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 7,500,000.0000 239,749.97 04/30/2012 12X4212 1212101 09/30/2014 01993 4.629999600 7,400,000.0000 199,861.65 04/30/2012 12X4212 1212101 09/30/2014 01994 5.420001600 13,100,000.0000 414,178.46 04/30/2012 12X4212 1212101 09/30/2014 01995 6.739999200 12,400,000.0000 487,526.61 04/30/2012 12X4212 1212101 09/30/2014 01996 5.969998800 18,000,000.0000 626,849.87 04/30/2012 12X4212 1212101 09/30/2014 01997 6.149998800 23,500,000.0000 843,062.34 04/30/2012 12X4212 1212101 09/30/2014 01998 5.550001200 25,850,000.0000 836,893.93 04/30/2012 12X4212 1212101 09/30/2014 01999 5.199998400 45,000,000.0000 1,364,999.58 04/30/2012 12X4212 1212101 09/30/2018 02000 6.249999600 46,000,000.0000 1,677,083.23 04/30/2012 12X4212 1212101 09/30/2014 02001 4.970001600 50,800,000.0000 1,472,777.14 04/30/2012 12X4212 1212101 09/30/2014 02002 4.029998400 55,000,000.0000 1,292,957.82 04/30/2012 12X4212 1212101 09/30/2014 02003 3.009999600 7,550,000.0000 132,565.40 04/30/2012 12X4212 1212101 09/30/2018 02003 3.009999600 50,000,000.0000 877,916.55 04/30/2012 12X4212 1212101 09/30/2018 02004 3.330000000 57,000,000.0000 1,107,225.00 04/30/2012 12X4212 1212101 09/30/2014 02005 3.960000000 70,000,000.0000 1,617,000.00 04/30/2012 12X4212 1212101 09/30/2014 02006 4.790001600 113,000,000.0000 3,157,409.39 04/30/2012 12X4212 1212101 09/30/2015 02007 4.669999200 15,000,000.0000 408,624.93 04/30/2012 12X4212 1212101 09/30/2018 02007 4.669999200 123,000,000.0000 3,350,724.43 04/30/2012 12X4212 1212101 09/30/2018 02008 3.359998800 192,000,000.0000 3,763,198.66 04/30/2012 12X4212 1212101 09/30/2014 02009 2.430000000 483,052,024.0000 6,847,262.44 04/30/2012 12X4212 1212101 09/30/2014 02010 2.340000000 563,018,881.0000 7,685,207.73 04/30/2012 12X4212 1212101 09/30/2015 02011 2.720001600 585,674,968.0000 9,292,714.96 04/30/2012 12X4212 1212101 09/30/2018 02012 2.720001600 550,000,000.0000 8,726,671.80 04/30/2012 ------------------------ ---------------------- 3,113,845,873.0000 56,422,461.89 105 SUB-COHORT 12X4212 1212105 09/30/2041 01992 7.499998800 14,500,000.0000 634,374.90 04/30/2012 12X4212 1212105 09/30/2041 01993 6.660000000 15,000,000.0000 582,750.00 04/30/2012 12X4212 1212105 09/30/2041 01994 6.840000000 17,750,000.0000 708,225.00 04/30/2012 12X4212 1212105 09/30/2035 01995 7.319998800 11,250,000.0000 480,374.92 04/30/2012 12X4212 1212105 09/30/2037 01996 6.789999600 2,500,000.0000 99,020.83 04/30/2012 12X4212 1212105 09/30/2041 01996 6.789999600 19,000,000.0000 752,558.29 04/30/2012 12X4212 1212105 09/30/2038 01997 6.500001600 7,000,000.0000 265,416.73 04/30/2012 12X4212 1212105 09/30/2041 01997 6.500001600 15,000,000.0000 568,750.14 04/30/2012 12X4212 1212105 09/30/2038 01998 5.940000000 29,000,000.0000 1,004,850.00 04/30/2012 12X4212 1212105 