Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 101 SUB-COHORT 12X4212 1212101 09/30/2020 01992 5.479999200 3,900,000.0000 89,049.99 02/28/2015 12X4212 1212101 09/30/2020 01993 4.629999600 4,254,000.0000 82,066.74 02/28/2015 12X4212 1212101 09/30/2020 01994 5.420001600 7,100,000.0000 160,341.71 02/28/2015 12X4212 1212101 09/30/2020 01995 6.739999200 6,439,000.0000 180,828.56 02/28/2015 12X4212 1212101 09/30/2020 01996 5.969998800 10,765,000.0000 267,779.32 02/28/2015 12X4212 1212101 09/30/2020 01997 6.149998800 14,421,000.0000 369,538.05 02/28/2015 12X4212 1212101 09/30/2020 01998 5.550001200 14,801,000.0000 342,273.20 02/28/2015 12X4212 1212101 09/30/2020 01999 5.199998400 29,672,000.0000 642,893.14 02/28/2015 12X4212 1212101 09/30/2018 02000 6.249999600 22,502,281.0000 585,996.86 02/28/2015 12X4212 1212101 09/30/2021 02000 6.249999600 8,000.0000 208.33 02/28/2015 12X4212 1212101 09/30/2020 02001 4.960000800 28,465,000.0000 588,276.76 02/28/2015 12X4212 1212101 09/30/2020 02002 4.010000400 30,800,000.0000 514,616.72 02/28/2015 12X4212 1212101 09/30/2021 02002 4.010000400 9,000.0000 150.38 02/28/2015 12X4212 1212101 09/30/2018 02003 3.009999600 32,955,946.0000 413,322.43 02/28/2015 12X4212 1212101 09/30/2021 02003 3.009999600 34,000.0000 426.42 02/28/2015 12X4212 1212101 09/30/2018 02004 3.359998800 33,043,084.0000 462,603.01 02/28/2015 12X4212 1212101 09/30/2020 02005 3.980001600 39,600,000.0000 656,700.26 02/28/2015 12X4212 1212101 09/30/2021 02005 3.980001600 6,000.0000 99.50 02/28/2015 12X4212 1212101 09/30/2020 02006 4.790001600 58,585,000.0000 1,169,259.35 02/28/2015 12X4212 1212101 09/30/2021 02006 4.790001600 8,000.0000 159.67 02/28/2015 12X4212 1212101 09/30/2018 02007 4.659998400 63,623,644.0000 1,235,358.66 02/28/2015 12X4212 1212101 09/30/2018 02008 3.290000400 92,816,727.0000 1,272,362.79 02/28/2015 12X4212 1212101 09/30/2020 02009 2.379999600 255,344,492.0000 2,532,165.79 02/28/2015 12X4212 1212101 09/30/2021 02009 2.379999600 505,000.0000 5,007.92 02/28/2015 12X4212 1212101 09/30/2020 02010 2.220001200 299,129,986.0000 2,766,953.87 02/28/2015 12X4212 1212101 09/30/2015 02011 1.829998800 281,123,808.0000 2,143,567.63 02/28/2015 12X4212 1212101 09/30/2021 02011 1.829998800 60,000.0000 457.50 02/28/2015 12X4212 1212101 09/30/2018 02012 1.270000800 380,338,613.0000 2,012,626.43 02/28/2015 12X4212 1212101 09/30/2021 02012 1.270000800 229,000.0000 1,211.79 02/28/2015 12X4212 1212101 09/30/2019 02013 1.739998800 411,074,171.0000 2,980,285.68 02/28/2015 12X4212 1212101 09/30/2021 02013 1.739998800 2,084,000.0000 15,108.99 02/28/2015 12X4212 1212101 09/30/2020 02014 1.752400800 1,153,730,000.0000 8,424,155.73 02/28/2015 12X4212 1212101 09/30/2021 02014 1.752400800 94,644,000.0000 691,059.26 02/28/2015 12X4212 1212101 09/30/2021 02015 1.752400800 257,420,000.0000 1,879,595.89 02/28/2015 ------------------------ ---------------------- 3,629,491,752.0000 32,486,508.33 105 SUB-COHORT 12X4212 1212105 09/30/2041 01992 7.499998800 8,657,186.0000 270,537.02 02/28/2015 12X4212 1212105 09/30/2041 01993 6.660000000 10,267,218.0000 284,915.30 02/28/2015 12X4212 1212105 09/30/2041 01994 6.840000000 11,940,866.0000 340,314.68 02/28/2015 12X4212 1212105 09/30/2054 01994 6.840000000 31,000.0000 883.50 02/28/2015 12X4212 1212105 09/30/2035 01995 7.319998800 