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 123,299.98 12/31/2010 12X4212 1212101 09/30/2014 01993 4.629999600 15,400,000.0000 178,254.98 12/31/2010 12X4212 1212101 09/30/2014 01994 5.420001600 15,600,000.0000 211,380.06 12/31/2010 12X4212 1212101 09/30/2014 01995 6.739999200 25,400,000.0000 427,989.95 12/31/2010 12X4212 1212101 09/30/2014 01996 5.969998800 39,000,000.0000 582,074.88 12/31/2010 12X4212 1212101 09/30/2014 01997 6.149998800 41,000,000.0000 630,374.88 12/31/2010 12X4212 1212101 09/30/2012 01998 5.550001200 1,800,000.0000 24,975.01 12/31/2010 12X4212 1212101 09/30/2014 01998 5.550001200 30,600,000.0000 424,575.09 12/31/2010 12X4212 1212101 09/30/2012 01999 5.199998400 30,000,000.0000 389,999.88 12/31/2010 12X4212 1212101 09/30/2014 01999 5.199998400 45,000,000.0000 584,999.82 12/31/2010 12X4212 1212101 09/30/2012 02000 6.249999600 55,000,000.0000 859,374.95 12/31/2010 12X4212 1212101 09/30/2014 02001 4.960000800 81,300,000.0000 1,008,120.16 12/31/2010 12X4212 1212101 09/30/2012 02002 3.999999600 4,000,000.0000 40,000.00 12/31/2010 12X4212 1212101 09/30/2014 02002 3.999999600 65,000,000.0000 649,999.94 12/31/2010 12X4212 1212101 09/30/2012 02003 3.009999600 81,300,000.0000 611,782.42 12/31/2010 12X4212 1212101 09/30/2014 02003 3.009999600 7,550,000.0000 56,813.74 12/31/2010 12X4212 1212101 09/30/2012 02004 3.399998400 144,400,000.0000 1,227,399.42 12/31/2010 12X4212 1212101 09/30/2014 02005 4.020001200 222,000,000.0000 2,231,100.67 12/31/2010 12X4212 1212101 09/30/2014 02006 4.799998800 173,000,000.0000 2,075,999.48 12/31/2010 12X4212 1212101 09/30/2011 02007 4.690000800 156,000,000.0000 1,829,100.31 12/31/2010 12X4212 1212101 09/30/2012 02007 4.690000800 140,000,000.0000 1,641,500.28 12/31/2010 12X4212 1212101 09/30/2012 02008 3.459999600 550,000,000.0000 4,757,499.45 12/31/2010 12X4212 1212101 09/30/2014 02009 2.499998400 958,052,024.0000 5,987,821.32 12/31/2010 12X4212 1212101 09/30/2014 02010 2.769998400 1,288,018,881.0000 8,919,525.60 12/31/2010 12X4212 1212101 09/30/2015 02011 2.769998400 200,000,000.0000 1,384,999.20 12/31/2010 ------------------------ ---------------------- 4,378,420,905.0000 36,858,961.47 105 SUB-COHORT 12X4212 1212105 09/30/2041 01992 7.499998800 19,000,000.0000 356,249.94 12/31/2010 12X4212 1212105 09/30/2038 01993 6.660000000 1,500,000.0000 24,975.00 12/31/2010 12X4212 1212105 09/30/2041 01993 6.660000000 20,000,000.0000 333,000.00 12/31/2010 12X4212 1212105 09/30/2035 01994 6.840000000 15,000,000.0000 256,500.00 12/31/2010 12X4212 1212105 09/30/2041 01994 6.840000000 19,000,000.0000 324,900.00 12/31/2010 12X4212 1212105 09/30/2035 01995 7.319998800 18,500,000.0000 338,549.94 12/31/2010 12X4212 1212105 09/30/2037 01996 6.789999600 12,000,000.0000 203,699.99 12/31/2010 12X4212 