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 1,900,000.0000 95,443.32 08/31/2008 12X4212 1212101 09/30/2012 01993 4.629999600 5,500,000.0000 233,429.15 08/31/2008 12X4212 1212101 09/30/2012 01994 5.420001600 12,000,000.0000 596,200.18 08/31/2008 12X4212 1212101 09/30/2009 01995 6.739999200 13,000,000.0000 803,183.24 08/31/2008 12X4212 1212101 09/30/2009 01996 5.969998800 20,000,000.0000 1,094,499.78 08/31/2008 12X4212 1212101 09/30/2009 01997 6.159999600 23,000,000.0000 1,298,733.25 08/31/2008 12X4212 1212101 09/30/2010 01998 5.550001200 26,000,000.0000 1,322,750.29 08/31/2008 12X4212 1212101 09/30/2012 01998 5.550001200 1,800,000.0000 91,575.02 08/31/2008 12X4212 1212101 09/30/2009 01999 5.199998400 25,000,000.0000 1,191,666.30 08/31/2008 12X4212 1212101 09/30/2012 01999 5.199998400 30,000,000.0000 1,429,999.56 08/31/2008 12X4212 1212101 09/30/2012 02000 6.260000400 55,000,000.0000 3,156,083.54 08/31/2008 12X4212 1212101 09/30/2009 02001 4.979998800 70,000,000.0000 3,195,499.23 08/31/2008 12X4212 1212101 09/30/2012 02001 4.979998800 3,000,000.0000 136,949.97 08/31/2008 12X4212 1212101 09/30/2010 02002 3.700000800 85,000,000.0000 2,882,917.29 08/31/2008 12X4212 1212101 09/30/2012 02002 3.700000800 4,000,000.0000 135,666.70 08/31/2008 12X4212 1212101 09/30/2011 02003 2.859998400 35,000,000.0000 917,582.82 08/31/2008 12X4212 1212101 09/30/2012 02003 2.859998400 81,300,000.0000 2,131,413.81 08/31/2008 12X4212 1212101 09/30/2012 02004 3.510000000 144,400,000.0000 4,646,070.00 08/31/2008 12X4212 1212101 09/30/2009 02005 4.029998400 205,000,000.0000 7,573,038.66 08/31/2008 12X4212 1212101 09/30/2010 02006 4.809999600 231,000,000.0000 10,185,174.15 08/31/2008 12X4212 1212101 09/30/2011 02007 4.830001200 156,000,000.0000 6,906,901.72 08/31/2008 12X4212 1212101 09/30/2012 02007 4.830001200 140,000,000.0000 6,198,501.54 08/31/2008 12X4212 1212101 09/30/2012 02008 4.830001200 550,000,000.0000 24,351,256.05 08/31/2008 ------------------------ ---------------------- 1,917,900,000.0000 80,574,535.57 105 SUB-COHORT 12X4212 1212105 09/30/2041 01992 7.499998800 19,000,000.0000 1,306,249.79 08/31/2008 12X4212 1212105 09/30/2038 01993 6.660000000 1,500,000.0000 91,575.00 08/31/2008 12X4212 1212105 09/30/2041 01993 6.660000000 20,000,000.0000 1,221,000.00 08/31/2008 12X4212 1212105 09/30/2035 01994 6.840000000 15,000,000.0000 940,500.00 08/31/2008 12X4212 1212105 09/30/2041 01994 6.840000000 19,000,000.0000 1,191,300.00 08/31/2008 12X4212 1212105 09/30/2035 01995 7.319998800 18,500,000.0000 1,241,349.80 08/31/2008 12X4212 1212105 09/30/2041 01995 7.319998800 5,000,000.0000 335,499.95 08/31/2008 12X4212 1212105 09/30/2036 01996 6.789999600 3,000,000.0000 186,724.99 08/31/2008 12X4212 1212105 09/30/2037 01996 6.789999600 12,000,000.0000 746,899.96 08/31/2008 12X4212 1212105 09/30/2041 01996 6.789999600 19,000,000.0000 1,182,591.60 08/31/2008 12X4212 1212105 09/30/2044 01996 6.789999600 2,000,000.0000 124,483.33 08/31/2008 12X4212 1212105 09/30/2038 01997 6.500001600 20,000,000.0000 1,191,666.96 08/31/2008 12X4212 1212105 09/30/2041 01997 6.500001600 15,000,000.0000 893,750.22 08/31/2008 12X4212 1212105 09/30/2038 01998 5.940000000 30,500,000.0000 