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 252,079.96 05/31/2009 12X4212 1212101 09/30/2012 01993 4.629999600 8,500,000.0000 262,366.64 05/31/2009 12X4212 1212101 09/30/2012 01994 5.420001600 14,000,000.0000 505,866.82 05/31/2009 12X4212 1212101 09/30/2009 01995 6.739999200 25,000,000.0000 1,123,333.20 05/31/2009 12X4212 1212101 09/30/2009 01996 5.969998800 34,000,000.0000 1,353,199.73 05/31/2009 12X4212 1212101 09/30/2009 01997 6.149998800 41,000,000.0000 1,680,999.67 05/31/2009 12X4212 1212101 09/30/2010 01998 5.550001200 26,000,000.0000 962,000.21 05/31/2009 12X4212 1212101 09/30/2012 01998 5.550001200 1,800,000.0000 66,600.01 05/31/2009 12X4212 1212101 09/30/2009 01999 5.199998400 44,000,000.0000 1,525,332.86 05/31/2009 12X4212 1212101 09/30/2012 01999 5.199998400 30,000,000.0000 1,039,999.68 05/31/2009 12X4212 1212101 09/30/2012 02000 6.249999600 55,000,000.0000 2,291,666.52 05/31/2009 12X4212 1212101 09/30/2009 02001 5.010001200 137,000,000.0000 4,575,801.10 05/31/2009 12X4212 1212101 09/30/2012 02001 5.010001200 3,000,000.0000 100,200.02 05/31/2009 12X4212 1212101 09/30/2010 02002 4.119998400 85,000,000.0000 2,334,665.76 05/31/2009 12X4212 1212101 09/30/2012 02002 4.119998400 4,000,000.0000 109,866.62 05/31/2009 12X4212 1212101 09/30/2011 02003 3.250000800 35,000,000.0000 758,333.52 05/31/2009 12X4212 1212101 09/30/2012 02003 3.250000800 81,300,000.0000 1,761,500.43 05/31/2009 12X4212 1212101 09/30/2012 02004 3.639999600 144,400,000.0000 3,504,106.28 05/31/2009 12X4212 1212101 09/30/2009 02005 4.089999600 427,000,000.0000 11,642,865.53 05/31/2009 12X4212 1212101 09/30/2010 02006 4.809999600 231,000,000.0000 7,407,399.38 05/31/2009 12X4212 1212101 09/30/2011 02007 4.700001600 156,000,000.0000 4,888,001.66 05/31/2009 12X4212 1212101 09/30/2012 02007 4.700001600 140,000,000.0000 4,386,668.16 05/31/2009 12X4212 1212101 09/30/2012 02008 3.750001200 550,000,000.0000 13,750,004.40 05/31/2009 12X4212 1212101 09/30/2014 02009 3.750001200 537,000,000.0000 13,425,004.30 05/31/2009 ------------------------ ---------------------- 2,816,900,000.0000 79,707,862.46 105 SUB-COHORT 12X4212 1212105 09/30/2041 01992 7.499998800 19,000,000.0000 949,999.85 05/31/2009 12X4212 1212105 09/30/2038 01993 6.660000000 1,500,000.0000 66,600.00 05/31/2009 12X4212 1212105 09/30/2041 01993 6.660000000 20,000,000.0000 888,000.00 05/31/2009 12X4212 1212105 09/30/2035 01994 6.840000000 15,000,000.0000 684,000.00 05/31/2009 12X4212 1212105 09/30/2041 01994 6.840000000 19,000,000.0000 866,400.00 05/31/2009 12X4212 1212105 09/30/2035 01995 7.319998800 18,500,000.0000 902,799.85 05/31/2009 12X4212 1212105 09/30/2041 01995 7.319998800 5,000,000.0000 243,999.96 05/31/2009 12X4212 1212105 09/30/2036 01996 6.789999600 3,000,000.0000 135,799.99 05/31/2009 12X4212 1212105 09/30/2037 01996 6.789999600 12,000,000.0000 543,199.97 05/31/2009 12X4212 1212105 09/30/2041 01996 6.789999600 19,000,000.0000 860,066.62 05/31/2009 12X4212 1212105 09/30/2044 01996 6.789999600 2,000,000.0000 90,533.33 05/31/2009 12X4212 1212105 09/30/2038 01997 6.500001600 20,000,000.0000 866,666.88 05/31/2009 12X4212 1212105 09/30/2041 01997 6.500001600 15,000,000.0000 650,000.16 05/31/2009 12X4212 1212105 09/30/2038 01998 5.940000000 