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 5,937,258.0000 108,453.90 01/31/2013 12X4212 1212101 09/30/2014 01993 4.629999600 6,088,278.0000 93,962.42 01/31/2013 12X4212 1212101 09/30/2014 01994 5.420001600 10,981,833.0000 198,405.17 01/31/2013 12X4212 1212101 09/30/2014 01995 6.739999200 9,579,783.0000 215,225.77 01/31/2013 12X4212 1212101 09/30/2014 01996 5.969998800 15,580,750.0000 310,056.86 01/31/2013 12X4212 1212101 09/30/2014 01997 6.149998800 20,188,510.0000 413,864.37 01/31/2013 12X4212 1212101 09/30/2014 01998 5.550001200 22,194,769.0000 410,603.32 01/31/2013 12X4212 1212101 09/30/2014 01999 5.199998400 40,472,170.0000 701,517.40 01/31/2013 12X4212 1212101 09/30/2018 02000 6.249999600 36,529,600.0000 761,033.28 01/31/2013 12X4212 1212101 09/30/2014 02001 4.960000800 43,066,411.0000 712,031.44 01/31/2013 12X4212 1212101 09/30/2014 02002 4.029998400 47,388,477.0000 636,584.95 01/31/2013 12X4212 1212101 09/30/2018 02003 3.020000400 48,370,280.0000 486,927.55 01/31/2013 12X4212 1212101 09/30/2018 02004 3.369999600 47,232,195.0000 530,574.93 01/31/2013 12X4212 1212101 09/30/2014 02005 3.980001600 56,764,297.0000 753,073.31 01/31/2013 12X4212 1212101 09/30/2014 02006 4.790001600 91,116,533.0000 1,454,827.80 01/31/2013 12X4212 1212101 09/30/2018 02007 4.669999200 108,004,735.0000 1,681,273.42 01/31/2013 12X4212 1212101 09/30/2018 02008 3.350001600 157,493,802.0000 1,758,681.63 01/31/2013 12X4212 1212101 09/30/2014 02009 2.469999600 406,174,223.0000 3,344,167.23 01/31/2013 12X4212 1212101 09/30/2014 02010 2.300000400 482,441,925.0000 3,698,722.07 01/31/2013 12X4212 1212101 09/30/2015 02011 1.940000400 440,982,439.0000 2,851,687.03 01/31/2013 12X4212 1212101 09/30/2018 02012 1.850000400 861,556,130.0000 5,312,930.62 01/31/2013 12X4212 1212101 09/30/2019 02013 1.850000400 720,576,308.0000 4,443,554.86 01/31/2013 ------------------------ ---------------------- 3,678,720,706.0000 30,878,159.33 105 SUB-COHORT 12X4212 1212105 09/30/2041 01992 7.499998800 13,039,429.0000 325,985.67 01/31/2013 12X4212 1212105 09/30/2041 01993 6.660000000 13,268,175.0000 294,553.49 01/31/2013 12X4212 1212105 09/30/2041 01994 6.840000000 16,344,332.0000 372,650.77 01/31/2013 12X4212 1212105 09/30/2035 01995 7.319998800 9,703,577.0000 236,767.24 01/31/2013 12X4212 1212105 09/30/2037 01996 6.789999600 1,006,011.0000 22,769.38 01/31/2013 12X4212 1212105 09/30/2041 01996 6.789999600 19,000,000.0000 430,033.31 01/31/2013 12X4212 1212105 09/30/2038 01997 6.500001600 4,402,570.0000 95,389.04 01/31/2013 12X4212 1212105 09/30/2041 01997 6.500001600 15,000,000.0000 325,000.08 01/31/2013 12X4212 1212105 09/30/2038 01998 5.940000000 26,534,951.0000 525,392.03 01/31/2013 12X4212 1212105 09/30/2051 01998 5.940000000 1,000,000.0000 19,800.00 01/31/2013 12X4212 1212105 09/30/2039 01999 5.929999200 34,119,213.0000 674,423.02 01/31/2013 12X4212 1212105 09/30/2044 01999 5.929999200 23,000,000.0000 454,633.27 01/31/2013 12X4212 1212105 09/30/2040 02000 6.230001600 34,363,669.0000 713,619.04 01/31/2013 12X4212 1212105 