1,660,725.00 08/31/2008 12X4212 1212105 09/30/2041 01998 5.940000000 11,000,000.0000 598,950.00 08/31/2008 12X4212 1212105 09/30/2039 01999 5.940000000 56,000,000.0000 3,049,200.00 08/31/2008 12X4212 1212105 09/30/2041 01999 5.940000000 8,000,000.0000 435,600.00 08/31/2008 12X4212 1212105 09/30/2044 01999 5.940000000 23,000,000.0000 1,252,350.00 08/31/2008 12X4212 1212105 09/30/2040 02000 6.239998800 74,000,000.0000 4,232,799.19 08/31/2008 12X4212 1212105 09/30/2041 02000 6.239998800 50,000,000.0000 2,859,999.45 08/31/2008 12X4212 1212105 09/30/2044 02000 6.239998800 15,500,000.0000 886,599.83 08/31/2008 12X4212 1212105 09/30/2041 02001 5.349999600 50,000,000.0000 2,452,083.15 08/31/2008 12X4212 1212105 09/30/2042 02001 5.349999600 11,500,000.0000 563,979.12 08/31/2008 12X4212 1212105 09/30/2044 02001 5.349999600 53,000,000.0000 2,599,208.14 08/31/2008 12X4212 1212105 09/30/2042 02002 4.820000400 104,000,000.0000 4,595,067.05 08/31/2008 12X4212 1212105 09/30/2043 02002 4.820000400 35,000,000.0000 1,546,416.80 08/31/2008 12X4212 1212105 09/30/2043 02003 4.320000000 87,000,000.0000 3,445,200.00 08/31/2008 12X4212 1212105 09/30/2044 02003 4.320000000 60,000,000.0000 2,376,000.00 08/31/2008 12X4212 1212105 09/30/2044 02004 4.460000400 95,000,000.0000 3,883,917.02 08/31/2008 12X4212 1212105 09/30/2045 02004 4.460000400 12,000,000.0000 490,600.04 08/31/2008 12X4212 1212105 09/30/2046 02004 4.460000400 30,000,000.0000 1,226,500.11 08/31/2008 12X4212 1212105 09/30/2045 02005 4.479998400 163,000,000.0000 6,693,864.28 08/31/2008 12X4212 1212105 09/30/2046 02005 4.479998400 100,000,000.0000 4,106,665.20 08/31/2008 12X4212 1212105 09/30/2046 02006 4.839998400 223,000,000.0000 9,893,763.40 08/31/2008 12X4212 1212105 09/30/2047 02006 4.839998400 25,000,000.0000 1,109,166.30 08/31/2008 12X4212 1212105 09/30/2048 02006 4.839998400 30,000,000.0000 1,330,999.56 08/31/2008 12X4212 1212105 09/30/2046 02007 4.839998400 207,000,000.0000 9,183,896.96 08/31/2008 12X4212 1212105 09/30/2047 02007 4.839998400 49,000,000.0000 2,173,965.95 08/31/2008 12X4212 1212105 09/30/2048 02007 4.839998400 40,000,000.0000 1,774,666.08 08/31/2008 12X4212 1212105 09/30/2048 02008 4.839998400 270,000,000.0000 11,978,996.04 08/31/2008 ------------------------ ---------------------- 2,081,500,000.0000 97,054,770.27 107 SUB-COHORT 12X4212 1212107 09/30/2009 01992 7.539998400 8,000,000.0000 552,933.22 08/31/2008 12X4212 1212107 09/30/2015 01992 7.539998400 2,000,000.0000 138,233.30 08/31/2008 12X4212 1212107 09/30/2022 01992 7.539998400 8,000,000.0000 552,933.22 08/31/2008 12X4212 1212107 09/30/2015 01993 6.660000000 6,000,000.0000 366,300.00 08/31/2008 12X4212 1212107 09/30/2016 01993 6.660000000 3,000,000.0000 183,150.00 08/31/2008 12X4212 1212107 09/30/2022 01993 6.660000000 7,000,000.0000 427,350.00 08/31/2008 12X4212 1212107 09/30/2015 01994 6.789999600 28,000,000.0000 1,742,766.56 08/31/2008 12X4212 1212107 09/30/2022 01994 6.789999600 3,000,000.0000 186,724.99 08/31/2008 12X4212 1212107 09/30/2015 01995 7.200000000 16,000,000.0000 1,056,000.00 08/31/2008 12X4212 1212107 09/30/2016 01995 7.200000000 3,000,000.0000 198,000.00 08/31/2008 12X4212 1212107 09/30/2015 01996 