01993 6.660000000 22,400,000.0000 1,118,880.00 06/30/2010 12X4212 1212108 09/30/2048 01994 6.940000800 5,500,000.0000 286,275.03 06/30/2010 12X4212 1212108 09/30/2050 01994 6.940000800 26,400,000.0000 1,374,120.16 06/30/2010 12X4212 1212108 09/30/2041 01997 6.720001200 2,100,000.0000 105,840.02 06/30/2010 12X4212 1212108 09/30/2044 01997 6.720001200 3,000,000.0000 151,200.03 06/30/2010 12X4212 1212108 09/30/2050 01997 6.720001200 2,700,000.0000 136,080.02 06/30/2010 12X4212 1212108 09/30/2038 01998 5.910001200 1,000,000.0000 44,325.01 06/30/2010 12X4212 1212108 09/30/2041 01998 5.910001200 3,000,000.0000 132,975.03 06/30/2010 12X4212 1212108 09/30/2044 01998 5.910001200 1,300,000.0000 57,622.51 06/30/2010 12X4212 1212108 09/30/2050 01998 5.910001200 900,000.0000 39,892.51 06/30/2010 ------------------------ ---------------------- 85,500,000.0000 4,385,955.43 109 SUB-COHORT 12X4212 1212109 09/30/2032 01992 7.089998400 200,000.0000 10,635.00 06/30/2010 12X4212 1212109 09/30/2034 01992 7.089998400 500,000.0000 26,587.49 06/30/2010 12X4212 1212109 09/30/2035 01992 7.089998400 25,000.0000 1,329.37 06/30/2010 12X4212 1212109 09/30/2040 01992 7.089998400 25,000.0000 1,329.37 06/30/2010 12X4212 1212109 09/30/2046 01992 7.089998400 1,000,000.0000 53,174.99 06/30/2010 12X4212 1212109 09/30/2033 01993 6.649999200 600,000.0000 29,925.00 06/30/2010 12X4212 1212109 09/30/2035 01993 6.649999200 80,000.0000 3,990.00 06/30/2010 12X4212 1212109 09/30/2037 01993 6.649999200 50,000.0000 2,493.75 06/30/2010 12X4212 1212109 09/30/2034 01994 6.980000400 475,000.0000 24,866.25 06/30/2010 12X4212 1212109 09/30/2035 01995 7.390000800 450,000.0000 24,941.25 06/30/2010 12X4212 1212109 09/30/2036 01996 6.770001600 525,000.0000 26,656.88 06/30/2010 12X4212 1212109 09/30/2040 01996 6.770001600 25,000.0000 1,269.38 06/30/2010 12X4212 1212109 09/30/2037 01997 6.890000400 200,000.0000 10,335.00 06/30/2010 12X4212 1212109 09/30/2038 01998 5.810000400 475,000.0000 20,698.13 06/30/2010 12X4212 1212109 09/30/2040 02000 6.249999600 1,025,000.0000 48,046.87 06/30/2010 12X4212 1212109 09/30/2041 02001 5.249998800 1,750,000.0000 68,906.23 06/30/2010 12X4212 1212109 09/30/2042 02002 3.420000000 1,950,000.0000 50,017.50 06/30/2010 12X4212 1212109 09/30/2043 02003 4.870000800 500,000.0000 18,262.50 06/30/2010 12X4212 1212109 09/30/2044 02004 4.889998800 2,780,000.0000 101,956.47 06/30/2010 12X4212 1212109 09/30/2046 02006 4.910000400 1,000,000.0000 36,825.00 06/30/2010 ------------------------ ---------------------- 13,635,000.0000 562,246.43 116 SUB-COHORT 12X4212 1212116 09/30/2034 01992 7.499998800 100,000.0000 5,625.00 06/30/2010 12X4212 1212116 09/30/2036 01992 7.499998800 750,000.0000 42,187.49 06/30/2010 12X4212 1212116 09/30/2034 01993 6.720001200 200,000.0000 10,080.00 06/30/2010 12X4212 1212116 09/30/2037 01993 6.720001200 100,000.0000 5,040.00 06/30/2010 12X4212 1212116 09/30/2038 01993 6.720001200 250,000.0000 12,600.00 06/30/2010 12X4212 1212116 09/30/2037 01994 6.879999600 200,000.0000 10,320.00 06/30/2010 ------------------------ ---------------------- 1,600,000.0000 85,852.49 121 SUB-COHORT 12X4212 1212121 09/30/2033 01993 6.649999200 150,000.0000 7,481.25 06/30/2010 12X4212 1212121 09/30/2034 01993 6.649999200 100,000.0000 4,987.50 06/30/2010 12X4212 1212121 09/30/2028 01994 6.810001200 100,000.0000 5,107.50 06/30/2010 12X4212 1212121 09/30/2034 01994 6.810001200 650,000.0000 33,198.76 06/30/2010 ------------------------ ---------------------- 1,000,000.0000 50,775.01 123 SUB-COHORT 12X4212 1212123 09/30/2017 02000 5.979999600 9,000,000.0000 403,649.97 06/30/2010 12X4212 1212123 09/30/2015 02001 4.089999600 500,000.0000 15,337.50 06/30/2010 12X4212 1212123 09/30/2017 02001 4.089999600 16,400,000.0000 503,069.95 06/30/2010 12X4212 1212123 09/30/2017 02002 2.689999200 17,300,000.0000 349,027.40 06/30/2010 12X4212 1212123 09/30/2010 02003 2.440000800 50,000,000.0000 915,000.30 06/30/2010 12X4212 1212123 09/30/2017 02003 2.440000800 1,500,000.0000 27,450.01 06/30/2010 12X4212 1212123 09/30/2011 02004 3.499999200 83,000,000.0000 2,178,749.50 06/30/2010 12X4212 1212123 09/30/2012 02004 3.499999200 2,000,000.0000 52,499.99 06/30/2010 12X4212 1212123 09/30/2012 02005 3.849998400 70,000,000.0000 2,021,249.16 06/30/2010 12X4212 1212123 09/30/2013 02005 3.849998400 15,000,000.0000 433,124.82 06/30/2010 12X4212 1212123 09/30/2013 02006 4.780000800 42,000,000.0000 1,505,700.25 06/30/2010 12X4212 1212123 09/30/2015 02007 2.530000800 120,000,000.0000 2,277,000.72 06/30/2010 12X4212 1212123 09/30/2015 02008 3.229999200 80,000,000.0000 1,937,999.52 06/30/2010 12X4212 1212123 09/30/2017 02008 3.229999200 22,000,000.0000 532,949.87 06/30/2010 12X4212 1212123 09/30/2017 02009 1.990000800 100,000,000.0000 1,492,500.60 06/30/2010 ------------------------ ---------------------- 628,700,000.0000 14,645,309.56 ======================== ====================== 8,942,461,015.2500 280,499,754.85 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 12X4212 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 ------------------------ ---------------------- 0.0000 716,250.15 ======================== ====================== 0.0000 716,250.15