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 07/31/2010 12X4212 1212101 09/30/2014 01992 5.479999200 9,000,000.0000 410,999.94 07/31/2010 12X4212 1212101 09/30/2012 01993 4.629999600 8,500,000.0000 327,958.31 07/31/2010 12X4212 1212101 09/30/2014 01993 4.629999600 15,400,000.0000 594,183.28 07/31/2010 12X4212 1212101 09/30/2012 01994 5.420001600 14,000,000.0000 632,333.52 07/31/2010 12X4212 1212101 09/30/2014 01994 5.420001600 15,600,000.0000 704,600.21 07/31/2010 12X4212 1212101 09/30/2014 01995 6.739999200 25,400,000.0000 1,426,633.16 07/31/2010 12X4212 1212101 09/30/2014 01996 5.969998800 39,000,000.0000 1,940,249.61 07/31/2010 12X4212 1212101 09/30/2014 01997 6.149998800 41,000,000.0000 2,101,249.59 07/31/2010 12X4212 1212101 09/30/2012 01998 5.550001200 1,800,000.0000 83,250.02 07/31/2010 12X4212 1212101 09/30/2014 01998 5.550001200 30,600,000.0000 1,415,250.31 07/31/2010 12X4212 1212101 09/30/2012 01999 5.199998400 30,000,000.0000 1,299,999.60 07/31/2010 12X4212 1212101 09/30/2014 01999 5.199998400 45,000,000.0000 1,949,999.40 07/31/2010 12X4212 1212101 09/30/2012 02000 6.249999600 55,000,000.0000 2,864,583.15 07/31/2010 12X4212 1212101 09/30/2014 02000 6.249999600 16,000,000.0000 833,333.28 07/31/2010 12X4212 1212101 09/30/2012 02001 4.960000800 3,000,000.0000 124,000.02 07/31/2010 12X4212 1212101 09/30/2014 02001 4.960000800 81,300,000.0000 3,360,400.54 07/31/2010 12X4212 1212101 09/30/2012 02002 3.999999600 4,000,000.0000 133,333.32 07/31/2010 12X4212 1212101 09/30/2014 02002 3.999999600 65,000,000.0000 2,166,666.45 07/31/2010 12X4212 1212101 09/30/2011 02003 3.009999600 35,000,000.0000 877,916.55 07/31/2010 12X4212 1212101 09/30/2012 02003 3.009999600 81,300,000.0000 2,039,274.73 07/31/2010 12X4212 1212101 09/30/2014 02003 3.009999600 7,550,000.0000 189,379.14 07/31/2010 12X4212 1212101 09/30/2012 02004 3.399998400 144,400,000.0000 4,091,331.41 07/31/2010 12X4212 1212101 09/30/2014 02005 4.020001200 222,000,000.0000 7,437,002.22 07/31/2010 12X4212 1212101 09/30/2014 02006 4.799998800 173,000,000.0000 6,919,998.27 07/31/2010 12X4212 1212101 09/30/2011 02007 4.690000800 156,000,000.0000 6,097,001.04 07/31/2010 12X4212 1212101 09/30/2012 02007 4.690000800 140,000,000.0000 5,471,667.60 07/31/2010 12X4212 1212101 09/30/2012 02008 3.459999600 550,000,000.0000 15,858,331.50 07/31/2010 12X4212 1212101 09/30/2014 02009 3.160000800 958,052,024.0000 25,228,709.69 07/31/2010 12X4212 1212101 09/30/2014 02010 3.160000800 954,608,881.0000 25,138,040.23 07/31/2010 ------------------------ ---------------------- 3,928,410,905.0000 122,032,776.04 105 SUB-COHORT 12X4212 1212105 09/30/2041 01992 7.499998800 19,000,000.0000 1,187,499.81 07/31/2010 12X4212 1212105 09/30/2049 01992 7.499998800 11,500,000.0000 718,749.89 07/31/2010 12X4212 1212105 09/30/2038 01993 6.660000000 1,500,000.0000 83,250.00 07/31/2010 12X4212 1212105 09/30/2041 01993 6.660000000 20,000,000.0000 1,110,000.00 07/31/2010 12X4212 1212105 09/30/2049 01993 6.660000000 10,500,000.0000 582,750.00 07/31/2010 12X4212 1212105 09/30/2035 01994 6.840000000 15,000,000.0000 855,000.00 07/31/2010 12X4212 1212105 09/30/2041 