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 500,000.0000 22,833.33 07/31/2008 12X4212 1212101 09/30/2012 01993 4.629999600 4,000,000.0000 154,333.32 07/31/2008 12X4212 1212101 09/30/2012 01994 5.420001600 12,000,000.0000 542,000.16 07/31/2008 12X4212 1212101 09/30/2009 01995 6.739999200 13,000,000.0000 730,166.58 07/31/2008 12X4212 1212101 09/30/2009 01996 5.969998800 20,000,000.0000 994,999.80 07/31/2008 12X4212 1212101 09/30/2009 01997 6.159999600 23,000,000.0000 1,180,666.59 07/31/2008 12X4212 1212101 09/30/2010 01998 5.550001200 26,000,000.0000 1,202,500.26 07/31/2008 12X4212 1212101 09/30/2009 01999 5.199998400 25,000,000.0000 1,083,333.00 07/31/2008 12X4212 1212101 09/30/2012 01999 5.199998400 30,000,000.0000 1,299,999.60 07/31/2008 12X4212 1212101 09/30/2012 02000 6.260000400 55,000,000.0000 2,869,166.85 07/31/2008 12X4212 1212101 09/30/2009 02001 4.979998800 70,000,000.0000 2,904,999.30 07/31/2008 12X4212 1212101 09/30/2010 02002 3.700000800 85,000,000.0000 2,620,833.90 07/31/2008 12X4212 1212101 09/30/2011 02003 2.859998400 35,000,000.0000 834,166.20 07/31/2008 12X4212 1212101 09/30/2012 02003 2.859998400 76,000,000.0000 1,811,332.32 07/31/2008 12X4212 1212101 09/30/2012 02004 3.510000000 139,000,000.0000 4,065,750.00 07/31/2008 12X4212 1212101 09/30/2009 02005 4.029998400 205,000,000.0000 6,884,580.60 07/31/2008 12X4212 1212101 09/30/2010 02006 4.809999600 231,000,000.0000 9,259,249.23 07/31/2008 12X4212 1212101 09/30/2011 02007 4.830001200 156,000,000.0000 6,279,001.56 07/31/2008 12X4212 1212101 09/30/2012 02008 4.830001200 550,000,000.0000 22,137,505.50 07/31/2008 ------------------------ ---------------------- 1,755,500,000.0000 66,877,418.10 105 SUB-COHORT 12X4212 1212105 09/30/2041 01992 7.499998800 19,000,000.0000 1,187,499.81 07/31/2008 12X4212 1212105 09/30/2038 01993 6.660000000 1,500,000.0000 83,250.00 07/31/2008 12X4212 1212105 09/30/2041 01993 6.660000000 20,000,000.0000 1,110,000.00 07/31/2008 12X4212 1212105 09/30/2035 01994 6.840000000 15,000,000.0000 855,000.00 07/31/2008 12X4212 1212105 09/30/2041 01994 6.840000000 19,000,000.0000 1,083,000.00 07/31/2008 12X4212 1212105 09/30/2035 01995 7.319998800 18,500,000.0000 1,128,499.82 07/31/2008 12X4212 1212105 09/30/2041 01995 7.319998800 5,000,000.0000 304,999.95 07/31/2008 12X4212 1212105 09/30/2036 01996 6.789999600 3,000,000.0000 169,749.99 07/31/2008 12X4212 1212105 09/30/2037 01996 6.789999600 12,000,000.0000 678,999.96 07/31/2008 12X4212 1212105 09/30/2041 01996 6.789999600 19,000,000.0000 1,075,083.27 07/31/2008 12X4212 1212105 09/30/2044 01996 6.789999600 2,000,000.0000 113,166.66 07/31/2008 12X4212 1212105 09/30/2038 01997 6.500001600 20,000,000.0000 1,083,333.60 07/31/2008 12X4212 1212105 09/30/2041 01997 6.500001600 15,000,000.0000 812,500.20 07/31/2008 12X4212 1212105 09/30/2038 01998 5.940000000 30,500,000.0000 1,509,750.00 07/31/2008 12X4212 1212105 09/30/2041 01998 5.940000000 11,000,000.0000 544,500.00 07/31/2008 12X4212 1212105 09/30/2039 01999 5.940000000 56,000,000.0000 2,772,000.00 07/31/2008 12X4212 1212105 09/30/2041 01999 