1212105 09/30/2041 01996 6.789999600 19,000,000.0000 322,524.98 12/31/2010 12X4212 1212105 09/30/2038 01997 6.500001600 20,000,000.0000 325,000.08 12/31/2010 12X4212 1212105 09/30/2041 01997 6.500001600 15,000,000.0000 243,750.06 12/31/2010 12X4212 1212105 09/30/2038 01998 5.940000000 30,500,000.0000 452,925.00 12/31/2010 12X4212 1212105 09/30/2041 01998 5.940000000 11,000,000.0000 163,350.00 12/31/2010 12X4212 1212105 09/30/2039 01999 5.929999200 56,000,000.0000 830,199.89 12/31/2010 12X4212 1212105 09/30/2044 01999 5.929999200 23,000,000.0000 340,974.95 12/31/2010 12X4212 1212105 09/30/2040 02000 6.230001600 74,000,000.0000 1,152,550.30 12/31/2010 12X4212 1212105 09/30/2041 02000 6.230001600 50,000,000.0000 778,750.20 12/31/2010 12X4212 1212105 09/30/2041 02001 5.299999200 50,000,000.0000 662,499.90 12/31/2010 12X4212 1212105 09/30/2044 02001 5.299999200 53,000,000.0000 702,249.89 12/31/2010 12X4212 1212105 09/30/2042 02002 4.830001200 104,000,000.0000 1,255,800.31 12/31/2010 12X4212 1212105 09/30/2043 02002 4.830001200 35,000,000.0000 422,625.11 12/31/2010 12X4212 1212105 09/30/2043 02003 4.320000000 87,000,000.0000 939,600.00 12/31/2010 12X4212 1212105 09/30/2044 02003 4.320000000 60,000,000.0000 648,000.00 12/31/2010 12X4212 1212105 09/30/2044 02004 4.470001200 95,000,000.0000 1,061,625.29 12/31/2010 12X4212 1212105 09/30/2046 02004 4.470001200 30,000,000.0000 335,250.09 12/31/2010 12X4212 1212105 09/30/2045 02005 4.550000400 163,000,000.0000 1,854,125.16 12/31/2010 12X4212 1212105 09/30/2046 02005 4.550000400 100,000,000.0000 1,137,500.10 12/31/2010 12X4212 1212105 09/30/2046 02006 4.830001200 223,000,000.0000 2,692,725.67 12/31/2010 12X4212 1212105 09/30/2047 02006 4.830001200 25,000,000.0000 301,875.08 12/31/2010 12X4212 1212105 09/30/2046 02007 4.550000400 207,000,000.0000 2,354,625.21 12/31/2010 12X4212 1212105 09/30/2047 02007 4.550000400 49,000,000.0000 557,375.05 12/31/2010 12X4212 1212105 09/30/2048 02007 4.550000400 40,000,000.0000 455,000.04 12/31/2010 12X4212 1212105 09/30/2048 02008 4.070001600 270,000,000.0000 2,747,251.08 12/31/2010 12X4212 1212105 09/30/2049 02008 4.070001600 87,000,000.0000 885,225.35 12/31/2010 12X4212 1212105 09/30/2049 02009 3.650000400 524,661,220.0000 4,787,534.16 12/31/2010 12X4212 1212105 09/30/2050 02010 3.150000000 623,480,000.0000 4,909,905.00 12/31/2010 12X4212 1212105 09/30/2051 02011 3.150000000 92,000,000.0000 724,500.00 12/31/2010 ------------------------ ---------------------- 3,321,641,220.0000 35,883,192.82 107 SUB-COHORT 12X4212 1212107 09/30/2022 01992 7.539998400 8,000,000.0000 150,799.97 12/31/2010 12X4212 1212107 09/30/2015 01993 6.660000000 6,000,000.0000 99,900.00 12/31/2010 12X4212 1212107 09/30/2016 01993 6.660000000 3,000,000.0000 49,950.00 12/31/2010 12X4212 1212107 