09/30/2051 01998 5.940000000 1,000,000.0000 34,650.00 04/30/2012 12X4212 1212105 09/30/2039 01999 5.929999200 39,500,000.0000 1,366,370.65 04/30/2012 12X4212 1212105 09/30/2044 01999 5.929999200 23,000,000.0000 795,608.23 04/30/2012 12X4212 1212105 09/30/2040 02000 6.230001600 42,500,000.0000 1,544,521.23 04/30/2012 12X4212 1212105 09/30/2041 02000 6.230001600 50,000,000.0000 1,817,083.80 04/30/2012 12X4212 1212105 09/30/2041 02001 5.410000800 20,500,000.0000 646,945.93 04/30/2012 12X4212 1212105 09/30/2044 02001 5.410000800 53,000,000.0000 1,672,591.91 04/30/2012 12X4212 1212105 09/30/2042 02002 5.069998800 60,000,000.0000 1,774,499.58 04/30/2012 12X4212 1212105 09/30/2043 02002 5.069998800 35,000,000.0000 1,035,124.76 04/30/2012 12X4212 1212105 09/30/2043 02003 4.709998800 44,500,000.0000 1,222,637.19 04/30/2012 12X4212 1212105 09/30/2044 02003 4.709998800 60,000,000.0000 1,648,499.58 04/30/2012 12X4212 1212105 09/30/2044 02004 4.780000800 66,000,000.0000 1,840,300.31 04/30/2012 12X4212 1212105 09/30/2046 02004 4.780000800 30,000,000.0000 836,500.14 04/30/2012 12X4212 1212105 09/30/2045 02005 4.619998800 98,000,000.0000 2,641,099.31 04/30/2012 12X4212 1212105 09/30/2046 02005 4.619998800 100,000,000.0000 2,694,999.30 04/30/2012 12X4212 1212105 09/30/2046 02006 4.880001600 185,000,000.0000 5,266,335.06 04/30/2012 12X4212 1212105 09/30/2047 02006 4.880001600 25,000,000.0000 711,666.90 04/30/2012 12X4212 1212105 09/30/2046 02007 4.669999200 166,000,000.0000 4,522,115.89 04/30/2012 12X4212 1212105 09/30/2047 02007 4.669999200 49,000,000.0000 1,334,841.44 04/30/2012 12X4212 1212105 09/30/2048 02007 4.669999200 40,000,000.0000 1,089,666.48 04/30/2012 12X4212 1212105 09/30/2048 02008 4.200001200 247,500,000.0000 6,063,751.73 04/30/2012 12X4212 1212105 09/30/2049 02008 4.200001200 87,000,000.0000 2,131,500.61 04/30/2012 12X4212 1212105 09/30/2049 02009 3.679999200 499,661,220.0000 10,726,058.52 04/30/2012 12X4212 1212105 09/30/2050 02010 3.769999200 598,480,000.0000 13,161,569.87 04/30/2012 12X4212 1212105 09/30/2051 02010 3.769999200 50,000,000.0000 1,099,583.10 04/30/2012 12X4212 1212105 09/30/2051 02011 3.690000000 540,911,285.0000 11,643,115.41 04/30/2012 12X4212 1212105 09/30/2052 02012 3.690000000 452,200,000.0000 9,733,605.00 04/30/2012 ------------------------ ---------------------- 3,794,752,505.0000 94,151,562.74 107 SUB-COHORT 12X4212 1212107 09/30/2022 01992 7.539998400 2,000,000.0000 87,966.65 04/30/2012 12X4212 1212107 09/30/2015 01993 6.660000000 3,750,000.0000 145,687.50 04/30/2012 12X4212 1212107 09/30/2015 01994 6.810001200 6,500,000.0000 258,212.55 04/30/2012 12X4212 1212107 09/30/2015 01995 7.200000000 7,000,000.0000 294,000.00 04/30/2012 12X4212 1212107 09/30/2015 01996 6.639998400 11,250,000.0000 435,749.90 04/30/2012 12X4212 1212107 09/30/2015 