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 01/31/2012 12X4212 1212101 09/30/2014 01993 4.629999600 9,400,000.0000 145,073.32 01/31/2012 12X4212 1212101 09/30/2014 01994 5.420001600 15,600,000.0000 281,840.08 01/31/2012 12X4212 1212101 09/30/2014 01995 6.739999200 15,400,000.0000 345,986.63 01/31/2012 12X4212 1212101 09/30/2014 01996 5.969998800 22,000,000.0000 437,799.91 01/31/2012 12X4212 1212101 09/30/2014 01997 6.149998800 28,000,000.0000 573,999.89 01/31/2012 12X4212 1212101 09/30/2014 01998 5.550001200 30,600,000.0000 566,100.12 01/31/2012 12X4212 1212101 09/30/2012 01999 5.199998400 7,000,000.0000 121,333.30 01/31/2012 12X4212 1212101 09/30/2014 01999 5.199998400 45,000,000.0000 779,999.76 01/31/2012 12X4212 1212101 09/30/2012 02000 6.249999600 48,000,000.0000 999,999.94 01/31/2012 12X4212 1212101 09/30/2014 02001 4.970001600 56,300,000.0000 932,703.63 01/31/2012 12X4212 1212101 09/30/2014 02002 4.029998400 65,000,000.0000 873,166.32 01/31/2012 12X4212 1212101 09/30/2012 02003 3.009999600 58,300,000.0000 584,943.26 01/31/2012 12X4212 1212101 09/30/2014 02003 3.009999600 7,550,000.0000 75,751.66 01/31/2012 12X4212 1212101 09/30/2012 02004 3.330000000 69,400,000.0000 770,340.00 01/31/2012 12X4212 1212101 09/30/2014 02005 3.960000000 92,000,000.0000 1,214,400.00 01/31/2012 12X4212 1212101 09/30/2014 02006 4.790001600 138,000,000.0000 2,203,400.74 01/31/2012 12X4212 1212101 09/30/2012 02007 4.669999200 140,000,000.0000 2,179,332.96 01/31/2012 12X4212 1212101 09/30/2015 02007 4.669999200 15,000,000.0000 233,499.96 01/31/2012 12X4212 1212101 09/30/2012 02008 3.359998800 250,000,000.0000 2,799,999.00 01/31/2012 12X4212 1212101 09/30/2014 02009 2.430000000 583,052,024.0000 4,722,721.39 01/31/2012 12X4212 1212101 09/30/2014 02010 2.340000000 688,018,881.0000 5,366,547.27 01/31/2012 12X4212 1212101 09/30/2015 02011 2.720001600 985,674,968.0000 8,936,791.63 01/31/2012 12X4212 1212101 09/30/2018 02012 2.720001600 550,000,000.0000 4,986,669.60 01/31/2012 ------------------------ ---------------------- 3,928,295,873.0000 40,296,800.35 105 SUB-COHORT 12X4212 1212105 09/30/2041 01992 7.499998800 17,000,000.0000 424,999.93 01/31/2012 12X4212 1212105 09/30/2041 01993 6.660000000 18,000,000.0000 399,600.00 01/31/2012 12X4212 1212105 09/30/2035 01994 6.840000000 1,500,000.0000 34,200.00 01/31/2012 12X4212 1212105 09/30/2041 01994 6.840000000 19,000,000.0000 433,200.00 01/31/2012 12X4212 1212105 09/30/2035 01995 7.319998800 13,500,000.0000 329,399.95 01/31/2012 12X4212 1212105 09/30/2037 01996 6.789999600 7,000,000.0000 158,433.32 01/31/2012 12X4212 1212105 09/30/2041 01996 6.789999600 19,000,000.0000 430,033.31 01/31/2012 12X4212 1212105 09/30/2038 01997 6.500001600 13,000,000.0000 281,666.74 01/31/2012 12X4212 1212105 09/30/2041 01997 6.500001600 15,000,000.0000 325,000.08 01/31/2012 12X4212 1212105 09/30/2038 01998 5.940000000 30,500,000.0000 603,900.00 01/31/2012 12X4212 1212105 09/30/2051 01998 5.940000000 1,000,000.0000 19,800.00 01/31/2012 12X4212 1212105 09/30/2039 01999 5.929999200 49,000,000.0000 968,566.54 01/31/2012 12X4212 1212105 09/30/2044 01999 5.929999200 23,000,000.0000 454,633.27 01/31/2012 12X4212 1212105 09/30/2040 02000 6.230001600 54,000,000.0000 1,121,400.29 01/31/2012 12X4212 1212105 09/30/2041 02000 6.230001600 50,000,000.0000 1,038,333.60 01/31/2012 12X4212 1212105 09/30/2041 02001 5.410000800 30,000,000.0000 541,000.08 01/31/2012 12X4212 1212105 09/30/2044 