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 246,599.96 03/31/2012 12X4212 1212101 09/30/2014 01993 4.629999600 9,400,000.0000 217,609.98 03/31/2012 12X4212 1212101 09/30/2014 01994 5.420001600 15,600,000.0000 422,760.12 03/31/2012 12X4212 1212101 09/30/2014 01995 6.739999200 15,400,000.0000 518,979.94 03/31/2012 12X4212 1212101 09/30/2014 01996 5.969998800 22,000,000.0000 656,699.87 03/31/2012 12X4212 1212101 09/30/2014 01997 6.149998800 28,000,000.0000 860,999.83 03/31/2012 12X4212 1212101 09/30/2014 01998 5.550001200 30,600,000.0000 849,150.18 03/31/2012 12X4212 1212101 09/30/2012 01999 5.199998400 7,000,000.0000 181,999.94 03/31/2012 12X4212 1212101 09/30/2014 01999 5.199998400 45,000,000.0000 1,169,999.64 03/31/2012 12X4212 1212101 09/30/2012 02000 6.249999600 48,000,000.0000 1,499,999.90 03/31/2012 12X4212 1212101 09/30/2014 02001 4.970001600 56,300,000.0000 1,399,055.45 03/31/2012 12X4212 1212101 09/30/2014 02002 4.029998400 65,000,000.0000 1,309,749.48 03/31/2012 12X4212 1212101 09/30/2012 02003 3.009999600 58,300,000.0000 877,414.88 03/31/2012 12X4212 1212101 09/30/2014 02003 3.009999600 7,550,000.0000 113,627.48 03/31/2012 12X4212 1212101 09/30/2012 02004 3.330000000 69,400,000.0000 1,155,510.00 03/31/2012 12X4212 1212101 09/30/2014 02005 3.960000000 92,000,000.0000 1,821,600.00 03/31/2012 12X4212 1212101 09/30/2014 02006 4.790001600 138,000,000.0000 3,305,101.10 03/31/2012 12X4212 1212101 09/30/2012 02007 4.669999200 140,000,000.0000 3,268,999.44 03/31/2012 12X4212 1212101 09/30/2015 02007 4.669999200 15,000,000.0000 350,249.94 03/31/2012 12X4212 1212101 09/30/2012 02008 3.359998800 250,000,000.0000 4,199,998.50 03/31/2012 12X4212 1212101 09/30/2014 02009 2.430000000 583,052,024.0000 7,084,082.09 03/31/2012 12X4212 1212101 09/30/2014 02010 2.340000000 688,018,881.0000 8,049,820.91 03/31/2012 12X4212 1212101 09/30/2015 02011 2.720001600 985,674,968.0000 13,405,187.45 03/31/2012 12X4212 1212101 09/30/2018 02012 2.720001600 550,000,000.0000 7,480,004.40 03/31/2012 ------------------------ ---------------------- 3,928,295,873.0000 60,445,200.48 105 SUB-COHORT 12X4212 1212105 09/30/2041 01992 7.499998800 17,000,000.0000 637,499.90 03/31/2012 12X4212 1212105 09/30/2041 01993 6.660000000 18,000,000.0000 599,400.00 03/31/2012 12X4212 1212105 09/30/2035 01994 6.840000000 1,500,000.0000 51,300.00 03/31/2012 12X4212 1212105 09/30/2041 01994 6.840000000 19,000,000.0000 649,800.00 03/31/2012 12X4212 1212105 09/30/2035 01995 7.319998800 13,500,000.0000 494,099.92 03/31/2012 12X4212 1212105 09/30/2037 01996 6.789999600 7,000,000.0000 237,649.99 03/31/2012 12X4212 1212105 09/30/2041 01996 6.789999600 19,000,000.0000 645,049.96 03/31/2012 12X4212 1212105 09/30/2038 01997 6.500001600 13,000,000.0000 422,500.10 03/31/2012 12X4212 1212105 09/30/2041 01997 6.500001600 15,000,000.0000 487,500.12 03/31/2012 12X4212 1212105 09/30/2038 01998 5.940000000 30,500,000.0000 905,850.00 03/31/2012 12X4212 1212105 09/30/2051 01998 5.940000000 1,000,000.0000 29,700.00 03/31/2012 12X4212 1212105 09/30/2039 01999 5.929999200 49,000,000.0000 1,452,849.80 03/31/2012 12X4212 1212105 09/30/2044 01999 5.929999200 23,000,000.0000 681,949.91 03/31/2012 12X4212 1212105 09/30/2040 02000 6.230001600 54,000,000.0000 1,682,100.43 03/31/2012 12X4212 1212105 09/30/2041 02000 6.230001600 50,000,000.0000 1,557,500.40 03/31/2012 12X4212 1212105 09/30/2041 02001 5.410000800 30,000,000.0000 811,500.12 03/31/2012 12X4212 1212105 