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 12/31/2011 12X4212 1212101 09/30/2014 01993 4.629999600 9,400,000.0000 108,804.99 12/31/2011 12X4212 1212101 09/30/2014 01994 5.420001600 15,600,000.0000 211,380.06 12/31/2011 12X4212 1212101 09/30/2014 01995 6.739999200 15,400,000.0000 259,489.97 12/31/2011 12X4212 1212101 09/30/2014 01996 5.969998800 22,000,000.0000 328,349.93 12/31/2011 12X4212 1212101 09/30/2014 01997 6.149998800 28,000,000.0000 430,499.92 12/31/2011 12X4212 1212101 09/30/2014 01998 5.550001200 30,600,000.0000 424,575.09 12/31/2011 12X4212 1212101 09/30/2012 01999 5.199998400 7,000,000.0000 90,999.97 12/31/2011 12X4212 1212101 09/30/2014 01999 5.199998400 45,000,000.0000 584,999.82 12/31/2011 12X4212 1212101 09/30/2012 02000 6.249999600 48,000,000.0000 749,999.95 12/31/2011 12X4212 1212101 09/30/2014 02001 4.970001600 56,300,000.0000 699,527.73 12/31/2011 12X4212 1212101 09/30/2014 02002 4.029998400 65,000,000.0000 654,874.74 12/31/2011 12X4212 1212101 09/30/2012 02003 3.009999600 58,300,000.0000 438,707.44 12/31/2011 12X4212 1212101 09/30/2014 02003 3.009999600 7,550,000.0000 56,813.74 12/31/2011 12X4212 1212101 09/30/2012 02004 3.330000000 69,400,000.0000 577,755.00 12/31/2011 12X4212 1212101 09/30/2014 02005 3.960000000 92,000,000.0000 910,800.00 12/31/2011 12X4212 1212101 09/30/2014 02006 4.790001600 138,000,000.0000 1,652,550.55 12/31/2011 12X4212 1212101 09/30/2012 02007 4.669999200 140,000,000.0000 1,634,499.72 12/31/2011 12X4212 1212101 09/30/2015 02007 4.669999200 15,000,000.0000 175,124.97 12/31/2011 12X4212 1212101 09/30/2012 02008 3.359998800 250,000,000.0000 2,099,999.25 12/31/2011 12X4212 1212101 09/30/2014 02009 2.430000000 583,052,024.0000 3,542,041.05 12/31/2011 12X4212 1212101 09/30/2014 02010 2.340000000 688,018,881.0000 4,024,910.45 12/31/2011 12X4212 1212101 09/30/2015 02011 2.720001600 985,674,968.0000 6,702,593.73 12/31/2011 ------------------------ ---------------------- 3,378,295,873.0000 26,482,598.05 105 SUB-COHORT 12X4212 1212105 09/30/2041 01992 7.499998800 17,000,000.0000 318,749.95 12/31/2011 12X4212 1212105 09/30/2041 01993 6.660000000 18,000,000.0000 299,700.00 12/31/2011 12X4212 1212105 09/30/2035 01994 6.840000000 1,500,000.0000 25,650.00 12/31/2011 12X4212 1212105 09/30/2041 01994 6.840000000 19,000,000.0000 324,900.00 12/31/2011 12X4212 1212105 09/30/2035 01995 7.319998800 13,500,000.0000 247,049.96 12/31/2011 12X4212 1212105 09/30/2037 01996 6.789999600 7,000,000.0000 118,824.99 12/31/2011 12X4212 1212105 09/30/2041 01996 6.789999600 19,000,000.0000 322,524.98 12/31/2011 12X4212 1212105 09/30/2038 01997 6.500001600 13,000,000.0000 211,250.05 12/31/2011 12X4212 1212105 09/30/2041 01997 6.500001600 15,000,000.0000 243,750.06 12/31/2011 12X4212 1212105 09/30/2038 01998 5.940000000 30,500,000.0000 452,925.00 12/31/2011 12X4212 1212105 09/30/2051 01998 5.940000000 1,000,000.0000 14,850.00 12/31/2011 12X4212 1212105 09/30/2039 01999 5.929999200 49,000,000.0000 726,424.90 12/31/2011 12X4212 1212105 09/30/2044 01999 5.929999200 23,000,000.0000 340,974.95 12/31/2011 12X4212 1212105 09/30/2040 02000 6.230001600 54,000,000.0000 841,050.22 12/31/2011 12X4212 1212105 09/30/2041 02000 6.230001600 50,000,000.0000 778,750.20 12/31/2011 12X4212 1212105 09/30/2041 02001 5.410000800 30,000,000.0000 405,750.06 12/31/2011 12X4212 1212105 09/30/2044 