01997 6.710000400 20,500,000.0000 802,404.21 04/30/2012 12X4212 1212107 09/30/2015 01998 5.839999200 14,250,000.0000 485,449.93 04/30/2012 12X4212 1212107 09/30/2024 01999 5.730001200 60,000,000.0000 2,005,500.42 04/30/2012 12X4212 1212107 09/30/2024 02000 6.379999200 28,000,000.0000 1,042,066.54 04/30/2012 12X4212 1212107 09/30/2015 02001 5.220000000 16,000,000.0000 487,200.00 04/30/2012 12X4212 1212107 09/30/2016 02002 4.629999600 13,000,000.0000 351,108.30 04/30/2012 12X4212 1212107 09/30/2017 02003 3.570001200 18,500,000.0000 385,262.63 04/30/2012 12X4212 1212107 09/30/2018 02004 3.949999200 8,000,000.0000 184,333.30 04/30/2012 12X4212 1212107 09/30/2019 02005 4.160001600 8,000,000.0000 194,133.41 04/30/2012 12X4212 1212107 09/30/2020 02006 4.839998400 22,000,000.0000 621,133.13 04/30/2012 12X4212 1212107 09/30/2021 02007 4.759999200 33,500,000.0000 930,183.18 04/30/2012 12X4212 1212107 09/30/2022 02008 3.899998800 23,000,000.0000 523,249.84 04/30/2012 12X4212 1212107 09/30/2024 02009 3.200000400 19,500,000.0000 364,000.05 04/30/2012 12X4212 1212107 09/30/2024 02010 3.089998800 26,494,814.0000 477,568.84 04/30/2012 12X4212 1212107 09/30/2025 02011 3.110000400 31,000,000.0000 562,391.74 04/30/2012 12X4212 1212107 09/30/2026 02012 3.110000400 10,000,000.0000 181,416.69 04/30/2012 ------------------------ ---------------------- 382,244,814.0000 10,819,018.81 108 SUB-COHORT 12X4212 1212108 09/30/2050 01992 7.530001200 4,200,000.0000 184,485.03 04/30/2012 12X4212 1212108 09/30/2050 01993 6.660000000 8,400,000.0000 326,340.00 04/30/2012 12X4212 1212108 09/30/2050 01994 6.940000800 11,400,000.0000 461,510.05 04/30/2012 12X4212 1212108 09/30/2044 01997 6.720001200 2,000,000.0000 78,400.01 04/30/2012 12X4212 1212108 09/30/2050 01997 6.720001200 2,700,000.0000 105,840.02 04/30/2012 12X4212 1212108 09/30/2041 01998 5.910001200 2,250,000.0000 77,568.77 04/30/2012 12X4212 1212108 09/30/2044 01998 5.910001200 1,300,000.0000 44,817.51 04/30/2012 ------------------------ ---------------------- 32,250,000.0000 1,278,961.39 109 SUB-COHORT 12X4212 1212109 09/30/2046 01992 7.089998400 750,000.0000 31,018.74 04/30/2012 12X4212 1212109 09/30/2033 01993 6.649999200 600,000.0000 23,275.00 04/30/2012 12X4212 1212109 09/30/2034 01994 6.980000400 225,000.0000 9,161.25 04/30/2012 12X4212 1212109 09/30/2036 01996 6.770001600 525,000.0000 20,733.13 04/30/2012 12X4212 1212109 09/30/2037 01997 6.890000400 200,000.0000 8,038.33 04/30/2012 12X4212 1212109 09/30/2038 01998 5.810000400 475,000.0000 16,098.54 04/30/2012 12X4212 1212109 09/30/2040 02000 6.249999600 725,000.0000 26,432.29 04/30/2012 12X4212 1212109 09/30/2041 02001 5.150001600 275,000.0000 8,261.46 04/30/2012 12X4212 1212109 09/30/2043 02003 3.359998800 100,000.0000 1,960.00 04/30/2012 12X4212 1212109 09/30/2044 02004 4.889998800 