30,500,000.0000 1,207,800.00 05/31/2009 12X4212 1212105 09/30/2041 01998 5.940000000 11,000,000.0000 435,600.00 05/31/2009 12X4212 1212105 09/30/2039 01999 5.929999200 56,000,000.0000 2,213,866.37 05/31/2009 12X4212 1212105 09/30/2041 01999 5.929999200 8,000,000.0000 316,266.62 05/31/2009 12X4212 1212105 09/30/2044 01999 5.929999200 23,000,000.0000 909,266.54 05/31/2009 12X4212 1212105 09/30/2040 02000 6.230001600 74,000,000.0000 3,073,467.46 05/31/2009 12X4212 1212105 09/30/2041 02000 6.230001600 50,000,000.0000 2,076,667.20 05/31/2009 12X4212 1212105 09/30/2044 02000 6.230001600 15,500,000.0000 643,766.83 05/31/2009 12X4212 1212105 09/30/2041 02001 5.410000800 50,000,000.0000 1,803,333.60 05/31/2009 12X4212 1212105 09/30/2042 02001 5.410000800 11,500,000.0000 414,766.73 05/31/2009 12X4212 1212105 09/30/2044 02001 5.410000800 53,000,000.0000 1,911,533.62 05/31/2009 12X4212 1212105 09/30/2042 02002 5.029999200 104,000,000.0000 3,487,466.11 05/31/2009 12X4212 1212105 09/30/2043 02002 5.029999200 35,000,000.0000 1,173,666.48 05/31/2009 12X4212 1212105 09/30/2043 02003 4.600000800 87,000,000.0000 2,668,000.46 05/31/2009 12X4212 1212105 09/30/2044 02003 4.600000800 60,000,000.0000 1,840,000.32 05/31/2009 12X4212 1212105 09/30/2044 02004 4.680000000 95,000,000.0000 2,964,000.00 05/31/2009 12X4212 1212105 09/30/2045 02004 4.680000000 12,000,000.0000 374,400.00 05/31/2009 12X4212 1212105 09/30/2046 02004 4.680000000 30,000,000.0000 936,000.00 05/31/2009 12X4212 1212105 09/30/2045 02005 4.590000000 163,000,000.0000 4,987,800.00 05/31/2009 12X4212 1212105 09/30/2046 02005 4.590000000 100,000,000.0000 3,060,000.00 05/31/2009 12X4212 1212105 09/30/2046 02006 4.849999200 223,000,000.0000 7,210,332.14 05/31/2009 12X4212 1212105 09/30/2047 02006 4.849999200 25,000,000.0000 808,333.20 05/31/2009 12X4212 1212105 09/30/2048 02006 4.849999200 30,000,000.0000 969,999.84 05/31/2009 12X4212 1212105 09/30/2046 02007 4.629999600 207,000,000.0000 6,389,399.45 05/31/2009 12X4212 1212105 09/30/2047 02007 4.629999600 49,000,000.0000 1,512,466.54 05/31/2009 12X4212 1212105 09/30/2048 02007 4.629999600 40,000,000.0000 1,234,666.56 05/31/2009 12X4212 1212105 09/30/2048 02008 4.510000800 357,000,000.0000 10,733,801.90 05/31/2009 12X4212 1212105 09/30/2049 02009 4.510000800 102,000,000.0000 3,066,800.54 05/31/2009 ------------------------ ---------------------- 2,270,500,000.0000 76,171,535.12 107 SUB-COHORT 12X4212 1212107 09/30/2009 01992 7.539998400 22,000,000.0000 1,105,866.43 05/31/2009 12X4212 1212107 09/30/2015 01992 7.539998400 2,000,000.0000 100,533.31 05/31/2009 12X4212 1212107 09/30/2022 01992 7.539998400 8,000,000.0000 402,133.25 05/31/2009 12X4212 1212107 09/30/2015 01993 6.660000000 6,000,000.0000 266,400.00 05/31/2009 12X4212 1212107 09/30/2016 01993 6.660000000 3,000,000.0000 133,200.00 05/31/2009 12X4212 1212107 09/30/2022 01993 6.660000000 7,000,000.0000 310,800.00 05/31/2009 12X4212 1212107 09/30/2015 01994 6.800000400 28,000,000.0000 1,269,333.41 05/31/2009 12X4212 1212107 09/30/2022 01994 6.800000400 3,000,000.0000 136,000.01 05/31/2009 12X4212 1212107 09/30/2015 01995 7.200000000 16,000,000.0000 768,000.00 05/31/2009 12X4212 1212107 09/30/2016 01995 7.200000000 3,000,000.0000 