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 369,899.95 06/30/2011 12X4212 1212101 09/30/2014 01993 4.629999600 15,400,000.0000 534,764.95 06/30/2011 12X4212 1212101 09/30/2014 01994 5.420001600 15,600,000.0000 634,140.19 06/30/2011 12X4212 1212101 09/30/2014 01995 6.739999200 25,400,000.0000 1,283,969.85 06/30/2011 12X4212 1212101 09/30/2014 01996 5.969998800 39,000,000.0000 1,746,224.65 06/30/2011 12X4212 1212101 09/30/2014 01997 6.149998800 41,000,000.0000 1,891,124.63 06/30/2011 12X4212 1212101 09/30/2014 01998 5.550001200 30,600,000.0000 1,273,725.28 06/30/2011 12X4212 1212101 09/30/2012 01999 5.199998400 30,000,000.0000 1,169,999.64 06/30/2011 12X4212 1212101 09/30/2014 01999 5.199998400 45,000,000.0000 1,754,999.46 06/30/2011 12X4212 1212101 09/30/2012 02000 6.249999600 55,000,000.0000 2,578,124.84 06/30/2011 12X4212 1212101 09/30/2014 02001 4.960000800 81,300,000.0000 3,024,360.49 06/30/2011 12X4212 1212101 09/30/2014 02002 3.999999600 65,000,000.0000 1,949,999.81 06/30/2011 12X4212 1212101 09/30/2012 02003 3.009999600 81,300,000.0000 1,835,347.26 06/30/2011 12X4212 1212101 09/30/2014 02003 3.009999600 7,550,000.0000 170,441.23 06/30/2011 12X4212 1212101 09/30/2012 02004 3.399998400 144,400,000.0000 3,682,198.27 06/30/2011 12X4212 1212101 09/30/2014 02005 4.020001200 222,000,000.0000 6,693,302.00 06/30/2011 12X4212 1212101 09/30/2014 02006 4.799998800 173,000,000.0000 6,227,998.44 06/30/2011 12X4212 1212101 09/30/2011 02007 4.690000800 106,000,000.0000 3,728,550.64 06/30/2011 12X4212 1212101 09/30/2012 02007 4.690000800 140,000,000.0000 4,924,500.84 06/30/2011 12X4212 1212101 09/30/2012 02008 3.459999600 450,000,000.0000 11,677,498.65 06/30/2011 12X4212 1212101 09/30/2014 02009 2.499998400 758,052,024.0000 14,213,466.35 06/30/2011 12X4212 1212101 09/30/2014 02010 2.769998400 988,018,881.0000 20,526,080.40 06/30/2011 12X4212 1212101 09/30/2015 02011 2.769998400 891,734,968.0000 18,525,783.26 06/30/2011 ------------------------ ---------------------- 4,414,355,873.0000 110,416,501.08 105 SUB-COHORT 12X4212 1212105 09/30/2041 01992 7.499998800 19,000,000.0000 1,068,749.83 06/30/2011 12X4212 1212105 09/30/2041 01993 6.660000000 20,000,000.0000 999,000.00 06/30/2011 12X4212 1212105 09/30/2035 01994 6.840000000 15,000,000.0000 769,500.00 06/30/2011 12X4212 1212105 09/30/2041 01994 6.840000000 19,000,000.0000 974,700.00 06/30/2011 12X4212 1212105 09/30/2035 01995 7.319998800 18,500,000.0000 1,015,649.83 06/30/2011 12X4212 1212105 09/30/2037 01996 6.789999600 12,000,000.0000 611,099.96 06/30/2011 12X4212 1212105 09/30/2041 01996 6.789999600 19,000,000.0000 967,574.94 06/30/2011 12X4212 1212105 09/30/2038 01997 6.500001600 20,000,000.0000 975,000.24 06/30/2011 12X4212 1212105 09/30/2041 01997 6.500001600 15,000,000.0000 731,250.18 06/30/2011 12X4212 1212105 09/30/2038 01998 5.940000000 30,500,000.0000 1,358,775.00 06/30/2011 12X4212 1212105 09/30/2039 01999 5.929999200 56,000,000.0000 2,490,599.66 06/30/2011 12X4212 1212105 09/30/2044 01999 5.929999200 23,000,000.0000 1,022,924.86 