02001 5.410000800 53,000,000.0000 955,766.81 01/31/2012 12X4212 1212105 09/30/2042 02002 5.069998800 72,000,000.0000 1,216,799.71 01/31/2012 12X4212 1212105 09/30/2043 02002 5.069998800 35,000,000.0000 591,499.86 01/31/2012 12X4212 1212105 09/30/2043 02003 4.709998800 57,000,000.0000 894,899.77 01/31/2012 12X4212 1212105 09/30/2044 02003 4.709998800 60,000,000.0000 941,999.76 01/31/2012 12X4212 1212105 09/30/2044 02004 4.780000800 75,000,000.0000 1,195,000.20 01/31/2012 12X4212 1212105 09/30/2046 02004 4.780000800 30,000,000.0000 478,000.08 01/31/2012 12X4212 1212105 09/30/2045 02005 4.619998800 118,000,000.0000 1,817,199.53 01/31/2012 12X4212 1212105 09/30/2046 02005 4.619998800 100,000,000.0000 1,539,999.60 01/31/2012 12X4212 1212105 09/30/2046 02006 4.880001600 205,000,000.0000 3,334,667.76 01/31/2012 12X4212 1212105 09/30/2047 02006 4.880001600 25,000,000.0000 406,666.80 01/31/2012 12X4212 1212105 09/30/2046 02007 4.669999200 187,000,000.0000 2,910,966.17 01/31/2012 12X4212 1212105 09/30/2047 02007 4.669999200 49,000,000.0000 762,766.54 01/31/2012 12X4212 1212105 09/30/2048 02007 4.669999200 40,000,000.0000 622,666.56 01/31/2012 12X4212 1212105 09/30/2048 02008 4.200001200 267,500,000.0000 3,745,001.07 01/31/2012 12X4212 1212105 09/30/2049 02008 4.200001200 87,000,000.0000 1,218,000.35 01/31/2012 12X4212 1212105 09/30/2049 02009 3.679999200 519,661,220.0000 6,374,509.58 01/31/2012 12X4212 1212105 09/30/2050 02010 3.769999200 623,480,000.0000 7,835,063.67 01/31/2012 12X4212 1212105 09/30/2051 02010 3.769999200 50,000,000.0000 628,333.20 01/31/2012 12X4212 1212105 09/30/2051 02011 3.690000000 540,911,285.0000 6,653,208.81 01/31/2012 12X4212 1212105 09/30/2052 02012 3.690000000 452,200,000.0000 5,562,060.00 01/31/2012 ------------------------ ---------------------- 4,007,252,505.0000 57,249,242.94 107 SUB-COHORT 12X4212 1212107 09/30/2022 01992 7.539998400 3,000,000.0000 75,399.98 01/31/2012 12X4212 1212107 09/30/2015 01993 6.660000000 4,500,000.0000 99,900.00 01/31/2012 12X4212 1212107 09/30/2015 01994 6.810001200 8,000,000.0000 181,600.03 01/31/2012 12X4212 1212107 09/30/2015 01995 7.200000000 8,000,000.0000 192,000.00 01/31/2012 12X4212 1212107 09/30/2015 01996 6.639998400 15,000,000.0000 331,999.92 01/31/2012 12X4212 1212107 09/30/2015 01997 6.710000400 23,000,000.0000 514,433.36 01/31/2012 12X4212 1212107 09/30/2015 01998 5.839999200 16,500,000.0000 321,199.96 01/31/2012 12X4212 1212107 09/30/2024 01999 5.730001200 66,000,000.0000 1,260,600.26 01/31/2012 12X4212 1212107 09/30/2024 02000 6.379999200 31,000,000.0000 659,266.58 01/31/2012 12X4212 1212107 09/30/2015 02001 5.220000000 20,000,000.0000 348,000.00 01/31/2012 12X4212 1212107 09/30/2016 02002 4.629999600 17,000,000.0000 262,366.64 01/31/2012 12X4212 1212107 09/30/2017 02003 3.570001200 23,000,000.0000 273,700.09 01/31/2012 12X4212 1212107 09/30/2018 02004 3.949999200 10,000,000.0000 131,666.64 01/31/2012 12X4212 1212107 09/30/2019 02005 4.160001600 9,000,000.0000 124,800.05 01/31/2012 12X4212 1212107 09/30/2020 02006 4.839998400 24,500,000.0000 395,266.54 01/31/2012 12X4212 1212107 09/30/2021 02007 4.759999200 38,000,000.0000 602,933.23 01/31/2012 12X4212 1212107 09/30/2022 02008 3.899998800 27,000,000.0000 350,999.89 01/31/2012 12X4212 1212107 09/30/2024 02009 3.200000400 25,000,000.0000 266,666.70 01/31/2012 12X4212 1212107 09/30/2024 02010 3.089998800 33,994,814.0000 350,146.45 01/31/2012 12X4212 1212107 09/30/2025 02011 