09/30/2041 02000 6.230001600 50,000,000.0000 1,038,333.60 01/31/2013 12X4212 1212105 09/30/2041 02001 5.400000000 14,603,826.0000 262,868.87 01/31/2013 12X4212 1212105 09/30/2044 02001 5.400000000 53,000,000.0000 954,000.00 01/31/2013 12X4212 1212105 09/30/2042 02002 4.989999600 51,816,459.0000 861,880.37 01/31/2013 12X4212 1212105 09/30/2043 02002 4.989999600 35,000,000.0000 582,166.62 01/31/2013 12X4212 1212105 09/30/2043 02003 4.640000400 36,940,632.0000 571,348.49 01/31/2013 12X4212 1212105 09/30/2044 02003 4.640000400 60,000,000.0000 928,000.08 01/31/2013 12X4212 1212105 09/30/2044 02004 4.740001200 58,497,026.0000 924,253.24 01/31/2013 12X4212 1212105 09/30/2046 02004 4.740001200 30,000,000.0000 474,000.12 01/31/2013 12X4212 1212105 09/30/2045 02005 4.600000800 82,419,006.0000 1,263,758.31 01/31/2013 12X4212 1212105 09/30/2046 02005 4.600000800 100,000,000.0000 1,533,333.60 01/31/2013 12X4212 1212105 09/30/2046 02006 4.870000800 168,774,839.0000 2,739,778.67 01/31/2013 12X4212 1212105 09/30/2047 02006 4.870000800 25,000,000.0000 405,833.40 01/31/2013 12X4212 1212105 09/30/2046 02007 4.650001200 144,472,090.0000 2,239,317.97 01/31/2013 12X4212 1212105 09/30/2047 02007 4.650001200 49,000,000.0000 759,500.20 01/31/2013 12X4212 1212105 09/30/2048 02007 4.650001200 40,000,000.0000 620,000.16 01/31/2013 12X4212 1212105 09/30/2048 02008 4.179999600 230,983,007.0000 3,218,362.92 01/31/2013 12X4212 1212105 09/30/2049 02008 4.179999600 87,000,000.0000 1,212,199.88 01/31/2013 12X4212 1212105 09/30/2049 02009 3.679999200 481,947,112.0000 5,911,883.29 01/31/2013 12X4212 1212105 09/30/2050 02010 3.800001600 583,211,912.0000 7,387,354.00 01/31/2013 12X4212 1212105 09/30/2051 02010 3.800001600 50,000,000.0000 633,333.60 01/31/2013 12X4212 1212105 09/30/2051 02011 3.300001200 536,032,410.0000 5,896,358.65 01/31/2013 12X4212 1212105 09/30/2052 02012 2.499998400 452,200,000.0000 3,768,330.92 01/31/2013 12X4212 1212105 09/30/2053 02012 2.499998400 25,000,000.0000 208,333.20 01/31/2013 12X4212 1212105 09/30/2053 02013 2.499998400 86,184,000.0000 718,199.54 01/31/2013 ------------------------ ---------------------- 3,742,864,246.0000 49,603,746.04 107 SUB-COHORT 12X4212 1212107 09/30/2022 01992 7.539998400 1,005,780.0000 25,278.60 01/31/2013 12X4212 1212107 09/30/2015 01993 6.660000000 2,737,450.0000 60,771.39 01/31/2013 12X4212 1212107 09/30/2015 01994 6.810001200 5,028,379.0000 114,144.22 01/31/2013 12X4212 1212107 09/30/2015 01995 7.200000000 5,790,495.0000 138,971.88 01/31/2013 12X4212 1212107 09/30/2015 01996 6.639998400 9,340,950.0000 206,746.31 01/31/2013 12X4212 1212107 09/30/2015 01997 6.710000400 18,875,208.0000 422,175.51 01/31/2013 12X4212 1212107 09/30/2015 01998 5.839999200 11,907,085.0000 231,791.22 01/31/2013 12X4212 1212107 09/30/2024 01999 5.730001200 55,906,224.0000 1,067,809.10 01/31/2013 12X4212 1212107 09/30/2024 02000 6.379999200 24,939,458.0000 530,379.07 01/31/2013 12X4212 1212107 09/30/2015 02001 5.079999600 12,941,151.0000 219,136.81 01/31/2013 12X4212 1212107 09/30/2016 