144,000.00 05/31/2009 12X4212 1212107 09/30/2015 01996 6.639998400 32,000,000.0000 1,416,532.99 05/31/2009 12X4212 1212107 09/30/2020 01996 6.639998400 15,000,000.0000 663,999.84 05/31/2009 12X4212 1212107 09/30/2022 01996 6.639998400 9,000,000.0000 398,399.90 05/31/2009 12X4212 1212107 09/30/2015 01997 6.710000400 36,000,000.0000 1,610,400.10 05/31/2009 12X4212 1212107 09/30/2022 01997 6.710000400 12,000,000.0000 536,800.03 05/31/2009 12X4212 1212107 09/30/2015 01998 5.839999200 21,500,000.0000 837,066.55 05/31/2009 12X4212 1212107 09/30/2022 01998 5.839999200 15,000,000.0000 583,999.92 05/31/2009 12X4212 1212107 09/30/2009 01999 5.730001200 214,000,000.0000 8,174,801.71 05/31/2009 12X4212 1212107 09/30/2010 01999 5.730001200 25,000,000.0000 955,000.20 05/31/2009 12X4212 1212107 09/30/2010 02000 6.379999200 68,000,000.0000 2,892,266.30 05/31/2009 12X4212 1212107 09/30/2015 02001 5.209999200 45,000,000.0000 1,562,999.76 05/31/2009 12X4212 1212107 09/30/2016 02002 4.640000400 32,000,000.0000 989,866.75 05/31/2009 12X4212 1212107 09/30/2017 02003 3.740000400 43,000,000.0000 1,072,133.45 05/31/2009 12X4212 1212107 09/30/2018 02003 3.740000400 20,000,000.0000 498,666.72 05/31/2009 12X4212 1212107 09/30/2018 02004 4.119998400 23,000,000.0000 631,733.09 05/31/2009 12X4212 1212107 09/30/2019 02005 4.179999600 17,000,000.0000 473,733.29 05/31/2009 12X4212 1212107 09/30/2020 02005 4.179999600 3,000,000.0000 83,599.99 05/31/2009 12X4212 1212107 09/30/2020 02006 4.839998400 39,500,000.0000 1,274,532.91 05/31/2009 12X4212 1212107 09/30/2021 02007 4.759999200 54,000,000.0000 1,713,599.71 05/31/2009 12X4212 1212107 09/30/2022 02007 4.759999200 5,000,000.0000 158,666.64 05/31/2009 12X4212 1212107 09/30/2022 02008 4.060000800 47,000,000.0000 1,272,133.58 05/31/2009 12X4212 1212107 09/30/2024 02009 4.060000800 88,000,000.0000 2,381,867.14 05/31/2009 ------------------------ ---------------------- 962,000,000.0000 34,819,066.98 108 SUB-COHORT 12X4212 1212108 09/30/2041 01992 7.530001200 2,000,000.0000 100,400.02 05/31/2009 12X4212 1212108 09/30/2044 01993 6.660000000 5,000,000.0000 222,000.00 05/31/2009 12X4212 1212108 09/30/2048 01994 6.940000800 5,500,000.0000 254,466.70 05/31/2009 12X4212 1212108 09/30/2041 01997 6.720001200 2,100,000.0000 94,080.02 05/31/2009 12X4212 1212108 09/30/2044 01997 6.720001200 3,000,000.0000 134,400.02 05/31/2009 12X4212 1212108 09/30/2038 01998 5.910001200 1,000,000.0000 39,400.01 05/31/2009 12X4212 1212108 09/30/2041 01998 5.910001200 3,000,000.0000 118,200.02 05/31/2009 12X4212 1212108 09/30/2044 01998 5.910001200 1,300,000.0000 51,220.01 05/31/2009 ------------------------ ---------------------- 22,900,000.0000 1,014,166.80 109 SUB-COHORT 12X4212 1212109 09/30/2032 01992 7.089998400 200,000.0000 9,453.33 05/31/2009 12X4212 1212109 09/30/2034 01992 7.089998400 500,000.0000 23,633.33 05/31/2009 12X4212 1212109 09/30/2035 01992 7.089998400 25,000.0000 1,181.67 05/31/2009 12X4212 1212109 09/30/2040 01992 7.089998400 25,000.0000 1,181.67 05/31/2009 12X4212 1212109 09/30/2046 01992 7.089998400 1,000,000.0000 47,266.66 05/31/2009 12X4212 1212109 09/30/2033 01993 6.649999200 600,000.0000 26,600.00 05/31/2009 12X4212 1212109 09/30/2035 01993 6.649999200 80,000.0000 