02001 5.410000800 53,000,000.0000 716,825.11 12/31/2011 12X4212 1212105 09/30/2042 02002 5.069998800 72,000,000.0000 912,599.78 12/31/2011 12X4212 1212105 09/30/2043 02002 5.069998800 35,000,000.0000 443,624.90 12/31/2011 12X4212 1212105 09/30/2043 02003 4.709998800 57,000,000.0000 671,174.83 12/31/2011 12X4212 1212105 09/30/2044 02003 4.709998800 60,000,000.0000 706,499.82 12/31/2011 12X4212 1212105 09/30/2044 02004 4.780000800 75,000,000.0000 896,250.15 12/31/2011 12X4212 1212105 09/30/2046 02004 4.780000800 30,000,000.0000 358,500.06 12/31/2011 12X4212 1212105 09/30/2045 02005 4.619998800 118,000,000.0000 1,362,899.65 12/31/2011 12X4212 1212105 09/30/2046 02005 4.619998800 100,000,000.0000 1,154,999.70 12/31/2011 12X4212 1212105 09/30/2046 02006 4.880001600 205,000,000.0000 2,501,000.82 12/31/2011 12X4212 1212105 09/30/2047 02006 4.880001600 25,000,000.0000 305,000.10 12/31/2011 12X4212 1212105 09/30/2046 02007 4.669999200 187,000,000.0000 2,183,224.63 12/31/2011 12X4212 1212105 09/30/2047 02007 4.669999200 49,000,000.0000 572,074.90 12/31/2011 12X4212 1212105 09/30/2048 02007 4.669999200 40,000,000.0000 466,999.92 12/31/2011 12X4212 1212105 09/30/2048 02008 4.200001200 267,500,000.0000 2,808,750.80 12/31/2011 12X4212 1212105 09/30/2049 02008 4.200001200 87,000,000.0000 913,500.26 12/31/2011 12X4212 1212105 09/30/2049 02009 3.679999200 519,661,220.0000 4,780,882.18 12/31/2011 12X4212 1212105 09/30/2050 02010 3.769999200 623,480,000.0000 5,876,297.75 12/31/2011 12X4212 1212105 09/30/2051 02010 3.769999200 50,000,000.0000 471,249.90 12/31/2011 12X4212 1212105 09/30/2051 02011 3.690000000 540,911,285.0000 4,989,906.60 12/31/2011 ------------------------ ---------------------- 3,555,052,505.0000 38,765,387.18 107 SUB-COHORT 12X4212 1212107 09/30/2022 01992 7.539998400 3,000,000.0000 56,549.99 12/31/2011 12X4212 1212107 09/30/2015 01993 6.660000000 4,500,000.0000 74,925.00 12/31/2011 12X4212 1212107 09/30/2015 01994 6.810001200 8,000,000.0000 136,200.02 12/31/2011 12X4212 1212107 09/30/2015 01995 7.200000000 8,000,000.0000 144,000.00 12/31/2011 12X4212 1212107 09/30/2015 01996 6.639998400 15,000,000.0000 248,999.94 12/31/2011 12X4212 1212107 09/30/2015 01997 6.710000400 23,000,000.0000 385,825.02 12/31/2011 12X4212 1212107 09/30/2015 01998 5.839999200 16,500,000.0000 240,899.97 12/31/2011 12X4212 1212107 09/30/2024 01999 5.730001200 66,000,000.0000 945,450.20 12/31/2011 12X4212 1212107 09/30/2024 02000 6.379999200 31,000,000.0000 494,449.94 12/31/2011 12X4212 1212107 09/30/2015 02001 5.220000000 20,000,000.0000 261,000.00 12/31/2011 12X4212 1212107 09/30/2016 02002 4.629999600 17,000,000.0000 196,774.98 12/31/2011 12X4212 1212107 09/30/2017 02003 3.570001200 23,000,000.0000 205,275.07 12/31/2011 12X4212 1212107 09/30/2018 02004 3.949999200 10,000,000.0000 98,749.98 12/31/2011 12X4212 1212107 09/30/2019 02005 4.160001600 9,000,000.0000 93,600.04 12/31/2011 12X4212 1212107 09/30/2020 02006 4.839998400 24,500,000.0000 296,449.90 12/31/2011 12X4212 1212107 09/30/2021 02007 4.759999200 38,000,000.0000 452,199.92 12/31/2011 12X4212 1212107 09/30/2022 02008 3.899998800 27,000,000.0000 263,249.92 12/31/2011 12X4212 1212107 09/30/2024 02009 3.200000400 25,000,000.0000 200,000.03 12/31/2011 12X4212 1212107 09/30/2024 02010 3.089998800 33,994,814.0000 262,609.84 12/31/2011 12X4212 1212107 09/30/2025 02011 