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 328,799.95 05/31/2011 12X4212 1212101 09/30/2014 01993 4.629999600 15,400,000.0000 475,346.63 05/31/2011 12X4212 1212101 09/30/2014 01994 5.420001600 15,600,000.0000 563,680.17 05/31/2011 12X4212 1212101 09/30/2014 01995 6.739999200 25,400,000.0000 1,141,306.53 05/31/2011 12X4212 1212101 09/30/2014 01996 5.969998800 39,000,000.0000 1,552,199.69 05/31/2011 12X4212 1212101 09/30/2014 01997 6.149998800 41,000,000.0000 1,680,999.67 05/31/2011 12X4212 1212101 09/30/2014 01998 5.550001200 30,600,000.0000 1,132,200.24 05/31/2011 12X4212 1212101 09/30/2012 01999 5.199998400 30,000,000.0000 1,039,999.68 05/31/2011 12X4212 1212101 09/30/2014 01999 5.199998400 45,000,000.0000 1,559,999.52 05/31/2011 12X4212 1212101 09/30/2012 02000 6.249999600 55,000,000.0000 2,291,666.52 05/31/2011 12X4212 1212101 09/30/2014 02001 4.960000800 81,300,000.0000 2,688,320.43 05/31/2011 12X4212 1212101 09/30/2014 02002 3.999999600 65,000,000.0000 1,733,333.16 05/31/2011 12X4212 1212101 09/30/2012 02003 3.009999600 81,300,000.0000 1,631,419.78 05/31/2011 12X4212 1212101 09/30/2014 02003 3.009999600 7,550,000.0000 151,503.31 05/31/2011 12X4212 1212101 09/30/2012 02004 3.399998400 144,400,000.0000 3,273,065.13 05/31/2011 12X4212 1212101 09/30/2014 02005 4.020001200 222,000,000.0000 5,949,601.78 05/31/2011 12X4212 1212101 09/30/2014 02006 4.799998800 173,000,000.0000 5,535,998.62 05/31/2011 12X4212 1212101 09/30/2011 02007 4.690000800 106,000,000.0000 3,314,267.23 05/31/2011 12X4212 1212101 09/30/2012 02007 4.690000800 140,000,000.0000 4,377,334.08 05/31/2011 12X4212 1212101 09/30/2012 02008 3.459999600 450,000,000.0000 10,379,998.80 05/31/2011 12X4212 1212101 09/30/2014 02009 2.499998400 758,052,024.0000 12,634,192.31 05/31/2011 12X4212 1212101 09/30/2014 02010 2.769998400 988,018,881.0000 18,245,404.80 05/31/2011 12X4212 1212101 09/30/2015 02011 2.769998400 891,734,968.0000 16,467,362.90 05/31/2011 ------------------------ ---------------------- 4,414,355,873.0000 98,148,000.93 105 SUB-COHORT 12X4212 1212105 09/30/2041 01992 7.499998800 19,000,000.0000 949,999.85 05/31/2011 12X4212 1212105 09/30/2041 01993 6.660000000 20,000,000.0000 888,000.00 05/31/2011 12X4212 1212105 09/30/2035 01994 6.840000000 15,000,000.0000 684,000.00 05/31/2011 12X4212 1212105 09/30/2041 01994 6.840000000 19,000,000.0000 866,400.00 05/31/2011 12X4212 1212105 09/30/2035 01995 7.319998800 18,500,000.0000 902,799.85 05/31/2011 12X4212 1212105 09/30/2037 01996 6.789999600 12,000,000.0000 543,199.97 05/31/2011 12X4212 1212105 09/30/2041 01996 6.789999600 19,000,000.0000 860,066.62 05/31/2011 12X4212 1212105 09/30/2038 01997 6.500001600 20,000,000.0000 866,666.88 05/31/2011 12X4212 1212105 09/30/2041 01997 6.500001600 15,000,000.0000 650,000.16 05/31/2011 12X4212 1212105 09/30/2038 01998 5.940000000 30,500,000.0000 1,207,800.00 05/31/2011 12X4212 1212105 09/30/2039 01999 5.929999200 56,000,000.0000 2,213,866.37 05/31/2011 12X4212 1212105 09/30/2044 01999 5.929999200 23,000,000.0000 909,266.54 05/31/2011 12X4212 1212105 09/30/2040 02000 6.230001600 74,000,000.0000 3,073,467.46 05/31/2011 12X4212 1212105 09/30/2041 02000 6.230001600 50,000,000.0000 2,076,667.20 05/31/2011 12X4212 1212105 09/30/2041 02001 5.299999200 50,000,000.0000 1,766,666.40 05/31/2011 12X4212 1212105 09/30/2044 02001 5.299999200 53,000,000.0000 1,872,666.38 05/31/2011 12X4212 1212105 09/30/2042 