6.639998400 32,000,000.0000 1,947,732.86 08/31/2008 12X4212 1212107 09/30/2020 01996 6.639998400 15,000,000.0000 912,999.78 08/31/2008 12X4212 1212107 09/30/2022 01996 6.639998400 9,000,000.0000 547,799.87 08/31/2008 12X4212 1212107 09/30/2015 01997 6.710000400 36,000,000.0000 2,214,300.13 08/31/2008 12X4212 1212107 09/30/2022 01997 6.710000400 12,000,000.0000 738,100.04 08/31/2008 12X4212 1212107 09/30/2015 01998 5.839999200 21,500,000.0000 1,150,966.51 08/31/2008 12X4212 1212107 09/30/2022 01998 5.839999200 15,000,000.0000 802,999.89 08/31/2008 12X4212 1212107 09/30/2009 01999 5.730001200 98,000,000.0000 5,147,451.08 08/31/2008 12X4212 1212107 09/30/2010 01999 5.730001200 25,000,000.0000 1,313,125.28 08/31/2008 12X4212 1212107 09/30/2010 02000 6.369998400 68,000,000.0000 3,970,632.34 08/31/2008 12X4212 1212107 09/30/2015 02001 5.280001200 45,000,000.0000 2,178,000.50 08/31/2008 12X4212 1212107 09/30/2016 02002 4.759999200 32,000,000.0000 1,396,266.43 08/31/2008 12X4212 1212107 09/30/2017 02003 5.090000400 43,000,000.0000 2,006,308.49 08/31/2008 12X4212 1212107 09/30/2018 02003 5.090000400 20,000,000.0000 933,166.74 08/31/2008 12X4212 1212107 09/30/2018 02004 4.219999200 23,000,000.0000 889,716.50 08/31/2008 12X4212 1212107 09/30/2019 02005 4.259998800 17,000,000.0000 663,849.81 08/31/2008 12X4212 1212107 09/30/2020 02005 4.259998800 3,000,000.0000 117,149.97 08/31/2008 12X4212 1212107 09/30/2020 02006 4.830001200 39,500,000.0000 1,748,862.93 08/31/2008 12X4212 1212107 09/30/2021 02007 4.830001200 54,000,000.0000 2,390,850.59 08/31/2008 12X4212 1212107 09/30/2022 02007 4.830001200 5,000,000.0000 221,375.06 08/31/2008 12X4212 1212107 09/30/2022 02008 4.830001200 47,000,000.0000 2,080,925.52 08/31/2008 ------------------------ ---------------------- 744,000,000.0000 38,776,971.61 108 SUB-COHORT 12X4212 1212108 09/30/2041 01992 7.530001200 2,000,000.0000 138,050.02 08/31/2008 12X4212 1212108 09/30/2044 01993 6.660000000 5,000,000.0000 305,250.00 08/31/2008 12X4212 1212108 09/30/2048 01994 6.940000800 5,500,000.0000 349,891.71 08/31/2008 12X4212 1212108 09/30/2041 01997 6.720001200 2,100,000.0000 129,360.02 08/31/2008 12X4212 1212108 09/30/2044 01997 6.720001200 3,000,000.0000 184,800.03 08/31/2008 12X4212 1212108 09/30/2038 01998 5.910001200 1,000,000.0000 54,175.01 08/31/2008 12X4212 1212108 09/30/2041 01998 5.910001200 3,000,000.0000 162,525.03 08/31/2008 12X4212 1212108 09/30/2044 01998 5.910001200 1,300,000.0000 70,427.51 08/31/2008 ------------------------ ---------------------- 22,900,000.0000 1,394,479.33 109 SUB-COHORT 12X4212 1212109 09/30/2032 01992 7.089998400 200,000.0000 12,998.33 08/31/2008 12X4212 1212109 09/30/2034 01992 7.089998400 500,000.0000 32,495.83 08/31/2008 12X4212 1212109 09/30/2035 01992 7.089998400 25,000.0000 1,624.79 08/31/2008 12X4212 1212109 09/30/2040 01992 7.089998400 25,000.0000 1,624.79 08/31/2008 12X4212 1212109 09/30/2046 01992 7.089998400 1,000,000.0000 64,991.65 08/31/2008 12X4212 1212109 09/30/2033 01993 6.649999200 600,000.0000 36,575.00 08/31/2008 12X4212 1212109 09/30/2035 01993 6.649999200 80,000.0000 4,876.67 08/31/2008 12X4212 1212109 09/30/2037 01993 6.649999200 50,000.0000 3,047.92 08/31/2008 