3.110000400 51,000,000.0000 528,700.07 01/31/2012 12X4212 1212107 09/30/2026 02012 3.110000400 10,000,000.0000 103,666.68 01/31/2012 ------------------------ ---------------------- 463,494,814.0000 7,375,313.07 108 SUB-COHORT 12X4212 1212108 09/30/2050 01992 7.530001200 6,200,000.0000 155,620.02 01/31/2012 12X4212 1212108 09/30/2050 01993 6.660000000 10,400,000.0000 230,880.00 01/31/2012 12X4212 1212108 09/30/2050 01994 6.940000800 13,400,000.0000 309,986.70 01/31/2012 12X4212 1212108 09/30/2044 01997 6.720001200 3,000,000.0000 67,200.01 01/31/2012 12X4212 1212108 09/30/2050 01997 6.720001200 2,700,000.0000 60,480.01 01/31/2012 12X4212 1212108 09/30/2041 01998 5.910001200 3,000,000.0000 59,100.01 01/31/2012 12X4212 1212108 09/30/2044 01998 5.910001200 1,300,000.0000 25,610.01 01/31/2012 ------------------------ ---------------------- 40,000,000.0000 908,876.76 109 SUB-COHORT 12X4212 1212109 09/30/2046 01992 7.089998400 1,000,000.0000 23,633.33 01/31/2012 12X4212 1212109 09/30/2033 01993 6.649999200 600,000.0000 13,300.00 01/31/2012 12X4212 1212109 09/30/2034 01994 6.980000400 475,000.0000 11,051.67 01/31/2012 12X4212 1212109 09/30/2036 01996 6.770001600 525,000.0000 11,847.50 01/31/2012 12X4212 1212109 09/30/2037 01997 6.890000400 200,000.0000 4,593.33 01/31/2012 12X4212 1212109 09/30/2038 01998 5.810000400 475,000.0000 9,199.17 01/31/2012 12X4212 1212109 09/30/2040 02000 6.249999600 1,025,000.0000 21,354.17 01/31/2012 12X4212 1212109 09/30/2041 02001 5.150001600 750,000.0000 12,875.00 01/31/2012 12X4212 1212109 09/30/2043 02003 3.359998800 500,000.0000 5,600.00 01/31/2012 12X4212 1212109 09/30/2044 02004 4.889998800 1,780,000.0000 29,013.99 01/31/2012 12X4212 1212109 09/30/2046 02006 4.910000400 1,000,000.0000 16,366.67 01/31/2012 ------------------------ ---------------------- 8,330,000.0000 158,834.83 116 SUB-COHORT 12X4212 1212116 09/30/2036 01992 7.499998800 750,000.0000 18,750.00 01/31/2012 12X4212 1212116 09/30/2034 01993 6.720001200 200,000.0000 4,480.00 01/31/2012 ------------------------ ---------------------- 950,000.0000 23,230.00 121 SUB-COHORT 12X4212 1212121 09/30/2033 01993 6.649999200 150,000.0000 3,325.00 01/31/2012 12X4212 1212121 09/30/2034 01993 6.649999200 100,000.0000 2,216.67 01/31/2012 12X4212 1212121 09/30/2036 01993 6.649999200 37,000.0000 820.17 01/31/2012 12X4212 1212121 09/30/2028 01994 6.810001200 100,000.0000 2,270.00 01/31/2012 12X4212 1212121 09/30/2034 01994 6.810001200 650,000.0000 14,755.00 01/31/2012 ------------------------ ---------------------- 1,037,000.0000 23,386.84 123 SUB-COHORT 12X4212 1212123 09/30/2018 02004 3.170001600 1,000,000.0000 10,566.67 01/31/2012 12X4212 1212123 09/30/2017 02008 3.039998400 9,000,000.0000 91,199.95 01/31/2012 12X4212 1212123 09/30/2017 02009 2.559999600 65,000,000.0000 554,666.58 01/31/2012 ------------------------ ---------------------- 75,000,000.0000 656,433.20 124 SUB-COHORT 12X4212 1212124 09/30/2012 02001 4.839998400 100,000.0000 1,613.33 01/31/2012 ------------------------ ---------------------- 100,000.0000 1,613.33 127 SUB-COHORT 12X4212 1212127 09/30/2030 02010 2.300000400 5,000,000.0000 38,333.34 01/31/2012 12X4212 1212127 09/30/2030 02011 2.750000400 11,163,288.0000 102,330.15 01/31/2012 ------------------------ ---------------------- 16,163,288.0000 140,663.49 ======================== ====================== 8,540,623,480.0000 106,834,394.81 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00