5.940000000 8,000,000.0000 396,000.00 07/31/2008 12X4212 1212105 09/30/2044 01999 5.940000000 23,000,000.0000 1,138,500.00 07/31/2008 12X4212 1212105 09/30/2040 02000 6.239998800 74,000,000.0000 3,847,999.26 07/31/2008 12X4212 1212105 09/30/2041 02000 6.239998800 50,000,000.0000 2,599,999.50 07/31/2008 12X4212 1212105 09/30/2044 02000 6.239998800 15,500,000.0000 805,999.85 07/31/2008 12X4212 1212105 09/30/2041 02001 5.349999600 50,000,000.0000 2,229,166.50 07/31/2008 12X4212 1212105 09/30/2042 02001 5.349999600 11,500,000.0000 512,708.30 07/31/2008 12X4212 1212105 09/30/2044 02001 5.349999600 53,000,000.0000 2,362,916.49 07/31/2008 12X4212 1212105 09/30/2042 02002 4.820000400 104,000,000.0000 4,177,333.68 07/31/2008 12X4212 1212105 09/30/2043 02002 4.820000400 35,000,000.0000 1,405,833.45 07/31/2008 12X4212 1212105 09/30/2043 02003 4.320000000 87,000,000.0000 3,132,000.00 07/31/2008 12X4212 1212105 09/30/2044 02003 4.320000000 60,000,000.0000 2,160,000.00 07/31/2008 12X4212 1212105 09/30/2044 02004 4.460000400 95,000,000.0000 3,530,833.65 07/31/2008 12X4212 1212105 09/30/2045 02004 4.460000400 12,000,000.0000 446,000.04 07/31/2008 12X4212 1212105 09/30/2046 02004 4.460000400 30,000,000.0000 1,115,000.10 07/31/2008 12X4212 1212105 09/30/2045 02005 4.479998400 163,000,000.0000 6,085,331.16 07/31/2008 12X4212 1212105 09/30/2046 02005 4.479998400 100,000,000.0000 3,733,332.00 07/31/2008 12X4212 1212105 09/30/2046 02006 4.839998400 223,000,000.0000 8,994,330.36 07/31/2008 12X4212 1212105 09/30/2047 02006 4.839998400 25,000,000.0000 1,008,333.00 07/31/2008 12X4212 1212105 09/30/2048 02006 4.839998400 30,000,000.0000 1,209,999.60 07/31/2008 12X4212 1212105 09/30/2046 02007 4.839998400 207,000,000.0000 8,348,997.24 07/31/2008 12X4212 1212105 09/30/2047 02007 4.839998400 49,000,000.0000 1,976,332.68 07/31/2008 12X4212 1212105 09/30/2048 02007 4.839998400 40,000,000.0000 1,613,332.80 07/31/2008 12X4212 1212105 09/30/2048 02008 4.839998400 270,000,000.0000 10,889,996.40 07/31/2008 ------------------------ ---------------------- 2,081,500,000.0000 88,231,609.32 107 SUB-COHORT 12X4212 1212107 09/30/2009 01992 7.539998400 8,000,000.0000 502,666.56 07/31/2008 12X4212 1212107 09/30/2015 01992 7.539998400 2,000,000.0000 125,666.64 07/31/2008 12X4212 1212107 09/30/2022 01992 7.539998400 8,000,000.0000 502,666.56 07/31/2008 12X4212 1212107 09/30/2015 01993 6.660000000 6,000,000.0000 333,000.00 07/31/2008 12X4212 1212107 09/30/2016 01993 6.660000000 3,000,000.0000 166,500.00 07/31/2008 12X4212 1212107 09/30/2022 01993 6.660000000 7,000,000.0000 388,500.00 07/31/2008 12X4212 1212107 09/30/2015 01994 6.789999600 28,000,000.0000 1,584,333.24 07/31/2008 12X4212 1212107 09/30/2022 01994 6.789999600 3,000,000.0000 169,749.99 07/31/2008 12X4212 1212107 09/30/2015 01995 7.200000000 16,000,000.0000 960,000.00 07/31/2008 12X4212 1212107 09/30/2016 01995 7.200000000 3,000,000.0000 180,000.00 07/31/2008 12X4212 1212107 09/30/2015 01996 6.639998400 32,000,000.0000 1,770,666.24 07/31/2008 12X4212 1212107 09/30/2020 01996 6.639998400 15,000,000.0000 829,999.80 