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 41,099.99 10/31/2011 12X4212 1212101 09/30/2014 01993 4.629999600 9,400,000.0000 36,268.33 10/31/2011 12X4212 1212101 09/30/2014 01994 5.420001600 15,600,000.0000 70,460.02 10/31/2011 12X4212 1212101 09/30/2014 01995 6.739999200 15,400,000.0000 86,496.66 10/31/2011 12X4212 1212101 09/30/2014 01996 5.969998800 22,000,000.0000 109,449.98 10/31/2011 12X4212 1212101 09/30/2014 01997 6.149998800 28,000,000.0000 143,499.97 10/31/2011 12X4212 1212101 09/30/2014 01998 5.550001200 30,600,000.0000 141,525.03 10/31/2011 12X4212 1212101 09/30/2012 01999 5.199998400 7,000,000.0000 30,333.32 10/31/2011 12X4212 1212101 09/30/2014 01999 5.199998400 45,000,000.0000 194,999.94 10/31/2011 12X4212 1212101 09/30/2012 02000 6.249999600 48,000,000.0000 249,999.98 10/31/2011 12X4212 1212101 09/30/2014 02001 4.970001600 56,300,000.0000 233,175.91 10/31/2011 12X4212 1212101 09/30/2014 02002 4.029998400 65,000,000.0000 218,291.58 10/31/2011 12X4212 1212101 09/30/2012 02003 3.009999600 58,300,000.0000 146,235.81 10/31/2011 12X4212 1212101 09/30/2014 02003 3.009999600 7,550,000.0000 18,937.91 10/31/2011 12X4212 1212101 09/30/2012 02004 3.330000000 69,400,000.0000 192,585.00 10/31/2011 12X4212 1212101 09/30/2014 02005 3.960000000 92,000,000.0000 303,600.00 10/31/2011 12X4212 1212101 09/30/2014 02006 4.790001600 138,000,000.0000 550,850.18 10/31/2011 12X4212 1212101 09/30/2012 02007 4.669999200 140,000,000.0000 544,833.24 10/31/2011 12X4212 1212101 09/30/2015 02007 4.669999200 15,000,000.0000 58,374.99 10/31/2011 12X4212 1212101 09/30/2012 02008 3.359998800 250,000,000.0000 699,999.75 10/31/2011 12X4212 1212101 09/30/2014 02009 2.430000000 583,052,024.0000 1,180,680.35 10/31/2011 12X4212 1212101 09/30/2014 02010 2.340000000 688,018,881.0000 1,341,636.82 10/31/2011 12X4212 1212101 09/30/2015 02011 2.720001600 985,674,968.0000 2,234,197.91 10/31/2011 ------------------------ ---------------------- 3,378,295,873.0000 8,827,532.67 105 SUB-COHORT 12X4212 1212105 09/30/2041 01992 7.499998800 17,000,000.0000 106,249.98 10/31/2011 12X4212 1212105 09/30/2041 01993 6.660000000 18,000,000.0000 99,900.00 10/31/2011 12X4212 1212105 09/30/2035 01994 6.840000000 1,500,000.0000 8,550.00 10/31/2011 12X4212 1212105 09/30/2041 01994 6.840000000 19,000,000.0000 108,300.00 10/31/2011 12X4212 1212105 09/30/2035 01995 7.319998800 13,500,000.0000 82,349.99 10/31/2011 12X4212 1212105 09/30/2037 01996 6.789999600 7,000,000.0000 39,608.33 10/31/2011 12X4212 1212105 09/30/2041 01996 6.789999600 19,000,000.0000 107,508.33 10/31/2011 12X4212 1212105 09/30/2038 01997 6.500001600 13,000,000.0000 70,416.68 10/31/2011 12X4212 1212105 09/30/2041 01997 6.500001600 15,000,000.0000 81,250.02 10/31/2011 12X4212 1212105 09/30/2038 01998 5.940000000 30,500,000.0000 150,975.00 10/31/2011 12X4212 1212105 09/30/2051 01998 5.940000000 1,000,000.0000 4,950.00 10/31/2011 12X4212 1212105 09/30/2039 01999 5.929999200 49,000,000.0000 242,141.63 10/31/2011 12X4212 1212105 09/30/2044 01999 5.929999200 23,000,000.0000 113,658.32 10/31/2011 12X4212 1212105 09/30/2040 02000 6.230001600 54,000,000.0000 280,350.07 10/31/2011 12X4212 1212105 09/30/2041 02000 6.230001600 50,000,000.0000 259,583.40 10/31/2011 12X4212 1212105 09/30/2041 02001 5.410000800 30,000,000.0000 135,250.02 10/31/2011 12X4212 1212105 