7,275,002.0000 221,887.52 02/28/2015 12X4212 1212105 09/30/2053 01995 7.319998800 50,000.0000 1,525.00 02/28/2015 12X4212 1212105 09/30/2041 01996 6.789999600 14,015,656.0000 396,526.24 02/28/2015 12X4212 1212105 09/30/2041 01997 6.500001600 13,605,971.0000 368,495.14 02/28/2015 12X4212 1212105 09/30/2038 01998 5.940000000 20,380,731.0000 504,423.09 02/28/2015 12X4212 1212105 09/30/2051 01998 5.940000000 1,000,000.0000 24,750.00 02/28/2015 12X4212 1212105 09/30/2039 01999 5.929999200 18,105,999.0000 447,369.00 02/28/2015 12X4212 1212105 09/30/2044 01999 5.929999200 23,000,000.0000 568,291.59 02/28/2015 12X4212 1212105 09/30/2040 02000 6.230001600 10,344,975.0000 268,538.38 02/28/2015 12X4212 1212105 09/30/2041 02000 6.230001600 50,000,000.0000 1,297,917.00 02/28/2015 12X4212 1212105 09/30/2055 02000 6.230001600 132,000.0000 3,426.50 02/28/2015 12X4212 1212105 09/30/2044 02001 5.379998400 49,287,148.0000 1,104,853.24 02/28/2015 12X4212 1212105 09/30/2055 02001 5.380002000 43,000.0000 963.92 02/28/2015 12X4212 1212105 09/30/2042 02002 4.939999200 30,734,853.0000 632,625.62 02/28/2015 12X4212 1212105 09/30/2043 02002 4.939999200 35,000,000.0000 720,416.55 02/28/2015 12X4212 1212105 09/30/2055 02002 4.939999200 7,000.0000 144.08 02/28/2015 12X4212 1212105 09/30/2043 02003 4.500000000 11,941,915.0000 223,910.91 02/28/2015 12X4212 1212105 09/30/2044 02003 4.500000000 60,000,000.0000 1,125,000.00 02/28/2015 12X4212 1212105 09/30/2055 02003 4.500000000 10,000.0000 187.50 02/28/2015 12X4212 1212105 09/30/2044 02004 4.680000000 37,206,866.0000 725,533.89 02/28/2015 12X4212 1212105 09/30/2046 02004 4.680000000 30,000,000.0000 585,000.00 02/28/2015 12X4212 1212105 09/30/2055 02004 4.680000000 56,000.0000 1,092.00 02/28/2015 12X4212 1212105 09/30/2045 02005 4.569998400 38,440,771.0000 731,976.09 02/28/2015 12X4212 1212105 09/30/2046 02005 4.569998400 100,000,000.0000 1,904,166.00 02/28/2015 12X4212 1212105 09/30/2055 02005 4.569998400 7,000.0000 133.29 02/28/2015 12X4212 1212105 09/30/2046 02006 4.860000000 120,406,934.0000 2,438,240.41 02/28/2015 12X4212 1212105 09/30/2047 02006 4.860000000 25,000,000.0000 506,250.00 02/28/2015 12X4212 1212105 09/30/2055 02006 4.860000000 13,000.0000 263.25 02/28/2015 12X4212 1212105 09/30/2046 02007 4.619998800 88,382,576.0000 1,701,364.15 02/28/2015 12X4212 1212105 09/30/2047 02007 4.619998800 49,000,000.0000 943,249.76 02/28/2015 12X4212 1212105 09/30/2048 02007 4.619998800 40,000,000.0000 769,999.80 02/28/2015 12X4212 1212105 09/30/2048 02008 4.140000000 169,165,395.0000 2,918,103.06 02/28/2015 12X4212 1212105 09/30/2049 02008 4.140000000 87,000,000.0000 1,500,750.00 02/28/2015 12X4212 1212105 09/30/2055 02008 4.140000000 41,000.0000 707.25 02/28/2015 12X4212 1212105 09/30/2049 02009 3.660001200 405,759,630.0000 6,187,836.39 02/28/2015 12X4212 1212105 09/30/2050 02010 3.790000800 484,495,956.0000 7,651,000.25 02/28/2015 12X4212 1212105 09/30/2051 02010 3.790000800 50,000,000.0000 789,583.50 02/28/2015 12X4212 1212105 09/30/2055 02010 3.790000800 24,000.0000 379.00 02/28/2015 12X4212 1212105 09/30/2051 02011 3.309998400 486,934,382.0000 6,715,633.44 02/28/2015 12X4212 1212105 09/30/2055 02011 3.309998400 40,000.0000 551.67 02/28/2015 12X4212 1212105 09/30/2052 02012 2.400001200 430,674,383.0000 4,306,745.98 02/28/2015 12X4212 1212105 