06/30/2011 12X4212 1212105 09/30/2040 02000 6.230001600 74,000,000.0000 3,457,650.89 06/30/2011 12X4212 1212105 09/30/2041 02000 6.230001600 50,000,000.0000 2,336,250.60 06/30/2011 12X4212 1212105 09/30/2041 02001 5.299999200 50,000,000.0000 1,987,499.70 06/30/2011 12X4212 1212105 09/30/2044 02001 5.299999200 53,000,000.0000 2,106,749.68 06/30/2011 12X4212 1212105 09/30/2042 02002 4.830001200 104,000,000.0000 3,767,400.94 06/30/2011 12X4212 1212105 09/30/2043 02002 4.830001200 35,000,000.0000 1,267,875.32 06/30/2011 12X4212 1212105 09/30/2043 02003 4.320000000 87,000,000.0000 2,818,800.00 06/30/2011 12X4212 1212105 09/30/2044 02003 4.320000000 60,000,000.0000 1,944,000.00 06/30/2011 12X4212 1212105 09/30/2044 02004 4.470001200 95,000,000.0000 3,184,875.86 06/30/2011 12X4212 1212105 09/30/2046 02004 4.470001200 30,000,000.0000 1,005,750.27 06/30/2011 12X4212 1212105 09/30/2045 02005 4.550000400 163,000,000.0000 5,562,375.49 06/30/2011 12X4212 1212105 09/30/2046 02005 4.550000400 100,000,000.0000 3,412,500.30 06/30/2011 12X4212 1212105 09/30/2046 02006 4.830001200 223,000,000.0000 8,078,177.01 06/30/2011 12X4212 1212105 09/30/2047 02006 4.830001200 25,000,000.0000 905,625.23 06/30/2011 12X4212 1212105 09/30/2046 02007 4.550000400 207,000,000.0000 7,063,875.62 06/30/2011 12X4212 1212105 09/30/2047 02007 4.550000400 49,000,000.0000 1,672,125.15 06/30/2011 12X4212 1212105 09/30/2048 02007 4.550000400 40,000,000.0000 1,365,000.12 06/30/2011 12X4212 1212105 09/30/2048 02008 4.070001600 270,000,000.0000 8,241,753.24 06/30/2011 12X4212 1212105 09/30/2049 02008 4.070001600 87,000,000.0000 2,655,676.04 06/30/2011 12X4212 1212105 09/30/2049 02009 3.650000400 524,661,220.0000 14,362,602.47 06/30/2011 12X4212 1212105 09/30/2050 02010 3.150000000 623,480,000.0000 14,729,715.00 06/30/2011 12X4212 1212105 09/30/2051 02010 3.150000000 25,000,000.0000 590,625.00 06/30/2011 12X4212 1212105 09/30/2051 02011 3.150000000 441,245,740.0000 10,424,430.61 06/30/2011 ------------------------ ---------------------- 3,683,386,960.0000 115,926,159.04 107 SUB-COHORT 12X4212 1212107 09/30/2022 01992 7.539998400 8,000,000.0000 452,399.90 06/30/2011 12X4212 1212107 09/30/2015 01993 6.660000000 6,000,000.0000 299,700.00 06/30/2011 12X4212 1212107 09/30/2015 01994 6.810001200 28,000,000.0000 1,430,100.25 06/30/2011 12X4212 1212107 09/30/2015 01995 7.200000000 16,000,000.0000 864,000.00 06/30/2011 12X4212 1212107 09/30/2015 01996 6.639998400 32,000,000.0000 1,593,599.62 06/30/2011 12X4212 1212107 09/30/2015 01997 6.710000400 36,000,000.0000 1,811,700.11 06/30/2011 12X4212 1212107 09/30/2015 01998 5.839999200 21,500,000.0000 941,699.87 06/30/2011 12X4212 1212107 09/30/2024 01999 5.730001200 116,000,000.0000 4,985,101.04 06/30/2011 12X4212 1212107 09/30/2024 02000 6.379999200 31,000,000.0000 1,483,349.81 06/30/2011 12X4212 1212107 09/30/2015 02001 5.230000800 45,000,000.0000 1,765,125.27 06/30/2011 12X4212 1212107 09/30/2016 02002 4.640000400 32,000,000.0000 1,113,600.10 06/30/2011 12X4212 1212107 09/30/2017 02003 3.580009200 43,000,000.0000 