09/30/2015 01994 6.810001200 28,000,000.0000 476,700.08 12/31/2010 12X4212 1212107 09/30/2015 01995 7.200000000 16,000,000.0000 288,000.00 12/31/2010 12X4212 1212107 09/30/2015 01996 6.639998400 32,000,000.0000 531,199.87 12/31/2010 12X4212 1212107 09/30/2015 01997 6.710000400 36,000,000.0000 603,900.04 12/31/2010 12X4212 1212107 09/30/2015 01998 5.839999200 21,500,000.0000 313,899.96 12/31/2010 12X4212 1212107 09/30/2024 01999 5.730001200 116,000,000.0000 1,661,700.35 12/31/2010 12X4212 1212107 09/30/2024 02000 6.379999200 31,000,000.0000 494,449.94 12/31/2010 12X4212 1212107 09/30/2015 02001 5.230000800 45,000,000.0000 588,375.09 12/31/2010 12X4212 1212107 09/30/2016 02002 4.640000400 32,000,000.0000 371,200.03 12/31/2010 12X4212 1212107 09/30/2017 02003 3.580009200 43,000,000.0000 384,850.99 12/31/2010 12X4212 1212107 09/30/2018 02004 3.999999600 23,000,000.0000 229,999.98 12/31/2010 12X4212 1212107 09/30/2019 02005 4.160001600 17,000,000.0000 176,800.07 12/31/2010 12X4212 1212107 09/30/2020 02006 4.839998400 39,500,000.0000 477,949.84 12/31/2010 12X4212 1212107 09/30/2021 02007 4.759999200 54,000,000.0000 642,599.89 12/31/2010 12X4212 1212107 09/30/2022 02008 3.920000400 47,000,000.0000 460,600.05 12/31/2010 12X4212 1212107 09/30/2024 02009 3.240000000 50,000,000.0000 405,000.00 12/31/2010 12X4212 1212107 09/30/2024 02010 3.210001200 208,994,814.0000 1,677,184.01 12/31/2010 12X4212 1212107 09/30/2025 02011 3.210001200 3,000,000.0000 24,075.01 12/31/2010 ------------------------ ---------------------- 859,994,814.0000 10,109,135.17 108 SUB-COHORT 12X4212 1212108 09/30/2050 01992 7.530001200 10,200,000.0000 192,015.03 12/31/2010 12X4212 1212108 09/30/2050 01993 6.660000000 22,400,000.0000 372,960.00 12/31/2010 12X4212 1212108 09/30/2050 01994 6.940000800 26,400,000.0000 458,040.05 12/31/2010 12X4212 1212108 09/30/2044 01997 6.720001200 3,000,000.0000 50,400.01 12/31/2010 12X4212 1212108 09/30/2050 01997 6.720001200 2,700,000.0000 45,360.01 12/31/2010 12X4212 1212108 09/30/2041 01998 5.910001200 3,000,000.0000 44,325.01 12/31/2010 12X4212 1212108 09/30/2044 01998 5.910001200 1,300,000.0000 19,207.50 12/31/2010 12X4212 1212108 09/30/2050 01998 5.910001200 900,000.0000 13,297.50 12/31/2010 ------------------------ ---------------------- 69,900,000.0000 1,195,605.11 109 SUB-COHORT 12X4212 1212109 09/30/2034 01992 7.089998400 500,000.0000 8,862.50 12/31/2010 12X4212 1212109 09/30/2040 01992 7.089998400 25,000.0000 443.12 12/31/2010 12X4212 1212109 09/30/2046 01992 7.089998400 1,000,000.0000 17,725.00 12/31/2010 12X4212 1212109 09/30/2033 01993 6.649999200 600,000.0000 9,975.00 12/31/2010 12X4212 1212109 09/30/2035 01993 6.649999200 80,000.0000 1,330.00 12/31/2010 12X4212 1212109 09/30/2034 01994 6.980000400 475,000.0000 8,288.75 