09/30/2044 02001 5.410000800 53,000,000.0000 238,941.70 10/31/2011 12X4212 1212105 09/30/2042 02002 5.069998800 72,000,000.0000 304,199.93 10/31/2011 12X4212 1212105 09/30/2043 02002 5.069998800 35,000,000.0000 147,874.97 10/31/2011 12X4212 1212105 09/30/2043 02003 4.709998800 57,000,000.0000 223,724.94 10/31/2011 12X4212 1212105 09/30/2044 02003 4.709998800 60,000,000.0000 235,499.94 10/31/2011 12X4212 1212105 09/30/2044 02004 4.780000800 75,000,000.0000 298,750.05 10/31/2011 12X4212 1212105 09/30/2046 02004 4.780000800 30,000,000.0000 119,500.02 10/31/2011 12X4212 1212105 09/30/2045 02005 4.619998800 118,000,000.0000 454,299.88 10/31/2011 12X4212 1212105 09/30/2046 02005 4.619998800 100,000,000.0000 384,999.90 10/31/2011 12X4212 1212105 09/30/2046 02006 4.880001600 205,000,000.0000 833,666.94 10/31/2011 12X4212 1212105 09/30/2047 02006 4.880001600 25,000,000.0000 101,666.70 10/31/2011 12X4212 1212105 09/30/2046 02007 4.669999200 187,000,000.0000 727,741.54 10/31/2011 12X4212 1212105 09/30/2047 02007 4.669999200 49,000,000.0000 190,691.63 10/31/2011 12X4212 1212105 09/30/2048 02007 4.669999200 40,000,000.0000 155,666.64 10/31/2011 12X4212 1212105 09/30/2048 02008 4.200001200 267,500,000.0000 936,250.27 10/31/2011 12X4212 1212105 09/30/2049 02008 4.200001200 87,000,000.0000 304,500.09 10/31/2011 12X4212 1212105 09/30/2049 02009 3.679999200 519,661,220.0000 1,593,627.39 10/31/2011 12X4212 1212105 09/30/2050 02010 3.769999200 623,480,000.0000 1,958,765.92 10/31/2011 12X4212 1212105 09/30/2051 02010 3.769999200 50,000,000.0000 157,083.30 10/31/2011 12X4212 1212105 09/30/2051 02011 3.690000000 540,911,285.0000 1,663,302.20 10/31/2011 ------------------------ ---------------------- 3,555,052,505.0000 12,921,795.72 107 SUB-COHORT 12X4212 1212107 09/30/2022 01992 7.539998400 3,000,000.0000 18,850.00 10/31/2011 12X4212 1212107 09/30/2015 01993 6.660000000 4,500,000.0000 24,975.00 10/31/2011 12X4212 1212107 09/30/2015 01994 6.810001200 8,000,000.0000 45,400.01 10/31/2011 12X4212 1212107 09/30/2015 01995 7.200000000 8,000,000.0000 48,000.00 10/31/2011 12X4212 1212107 09/30/2015 01996 6.639998400 15,000,000.0000 82,999.98 10/31/2011 12X4212 1212107 09/30/2015 01997 6.710000400 23,000,000.0000 128,608.34 10/31/2011 12X4212 1212107 09/30/2015 01998 5.839999200 16,500,000.0000 80,299.99 10/31/2011 12X4212 1212107 09/30/2024 01999 5.730001200 66,000,000.0000 315,150.07 10/31/2011 12X4212 1212107 09/30/2024 02000 6.379999200 31,000,000.0000 164,816.65 10/31/2011 12X4212 1212107 09/30/2015 02001 5.220000000 20,000,000.0000 87,000.00 10/31/2011 12X4212 1212107 09/30/2016 02002 4.629999600 17,000,000.0000 65,591.66 10/31/2011 12X4212 1212107 09/30/2017 02003 3.570001200 23,000,000.0000 68,425.02 10/31/2011 12X4212 1212107 09/30/2018 02004 3.949999200 10,000,000.0000 32,916.66 10/31/2011 12X4212 1212107 09/30/2019 02005 4.160001600 9,000,000.0000 31,200.01 10/31/2011 12X4212 1212107 09/30/2020 02006 4.839998400 24,500,000.0000 98,816.63 10/31/2011 12X4212 1212107 09/30/2021 02007 4.759999200 38,000,000.0000 150,733.31 10/31/2011 12X4212 1212107 09/30/2022 02008 3.899998800 27,000,000.0000 87,749.97 10/31/2011 12X4212 1212107 09/30/2024 02009 3.200000400 25,000,000.0000 66,666.68 10/31/2011 12X4212 1212107 09/30/2024 02010 3.089998800 33,994,814.0000 87,536.61 10/31/2011 12X4212 1212107 09/30/2025 