09/30/2044 02001 5.410000800 53,000,000.0000 1,433,650.21 03/31/2012 12X4212 1212105 09/30/2042 02002 5.069998800 72,000,000.0000 1,825,199.57 03/31/2012 12X4212 1212105 09/30/2043 02002 5.069998800 35,000,000.0000 887,249.79 03/31/2012 12X4212 1212105 09/30/2043 02003 4.709998800 57,000,000.0000 1,342,349.66 03/31/2012 12X4212 1212105 09/30/2044 02003 4.709998800 60,000,000.0000 1,412,999.64 03/31/2012 12X4212 1212105 09/30/2044 02004 4.780000800 75,000,000.0000 1,792,500.30 03/31/2012 12X4212 1212105 09/30/2046 02004 4.780000800 30,000,000.0000 717,000.12 03/31/2012 12X4212 1212105 09/30/2045 02005 4.619998800 118,000,000.0000 2,725,799.29 03/31/2012 12X4212 1212105 09/30/2046 02005 4.619998800 100,000,000.0000 2,309,999.40 03/31/2012 12X4212 1212105 09/30/2046 02006 4.880001600 205,000,000.0000 5,002,001.64 03/31/2012 12X4212 1212105 09/30/2047 02006 4.880001600 25,000,000.0000 610,000.20 03/31/2012 12X4212 1212105 09/30/2046 02007 4.669999200 187,000,000.0000 4,366,449.25 03/31/2012 12X4212 1212105 09/30/2047 02007 4.669999200 49,000,000.0000 1,144,149.80 03/31/2012 12X4212 1212105 09/30/2048 02007 4.669999200 40,000,000.0000 933,999.84 03/31/2012 12X4212 1212105 09/30/2048 02008 4.200001200 267,500,000.0000 5,617,501.61 03/31/2012 12X4212 1212105 09/30/2049 02008 4.200001200 87,000,000.0000 1,827,000.52 03/31/2012 12X4212 1212105 09/30/2049 02009 3.679999200 519,661,220.0000 9,561,764.37 03/31/2012 12X4212 1212105 09/30/2050 02010 3.769999200 623,480,000.0000 11,752,595.51 03/31/2012 12X4212 1212105 09/30/2051 02010 3.769999200 50,000,000.0000 942,499.80 03/31/2012 12X4212 1212105 09/30/2051 02011 3.690000000 540,911,285.0000 9,979,813.21 03/31/2012 12X4212 1212105 09/30/2052 02012 3.690000000 452,200,000.0000 8,343,090.00 03/31/2012 ------------------------ ---------------------- 4,007,252,505.0000 85,873,864.38 107 SUB-COHORT 12X4212 1212107 09/30/2022 01992 7.539998400 3,000,000.0000 113,099.98 03/31/2012 12X4212 1212107 09/30/2015 01993 6.660000000 4,500,000.0000 149,850.00 03/31/2012 12X4212 1212107 09/30/2015 01994 6.810001200 8,000,000.0000 272,400.05 03/31/2012 12X4212 1212107 09/30/2015 01995 7.200000000 8,000,000.0000 288,000.00 03/31/2012 12X4212 1212107 09/30/2015 01996 6.639998400 15,000,000.0000 497,999.88 03/31/2012 12X4212 1212107 09/30/2015 01997 6.710000400 23,000,000.0000 771,650.05 03/31/2012 12X4212 1212107 09/30/2015 01998 5.839999200 16,500,000.0000 481,799.93 03/31/2012 12X4212 1212107 09/30/2024 01999 5.730001200 66,000,000.0000 1,890,900.40 03/31/2012 12X4212 1212107 09/30/2024 02000 6.379999200 31,000,000.0000 988,899.88 03/31/2012 12X4212 1212107 09/30/2015 02001 5.220000000 20,000,000.0000 522,000.00 03/31/2012 12X4212 1212107 09/30/2016 02002 4.629999600 17,000,000.0000 393,549.97 03/31/2012 12X4212 1212107 09/30/2017 02003 3.570001200 23,000,000.0000 410,550.14 03/31/2012 12X4212 1212107 09/30/2018 02004 3.949999200 10,000,000.0000 197,499.96 03/31/2012 12X4212 1212107 09/30/2019 02005 4.160001600 9,000,000.0000 187,200.07 03/31/2012 12X4212 1212107 09/30/2020 02006 4.839998400 24,500,000.0000 592,899.80 03/31/2012 12X4212 1212107 09/30/2021 02007 4.759999200 38,000,000.0000 904,399.85 03/31/2012 12X4212 1212107 09/30/2022 02008 3.899998800 27,000,000.0000 526,499.84 03/31/2012 12X4212 1212107 09/30/2024 02009 3.200000400 25,000,000.0000 400,000.05 03/31/2012 12X4212 1212107 09/30/2024 02010 3.089998800 33,994,814.0000 525,219.67 03/31/2012 12X4212 1212107 09/30/2025 