12/31/2010 12X4212 1212109 09/30/2036 01996 6.770001600 525,000.0000 8,885.63 12/31/2010 12X4212 1212109 09/30/2037 01997 6.890000400 200,000.0000 3,445.00 12/31/2010 12X4212 1212109 09/30/2038 01998 5.810000400 475,000.0000 6,899.38 12/31/2010 12X4212 1212109 09/30/2040 02000 6.249999600 1,025,000.0000 16,015.62 12/31/2010 12X4212 1212109 09/30/2041 02001 5.249998800 1,750,000.0000 22,968.74 12/31/2010 12X4212 1212109 09/30/2043 02003 4.870000800 500,000.0000 6,087.50 12/31/2010 12X4212 1212109 09/30/2044 02004 4.889998800 2,780,000.0000 33,985.49 12/31/2010 12X4212 1212109 09/30/2046 02006 4.910000400 1,000,000.0000 12,275.00 12/31/2010 ------------------------ ---------------------- 10,935,000.0000 157,186.73 116 SUB-COHORT 12X4212 1212116 09/30/2036 01992 7.499998800 750,000.0000 14,062.50 12/31/2010 12X4212 1212116 09/30/2034 01993 6.720001200 200,000.0000 3,360.00 12/31/2010 12X4212 1212116 09/30/2037 01993 6.720001200 100,000.0000 1,680.00 12/31/2010 ------------------------ ---------------------- 1,050,000.0000 19,102.50 121 SUB-COHORT 12X4212 1212121 09/30/2033 01993 6.649999200 150,000.0000 2,493.75 12/31/2010 12X4212 1212121 09/30/2034 01993 6.649999200 100,000.0000 1,662.50 12/31/2010 12X4212 1212121 09/30/2036 01993 6.649999200 17,000.0000 282.62 12/31/2010 12X4212 1212121 09/30/2028 01994 6.810001200 100,000.0000 1,702.50 12/31/2010 12X4212 1212121 09/30/2034 01994 6.810001200 650,000.0000 11,066.25 12/31/2010 ------------------------ ---------------------- 1,017,000.0000 17,207.62 123 SUB-COHORT 12X4212 1212123 09/30/2011 02004 3.499999200 83,000,000.0000 726,249.83 12/31/2010 12X4212 1212123 09/30/2015 02008 3.229999200 80,000,000.0000 645,999.84 12/31/2010 12X4212 1212123 09/30/2017 02008 3.229999200 22,000,000.0000 177,649.96 12/31/2010 12X4212 1212123 09/30/2017 02009 2.570000400 100,000,000.0000 642,500.10 12/31/2010 ------------------------ ---------------------- 285,000,000.0000 2,192,399.73 124 SUB-COHORT 12X4212 1212124 09/30/2012 02001 4.839998400 100,000.0000 1,210.00 12/31/2010 ------------------------ ---------------------- 100,000.0000 1,210.00 127 SUB-COHORT 12X4212 1212127 09/30/2030 02010 2.723000400 5,000,000.0000 34,037.51 12/31/2010 12X4212 1212127 09/30/2030 02011 3.984199200 5,000,000.0000 49,802.49 12/31/2010 ------------------------ ---------------------- 10,000,000.0000 83,840.00 ======================== ====================== 8,938,058,939.0000 86,517,841.15 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 12X4212 1212101 09/30/2011 02003 12/08/2010 INT + 0.0000 526,749.93 488956 1212101 09/30/2012 01992 12/08/2010 INT + 0.0000 189,059.97 488946 1212101 09/30/2012 01993 12/08/2010 INT + 0.0000 196,774.98 488948 1212101 09/30/2012 01994 12/08/2010 INT + 0.0000 379,400.11 488950 1212101 