02011 3.110000400 51,000,000.0000 132,175.02 10/31/2011 ------------------------ ---------------------- 453,494,814.0000 1,817,911.61 108 SUB-COHORT 12X4212 1212108 09/30/2050 01992 7.530001200 6,200,000.0000 38,905.01 10/31/2011 12X4212 1212108 09/30/2050 01993 6.660000000 10,400,000.0000 57,720.00 10/31/2011 12X4212 1212108 09/30/2050 01994 6.940000800 13,400,000.0000 77,496.68 10/31/2011 12X4212 1212108 09/30/2044 01997 6.720001200 3,000,000.0000 16,800.00 10/31/2011 12X4212 1212108 09/30/2050 01997 6.720001200 2,700,000.0000 15,120.00 10/31/2011 12X4212 1212108 09/30/2041 01998 5.910001200 3,000,000.0000 14,775.00 10/31/2011 12X4212 1212108 09/30/2044 01998 5.910001200 1,300,000.0000 6,402.50 10/31/2011 ------------------------ ---------------------- 40,000,000.0000 227,219.19 109 SUB-COHORT 12X4212 1212109 09/30/2046 01992 7.089998400 1,000,000.0000 5,908.33 10/31/2011 12X4212 1212109 09/30/2033 01993 6.649999200 600,000.0000 3,325.00 10/31/2011 12X4212 1212109 09/30/2034 01994 6.980000400 475,000.0000 2,762.92 10/31/2011 12X4212 1212109 09/30/2036 01996 6.770001600 525,000.0000 2,961.88 10/31/2011 12X4212 1212109 09/30/2037 01997 6.890000400 200,000.0000 1,148.33 10/31/2011 12X4212 1212109 09/30/2038 01998 5.810000400 475,000.0000 2,299.79 10/31/2011 12X4212 1212109 09/30/2040 02000 6.249999600 1,025,000.0000 5,338.54 10/31/2011 12X4212 1212109 09/30/2041 02001 5.150001600 750,000.0000 3,218.75 10/31/2011 12X4212 1212109 09/30/2043 02003 3.359998800 500,000.0000 1,400.00 10/31/2011 12X4212 1212109 09/30/2044 02004 4.889998800 1,780,000.0000 7,253.50 10/31/2011 12X4212 1212109 09/30/2046 02006 4.910000400 1,000,000.0000 4,091.67 10/31/2011 ------------------------ ---------------------- 8,330,000.0000 39,708.71 116 SUB-COHORT 12X4212 1212116 09/30/2036 01992 7.499998800 750,000.0000 4,687.50 10/31/2011 12X4212 1212116 09/30/2034 01993 6.720001200 200,000.0000 1,120.00 10/31/2011 ------------------------ ---------------------- 950,000.0000 5,807.50 121 SUB-COHORT 12X4212 1212121 09/30/2033 01993 6.649999200 150,000.0000 831.25 10/31/2011 12X4212 1212121 09/30/2034 01993 6.649999200 100,000.0000 554.17 10/31/2011 12X4212 1212121 09/30/2036 01993 6.649999200 37,000.0000 205.04 10/31/2011 12X4212 1212121 09/30/2028 01994 6.810001200 100,000.0000 567.50 10/31/2011 12X4212 1212121 09/30/2034 01994 6.810001200 650,000.0000 3,688.75 10/31/2011 ------------------------ ---------------------- 1,037,000.0000 5,846.71 123 SUB-COHORT 12X4212 1212123 09/30/2018 02004 3.170001600 1,000,000.0000 2,641.67 10/31/2011 12X4212 1212123 09/30/2017 02008 3.039998400 9,000,000.0000 22,799.99 10/31/2011 12X4212 1212123 09/30/2017 02009 2.559999600 65,000,000.0000 138,666.65 10/31/2011 ------------------------ ---------------------- 75,000,000.0000 164,108.31 124 SUB-COHORT 12X4212 1212124 09/30/2012 02001 4.839998400 100,000.0000 403.33 10/31/2011 ------------------------ ---------------------- 100,000.0000 403.33 127 SUB-COHORT 12X4212 1212127 09/30/2030 02010 2.300000400 5,000,000.0000 9,583.34 10/31/2011 12X4212 1212127 09/30/2030 02011 2.750000400 11,163,288.0000 25,582.54 10/31/2011 ------------------------ ---------------------- 16,163,288.0000 35,165.88 ======================== ====================== 7,528,423,480.0000 24,045,499.63 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00