Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 101 SUB-COHORT 12X4212 1212101 09/30/2014 01992 5.479999200 9,000,000.0000 164,399.98 01/31/2011 12X4212 1212101 09/30/2014 01993 4.629999600 15,400,000.0000 237,673.31 01/31/2011 12X4212 1212101 09/30/2014 01994 5.420001600 15,600,000.0000 281,840.08 01/31/2011 12X4212 1212101 09/30/2014 01995 6.739999200 25,400,000.0000 570,653.27 01/31/2011 12X4212 1212101 09/30/2014 01996 5.969998800 39,000,000.0000 776,099.84 01/31/2011 12X4212 1212101 09/30/2014 01997 6.149998800 41,000,000.0000 840,499.84 01/31/2011 12X4212 1212101 09/30/2014 01998 5.550001200 30,600,000.0000 566,100.12 01/31/2011 12X4212 1212101 09/30/2012 01999 5.199998400 30,000,000.0000 519,999.84 01/31/2011 12X4212 1212101 09/30/2014 01999 5.199998400 45,000,000.0000 779,999.76 01/31/2011 12X4212 1212101 09/30/2012 02000 6.249999600 55,000,000.0000 1,145,833.26 01/31/2011 12X4212 1212101 09/30/2014 02001 4.960000800 81,300,000.0000 1,344,160.22 01/31/2011 12X4212 1212101 09/30/2014 02002 3.999999600 65,000,000.0000 866,666.58 01/31/2011 12X4212 1212101 09/30/2012 02003 3.009999600 81,300,000.0000 815,709.89 01/31/2011 12X4212 1212101 09/30/2014 02003 3.009999600 7,550,000.0000 75,751.66 01/31/2011 12X4212 1212101 09/30/2012 02004 3.399998400 144,400,000.0000 1,636,532.56 01/31/2011 12X4212 1212101 09/30/2014 02005 4.020001200 222,000,000.0000 2,974,800.89 01/31/2011 12X4212 1212101 09/30/2014 02006 4.799998800 173,000,000.0000 2,767,999.31 01/31/2011 12X4212 1212101 09/30/2011 02007 4.690000800 106,000,000.0000 1,657,133.62 01/31/2011 12X4212 1212101 09/30/2012 02007 4.690000800 140,000,000.0000 2,188,667.04 01/31/2011 12X4212 1212101 09/30/2012 02008 3.459999600 450,000,000.0000 5,189,999.40 01/31/2011 12X4212 1212101 09/30/2014 02009 2.499998400 758,052,024.0000 6,317,096.16 01/31/2011 12X4212 1212101 09/30/2014 02010 2.769998400 988,018,881.0000 9,122,702.40 01/31/2011 12X4212 1212101 09/30/2015 02011 2.769998400 200,000,000.0000 1,846,665.60 01/31/2011 ------------------------ ---------------------- 3,722,620,905.0000 42,686,984.63 105 SUB-COHORT 12X4212 1212105 09/30/2041 01992 7.499998800 19,000,000.0000 474,999.92 01/31/2011 12X4212 1212105 09/30/2041 01993 6.660000000 20,000,000.0000 444,000.00 01/31/2011 12X4212 1212105 09/30/2035 01994 6.840000000 15,000,000.0000 342,000.00 01/31/2011 12X4212 1212105 09/30/2041 01994 6.840000000 19,000,000.0000 433,200.00 01/31/2011 12X4212 1212105 09/30/2035 01995 7.319998800 18,500,000.0000 451,399.93 01/31/2011 12X4212 1212105 09/30/2037 01996 6.789999600 12,000,000.0000 271,599.98 01/31/2011 12X4212 1212105 09/30/2041 01996 6.789999600 19,000,000.0000 430,033.31 01/31/2011 12X4212 1212105 09/30/2038 01997 6.500001600 20,000,000.0000 433,333.44 01/31/2011 12X4212 1212105 09/30/2041 01997 6.500001600 15,000,000.0000 325,000.08 