09/30/2053 02012 2.400001200 50,000,000.0000 500,000.25 02/28/2015 12X4212 1212105 09/30/2055 02012 2.400001200 10,000.0000 100.00 02/28/2015 12X4212 1212105 09/30/2053 02013 2.930000400 419,153,671.0000 5,117,168.43 02/28/2015 12X4212 1212105 09/30/2055 02013 2.930000400 743,000.0000 9,070.79 02/28/2015 12X4212 1212105 09/30/2054 02014 2.594800800 1,091,060,600.0000 11,796,187.16 02/28/2015 12X4212 1212105 09/30/2055 02014 2.594800800 163,646,000.0000 1,769,286.55 02/28/2015 12X4212 1212105 09/30/2055 02015 2.594800800 188,438,000.0000 2,037,329.47 02/28/2015 ------------------------ ---------------------- 4,931,529,684.0000 70,415,603.61 107 SUB-COHORT 12X4212 1212107 09/30/2022 01992 7.539998400 557,811.0000 17,524.56 02/28/2015 12X4212 1212107 09/30/2027 01992 7.539998400 135,000.0000 4,241.25 02/28/2015 12X4212 1212107 09/30/2015 01993 6.660000000 1,945,198.0000 53,979.24 02/28/2015 12X4212 1212107 09/30/2015 01994 6.800000400 3,073,392.0000 87,079.45 02/28/2015 12X4212 1212107 09/30/2015 01995 7.200000000 4,932,120.0000 147,963.60 02/28/2015 12X4212 1212107 09/30/2015 01996 6.639998400 5,971,850.0000 165,221.14 02/28/2015 12X4212 1212107 09/30/2015 01997 6.710000400 15,379,781.0000 429,993.07 02/28/2015 12X4212 1212107 09/30/2015 01998 5.839999200 9,073,802.0000 220,795.82 02/28/2015 12X4212 1212107 09/30/2024 01999 5.730001200 47,075,188.0000 1,123,920.35 02/28/2015 12X4212 1212107 09/30/2024 02000 6.379999200 18,684,437.0000 496,694.55 02/28/2015 12X4212 1212107 09/30/2015 02001 5.199998400 8,552,398.0000 185,301.90 02/28/2015 12X4212 1212107 09/30/2016 02002 4.550000400 7,090,479.0000 134,423.68 02/28/2015 12X4212 1212107 09/30/2017 02003 3.510000000 10,924,343.0000 159,768.52 02/28/2015 12X4212 1212107 09/30/2018 02004 3.880000800 4,075,365.0000 65,885.08 02/28/2015 12X4212 1212107 09/30/2019 02005 4.140000000 3,683,776.0000 63,545.14 02/28/2015 12X4212 1212107 09/30/2020 02006 4.820000400 10,584,854.0000 212,579.17 02/28/2015 12X4212 1212107 09/30/2021 02007 4.730000400 18,943,566.0000 373,346.14 02/28/2015 12X4212 1212107 09/30/2022 02008 3.790000800 13,319,351.0000 210,334.80 02/28/2015 12X4212 1212107 09/30/2024 02009 3.099999600 11,832,118.0000 152,831.50 02/28/2015 12X4212 1212107 09/30/2024 02010 2.959999200 15,724,564.0000 193,936.24 02/28/2015 12X4212 1212107 09/30/2025 02011 2.840000400 16,427,941.0000 194,397.33 02/28/2015 12X4212 1212107 09/30/2026 02012 1.879999200 19,636,318.0000 153,817.76 02/28/2015 12X4212 1212107 09/30/2027 02013 1.829998800 24,862,504.0000 189,576.47 02/28/2015 12X4212 1212107 09/30/2029 02013 1.829998800 19,000.0000 144.87 02/28/2015 12X4212 1212107 09/30/2028 02014 2.400001200 23,000,000.0000 230,000.12 02/28/2015 12X4212 1212107 09/30/2029 02014 2.400001200 871,000.0000 8,710.00 02/28/2015 12X4212 1212107 09/30/2029 02015 2.400001200 817,000.0000 8,170.00 02/28/2015 ------------------------ ---------------------- 297,193,156.0000 5,284,181.75 108 SUB-COHORT 12X4212 1212108 09/30/2050 01992 7.530001200 2,106,107.0000 66,079.12 02/28/2015 12X4212 1212108 09/30/2050 01993 6.660000000 5,332,012.0000 147,963.33 02/28/2015 12X4212 1212108 09/30/2050 01994 6.940000800 6,467,069.0000 187,006.10 02/28/2015 12X4212 1212108 09/30/2050 01997 6.720001200 2,370,623.0000 66,377.46 02/28/2015 12X4212 1212108 09/30/2041 