07/31/2008 12X4212 1212107 09/30/2022 01996 6.639998400 9,000,000.0000 497,999.88 07/31/2008 12X4212 1212107 09/30/2015 01997 6.710000400 36,000,000.0000 2,013,000.12 07/31/2008 12X4212 1212107 09/30/2022 01997 6.710000400 12,000,000.0000 671,000.04 07/31/2008 12X4212 1212107 09/30/2015 01998 5.839999200 21,500,000.0000 1,046,333.19 07/31/2008 12X4212 1212107 09/30/2022 01998 5.839999200 15,000,000.0000 729,999.90 07/31/2008 12X4212 1212107 09/30/2009 01999 5.730001200 98,000,000.0000 4,679,500.98 07/31/2008 12X4212 1212107 09/30/2010 01999 5.730001200 25,000,000.0000 1,193,750.25 07/31/2008 12X4212 1212107 09/30/2010 02000 6.369998400 68,000,000.0000 3,609,665.76 07/31/2008 12X4212 1212107 09/30/2015 02001 5.280001200 45,000,000.0000 1,980,000.45 07/31/2008 12X4212 1212107 09/30/2016 02002 4.759999200 32,000,000.0000 1,269,333.12 07/31/2008 12X4212 1212107 09/30/2017 02003 5.090000400 43,000,000.0000 1,823,916.81 07/31/2008 12X4212 1212107 09/30/2018 02003 5.090000400 20,000,000.0000 848,333.40 07/31/2008 12X4212 1212107 09/30/2018 02004 4.219999200 23,000,000.0000 808,833.18 07/31/2008 12X4212 1212107 09/30/2019 02005 4.259998800 17,000,000.0000 603,499.83 07/31/2008 12X4212 1212107 09/30/2020 02005 4.259998800 3,000,000.0000 106,499.97 07/31/2008 12X4212 1212107 09/30/2020 02006 4.830001200 39,500,000.0000 1,589,875.40 07/31/2008 12X4212 1212107 09/30/2021 02007 4.830001200 54,000,000.0000 2,173,500.54 07/31/2008 12X4212 1212107 09/30/2022 02008 4.830001200 47,000,000.0000 1,891,750.47 07/31/2008 ------------------------ ---------------------- 739,000,000.0000 35,050,542.32 108 SUB-COHORT 12X4212 1212108 09/30/2041 01992 7.530001200 2,000,000.0000 125,500.02 07/31/2008 12X4212 1212108 09/30/2044 01993 6.660000000 5,000,000.0000 277,500.00 07/31/2008 12X4212 1212108 09/30/2041 01997 6.720001200 2,100,000.0000 117,600.02 07/31/2008 12X4212 1212108 09/30/2044 01997 6.720001200 3,000,000.0000 168,000.03 07/31/2008 12X4212 1212108 09/30/2038 01998 5.910001200 1,000,000.0000 49,250.01 07/31/2008 12X4212 1212108 09/30/2041 01998 5.910001200 3,000,000.0000 147,750.03 07/31/2008 12X4212 1212108 09/30/2044 01998 5.910001200 1,300,000.0000 64,025.01 07/31/2008 ------------------------ ---------------------- 17,400,000.0000 949,625.12 109 SUB-COHORT 12X4212 1212109 09/30/2032 01992 7.089998400 200,000.0000 11,816.66 07/31/2008 12X4212 1212109 09/30/2034 01992 7.089998400 500,000.0000 29,541.66 07/31/2008 12X4212 1212109 09/30/2035 01992 7.089998400 25,000.0000 1,477.08 07/31/2008 12X4212 1212109 09/30/2040 01992 7.089998400 25,000.0000 1,477.08 07/31/2008 12X4212 1212109 09/30/2046 01992 7.089998400 1,000,000.0000 59,083.32 07/31/2008 12X4212 1212109 09/30/2033 01993 6.649999200 600,000.0000 33,250.00 07/31/2008 12X4212 1212109 09/30/2035 01993 6.649999200 80,000.0000 4,433.33 07/31/2008 12X4212 1212109 09/30/2037 01993 6.649999200 50,000.0000 2,770.83 07/31/2008 12X4212 1212109 09/30/2034 01994 6.980000400 475,000.0000 27,629.17 07/31/2008 12X4212 1212109 09/30/2035 01995 7.390000800 450,000.0000 27,712.50 07/31/2008 12X4212 1212109 09/30/2036 