02011 3.110000400 51,000,000.0000 793,050.10 03/31/2012 12X4212 1212107 09/30/2026 02012 3.110000400 10,000,000.0000 155,500.02 03/31/2012 ------------------------ ---------------------- 463,494,814.0000 11,062,969.64 108 SUB-COHORT 12X4212 1212108 09/30/2050 01992 7.530001200 6,200,000.0000 233,430.04 03/31/2012 12X4212 1212108 09/30/2050 01993 6.660000000 10,400,000.0000 346,320.00 03/31/2012 12X4212 1212108 09/30/2050 01994 6.940000800 13,400,000.0000 464,980.05 03/31/2012 12X4212 1212108 09/30/2044 01997 6.720001200 3,000,000.0000 100,800.02 03/31/2012 12X4212 1212108 09/30/2050 01997 6.720001200 2,700,000.0000 90,720.02 03/31/2012 12X4212 1212108 09/30/2041 01998 5.910001200 3,000,000.0000 88,650.02 03/31/2012 12X4212 1212108 09/30/2044 01998 5.910001200 1,300,000.0000 38,415.01 03/31/2012 ------------------------ ---------------------- 40,000,000.0000 1,363,315.16 109 SUB-COHORT 12X4212 1212109 09/30/2046 01992 7.089998400 1,000,000.0000 35,449.99 03/31/2012 12X4212 1212109 09/30/2033 01993 6.649999200 600,000.0000 19,950.00 03/31/2012 12X4212 1212109 09/30/2034 01994 6.980000400 475,000.0000 16,577.50 03/31/2012 12X4212 1212109 09/30/2036 01996 6.770001600 525,000.0000 17,771.25 03/31/2012 12X4212 1212109 09/30/2037 01997 6.890000400 200,000.0000 6,890.00 03/31/2012 12X4212 1212109 09/30/2038 01998 5.810000400 475,000.0000 13,798.75 03/31/2012 12X4212 1212109 09/30/2040 02000 6.249999600 1,025,000.0000 32,031.25 03/31/2012 12X4212 1212109 09/30/2041 02001 5.150001600 750,000.0000 19,312.51 03/31/2012 12X4212 1212109 09/30/2043 02003 3.359998800 500,000.0000 8,400.00 03/31/2012 12X4212 1212109 09/30/2044 02004 4.889998800 1,780,000.0000 43,520.99 03/31/2012 12X4212 1212109 09/30/2046 02006 4.910000400 1,000,000.0000 24,550.00 03/31/2012 ------------------------ ---------------------- 8,330,000.0000 238,252.24 116 SUB-COHORT 12X4212 1212116 09/30/2036 01992 7.499998800 750,000.0000 28,125.00 03/31/2012 12X4212 1212116 09/30/2034 01993 6.720001200 200,000.0000 6,720.00 03/31/2012 ------------------------ ---------------------- 950,000.0000 34,845.00 121 SUB-COHORT 12X4212 1212121 09/30/2033 01993 6.649999200 150,000.0000 4,987.50 03/31/2012 12X4212 1212121 09/30/2034 01993 6.649999200 100,000.0000 3,325.00 03/31/2012 12X4212 1212121 09/30/2036 01993 6.649999200 37,000.0000 1,230.25 03/31/2012 12X4212 1212121 09/30/2028 01994 6.810001200 100,000.0000 3,405.00 03/31/2012 12X4212 1212121 09/30/2034 01994 6.810001200 650,000.0000 22,132.50 03/31/2012 ------------------------ ---------------------- 1,037,000.0000 35,080.25 123 SUB-COHORT 12X4212 1212123 09/30/2018 02004 3.170001600 1,000,000.0000 15,850.01 03/31/2012 12X4212 1212123 09/30/2017 02008 3.039998400 9,000,000.0000 136,799.93 03/31/2012 12X4212 1212123 09/30/2017 02009 2.559999600 65,000,000.0000 831,999.87 03/31/2012 ------------------------ ---------------------- 75,000,000.0000 984,649.81 124 SUB-COHORT 12X4212 1212124 09/30/2012 02001 4.839998400 100,000.0000 2,420.00 03/31/2012 ------------------------ ---------------------- 100,000.0000 2,420.00 127 SUB-COHORT 12X4212 1212127 09/30/2030 02010 2.300000400 5,000,000.0000 57,500.01 03/31/2012 12X4212 1212127 09/30/2030 02011 2.750000400 11,163,288.0000 153,495.23 03/31/2012 ------------------------ ---------------------- 16,163,288.0000 210,995.24 ======================== ====================== 8,540,623,480.0000 160,251,592.20 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00