02002 4.169998800 10,737,762.0000 149,254.85 01/31/2013 12X4212 1212107 09/30/2017 02003 2.970000000 15,308,199.0000 151,551.17 01/31/2013 12X4212 1212107 09/30/2018 02004 3.319999200 5,564,401.0000 61,579.36 01/31/2013 12X4212 1212107 09/30/2019 02005 3.840001200 5,494,558.0000 70,330.36 01/31/2013 12X4212 1212107 09/30/2020 02006 4.770000000 17,161,073.0000 272,861.06 01/31/2013 12X4212 1212107 09/30/2021 02007 4.650001200 28,141,499.0000 436,193.35 01/31/2013 12X4212 1212107 09/30/2022 02008 2.790000000 19,521,549.0000 181,550.41 01/31/2013 12X4212 1212107 09/30/2024 02009 1.180000800 15,987,707.0000 62,885.02 01/31/2013 12X4212 1212107 09/30/2024 02010 1.000000800 22,417,223.0000 74,724.14 01/31/2013 12X4212 1212107 09/30/2025 02011 1.710000000 22,932,504.0000 130,715.27 01/31/2013 12X4212 1212107 09/30/2026 02012 2.419999200 30,576,861.0000 246,653.26 01/31/2013 12X4212 1212107 09/30/2027 02013 2.419999200 33,120,478.0000 267,171.77 01/31/2013 ------------------------ ---------------------- 375,435,994.0000 5,122,674.13 108 SUB-COHORT 12X4212 1212108 09/30/2050 01992 7.530001200 3,039,602.0000 76,294.02 01/31/2013 12X4212 1212108 09/30/2050 01993 6.660000000 7,198,537.0000 159,807.52 01/31/2013 12X4212 1212108 09/30/2050 01994 6.940000800 9,129,650.0000 211,199.26 01/31/2013 12X4212 1212108 09/30/2044 01997 6.720001200 307,860.0000 6,896.07 01/31/2013 12X4212 1212108 09/30/2050 01997 6.720001200 2,700,000.0000 60,480.01 01/31/2013 12X4212 1212108 09/30/2041 01998 5.910001200 878,272.0000 17,301.96 01/31/2013 12X4212 1212108 09/30/2044 01998 5.910001200 1,300,000.0000 25,610.01 01/31/2013 ------------------------ ---------------------- 24,553,921.0000 557,588.85 109 SUB-COHORT 12X4212 1212109 09/30/2046 01992 7.089998400 622,460.0000 14,710.80 01/31/2013 12X4212 1212109 09/30/2033 01993 6.649999200 527,455.0000 11,691.92 01/31/2013 12X4212 1212109 09/30/2034 01994 6.980000400 3,679.0000 85.60 01/31/2013 12X4212 1212109 09/30/2036 01996 6.770001600 471,464.0000 10,639.37 01/31/2013 12X4212 1212109 09/30/2037 01997 6.890000400 165,654.0000 3,804.52 01/31/2013 12X4212 1212109 09/30/2038 01998 5.810000400 416,938.0000 8,074.70 01/31/2013 12X4212 1212109 09/30/2040 02000 6.249999600 642,336.0000 13,382.00 01/31/2013 12X4212 1212109 09/30/2041 02001 5.090000400 189,088.0000 3,208.19 01/31/2013 12X4212 1212109 09/30/2043 02003 3.359998800 2,484.0000 27.82 01/31/2013 12X4212 1212109 09/30/2044 02004 4.889998800 1,457,954.0000 23,764.64 01/31/2013 12X4212 1212109 09/30/2046 02006 4.910000400 344,955.0000 5,645.76 01/31/2013 ------------------------ ---------------------- 4,844,467.0000 95,035.32 116 SUB-COHORT 12X4212 1212116 09/30/2036 01992 7.499998800 35,184.0000 879.60 01/31/2013 ------------------------ ---------------------- 35,184.0000 879.60 121 SUB-COHORT 12X4212 1212121 09/30/2033 01993 6.649999200 150,000.0000 3,325.00 01/31/2013 12X4212 1212121 09/30/2034 01993 6.649999200 100,000.0000 2,216.67 01/31/2013 12X4212 1212121 09/30/2036 01993 6.649999200 37,000.0000 820.17 