02002 4.830001200 104,000,000.0000 3,348,800.83 05/31/2011 12X4212 1212105 09/30/2043 02002 4.830001200 35,000,000.0000 1,127,000.28 05/31/2011 12X4212 1212105 09/30/2043 02003 4.320000000 87,000,000.0000 2,505,600.00 05/31/2011 12X4212 1212105 09/30/2044 02003 4.320000000 60,000,000.0000 1,728,000.00 05/31/2011 12X4212 1212105 09/30/2044 02004 4.470001200 95,000,000.0000 2,831,000.76 05/31/2011 12X4212 1212105 09/30/2046 02004 4.470001200 30,000,000.0000 894,000.24 05/31/2011 12X4212 1212105 09/30/2045 02005 4.550000400 163,000,000.0000 4,944,333.77 05/31/2011 12X4212 1212105 09/30/2046 02005 4.550000400 100,000,000.0000 3,033,333.60 05/31/2011 12X4212 1212105 09/30/2046 02006 4.830001200 223,000,000.0000 7,180,601.78 05/31/2011 12X4212 1212105 09/30/2047 02006 4.830001200 25,000,000.0000 805,000.20 05/31/2011 12X4212 1212105 09/30/2046 02007 4.550000400 207,000,000.0000 6,279,000.55 05/31/2011 12X4212 1212105 09/30/2047 02007 4.550000400 49,000,000.0000 1,486,333.46 05/31/2011 12X4212 1212105 09/30/2048 02007 4.550000400 40,000,000.0000 1,213,333.44 05/31/2011 12X4212 1212105 09/30/2048 02008 4.070001600 270,000,000.0000 7,326,002.88 05/31/2011 12X4212 1212105 09/30/2049 02008 4.070001600 87,000,000.0000 2,360,600.93 05/31/2011 12X4212 1212105 09/30/2049 02009 3.650000400 524,661,220.0000 12,766,757.75 05/31/2011 12X4212 1212105 09/30/2050 02010 3.150000000 623,480,000.0000 13,093,080.00 05/31/2011 12X4212 1212105 09/30/2051 02010 3.150000000 25,000,000.0000 525,000.00 05/31/2011 12X4212 1212105 09/30/2051 02011 3.150000000 441,245,740.0000 9,266,160.54 05/31/2011 ------------------------ ---------------------- 3,683,386,960.0000 103,045,474.69 107 SUB-COHORT 12X4212 1212107 09/30/2022 01992 7.539998400 8,000,000.0000 402,133.25 05/31/2011 12X4212 1212107 09/30/2015 01993 6.660000000 6,000,000.0000 266,400.00 05/31/2011 12X4212 1212107 09/30/2015 01994 6.810001200 28,000,000.0000 1,271,200.22 05/31/2011 12X4212 1212107 09/30/2015 01995 7.200000000 16,000,000.0000 768,000.00 05/31/2011 12X4212 1212107 09/30/2015 01996 6.639998400 32,000,000.0000 1,416,532.99 05/31/2011 12X4212 1212107 09/30/2015 01997 6.710000400 36,000,000.0000 1,610,400.10 05/31/2011 12X4212 1212107 09/30/2015 01998 5.839999200 21,500,000.0000 837,066.55 05/31/2011 12X4212 1212107 09/30/2024 01999 5.730001200 116,000,000.0000 4,431,200.93 05/31/2011 12X4212 1212107 09/30/2024 02000 6.379999200 31,000,000.0000 1,318,533.17 05/31/2011 12X4212 1212107 09/30/2015 02001 5.230000800 45,000,000.0000 1,569,000.24 05/31/2011 12X4212 1212107 09/30/2016 02002 4.640000400 32,000,000.0000 989,866.75 05/31/2011 12X4212 1212107 09/30/2017 02003 3.580009200 43,000,000.0000 1,026,269.30 05/31/2011 12X4212 1212107 09/30/2018 02004 3.999999600 23,000,000.0000 613,333.27 05/31/2011 12X4212 1212107 09/30/2019 02005 4.160001600 17,000,000.0000 471,466.85 05/31/2011 12X4212 1212107 09/30/2020 02006 4.839998400 39,500,000.0000 1,274,532.91 05/31/2011 12X4212 1212107 09/30/2021 02007 4.759999200 54,000,000.0000 1,713,599.71 05/31/2011 12X4212 1212107 09/30/2022 02008 3.920000400 47,000,000.0000 1,228,266.79 05/31/2011 12X4212 1212107 09/30/2024 02009 3.240000000 50,000,000.0000 1,080,000.00 05/31/2011 12X4212 1212107 09/30/2024 02010 3.210001200 108,994,814.0000 2,332,489.89 05/31/2011 12X4212 1212107 09/30/2025 02011 3.210001200 51,000,000.0000 1,091,400.41 05/31/2011 ------------------------ ---------------------- 