3.110000400 51,000,000.0000 396,525.05 12/31/2011 ------------------------ ---------------------- 453,494,814.0000 5,453,734.81 108 SUB-COHORT 12X4212 1212108 09/30/2050 01992 7.530001200 6,200,000.0000 116,715.02 12/31/2011 12X4212 1212108 09/30/2050 01993 6.660000000 10,400,000.0000 173,160.00 12/31/2011 12X4212 1212108 09/30/2050 01994 6.940000800 13,400,000.0000 232,490.03 12/31/2011 12X4212 1212108 09/30/2044 01997 6.720001200 3,000,000.0000 50,400.01 12/31/2011 12X4212 1212108 09/30/2050 01997 6.720001200 2,700,000.0000 45,360.01 12/31/2011 12X4212 1212108 09/30/2041 01998 5.910001200 3,000,000.0000 44,325.01 12/31/2011 12X4212 1212108 09/30/2044 01998 5.910001200 1,300,000.0000 19,207.50 12/31/2011 ------------------------ ---------------------- 40,000,000.0000 681,657.58 109 SUB-COHORT 12X4212 1212109 09/30/2046 01992 7.089998400 1,000,000.0000 17,725.00 12/31/2011 12X4212 1212109 09/30/2033 01993 6.649999200 600,000.0000 9,975.00 12/31/2011 12X4212 1212109 09/30/2034 01994 6.980000400 475,000.0000 8,288.75 12/31/2011 12X4212 1212109 09/30/2036 01996 6.770001600 525,000.0000 8,885.63 12/31/2011 12X4212 1212109 09/30/2037 01997 6.890000400 200,000.0000 3,445.00 12/31/2011 12X4212 1212109 09/30/2038 01998 5.810000400 475,000.0000 6,899.38 12/31/2011 12X4212 1212109 09/30/2040 02000 6.249999600 1,025,000.0000 16,015.62 12/31/2011 12X4212 1212109 09/30/2041 02001 5.150001600 750,000.0000 9,656.25 12/31/2011 12X4212 1212109 09/30/2043 02003 3.359998800 500,000.0000 4,200.00 12/31/2011 12X4212 1212109 09/30/2044 02004 4.889998800 1,780,000.0000 21,760.49 12/31/2011 12X4212 1212109 09/30/2046 02006 4.910000400 1,000,000.0000 12,275.00 12/31/2011 ------------------------ ---------------------- 8,330,000.0000 119,126.12 116 SUB-COHORT 12X4212 1212116 09/30/2036 01992 7.499998800 750,000.0000 14,062.50 12/31/2011 12X4212 1212116 09/30/2034 01993 6.720001200 200,000.0000 3,360.00 12/31/2011 ------------------------ ---------------------- 950,000.0000 17,422.50 121 SUB-COHORT 12X4212 1212121 09/30/2033 01993 6.649999200 150,000.0000 2,493.75 12/31/2011 12X4212 1212121 09/30/2034 01993 6.649999200 100,000.0000 1,662.50 12/31/2011 12X4212 1212121 09/30/2036 01993 6.649999200 37,000.0000 615.12 12/31/2011 12X4212 1212121 09/30/2028 01994 6.810001200 100,000.0000 1,702.50 12/31/2011 12X4212 1212121 09/30/2034 01994 6.810001200 650,000.0000 11,066.25 12/31/2011 ------------------------ ---------------------- 1,037,000.0000 17,540.12 123 SUB-COHORT 12X4212 1212123 09/30/2018 02004 3.170001600 1,000,000.0000 7,925.00 12/31/2011 12X4212 1212123 09/30/2017 02008 3.039998400 9,000,000.0000 68,399.96 12/31/2011 12X4212 1212123 09/30/2017 02009 2.559999600 65,000,000.0000 415,999.94 12/31/2011 ------------------------ ---------------------- 75,000,000.0000 492,324.90 124 SUB-COHORT 12X4212 1212124 09/30/2012 02001 4.839998400 100,000.0000 1,210.00 12/31/2011 ------------------------ ---------------------- 100,000.0000 1,210.00 127 SUB-COHORT 12X4212 1212127 09/30/2030 02010 2.300000400 5,000,000.0000 28,750.01 12/31/2011 12X4212 1212127 09/30/2030 02011 2.750000400 11,163,288.0000 76,747.62 12/31/2011 ------------------------ ---------------------- 16,163,288.0000 105,497.63 ======================== ====================== 7,528,423,480.0000 72,136,498.89 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00