3,546.67 05/31/2009 12X4212 1212109 09/30/2037 01993 6.649999200 50,000.0000 2,216.67 05/31/2009 12X4212 1212109 09/30/2034 01994 6.980000400 475,000.0000 22,103.33 05/31/2009 12X4212 1212109 09/30/2035 01995 7.390000800 450,000.0000 22,170.00 05/31/2009 12X4212 1212109 09/30/2036 01996 6.770001600 525,000.0000 23,695.01 05/31/2009 12X4212 1212109 09/30/2040 01996 6.770001600 25,000.0000 1,128.33 05/31/2009 12X4212 1212109 09/30/2037 01997 6.890000400 200,000.0000 9,186.67 05/31/2009 12X4212 1212109 09/30/2038 01998 5.810000400 475,000.0000 18,398.33 05/31/2009 12X4212 1212109 09/30/2040 02000 6.249999600 1,025,000.0000 42,708.33 05/31/2009 12X4212 1212109 09/30/2041 02001 5.420001600 1,750,000.0000 63,233.35 05/31/2009 12X4212 1212109 09/30/2042 02002 5.220000000 1,950,000.0000 67,860.00 05/31/2009 12X4212 1212109 09/30/2043 02003 4.929998400 500,000.0000 16,433.33 05/31/2009 12X4212 1212109 09/30/2044 02004 4.899999600 2,780,000.0000 90,813.33 05/31/2009 12X4212 1212109 09/30/2046 02006 4.910000400 1,000,000.0000 32,733.34 05/31/2009 ------------------------ ---------------------- 13,635,000.0000 525,543.35 116 SUB-COHORT 12X4212 1212116 09/30/2034 01992 7.499998800 100,000.0000 5,000.00 05/31/2009 12X4212 1212116 09/30/2036 01992 7.499998800 750,000.0000 37,499.99 05/31/2009 12X4212 1212116 09/30/2034 01993 6.720001200 200,000.0000 8,960.00 05/31/2009 12X4212 1212116 09/30/2037 01993 6.720001200 100,000.0000 4,480.00 05/31/2009 12X4212 1212116 09/30/2038 01993 6.720001200 250,000.0000 11,200.00 05/31/2009 12X4212 1212116 09/30/2037 01994 6.879999600 200,000.0000 9,173.33 05/31/2009 ------------------------ ---------------------- 1,600,000.0000 76,313.32 121 SUB-COHORT 12X4212 1212121 09/30/2033 01993 6.649999200 150,000.0000 6,650.00 05/31/2009 12X4212 1212121 09/30/2034 01993 6.649999200 100,000.0000 4,433.33 05/31/2009 12X4212 1212121 09/30/2028 01994 6.810001200 100,000.0000 4,540.00 05/31/2009 12X4212 1212121 09/30/2034 01994 6.810001200 650,000.0000 29,510.01 05/31/2009 ------------------------ ---------------------- 1,000,000.0000 45,133.34 123 SUB-COHORT 12X4212 1212123 09/30/2015 02001 4.439998800 500,000.0000 14,800.00 05/31/2009 12X4212 1212123 09/30/2009 02002 3.319999200 20,000,000.0000 442,666.56 05/31/2009 12X4212 1212123 09/30/2010 02003 2.720001600 50,000,000.0000 906,667.20 05/31/2009 12X4212 1212123 09/30/2011 02004 3.359998800 83,000,000.0000 1,859,199.34 05/31/2009 12X4212 1212123 09/30/2012 02004 3.359998800 2,000,000.0000 44,799.98 05/31/2009 12X4212 1212123 09/30/2012 02005 3.970000800 70,000,000.0000 1,852,667.04 05/31/2009 12X4212 1212123 09/30/2013 02005 3.970000800 15,000,000.0000 397,000.08 05/31/2009 12X4212 1212123 09/30/2013 02006 4.759999200 42,000,000.0000 1,332,799.78 05/31/2009 12X4212 1212123 09/30/2015 02007 3.920000400 120,000,000.0000 3,136,000.32 05/31/2009 12X4212 1212123 09/30/2015 02008 4.979998800 80,000,000.0000 2,655,999.36 05/31/2009 12X4212 1212123 09/30/2016 02008 4.979998800 22,000,000.0000 730,399.82 05/31/2009 ------------------------ ---------------------- 504,500,000.0000 13,372,999.48 ======================== ====================== 6,593,035,000.0000 205,732,620.85 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00