01/31/2011 12X4212 1212105 09/30/2038 01998 5.940000000 30,500,000.0000 603,900.00 01/31/2011 12X4212 1212105 09/30/2039 01999 5.929999200 56,000,000.0000 1,106,933.18 01/31/2011 12X4212 1212105 09/30/2044 01999 5.929999200 23,000,000.0000 454,633.27 01/31/2011 12X4212 1212105 09/30/2040 02000 6.230001600 74,000,000.0000 1,536,733.73 01/31/2011 12X4212 1212105 09/30/2041 02000 6.230001600 50,000,000.0000 1,038,333.60 01/31/2011 12X4212 1212105 09/30/2041 02001 5.299999200 50,000,000.0000 883,333.20 01/31/2011 12X4212 1212105 09/30/2044 02001 5.299999200 53,000,000.0000 936,333.19 01/31/2011 12X4212 1212105 09/30/2042 02002 4.830001200 104,000,000.0000 1,674,400.42 01/31/2011 12X4212 1212105 09/30/2043 02002 4.830001200 35,000,000.0000 563,500.14 01/31/2011 12X4212 1212105 09/30/2043 02003 4.320000000 87,000,000.0000 1,252,800.00 01/31/2011 12X4212 1212105 09/30/2044 02003 4.320000000 60,000,000.0000 864,000.00 01/31/2011 12X4212 1212105 09/30/2044 02004 4.470001200 95,000,000.0000 1,415,500.38 01/31/2011 12X4212 1212105 09/30/2046 02004 4.470001200 30,000,000.0000 447,000.12 01/31/2011 12X4212 1212105 09/30/2045 02005 4.550000400 163,000,000.0000 2,472,166.88 01/31/2011 12X4212 1212105 09/30/2046 02005 4.550000400 100,000,000.0000 1,516,666.80 01/31/2011 12X4212 1212105 09/30/2046 02006 4.830001200 223,000,000.0000 3,590,300.89 01/31/2011 12X4212 1212105 09/30/2047 02006 4.830001200 25,000,000.0000 402,500.10 01/31/2011 12X4212 1212105 09/30/2046 02007 4.550000400 207,000,000.0000 3,139,500.28 01/31/2011 12X4212 1212105 09/30/2047 02007 4.550000400 49,000,000.0000 743,166.73 01/31/2011 12X4212 1212105 09/30/2048 02007 4.550000400 40,000,000.0000 606,666.72 01/31/2011 12X4212 1212105 09/30/2048 02008 4.070001600 270,000,000.0000 3,663,001.44 01/31/2011 12X4212 1212105 09/30/2049 02008 4.070001600 87,000,000.0000 1,180,300.46 01/31/2011 12X4212 1212105 09/30/2049 02009 3.650000400 524,661,220.0000 6,383,378.88 01/31/2011 12X4212 1212105 09/30/2050 02010 3.150000000 623,480,000.0000 6,546,540.00 01/31/2011 12X4212 1212105 09/30/2051 02011 3.150000000 92,000,000.0000 966,000.00 01/31/2011 ------------------------ ---------------------- 3,309,141,220.0000 47,593,157.07 107 SUB-COHORT 12X4212 1212107 09/30/2022 01992 7.539998400 8,000,000.0000 201,066.62 01/31/2011 12X4212 1212107 09/30/2015 01993 6.660000000 6,000,000.0000 133,200.00 01/31/2011 12X4212 1212107 09/30/2015 01994 6.810001200 28,000,000.0000 635,600.11 01/31/2011 12X4212 1212107 09/30/2015 01995 7.200000000 16,000,000.0000 384,000.00 01/31/2011 12X4212 1212107 09/30/2015 01996 6.639998400 32,000,000.0000 708,266.50 01/31/2011 12X4212 1212107 09/30/2015 01997 6.710000400 36,000,000.0000 805,200.05 01/31/2011 12X4212 1212107 09/30/2015 01998 5.839999200 21,500,000.0000 418,533.28 01/31/2011 12X4212 1212107 09/30/2024 01999 