01994 6.840000000 19,000,000.0000 1,083,000.00 07/31/2010 12X4212 1212105 09/30/2035 01995 7.319998800 18,500,000.0000 1,128,499.82 07/31/2010 12X4212 1212105 09/30/2041 01995 7.319998800 5,000,000.0000 304,999.95 07/31/2010 12X4212 1212105 09/30/2036 01996 6.789999600 3,000,000.0000 169,749.99 07/31/2010 12X4212 1212105 09/30/2037 01996 6.789999600 12,000,000.0000 678,999.96 07/31/2010 12X4212 1212105 09/30/2041 01996 6.789999600 19,000,000.0000 1,075,083.27 07/31/2010 12X4212 1212105 09/30/2044 01996 6.789999600 2,000,000.0000 113,166.66 07/31/2010 12X4212 1212105 09/30/2038 01997 6.500001600 20,000,000.0000 1,083,333.60 07/31/2010 12X4212 1212105 09/30/2041 01997 6.500001600 15,000,000.0000 812,500.20 07/31/2010 12X4212 1212105 09/30/2038 01998 5.940000000 30,500,000.0000 1,509,750.00 07/31/2010 12X4212 1212105 09/30/2041 01998 5.940000000 11,000,000.0000 544,500.00 07/31/2010 12X4212 1212105 09/30/2039 01999 5.929999200 56,000,000.0000 2,767,332.96 07/31/2010 12X4212 1212105 09/30/2041 01999 5.929999200 8,000,000.0000 395,333.28 07/31/2010 12X4212 1212105 09/30/2044 01999 5.929999200 23,000,000.0000 1,136,583.18 07/31/2010 12X4212 1212105 09/30/2049 01999 5.929999200 7,200,000.0000 355,799.95 07/31/2010 12X4212 1212105 09/30/2040 02000 6.230001600 74,000,000.0000 3,841,834.32 07/31/2010 12X4212 1212105 09/30/2041 02000 6.230001600 50,000,000.0000 2,595,834.00 07/31/2010 12X4212 1212105 09/30/2044 02000 6.230001600 15,500,000.0000 804,708.54 07/31/2010 12X4212 1212105 09/30/2049 02000 6.230001600 9,000,000.0000 467,250.12 07/31/2010 12X4212 1212105 09/30/2041 02001 5.299999200 50,000,000.0000 2,208,333.00 07/31/2010 12X4212 1212105 09/30/2042 02001 5.299999200 11,500,000.0000 507,916.59 07/31/2010 12X4212 1212105 09/30/2044 02001 5.299999200 53,000,000.0000 2,340,832.98 07/31/2010 12X4212 1212105 09/30/2042 02002 4.830001200 104,000,000.0000 4,186,001.04 07/31/2010 12X4212 1212105 09/30/2043 02002 4.830001200 35,000,000.0000 1,408,750.35 07/31/2010 12X4212 1212105 09/30/2049 02002 4.830001200 5,550,000.0000 223,387.56 07/31/2010 12X4212 1212105 09/30/2043 02003 4.320000000 87,000,000.0000 3,132,000.00 07/31/2010 12X4212 1212105 09/30/2044 02003 4.320000000 60,000,000.0000 2,160,000.00 07/31/2010 12X4212 1212105 09/30/2044 02004 4.470001200 95,000,000.0000 3,538,750.95 07/31/2010 12X4212 1212105 09/30/2045 02004 4.470001200 12,000,000.0000 447,000.12 07/31/2010 12X4212 1212105 09/30/2046 02004 4.470001200 30,000,000.0000 1,117,500.30 07/31/2010 12X4212 1212105 09/30/2045 02005 4.550000400 163,000,000.0000 6,180,417.21 07/31/2010 12X4212 1212105 09/30/2046 02005 4.550000400 100,000,000.0000 3,791,667.00 07/31/2010 12X4212 1212105 09/30/2046 02006 4.830001200 223,000,000.0000 8,975,752.23 07/31/2010 12X4212 1212105 09/30/2047 02006 4.830001200 25,000,000.0000 1,006,250.25 07/31/2010 12X4212 1212105 09/30/2048 02006 4.830001200 30,000,000.0000 1,207,500.30 07/31/2010 12X4212 1212105 09/30/2046 02007 4.550000400 207,000,000.0000 7,848,750.69 07/31/2010 12X4212 1212105 09/30/2047 02007 4.550000400 49,000,000.0000 1,857,916.83 07/31/2010 12X4212 1212105 09/30/2048 02007 4.550000400 