01996 6.770001600 525,000.0000 29,618.76 07/31/2008 12X4212 1212109 09/30/2040 01996 6.770001600 25,000.0000 1,410.42 07/31/2008 12X4212 1212109 09/30/2037 01997 6.890000400 200,000.0000 11,483.33 07/31/2008 12X4212 1212109 09/30/2038 01998 5.810000400 475,000.0000 22,997.92 07/31/2008 12X4212 1212109 09/30/2040 02000 6.140001600 1,025,000.0000 52,445.85 07/31/2008 12X4212 1212109 09/30/2041 02001 5.590000800 1,750,000.0000 81,520.85 07/31/2008 12X4212 1212109 09/30/2042 02002 5.460001200 1,950,000.0000 88,725.02 07/31/2008 12X4212 1212109 09/30/2043 02003 4.979998800 500,000.0000 20,750.00 07/31/2008 12X4212 1212109 09/30/2044 02004 4.929998400 2,780,000.0000 114,211.63 07/31/2008 12X4212 1212109 09/30/2046 02006 4.910000400 1,000,000.0000 40,916.67 07/31/2008 ------------------------ ---------------------- 13,635,000.0000 663,272.08 116 SUB-COHORT 12X4212 1212116 09/30/2034 01992 7.499998800 100,000.0000 6,250.00 07/31/2008 12X4212 1212116 09/30/2036 01992 7.499998800 750,000.0000 46,874.99 07/31/2008 12X4212 1212116 09/30/2034 01993 6.710000400 200,000.0000 11,183.33 07/31/2008 12X4212 1212116 09/30/2037 01993 6.710000400 100,000.0000 5,591.67 07/31/2008 12X4212 1212116 09/30/2038 01993 6.710000400 250,000.0000 13,979.17 07/31/2008 12X4212 1212116 09/30/2037 01994 6.909998400 200,000.0000 11,516.66 07/31/2008 ------------------------ ---------------------- 1,600,000.0000 95,395.82 121 SUB-COHORT 12X4212 1212121 09/30/2033 01993 6.649999200 150,000.0000 8,312.50 07/31/2008 12X4212 1212121 09/30/2034 01993 6.649999200 100,000.0000 5,541.67 07/31/2008 12X4212 1212121 09/30/2028 01994 6.810001200 100,000.0000 5,675.00 07/31/2008 12X4212 1212121 09/30/2034 01994 6.810001200 650,000.0000 36,887.51 07/31/2008 ------------------------ ---------------------- 1,000,000.0000 56,416.68 123 SUB-COHORT 12X4212 1212123 09/30/2015 02001 4.489999200 500,000.0000 18,708.33 07/31/2008 12X4212 1212123 09/30/2009 02002 3.510000000 20,000,000.0000 585,000.00 07/31/2008 12X4212 1212123 09/30/2010 02003 3.420000000 50,000,000.0000 1,425,000.00 07/31/2008 12X4212 1212123 09/30/2011 02004 3.030001200 83,000,000.0000 2,095,750.83 07/31/2008 12X4212 1212123 09/30/2012 02004 3.030001200 2,000,000.0000 50,500.02 07/31/2008 12X4212 1212123 09/30/2012 02005 4.050000000 70,000,000.0000 2,362,500.00 07/31/2008 12X4212 1212123 09/30/2013 02005 4.050000000 15,000,000.0000 506,250.00 07/31/2008 12X4212 1212123 09/30/2013 02006 4.749998400 42,000,000.0000 1,662,499.44 07/31/2008 12X4212 1212123 09/30/2015 02007 4.749998400 120,000,000.0000 4,749,998.40 07/31/2008 ------------------------ ---------------------- 402,500,000.0000 13,456,207.02 ======================== ====================== 5,012,135,000.0000 205,380,486.46 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 12X4212 1212101 09/30/2008 01992 07/17/2008 INT + 0.0000 739,799.89 486959 1212101 09/30/2008 01993 07/17/2008 INT + 0.0000 208,349.98 486961 1212101 09/30/2008 01994 07/17/2008 INT + 0.0000 1,002,700.29 486963 1212101 09/30/2008 01995 07/17/2008 INT + 0.0000 134,799.98 486979 1212101 