804,994,814.0000 25,711,693.33 108 SUB-COHORT 12X4212 1212108 09/30/2050 01992 7.530001200 10,200,000.0000 512,040.08 05/31/2011 12X4212 1212108 09/30/2050 01993 6.660000000 22,400,000.0000 994,560.00 05/31/2011 12X4212 1212108 09/30/2050 01994 6.940000800 26,400,000.0000 1,221,440.14 05/31/2011 12X4212 1212108 09/30/2044 01997 6.720001200 3,000,000.0000 134,400.02 05/31/2011 12X4212 1212108 09/30/2050 01997 6.720001200 2,700,000.0000 120,960.02 05/31/2011 12X4212 1212108 09/30/2041 01998 5.910001200 3,000,000.0000 118,200.02 05/31/2011 12X4212 1212108 09/30/2044 01998 5.910001200 1,300,000.0000 51,220.01 05/31/2011 ------------------------ ---------------------- 69,000,000.0000 3,152,820.29 109 SUB-COHORT 12X4212 1212109 09/30/2046 01992 7.089998400 1,000,000.0000 47,266.66 05/31/2011 12X4212 1212109 09/30/2033 01993 6.649999200 600,000.0000 26,600.00 05/31/2011 12X4212 1212109 09/30/2034 01994 6.980000400 475,000.0000 22,103.33 05/31/2011 12X4212 1212109 09/30/2036 01996 6.770001600 525,000.0000 23,695.01 05/31/2011 12X4212 1212109 09/30/2037 01997 6.890000400 200,000.0000 9,186.67 05/31/2011 12X4212 1212109 09/30/2038 01998 5.810000400 475,000.0000 18,398.33 05/31/2011 12X4212 1212109 09/30/2040 02000 6.249999600 1,025,000.0000 42,708.33 05/31/2011 12X4212 1212109 09/30/2041 02001 5.249998800 1,750,000.0000 61,249.99 05/31/2011 12X4212 1212109 09/30/2043 02003 4.870000800 500,000.0000 16,233.34 05/31/2011 12X4212 1212109 09/30/2044 02004 4.889998800 2,780,000.0000 90,627.98 05/31/2011 12X4212 1212109 09/30/2046 02006 4.910000400 1,000,000.0000 32,733.34 05/31/2011 ------------------------ ---------------------- 10,330,000.0000 390,802.98 116 SUB-COHORT 12X4212 1212116 09/30/2036 01992 7.499998800 750,000.0000 37,499.99 05/31/2011 12X4212 1212116 09/30/2034 01993 6.720001200 200,000.0000 8,960.00 05/31/2011 ------------------------ ---------------------- 950,000.0000 46,459.99 121 SUB-COHORT 12X4212 1212121 09/30/2033 01993 6.649999200 150,000.0000 6,650.00 05/31/2011 12X4212 1212121 09/30/2034 01993 6.649999200 100,000.0000 4,433.33 05/31/2011 12X4212 1212121 09/30/2036 01993 6.649999200 17,000.0000 753.67 05/31/2011 12X4212 1212121 09/30/2028 01994 6.810001200 100,000.0000 4,540.00 05/31/2011 12X4212 1212121 09/30/2034 01994 6.810001200 650,000.0000 29,510.01 05/31/2011 ------------------------ ---------------------- 1,017,000.0000 45,887.01 123 SUB-COHORT 12X4212 1212123 09/30/2011 02004 3.499999200 83,000,000.0000 1,936,666.22 05/31/2011 12X4212 1212123 09/30/2017 02008 3.229999200 22,000,000.0000 473,733.22 05/31/2011 12X4212 1212123 09/30/2017 02009 2.570000400 100,000,000.0000 1,713,333.60 05/31/2011 ------------------------ ---------------------- 205,000,000.0000 4,123,733.04 124 SUB-COHORT 12X4212 1212124 09/30/2012 02001 4.839998400 100,000.0000 3,226.67 05/31/2011 ------------------------ ---------------------- 100,000.0000 3,226.67 127 SUB-COHORT 12X4212 1212127 09/30/2030 02010 2.723000400 5,000,000.0000 90,766.68 05/31/2011 12X4212 1212127 09/30/2030 02011 3.984199200 9,652,495.0000 256,383.09 05/31/2011 ------------------------ ---------------------- 14,652,495.0000 347,149.77 ======================== ====================== 9,203,787,142.0000 235,015,248.70 ============================================================================================================================ 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