01/31/2013 12X4212 1212121 09/30/2037 01993 6.649999200 15,000.0000 332.50 01/31/2013 12X4212 1212121 09/30/2038 01993 6.649999200 1,000.0000 22.17 01/31/2013 12X4212 1212121 09/30/2028 01994 6.810001200 76,074.0000 1,726.88 01/31/2013 12X4212 1212121 09/30/2034 01994 6.810001200 650,000.0000 14,755.00 01/31/2013 ------------------------ ---------------------- 1,029,074.0000 23,198.39 123 SUB-COHORT 12X4212 1212123 09/30/2018 02004 3.170001600 4,036.0000 42.65 01/31/2013 12X4212 1212123 09/30/2017 02008 2.639998800 7,382,039.0000 64,961.91 01/31/2013 12X4212 1212123 09/30/2017 02009 1.519999200 8,997,269.0000 45,586.14 01/31/2013 12X4212 1212123 09/30/2019 02012 2.120000400 22,077,775.0000 156,016.31 01/31/2013 ------------------------ ---------------------- 38,461,119.0000 266,607.01 124 SUB-COHORT 12X4212 1212124 09/30/2014 02001 4.839998400 150,122.0000 2,421.97 01/31/2013 ------------------------ ---------------------- 150,122.0000 2,421.97 127 SUB-COHORT 12X4212 1212127 09/30/2030 02010 2.019999600 2,922,548.0000 19,678.49 01/31/2013 12X4212 1212127 09/30/2030 02011 2.049998400 7,675,359.0000 52,448.25 01/31/2013 ------------------------ ---------------------- 10,597,907.0000 72,126.74 ======================== ====================== 7,876,692,740.0000 86,622,437.38 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 12X4212 1212101 09/30/2014 01992 12/19/2012 INT + 0.0000 10,344.07 491069 1212101 09/30/2014 01993 12/19/2012 INT + 0.0000 8,554.29 491071 1212101 09/30/2014 01994 12/19/2012 INT + 0.0000 15,790.17 491073 1212101 09/30/2014 01995 12/19/2012 INT + 0.0000 45,724.05 491075 1212101 09/30/2014 01996 12/19/2012 INT + 0.0000 18,474.49 491077 1212101 09/30/2014 01997 12/19/2012 INT + 0.0000 28,690.24 491079 1212101 09/30/2014 01998 12/19/2012 INT + 0.0000 14,572.08 491081 1212101 09/30/2014 01999 12/19/2012 INT + 0.0000 21,088.88 491083 1212101 09/30/2014 02001 12/19/2012 INT + 0.0000 56,822.24 491087 1212101 09/30/2014 02002 12/19/2012 INT + 0.0000 21,303.82 491089 1212101 09/30/2014 02003 12/19/2012 INT + 0.0000 21,193.46 491091 1212101 09/30/2014 02005 12/19/2012 INT + 0.0000 70,804.61 491097 1212101 09/30/2014 02006 12/19/2012 INT + 0.0000 132,926.83 491099 1212101 09/30/2014 02009 12/19/2012 INT + 0.0000 315,977.92 491105 1212101 09/30/2014 02010 12/19/2012 INT + 0.0000 262,068.22 491107 1212101 09/30/2015 02011 12/19/2012 INT + 0.0000 223,590.57 491109 1212101 09/30/2018 02000 12/19/2012 INT + 0.0000 59,912.62 491085 1212101 09/30/2018 02003 12/19/2012 INT + 0.0000 24,608.78 491093 1212101 09/30/2018 02004 12/19/2012 INT + 0.0000 56,649.04 491095 1212101 09/30/2018 02007 12/19/2012 INT + 0.0000 185,996.35 491101 1212101 09/30/2018 02008 12/19/2012 INT + 0.0000 185,097.71 491103 1212101 09/30/2018 02012 12/19/2012 INT + 0.0000 818,105.97 491111 1212105 09/30/2035 01995 12/19/2012 INT + 0.0000 2,433.64 491117 1212105 09/30/2038 01997 12/19/2012 INT + 0.0000 7,464.34 491119 1212105 09/30/2038 01998 12/19/2012 INT + 0.0000 21,750.80 491121 1212105 09/30/2039 01999 