09/30/2008 01999 07/17/2008 INT + 0.0000 779,999.76 486965 1212101 09/30/2008 02000 07/17/2008 INT + 0.0000 3,286,500.21 486967 1212101 09/30/2008 02003 07/17/2008 INT + 0.0000 1,572,999.12 486969 1212101 09/30/2008 02004 07/17/2008 INT + 0.0000 3,510,000.00 486971 1212101 09/30/2009 01995 07/17/2008 INT + 0.0000 33,699.99 486981 1212101 09/30/2009 01996 07/17/2008 INT + 0.0000 358,199.92 486983 1212101 09/30/2009 01997 07/17/2008 INT + 0.0000 585,199.96 486985 1212101 09/30/2009 02001 07/17/2008 INT + 0.0000 1,244,999.70 486989 1212101 09/30/2010 01998 07/17/2008 INT + 0.0000 804,750.17 486987 1212101 09/30/2010 02002 07/17/2008 INT + 0.0000 1,295,000.28 486991 1212101 09/30/2010 02006 07/17/2008 INT + 0.0000 7,671,949.36 486993 1212101 09/30/2011 02007 07/17/2008 INT + 0.0000 12,702,903.15 486995 1212105 09/30/2035 01992 07/17/2008 INT + 0.0000 37,499.99 487031 1212105 09/30/2036 01996 07/17/2008 INT + 0.0000 237,649.98 486997 1212105 09/30/2037 01992 07/17/2008 INT + 0.0000 112,499.98 487033 1212105 09/30/2038 01997 07/17/2008 INT + 0.0000 260,000.06 486999 1212105 09/30/2038 01998 07/17/2008 INT + 0.0000 297,000.00 487001 1212105 09/30/2039 01999 07/17/2008 INT + 0.0000 386,100.00 487003 1212105 09/30/2040 02000 07/17/2008 INT + 0.0000 1,123,199.78 487005 1212105 09/30/2041 01992 07/17/2008 INT + 0.0000 37,499.99 487035 1212105 09/30/2041 02001 07/17/2008 INT + 0.0000 534,999.96 487007 1212105 09/30/2042 02002 07/17/2008 INT + 0.0000 168,700.01 487009 1212105 09/30/2043 02003 07/17/2008 INT + 0.0000 388,800.00 487011 1212105 09/30/2046 02006 07/17/2008 INT + 0.0000 48,399.98 487013 1212105 09/30/2047 02007 07/17/2008 INT + 0.0000 24,199.99 487015 1212107 09/30/2008 01998 07/17/2008 INT + 0.0000 540,199.92 486973 1212107 09/30/2010 02000 07/17/2008 INT + 0.0000 382,199.90 487017 1212107 09/30/2015 02001 07/17/2008 INT + 0.0000 264,000.06 487019 1212107 09/30/2016 02002 07/17/2008 INT + 0.0000 237,999.96 487021 1212107 09/30/2017 02003 07/17/2008 INT + 0.0000 305,400.02 487023 1212107 09/30/2020 02006 07/17/2008 INT + 0.0000 338,100.08 487025 1212107 09/30/2021 02007 07/17/2008 INT + 0.0000 1,714,650.42 487027 1212107 09/30/2022 02008 07/17/2008 INT + 0.0000 72,450.01 487029 1212108 09/30/2036 01992 07/17/2008 INT + 0.0000 75,300.01 487037 1212108 09/30/2037 01997 07/17/2008 INT + 0.0000 305,760.05 487049 1212108 09/30/2038 01998 07/17/2008 INT + 0.0000 206,850.04 487053 1212108 09/30/2041 01992 07/17/2008 INT + 0.0000 338,850.05 487039 1212108 09/30/2041 01993 07/17/2008 INT + 0.0000 432,900.00 487041 1212108 09/30/2041 01994 07/17/2008 INT + 0.0000 520,500.06 487045 1212108 09/30/2041 01997 07/17/2008 INT + 0.0000 63,840.01 487051 1212108 09/30/2044 01993 07/17/2008 INT + 0.0000 33,300.00 487043 1212108 09/30/2044 01994 07/17/2008 INT + 0.0000 399,050.04 487047 1212123 09/30/2008 02000 07/17/2008 INT + 0.0000 298,999.98 486975 1212123 09/30/2008 02001 07/17/2008 INT + 0.0000 404,099.92 486977 ------------------------ ---------------------- 0.0000 46,522,852.01 ======================== ====================== 0.0000 46,522,852.01