01998 5.910001200 391,611.0000 9,643.42 02/28/2015 12X4212 1212108 09/30/2044 01998 5.910001200 1,300,000.0000 32,012.51 02/28/2015 ------------------------ ---------------------- 17,967,422.0000 509,081.94 109 SUB-COHORT 12X4212 1212109 09/30/2046 01992 7.089998400 148,041.0000 4,373.38 02/28/2015 12X4212 1212109 09/30/2054 01992 7.089998400 1,337.8900 39.52 02/28/2015 12X4212 1212109 09/30/2033 01993 6.649999200 488,052.0000 13,523.11 02/28/2015 12X4212 1212109 09/30/2053 01993 6.649999200 1,000.0000 27.71 02/28/2015 12X4212 1212109 09/30/2054 01993 6.649999200 1,000.0000 27.71 02/28/2015 12X4212 1212109 09/30/2036 01996 6.770001600 450,480.0000 12,707.29 02/28/2015 12X4212 1212109 09/30/2053 01996 6.770001600 26,000.0000 733.42 02/28/2015 12X4212 1212109 09/30/2037 01997 6.890000400 158,191.0000 4,541.40 02/28/2015 12X4212 1212109 09/30/2053 01997 6.890000400 10,000.0000 287.08 02/28/2015 12X4212 1212109 09/30/2038 01998 5.810000400 390,755.0000 9,459.53 02/28/2015 12X4212 1212109 09/30/2054 01998 5.810000400 1,000.0000 24.21 02/28/2015 12X4212 1212109 09/30/2040 02000 6.249999600 597,439.0000 15,558.31 02/28/2015 12X4212 1212109 09/30/2041 02001 5.029999200 106,370.0000 2,229.34 02/28/2015 12X4212 1212109 09/30/2044 02004 4.889998800 671,392.0000 13,679.61 02/28/2015 12X4212 1212109 09/30/2053 02004 4.889998800 2,000.0000 40.75 02/28/2015 12X4212 1212109 09/30/2054 02004 4.889998800 4,518.0400 92.06 02/28/2015 ------------------------ ---------------------- 3,057,575.9300 77,344.43 116 SUB-COHORT 12X4212 1212116 09/30/2036 01992 7.499998800 20,251.0000 632.84 02/28/2015 ------------------------ ---------------------- 20,251.0000 632.84 121 SUB-COHORT 12X4212 1212121 09/30/2033 01993 6.649999200 146,192.0000 4,050.74 02/28/2015 12X4212 1212121 09/30/2034 01993 6.649999200 100,000.0000 2,770.83 02/28/2015 12X4212 1212121 09/30/2036 01993 6.649999200 37,000.0000 1,025.21 02/28/2015 12X4212 1212121 09/30/2037 01993 6.649999200 15,000.0000 415.62 02/28/2015 12X4212 1212121 09/30/2038 01993 6.649999200 41,000.0000 1,136.04 02/28/2015 12X4212 1212121 09/30/2028 01994 6.810001200 76,074.0000 2,158.60 02/28/2015 12X4212 1212121 09/30/2034 01994 6.810001200 650,000.0000 18,443.75 02/28/2015 12X4212 1212121 09/30/2039 01994 6.810001200 1,000.0000 28.38 02/28/2015 ------------------------ ---------------------- 1,066,266.0000 30,029.17 123 SUB-COHORT 12X4212 1212123 09/30/2017 02009 1.509998400 4,084,151.0000 25,696.09 02/28/2015 12X4212 1212123 09/30/2021 02009 1.509998400 16,000.0000 100.67 02/28/2015 12X4212 1212123 09/30/2019 02012 1.000000800 3,807,295.0000 15,863.74 02/28/2015 ------------------------ ---------------------- 7,907,446.0000 41,660.50 124 SUB-COHORT 12X4212 1212124 09/30/2016 02001 4.839998400 50,000.0000 1,008.33 02/28/2015 ------------------------ ---------------------- 50,000.0000 1,008.33 127 SUB-COHORT 12X4212 1212127 09/30/2030 02010 2.049998400 1,973,622.0000 16,858.01 02/28/2015 12X4212 1212127 09/30/2031 02010 2.049998400 20,000.0000 170.83 02/28/2015 12X4212 1212127 09/30/2030 02011 2.220001200 5,526,253.0000 51,117.87 02/28/2015 ------------------------ ---------------------- 7,519,875.0000 68,146.71 ======================== ====================== 8,895,803,427.9300 108,914,197.61 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00