5.730001200 116,000,000.0000 2,215,600.46 01/31/2011 12X4212 1212107 09/30/2024 02000 6.379999200 31,000,000.0000 659,266.58 01/31/2011 12X4212 1212107 09/30/2015 02001 5.230000800 45,000,000.0000 784,500.12 01/31/2011 12X4212 1212107 09/30/2016 02002 4.640000400 32,000,000.0000 494,933.38 01/31/2011 12X4212 1212107 09/30/2017 02003 3.580009200 43,000,000.0000 513,134.65 01/31/2011 12X4212 1212107 09/30/2018 02004 3.999999600 23,000,000.0000 306,666.64 01/31/2011 12X4212 1212107 09/30/2019 02005 4.160001600 17,000,000.0000 235,733.42 01/31/2011 12X4212 1212107 09/30/2020 02006 4.839998400 39,500,000.0000 637,266.46 01/31/2011 12X4212 1212107 09/30/2021 02007 4.759999200 54,000,000.0000 856,799.86 01/31/2011 12X4212 1212107 09/30/2022 02008 3.920000400 47,000,000.0000 614,133.40 01/31/2011 12X4212 1212107 09/30/2024 02009 3.240000000 50,000,000.0000 540,000.00 01/31/2011 12X4212 1212107 09/30/2024 02010 3.210001200 108,994,814.0000 1,166,244.95 01/31/2011 12X4212 1212107 09/30/2025 02011 3.210001200 3,000,000.0000 32,100.01 01/31/2011 ------------------------ ---------------------- 756,994,814.0000 12,342,246.49 108 SUB-COHORT 12X4212 1212108 09/30/2050 01992 7.530001200 10,200,000.0000 256,020.04 01/31/2011 12X4212 1212108 09/30/2050 01993 6.660000000 22,400,000.0000 497,280.00 01/31/2011 12X4212 1212108 09/30/2050 01994 6.940000800 26,400,000.0000 610,720.07 01/31/2011 12X4212 1212108 09/30/2044 01997 6.720001200 3,000,000.0000 67,200.01 01/31/2011 12X4212 1212108 09/30/2050 01997 6.720001200 2,700,000.0000 60,480.01 01/31/2011 12X4212 1212108 09/30/2041 01998 5.910001200 3,000,000.0000 59,100.01 01/31/2011 12X4212 1212108 09/30/2044 01998 5.910001200 1,300,000.0000 25,610.01 01/31/2011 ------------------------ ---------------------- 69,000,000.0000 1,576,410.15 109 SUB-COHORT 12X4212 1212109 09/30/2046 01992 7.089998400 1,000,000.0000 23,633.33 01/31/2011 12X4212 1212109 09/30/2033 01993 6.649999200 600,000.0000 13,300.00 01/31/2011 12X4212 1212109 09/30/2034 01994 6.980000400 475,000.0000 11,051.67 01/31/2011 12X4212 1212109 09/30/2036 01996 6.770001600 525,000.0000 11,847.50 01/31/2011 12X4212 1212109 09/30/2037 01997 6.890000400 200,000.0000 4,593.33 01/31/2011 12X4212 1212109 09/30/2038 01998 5.810000400 475,000.0000 9,199.17 01/31/2011 12X4212 1212109 09/30/2040 02000 6.249999600 1,025,000.0000 21,354.17 01/31/2011 12X4212 1212109 09/30/2041 02001 5.249998800 1,750,000.0000 30,624.99 01/31/2011 12X4212 1212109 09/30/2043 02003 4.870000800 500,000.0000 8,116.67 01/31/2011 12X4212 1212109 09/30/2044 02004 4.889998800 2,780,000.0000 45,313.99 01/31/2011 12X4212 1212109 09/30/2046 02006 4.910000400 1,000,000.0000 16,366.67 01/31/2011 ------------------------ ---------------------- 10,330,000.0000 195,401.49 116 SUB-COHORT 12X4212 1212116 09/30/2036 01992 7.499998800 750,000.0000 18,750.00 