40,000,000.0000 1,516,666.80 07/31/2010 12X4212 1212105 09/30/2048 02008 4.070001600 270,000,000.0000 9,157,503.60 07/31/2010 12X4212 1212105 09/30/2049 02008 4.070001600 87,000,000.0000 2,950,751.16 07/31/2010 12X4212 1212105 09/30/2049 02009 3.449998800 524,661,220.0000 15,084,004.83 07/31/2010 12X4212 1212105 09/30/2050 02010 3.449998800 623,480,000.0000 17,925,043.77 07/31/2010 ------------------------ ---------------------- 3,360,391,220.0000 124,178,207.06 107 SUB-COHORT 12X4212 1212107 09/30/2015 01992 7.539998400 2,000,000.0000 125,666.64 07/31/2010 12X4212 1212107 09/30/2022 01992 7.539998400 8,000,000.0000 502,666.56 07/31/2010 12X4212 1212107 09/30/2024 01992 7.539998400 14,000,000.0000 879,666.48 07/31/2010 12X4212 1212107 09/30/2015 01993 6.660000000 6,000,000.0000 333,000.00 07/31/2010 12X4212 1212107 09/30/2016 01993 6.660000000 3,000,000.0000 166,500.00 07/31/2010 12X4212 1212107 09/30/2022 01993 6.660000000 7,000,000.0000 388,500.00 07/31/2010 12X4212 1212107 09/30/2015 01994 6.800000400 28,000,000.0000 1,586,666.76 07/31/2010 12X4212 1212107 09/30/2022 01994 6.800000400 3,000,000.0000 170,000.01 07/31/2010 12X4212 1212107 09/30/2015 01995 7.200000000 16,000,000.0000 960,000.00 07/31/2010 12X4212 1212107 09/30/2016 01995 7.200000000 3,000,000.0000 180,000.00 07/31/2010 12X4212 1212107 09/30/2015 01996 6.639998400 32,000,000.0000 1,770,666.24 07/31/2010 12X4212 1212107 09/30/2020 01996 6.639998400 15,000,000.0000 829,999.80 07/31/2010 12X4212 1212107 09/30/2022 01996 6.639998400 9,000,000.0000 497,999.88 07/31/2010 12X4212 1212107 09/30/2015 01997 6.710000400 36,000,000.0000 2,013,000.12 07/31/2010 12X4212 1212107 09/30/2022 01997 6.710000400 12,000,000.0000 671,000.04 07/31/2010 12X4212 1212107 09/30/2015 01998 5.839999200 21,500,000.0000 1,046,333.19 07/31/2010 12X4212 1212107 09/30/2022 01998 5.839999200 15,000,000.0000 729,999.90 07/31/2010 12X4212 1212107 09/30/2024 01999 5.730001200 116,000,000.0000 5,539,001.16 07/31/2010 12X4212 1212107 09/30/2024 02000 6.379999200 31,000,000.0000 1,648,166.46 07/31/2010 12X4212 1212107 09/30/2015 02001 5.209999200 45,000,000.0000 1,953,749.70 07/31/2010 12X4212 1212107 09/30/2016 02002 4.600000800 32,000,000.0000 1,226,666.88 07/31/2010 12X4212 1212107 09/30/2017 02003 3.530001600 43,000,000.0000 1,264,917.24 07/31/2010 12X4212 1212107 09/30/2018 02003 3.530001600 20,000,000.0000 588,333.60 07/31/2010 12X4212 1212107 09/30/2018 02004 3.970000800 23,000,000.0000 760,916.82 07/31/2010 12X4212 1212107 09/30/2019 02005 4.119998400 17,000,000.0000 583,666.44 07/31/2010 12X4212 1212107 09/30/2020 02005 4.119998400 3,000,000.0000 102,999.96 07/31/2010 12X4212 1212107 09/30/2020 02006 4.839998400 39,500,000.0000 1,593,166.14 07/31/2010 12X4212 1212107 09/30/2021 02007 4.749998400 54,000,000.0000 2,137,499.28 07/31/2010 12X4212 1212107 09/30/2022 02007 4.749998400 5,000,000.0000 197,916.60 07/31/2010 12X4212 1212107 09/30/2022 02008 3.849998400 47,000,000.0000 1,507,916.04 07/31/2010 12X4212 1212107 09/30/2024 02009 3.279999600 50,000,000.0000 1,366,666.50 07/31/2010 12X4212 1212107 09/30/2024 02010 3.279999600 208,994,814.0000 