1,154,552.97 06/30/2011 12X4212 1212107 09/30/2018 02004 3.999999600 23,000,000.0000 689,999.93 06/30/2011 12X4212 1212107 09/30/2019 02005 4.160001600 17,000,000.0000 530,400.20 06/30/2011 12X4212 1212107 09/30/2020 02006 4.839998400 39,500,000.0000 1,433,849.53 06/30/2011 12X4212 1212107 09/30/2021 02007 4.759999200 54,000,000.0000 1,927,799.68 06/30/2011 12X4212 1212107 09/30/2022 02008 3.920000400 47,000,000.0000 1,381,800.14 06/30/2011 12X4212 1212107 09/30/2024 02009 3.240000000 50,000,000.0000 1,215,000.00 06/30/2011 12X4212 1212107 09/30/2024 02010 3.210001200 108,994,814.0000 2,624,051.13 06/30/2011 12X4212 1212107 09/30/2025 02011 3.210001200 51,000,000.0000 1,227,825.46 06/30/2011 ------------------------ ---------------------- 804,994,814.0000 28,925,655.01 108 SUB-COHORT 12X4212 1212108 09/30/2050 01992 7.530001200 10,200,000.0000 576,045.09 06/30/2011 12X4212 1212108 09/30/2050 01993 6.660000000 22,400,000.0000 1,118,880.00 06/30/2011 12X4212 1212108 09/30/2050 01994 6.940000800 26,400,000.0000 1,374,120.16 06/30/2011 12X4212 1212108 09/30/2044 01997 6.720001200 3,000,000.0000 151,200.03 06/30/2011 12X4212 1212108 09/30/2050 01997 6.720001200 2,700,000.0000 136,080.02 06/30/2011 12X4212 1212108 09/30/2041 01998 5.910001200 3,000,000.0000 132,975.03 06/30/2011 12X4212 1212108 09/30/2044 01998 5.910001200 1,300,000.0000 57,622.51 06/30/2011 ------------------------ ---------------------- 69,000,000.0000 3,546,922.84 109 SUB-COHORT 12X4212 1212109 09/30/2046 01992 7.089998400 1,000,000.0000 53,174.99 06/30/2011 12X4212 1212109 09/30/2033 01993 6.649999200 600,000.0000 29,925.00 06/30/2011 12X4212 1212109 09/30/2034 01994 6.980000400 475,000.0000 24,866.25 06/30/2011 12X4212 1212109 09/30/2036 01996 6.770001600 525,000.0000 26,656.88 06/30/2011 12X4212 1212109 09/30/2037 01997 6.890000400 200,000.0000 10,335.00 06/30/2011 12X4212 1212109 09/30/2038 01998 5.810000400 475,000.0000 20,698.13 06/30/2011 12X4212 1212109 09/30/2040 02000 6.249999600 1,025,000.0000 48,046.87 06/30/2011 12X4212 1212109 09/30/2041 02001 5.249998800 1,750,000.0000 68,906.23 06/30/2011 12X4212 1212109 09/30/2043 02003 4.870000800 500,000.0000 18,262.50 06/30/2011 12X4212 1212109 09/30/2044 02004 4.889998800 2,780,000.0000 101,956.47 06/30/2011 12X4212 1212109 09/30/2046 02006 4.910000400 1,000,000.0000 36,825.00 06/30/2011 ------------------------ ---------------------- 10,330,000.0000 439,653.32 116 SUB-COHORT 12X4212 1212116 09/30/2036 01992 7.499998800 750,000.0000 42,187.49 06/30/2011 12X4212 1212116 09/30/2034 01993 6.720001200 200,000.0000 10,080.00 06/30/2011 ------------------------ ---------------------- 950,000.0000 52,267.49 121 SUB-COHORT 12X4212 1212121 09/30/2033 01993 6.649999200 150,000.0000 7,481.25 06/30/2011 12X4212 1212121 09/30/2034 01993 6.649999200 100,000.0000 4,987.50 06/30/2011 12X4212 1212121 09/30/2036 01993 6.649999200 17,000.0000 847.87 06/30/2011 12X4212 1212121 09/30/2028 01994 6.810001200 100,000.0000 5,107.50 06/30/2011 12X4212 1212121 09/30/2034 01994 6.810001200 650,000.0000 