01/31/2011 12X4212 1212116 09/30/2034 01993 6.720001200 200,000.0000 4,480.00 01/31/2011 ------------------------ ---------------------- 950,000.0000 23,230.00 121 SUB-COHORT 12X4212 1212121 09/30/2033 01993 6.649999200 150,000.0000 3,325.00 01/31/2011 12X4212 1212121 09/30/2034 01993 6.649999200 100,000.0000 2,216.67 01/31/2011 12X4212 1212121 09/30/2036 01993 6.649999200 17,000.0000 376.83 01/31/2011 12X4212 1212121 09/30/2028 01994 6.810001200 100,000.0000 2,270.00 01/31/2011 12X4212 1212121 09/30/2034 01994 6.810001200 650,000.0000 14,755.00 01/31/2011 ------------------------ ---------------------- 1,017,000.0000 22,943.50 123 SUB-COHORT 12X4212 1212123 09/30/2011 02004 3.499999200 83,000,000.0000 968,333.11 01/31/2011 12X4212 1212123 09/30/2017 02008 3.229999200 22,000,000.0000 236,866.61 01/31/2011 12X4212 1212123 09/30/2017 02009 2.570000400 100,000,000.0000 856,666.80 01/31/2011 ------------------------ ---------------------- 205,000,000.0000 2,061,866.52 124 SUB-COHORT 12X4212 1212124 09/30/2012 02001 4.839998400 100,000.0000 1,613.33 01/31/2011 ------------------------ ---------------------- 100,000.0000 1,613.33 127 SUB-COHORT 12X4212 1212127 09/30/2030 02010 2.723000400 5,000,000.0000 45,383.34 01/31/2011 12X4212 1212127 09/30/2030 02011 3.984199200 5,000,000.0000 66,403.32 01/31/2011 ------------------------ ---------------------- 10,000,000.0000 111,786.66 ======================== ====================== 8,085,153,939.0000 106,615,639.84 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 12X4212 1212101 09/30/2011 02003 12/08/2010 INT + 0.0000 526,749.93 488956 1212101 09/30/2011 02007 01/24/2011 INT + 0.0000 1,172,500.20 489044 1212101 09/30/2012 01992 12/08/2010 INT + 0.0000 189,059.97 488946 1212101 09/30/2012 01993 12/08/2010 INT + 0.0000 196,774.98 488948 1212101 09/30/2012 01994 12/08/2010 INT + 0.0000 379,400.11 488950 1212101 09/30/2012 01998 01/24/2011 INT + 0.0000 49,950.01 489040 1212101 09/30/2012 02001 12/08/2010 INT + 0.0000 74,400.01 488954 1212101 09/30/2012 02002 01/24/2011 INT + 0.0000 79,999.99 489042 1212101 09/30/2012 02008 01/24/2011 INT + 0.0000 1,729,999.80 489046 1212101 09/30/2014 02000 12/08/2010 INT + 0.0000 499,999.96 488952 1212101 09/30/2014 02009 01/24/2011 INT + 0.0000 2,499,998.40 489048 1212101 09/30/2014 02010 01/24/2011 INT + 0.0000 4,154,997.60 489050 1212105 09/30/2036 01996 12/08/2010 INT + 0.0000 101,849.99 488964 1212105 09/30/2038 01993 01/24/2011 INT + 0.0000 49,950.00 489052 1212105 09/30/2041 01995 12/08/2010 INT + 0.0000 182,999.97 488962 1212105 09/30/2041 01998 01/24/2011 INT + 0.0000 326,700.00 489054 1212105 09/30/2041 01999 12/08/2010 INT + 0.0000 237,199.96 488968 1212105 09/30/2042 02001 12/08/2010 INT + 0.0000 304,749.95 488976 1212105 09/30/2044 01996 12/08/2010 INT + 0.0000 67,899.99 488966 1212105 09/30/2044 