12/19/2012 INT + 0.0000 2,001.91 491123 1212105 09/30/2040 02000 12/19/2012 INT + 0.0000 32,147.00 491125 1212105 09/30/2041 01992 12/19/2012 INT + 0.0000 889.72 491113 1212105 09/30/2041 01993 12/19/2012 INT + 0.0000 8,239.29 491115 1212105 09/30/2041 02001 12/19/2012 INT + 0.0000 11,245.91 491127 1212105 09/30/2042 02002 12/19/2012 INT + 0.0000 15,923.86 491129 1212105 09/30/2043 02003 12/19/2012 INT + 0.0000 27,003.32 491131 1212105 09/30/2044 02004 12/19/2012 INT + 0.0000 7,638.44 491133 1212105 09/30/2045 02005 12/19/2012 INT + 0.0000 18,642.68 491135 1212105 09/30/2046 02006 12/19/2012 INT + 0.0000 51,646.26 491137 1212105 09/30/2046 02007 12/19/2012 INT + 0.0000 114,401.63 491139 1212105 09/30/2049 02009 12/19/2012 INT + 0.0000 43,979.47 491141 1212105 09/30/2050 02010 12/19/2012 INT + 0.0000 19,607.36 491143 1212107 09/30/2015 01993 12/19/2012 INT + 0.0000 8,517.31 491147 1212107 09/30/2015 01997 12/19/2012 INT + 0.0000 3,496.98 491149 1212107 09/30/2015 02001 12/19/2012 INT + 0.0000 8,104.15 491153 1212107 09/30/2016 02002 12/19/2012 INT + 0.0000 2,129.47 491155 1212107 09/30/2017 02003 12/19/2012 INT + 0.0000 5,437.98 491157 1212107 09/30/2018 02004 12/19/2012 INT + 0.0000 2,729.54 491159 1212107 09/30/2019 02005 12/19/2012 INT + 0.0000 7,169.19 491161 1212107 09/30/2020 02006 12/19/2012 INT + 0.0000 33,266.24 491163 1212107 09/30/2021 02007 12/19/2012 INT + 0.0000 24,903.17 491165 1212107 09/30/2022 01992 12/19/2012 INT + 0.0000 1,303.89 491145 1212107 09/30/2022 02008 12/19/2012 INT + 0.0000 4,435.99 491167 1212107 09/30/2024 02000 12/19/2012 INT + 0.0000 22,253.76 491151 1212107 09/30/2024 02009 12/19/2012 INT + 0.0000 4,361.79 491169 1212107 09/30/2024 02010 12/19/2012 INT + 0.0000 7,011.56 491171 1212107 09/30/2025 02011 12/19/2012 INT + 0.0000 21,269.11 491173 1212107 09/30/2026 02012 12/19/2012 INT + 0.0000 29,319.97 491175 1212108 09/30/2041 01998 12/19/2012 INT + 0.0000 5,799.13 491185 1212108 09/30/2044 01997 12/19/2012 INT + 0.0000 6,996.33 491183 1212108 09/30/2050 01992 12/19/2012 INT + 0.0000 3,427.05 491177 1212108 09/30/2050 01993 12/19/2012 INT + 0.0000 9,480.61 491179 1212108 09/30/2050 01994 12/19/2012 INT + 0.0000 14,131.47 491181 1212109 09/30/2034 01994 12/19/2012 INT + 0.0000 660.17 491187 1212109 09/30/2041 02001 12/19/2012 INT + 0.0000 537.38 491189 1212109 09/30/2043 02003 12/19/2012 INT + 0.0000 278.68 491191 1212109 09/30/2044 02004 12/19/2012 INT + 0.0000 1,103.11 491193 1212109 09/30/2046 02006 12/19/2012 INT + 0.0000 710.18 491195 1212116 09/30/2036 01992 12/19/2012 INT + 0.0000 976.65 491197 1212123 09/30/2017 02009 12/19/2012 INT + 0.0000 23,574.25 491201 1212123 09/30/2018 02004 12/19/2012 INT + 0.0000 433.80 491199 1212123 09/30/2019 02012 12/19/2012 INT + 0.0000 1,295.59 491203 1212127 09/30/2030 02010 12/19/2012 INT + 0.0000 4,595.43 491205 1212127 09/30/2030 02011 12/19/2012 INT + 0.0000 8,816.23 491207 ------------------------ ---------------------- 0.0000 3,251,838.20 ======================== ====================== 0.0000 3,251,838.20