09/30/2012 02001 12/08/2010 INT + 0.0000 74,400.01 488954 1212101 09/30/2014 02000 12/08/2010 INT + 0.0000 499,999.96 488952 1212105 09/30/2036 01996 12/08/2010 INT + 0.0000 101,849.99 488964 1212105 09/30/2041 01995 12/08/2010 INT + 0.0000 182,999.97 488962 1212105 09/30/2041 01999 12/08/2010 INT + 0.0000 237,199.96 488968 1212105 09/30/2042 02001 12/08/2010 INT + 0.0000 304,749.95 488976 1212105 09/30/2044 01996 12/08/2010 INT + 0.0000 67,899.99 488966 1212105 09/30/2044 02000 12/08/2010 INT + 0.0000 482,825.12 488972 1212105 09/30/2045 02004 12/08/2010 INT + 0.0000 268,200.07 488980 1212105 09/30/2048 02006 12/08/2010 INT + 0.0000 724,500.18 488982 1212105 09/30/2049 01992 12/08/2010 INT + 0.0000 431,249.93 488958 1212105 09/30/2049 01993 12/08/2010 INT + 0.0000 349,650.00 488960 1212105 09/30/2049 01999 12/08/2010 INT + 0.0000 213,479.97 488970 1212105 09/30/2049 02000 12/08/2010 INT + 0.0000 280,350.07 488974 1212105 09/30/2049 02002 12/08/2010 INT + 0.0000 134,032.53 488978 1212107 09/30/2015 01992 12/08/2010 INT + 0.0000 75,399.98 488984 1212107 09/30/2016 01995 12/08/2010 INT + 0.0000 108,000.00 488992 1212107 09/30/2018 02003 12/08/2010 INT + 0.0000 358,000.92 489002 1212107 09/30/2020 01996 12/08/2010 INT + 0.0000 497,999.88 488994 1212107 09/30/2020 02005 12/08/2010 INT + 0.0000 62,400.02 489004 1212107 09/30/2022 01993 12/08/2010 INT + 0.0000 233,100.00 488988 1212107 09/30/2022 01994 12/08/2010 INT + 0.0000 102,150.01 488990 1212107 09/30/2022 01996 12/08/2010 INT + 0.0000 298,799.92 488996 1212107 09/30/2022 01997 12/08/2010 INT + 0.0000 402,600.02 488998 1212107 09/30/2022 01998 12/08/2010 INT + 0.0000 437,999.94 489000 1212107 09/30/2022 02007 12/08/2010 INT + 0.0000 118,999.98 489006 1212107 09/30/2024 01992 12/08/2010 INT + 0.0000 527,799.88 488986 1212108 09/30/2038 01998 12/08/2010 INT + 0.0000 29,550.00 489016 1212108 09/30/2041 01992 12/08/2010 INT + 0.0000 75,300.01 489008 1212108 09/30/2041 01997 12/08/2010 INT + 0.0000 70,560.01 489014 1212108 09/30/2044 01993 12/08/2010 INT + 0.0000 166,500.00 489010 1212108 09/30/2048 01994 12/08/2010 INT + 0.0000 190,850.02 489012 1212109 09/30/2032 01992 12/08/2010 INT + 0.0000 7,089.99 489018 1212109 09/30/2035 01992 12/08/2010 INT + 0.0000 886.24 489020 1212109 09/30/2037 01993 12/08/2010 INT + 0.0000 1,662.49 489022 1212109 09/30/2040 01996 12/08/2010 INT + 0.0000 846.25 489024 1212116 09/30/2034 01992 12/08/2010 INT + 0.0000 3,749.99 489026 1212116 09/30/2037 01994 12/08/2010 INT + 0.0000 6,879.99 489030 1212116 09/30/2038 01993 12/08/2010 INT + 0.0000 8,400.00 489028 1212123 09/30/2012 02004 12/08/2010 INT + 0.0000 34,999.99 489032 ------------------------ ---------------------- 0.0000 9,465,898.22 ======================== ====================== 0.0000 9,465,898.22