02000 12/08/2010 INT + 0.0000 482,825.12 488972 1212105 09/30/2045 02004 12/08/2010 INT + 0.0000 268,200.07 488980 1212105 09/30/2048 02006 12/08/2010 INT + 0.0000 724,500.18 488982 1212105 09/30/2049 01992 12/08/2010 INT + 0.0000 431,249.93 488958 1212105 09/30/2049 01993 12/08/2010 INT + 0.0000 349,650.00 488960 1212105 09/30/2049 01999 12/08/2010 INT + 0.0000 213,479.97 488970 1212105 09/30/2049 02000 12/08/2010 INT + 0.0000 280,350.07 488974 1212105 09/30/2049 02002 12/08/2010 INT + 0.0000 134,032.53 488978 1212107 09/30/2015 01992 12/08/2010 INT + 0.0000 75,399.98 488984 1212107 09/30/2016 01993 01/24/2011 INT + 0.0000 99,900.00 489056 1212107 09/30/2016 01995 12/08/2010 INT + 0.0000 108,000.00 488992 1212107 09/30/2018 02003 12/08/2010 INT + 0.0000 358,000.92 489002 1212107 09/30/2020 01996 12/08/2010 INT + 0.0000 497,999.88 488994 1212107 09/30/2020 02005 12/08/2010 INT + 0.0000 62,400.02 489004 1212107 09/30/2022 01993 12/08/2010 INT + 0.0000 233,100.00 488988 1212107 09/30/2022 01994 12/08/2010 INT + 0.0000 102,150.01 488990 1212107 09/30/2022 01996 12/08/2010 INT + 0.0000 298,799.92 488996 1212107 09/30/2022 01997 12/08/2010 INT + 0.0000 402,600.02 488998 1212107 09/30/2022 01998 12/08/2010 INT + 0.0000 437,999.94 489000 1212107 09/30/2022 02007 12/08/2010 INT + 0.0000 118,999.98 489006 1212107 09/30/2024 01992 12/08/2010 INT + 0.0000 527,799.88 488986 1212107 09/30/2024 02010 01/24/2011 INT + 0.0000 1,605,000.60 489058 1212108 09/30/2038 01998 12/08/2010 INT + 0.0000 29,550.00 489016 1212108 09/30/2041 01992 12/08/2010 INT + 0.0000 75,300.01 489008 1212108 09/30/2041 01997 12/08/2010 INT + 0.0000 70,560.01 489014 1212108 09/30/2044 01993 12/08/2010 INT + 0.0000 166,500.00 489010 1212108 09/30/2048 01994 12/08/2010 INT + 0.0000 190,850.02 489012 1212108 09/30/2050 01998 01/24/2011 INT + 0.0000 26,595.00 489060 1212109 09/30/2032 01992 12/08/2010 INT + 0.0000 7,089.99 489018 1212109 09/30/2034 01992 01/24/2011 INT + 0.0000 17,724.99 489062 1212109 09/30/2035 01992 12/08/2010 INT + 0.0000 886.24 489020 1212109 09/30/2035 01993 01/24/2011 INT + 0.0000 2,659.99 489066 1212109 09/30/2037 01993 12/08/2010 INT + 0.0000 1,662.49 489022 1212109 09/30/2040 01992 01/24/2011 INT + 0.0000 886.24 489064 1212109 09/30/2040 01996 12/08/2010 INT + 0.0000 846.25 489024 1212116 09/30/2034 01992 12/08/2010 INT + 0.0000 3,749.99 489026 1212116 09/30/2037 01993 01/24/2011 INT + 0.0000 3,360.00 489068 1212116 09/30/2037 01994 12/08/2010 INT + 0.0000 6,879.99 489030 1212116 09/30/2038 01993 12/08/2010 INT + 0.0000 8,400.00 489028 1212123 09/30/2012 02004 12/08/2010 INT + 0.0000 34,999.99 489032 1212123 09/30/2015 02008 01/24/2011 INT + 0.0000 1,291,999.68 489070 ------------------------ ---------------------- 0.0000 22,578,120.72 ======================== ====================== 0.0000 22,578,120.72