5,712,524.22 07/31/2010 ------------------------ ---------------------- 964,994,814.0000 39,035,772.66 108 SUB-COHORT 12X4212 1212108 09/30/2041 01992 7.530001200 2,000,000.0000 125,500.02 07/31/2010 12X4212 1212108 09/30/2050 01992 7.530001200 10,200,000.0000 640,050.10 07/31/2010 12X4212 1212108 09/30/2044 01993 6.660000000 5,000,000.0000 277,500.00 07/31/2010 12X4212 1212108 09/30/2050 01993 6.660000000 22,400,000.0000 1,243,200.00 07/31/2010 12X4212 1212108 09/30/2048 01994 6.940000800 5,500,000.0000 318,083.37 07/31/2010 12X4212 1212108 09/30/2050 01994 6.940000800 26,400,000.0000 1,526,800.18 07/31/2010 12X4212 1212108 09/30/2041 01997 6.720001200 2,100,000.0000 117,600.02 07/31/2010 12X4212 1212108 09/30/2044 01997 6.720001200 3,000,000.0000 168,000.03 07/31/2010 12X4212 1212108 09/30/2050 01997 6.720001200 2,700,000.0000 151,200.03 07/31/2010 12X4212 1212108 09/30/2038 01998 5.910001200 1,000,000.0000 49,250.01 07/31/2010 12X4212 1212108 09/30/2041 01998 5.910001200 3,000,000.0000 147,750.03 07/31/2010 12X4212 1212108 09/30/2044 01998 5.910001200 1,300,000.0000 64,025.01 07/31/2010 12X4212 1212108 09/30/2050 01998 5.910001200 900,000.0000 44,325.01 07/31/2010 ------------------------ ---------------------- 85,500,000.0000 4,873,283.81 109 SUB-COHORT 12X4212 1212109 09/30/2032 01992 7.089998400 200,000.0000 11,816.66 07/31/2010 12X4212 1212109 09/30/2034 01992 7.089998400 500,000.0000 29,541.66 07/31/2010 12X4212 1212109 09/30/2035 01992 7.089998400 25,000.0000 1,477.08 07/31/2010 12X4212 1212109 09/30/2040 01992 7.089998400 25,000.0000 1,477.08 07/31/2010 12X4212 1212109 09/30/2046 01992 7.089998400 1,000,000.0000 59,083.32 07/31/2010 12X4212 1212109 09/30/2033 01993 6.649999200 600,000.0000 33,250.00 07/31/2010 12X4212 1212109 09/30/2035 01993 6.649999200 80,000.0000 4,433.33 07/31/2010 12X4212 1212109 09/30/2037 01993 6.649999200 50,000.0000 2,770.83 07/31/2010 12X4212 1212109 09/30/2034 01994 6.980000400 475,000.0000 27,629.17 07/31/2010 12X4212 1212109 09/30/2035 01995 7.390000800 450,000.0000 27,712.50 07/31/2010 12X4212 1212109 09/30/2036 01996 6.770001600 525,000.0000 29,618.76 07/31/2010 12X4212 1212109 09/30/2040 01996 6.770001600 25,000.0000 1,410.42 07/31/2010 12X4212 1212109 09/30/2037 01997 6.890000400 200,000.0000 11,483.33 07/31/2010 12X4212 1212109 09/30/2038 01998 5.810000400 475,000.0000 22,997.92 07/31/2010 12X4212 1212109 09/30/2040 02000 6.249999600 1,025,000.0000 53,385.41 07/31/2010 12X4212 1212109 09/30/2041 02001 5.249998800 1,750,000.0000 76,562.48 07/31/2010 12X4212 1212109 09/30/2042 02002 3.420000000 1,950,000.0000 55,575.00 07/31/2010 12X4212 1212109 09/30/2043 02003 4.870000800 500,000.0000 20,291.67 07/31/2010 12X4212 1212109 09/30/2044 02004 4.889998800 2,780,000.0000 113,284.97 07/31/2010 12X4212 1212109 09/30/2046 02006 4.910000400 1,000,000.0000 40,916.67 07/31/2010 ------------------------ ---------------------- 13,635,000.0000 624,718.26 116 SUB-COHORT 12X4212 1212116 09/30/2034 01992 7.499998800 100,000.0000 6,250.00 07/31/2010 12X4212 1212116 09/30/2036 01992 7.499998800 750,000.0000 46,874.99 07/31/2010 12X4212 1212116 