12X4212 1212109 09/30/2034 01994 6.980000400 475,000.0000 30,392.09 08/31/2008 12X4212 1212109 09/30/2035 01995 7.390000800 450,000.0000 30,483.75 08/31/2008 12X4212 1212109 09/30/2036 01996 6.770001600 525,000.0000 32,580.63 08/31/2008 12X4212 1212109 09/30/2040 01996 6.770001600 25,000.0000 1,551.46 08/31/2008 12X4212 1212109 09/30/2037 01997 6.890000400 200,000.0000 12,631.67 08/31/2008 12X4212 1212109 09/30/2038 01998 5.810000400 475,000.0000 25,297.71 08/31/2008 12X4212 1212109 09/30/2040 02000 6.140001600 1,025,000.0000 57,690.43 08/31/2008 12X4212 1212109 09/30/2041 02001 5.590000800 1,750,000.0000 89,672.93 08/31/2008 12X4212 1212109 09/30/2042 02002 5.460001200 1,950,000.0000 97,597.52 08/31/2008 12X4212 1212109 09/30/2043 02003 4.979998800 500,000.0000 22,824.99 08/31/2008 12X4212 1212109 09/30/2044 02004 4.929998400 2,780,000.0000 125,632.79 08/31/2008 12X4212 1212109 09/30/2046 02006 4.910000400 1,000,000.0000 45,008.34 08/31/2008 ------------------------ ---------------------- 13,635,000.0000 729,599.29 116 SUB-COHORT 12X4212 1212116 09/30/2034 01992 7.499998800 100,000.0000 6,875.00 08/31/2008 12X4212 1212116 09/30/2036 01992 7.499998800 750,000.0000 51,562.49 08/31/2008 12X4212 1212116 09/30/2034 01993 6.710000400 200,000.0000 12,301.67 08/31/2008 12X4212 1212116 09/30/2037 01993 6.710000400 100,000.0000 6,150.83 08/31/2008 12X4212 1212116 09/30/2038 01993 6.710000400 250,000.0000 15,377.08 08/31/2008 12X4212 1212116 09/30/2037 01994 6.909998400 200,000.0000 12,668.33 08/31/2008 ------------------------ ---------------------- 1,600,000.0000 104,935.40 121 SUB-COHORT 12X4212 1212121 09/30/2033 01993 6.649999200 150,000.0000 9,143.75 08/31/2008 12X4212 1212121 09/30/2034 01993 6.649999200 100,000.0000 6,095.83 08/31/2008 12X4212 1212121 09/30/2028 01994 6.810001200 100,000.0000 6,242.50 08/31/2008 12X4212 1212121 09/30/2034 01994 6.810001200 650,000.0000 40,576.26 08/31/2008 ------------------------ ---------------------- 1,000,000.0000 62,058.34 123 SUB-COHORT 12X4212 1212123 09/30/2015 02001 4.489999200 500,000.0000 20,579.16 08/31/2008 12X4212 1212123 09/30/2009 02002 3.510000000 20,000,000.0000 643,500.00 08/31/2008 12X4212 1212123 09/30/2010 02003 3.420000000 50,000,000.0000 1,567,500.00 08/31/2008 12X4212 1212123 09/30/2011 02004 3.030001200 83,000,000.0000 2,305,325.91 08/31/2008 12X4212 1212123 09/30/2012 02004 3.030001200 2,000,000.0000 55,550.02 08/31/2008 12X4212 1212123 09/30/2012 02005 4.050000000 70,000,000.0000 2,598,750.00 08/31/2008 12X4212 1212123 09/30/2013 02005 4.050000000 15,000,000.0000 556,875.00 08/31/2008 12X4212 1212123 09/30/2013 02006 4.749998400 42,000,000.0000 1,828,749.38 08/31/2008 12X4212 1212123 09/30/2015 02007 4.749998400 120,000,000.0000 5,224,998.24 08/31/2008 12X4212 1212123 09/30/2015 02008 4.749998400 80,000,000.0000 3,483,332.16 08/31/2008 ------------------------ ---------------------- 482,500,000.0000 18,285,159.87 ======================== ====================== 5,265,035,000.0000 236,982,509.68 ============================================================================================================================ 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