33,198.76 06/30/2011 ------------------------ ---------------------- 1,017,000.0000 51,622.88 123 SUB-COHORT 12X4212 1212123 09/30/2011 02004 3.499999200 83,000,000.0000 2,178,749.50 06/30/2011 12X4212 1212123 09/30/2017 02008 3.229999200 22,000,000.0000 532,949.87 06/30/2011 12X4212 1212123 09/30/2017 02009 2.570000400 100,000,000.0000 1,927,500.30 06/30/2011 ------------------------ ---------------------- 205,000,000.0000 4,639,199.67 124 SUB-COHORT 12X4212 1212124 09/30/2012 02001 4.839998400 100,000.0000 3,630.00 06/30/2011 ------------------------ ---------------------- 100,000.0000 3,630.00 127 SUB-COHORT 12X4212 1212127 09/30/2030 02010 2.723000400 5,000,000.0000 102,112.52 06/30/2011 12X4212 1212127 09/30/2030 02011 3.984199200 9,652,495.0000 288,430.97 06/30/2011 ------------------------ ---------------------- 14,652,495.0000 390,543.49 ======================== ====================== 9,203,787,142.0000 264,392,154.82 ============================================================================================================================ 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 09/30/2011 02007 01/24/2011 INT + 0.0000 1,172,500.20 489044 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 01998 01/24/2011 INT + 0.0000 49,950.01 489040 1212101 09/30/2012 02001 12/08/2010 INT + 0.0000 74,400.01 488954 1212101 09/30/2012 02002 01/24/2011 INT + 0.0000 79,999.99 489042 1212101 09/30/2012 02008 01/24/2011 INT + 0.0000 1,729,999.80 489046 1212101 09/30/2014 02000 12/08/2010 INT + 0.0000 499,999.96 488952 1212101 09/30/2014 02009 01/24/2011 INT + 0.0000 2,499,998.40 489048 1212101 09/30/2014 02010 01/24/2011 INT + 0.0000 4,154,997.60 489050 1212105 09/30/2036 01996 12/08/2010 INT + 0.0000 101,849.99 488964 1212105 09/30/2038 01993 01/24/2011 INT + 0.0000 49,950.00 489052 1212105 09/30/2041 01995 12/08/2010 INT + 0.0000 182,999.97 488962 1212105 09/30/2041 01998 01/24/2011 INT + 0.0000 326,700.00 489054 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 01993 01/24/2011 INT + 0.0000 99,900.00 489056 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 1212107 09/30/2024 02010 01/24/2011 INT + 0.0000 1,605,000.60 489058 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 1212108 09/30/2050 01998 01/24/2011 INT + 0.0000 26,595.00 489060 1212109 09/30/2032 01992 12/08/2010 INT + 0.0000 7,089.99 489018 1212109 09/30/2034 01992 01/24/2011 INT + 0.0000 17,724.99 489062 1212109 09/30/2035 01992 12/08/2010 INT + 0.0000 886.24 489020 1212109 09/30/2035 01993 01/24/2011 INT + 0.0000 2,659.99 489066 1212109 09/30/2037 01993 12/08/2010 INT + 0.0000 1,662.49 489022 1212109 09/30/2040 01992 01/24/2011 INT + 0.0000 886.24 489064 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 01993 01/24/2011 INT + 0.0000 3,360.00 489068 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 1212123 09/30/2015 02008 01/24/2011 INT + 0.0000 1,291,999.68 489070 ------------------------ ---------------------- 0.0000 22,578,120.72 ======================== ====================== 0.0000 22,578,120.72