09/30/2034 01993 6.720001200 200,000.0000 11,200.00 07/31/2010 12X4212 1212116 09/30/2037 01993 6.720001200 100,000.0000 5,600.00 07/31/2010 12X4212 1212116 09/30/2038 01993 6.720001200 250,000.0000 14,000.00 07/31/2010 12X4212 1212116 09/30/2037 01994 6.879999600 200,000.0000 11,466.67 07/31/2010 ------------------------ ---------------------- 1,600,000.0000 95,391.66 121 SUB-COHORT 12X4212 1212121 09/30/2033 01993 6.649999200 150,000.0000 8,312.50 07/31/2010 12X4212 1212121 09/30/2034 01993 6.649999200 100,000.0000 5,541.67 07/31/2010 12X4212 1212121 09/30/2028 01994 6.810001200 100,000.0000 5,675.00 07/31/2010 12X4212 1212121 09/30/2034 01994 6.810001200 650,000.0000 36,887.51 07/31/2010 ------------------------ ---------------------- 1,000,000.0000 56,416.68 123 SUB-COHORT 12X4212 1212123 09/30/2017 02000 5.979999600 9,000,000.0000 448,499.97 07/31/2010 12X4212 1212123 09/30/2015 02001 4.089999600 500,000.0000 17,041.67 07/31/2010 12X4212 1212123 09/30/2017 02001 4.089999600 16,400,000.0000 558,966.61 07/31/2010 12X4212 1212123 09/30/2017 02002 2.689999200 17,300,000.0000 387,808.22 07/31/2010 12X4212 1212123 09/30/2017 02003 2.440000800 1,500,000.0000 30,500.01 07/31/2010 12X4212 1212123 09/30/2011 02004 3.499999200 83,000,000.0000 2,420,832.78 07/31/2010 12X4212 1212123 09/30/2012 02004 3.499999200 2,000,000.0000 58,333.32 07/31/2010 12X4212 1212123 09/30/2012 02005 3.849998400 70,000,000.0000 2,245,832.40 07/31/2010 12X4212 1212123 09/30/2013 02005 3.849998400 15,000,000.0000 481,249.80 07/31/2010 12X4212 1212123 09/30/2013 02006 4.780000800 42,000,000.0000 1,673,000.28 07/31/2010 12X4212 1212123 09/30/2015 02007 2.530000800 120,000,000.0000 2,530,000.80 07/31/2010 12X4212 1212123 09/30/2015 02008 3.229999200 80,000,000.0000 2,153,332.80 07/31/2010 12X4212 1212123 09/30/2017 02008 3.229999200 22,000,000.0000 592,166.52 07/31/2010 12X4212 1212123 09/30/2017 02009 1.990000800 100,000,000.0000 1,658,334.00 07/31/2010 ------------------------ ---------------------- 578,700,000.0000 15,255,899.18 124 SUB-COHORT 12X4212 1212124 09/30/2012 02001 4.839998400 100,000.0000 4,033.33 07/31/2010 ------------------------ ---------------------- 100,000.0000 4,033.33 ======================== ====================== 8,934,331,939.0000 306,156,498.68 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 12X4212 1212101 09/30/2010 01998 07/22/2010 INT + 0.0000 721,500.15 488737 1212101 09/30/2010 02002 07/22/2010 INT + 0.0000 1,699,999.83 488739 1212101 09/30/2010 02006 07/22/2010 INT + 0.0000 5,543,998.61 488741 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 1212107 09/30/2010 02000 07/22/2010 INT + 0.0000 2,169,199.72 488743 1212123 09/30/2010 02003 07/22/2010 INT + 0.0000 610,000.20 488745 ------------------------ ---------------------- 0.0000 11,460,948.66 ======================== ====================== 0.0000 11,460,948.66 ============================================================================================================================ TRANSACTIONS ============================================================================================================================