1,580,000.0000 45,069.49 04/30/2012 12X4212 1212109 09/30/2046 02006 4.910000400 450,000.0000 12,888.75 04/30/2012 ------------------------ ---------------------- 5,905,000.0000 202,936.98 116 SUB-COHORT 12X4212 1212116 09/30/2036 01992 7.499998800 150,000.0000 6,562.50 04/30/2012 ------------------------ ---------------------- 150,000.0000 6,562.50 121 SUB-COHORT 12X4212 1212121 09/30/2033 01993 6.649999200 150,000.0000 5,818.75 04/30/2012 12X4212 1212121 09/30/2034 01993 6.649999200 100,000.0000 3,879.17 04/30/2012 12X4212 1212121 09/30/2036 01993 6.649999200 37,000.0000 1,435.29 04/30/2012 12X4212 1212121 09/30/2028 01994 6.810001200 100,000.0000 3,972.50 04/30/2012 12X4212 1212121 09/30/2034 01994 6.810001200 650,000.0000 25,821.25 04/30/2012 ------------------------ ---------------------- 1,037,000.0000 40,926.96 123 SUB-COHORT 12X4212 1212123 09/30/2018 02004 3.170001600 250,000.0000 4,622.92 04/30/2012 12X4212 1212123 09/30/2017 02008 3.039998400 8,000,000.0000 141,866.59 04/30/2012 12X4212 1212123 09/30/2017 02009 2.559999600 40,000,000.0000 597,333.24 04/30/2012 ------------------------ ---------------------- 48,250,000.0000 743,822.75 124 SUB-COHORT 12X4212 1212124 09/30/2014 02001 4.839998400 165,000.0000 4,658.50 04/30/2012 ------------------------ ---------------------- 165,000.0000 4,658.50 127 SUB-COHORT 12X4212 1212127 09/30/2030 02010 2.300000400 5,000,000.0000 67,083.35 04/30/2012 12X4212 1212127 09/30/2030 02011 2.750000400 11,163,288.0000 179,077.77 04/30/2012 ------------------------ ---------------------- 16,163,288.0000 246,161.12 ======================== ====================== 7,394,763,480.0000 163,917,073.64 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 12X4212 1212101 09/30/2012 01999 04/30/2012 INT + 0.0000 181,999.94 490124 1212101 09/30/2012 02000 04/30/2012 INT + 0.0000 1,499,999.90 490125 1212101 09/30/2012 02003 04/30/2012 INT + 0.0000 877,414.88 490126 1212101 09/30/2012 02004 04/30/2012 INT + 0.0000 1,155,510.00 490127 1212101 09/30/2012 02007 04/30/2012 INT + 0.0000 3,268,999.44 490128 1212101 09/30/2012 02008 04/30/2012 INT + 0.0000 4,199,998.50 490129 1212101 09/30/2014 01992 04/30/2012 INT + 0.0000 41,099.99 490130 1212101 09/30/2014 01993 04/30/2012 INT + 0.0000 46,300.00 490131 1212101 09/30/2014 01994 04/30/2012 INT + 0.0000 67,750.02 490132 1212101 09/30/2014 01995 04/30/2012 INT + 0.0000 101,099.99 490133 1212101 09/30/2014 01996 04/30/2012 INT + 0.0000 119,399.98 490134 1212101 09/30/2014 01997 04/30/2012 INT + 0.0000 138,374.97 490135 1212101 09/30/2014 01998 04/30/2012 INT + 0.0000 131,812.53 490136 1212101 09/30/2014 02001 04/30/2012 INT + 0.0000 136,675.04 490137 1212101 09/30/2014 02002 04/30/2012 INT + 0.0000 201,499.92 490138 1212101 09/30/2014 02005 04/30/2012 INT + 0.0000 435,600.00 490139 1212101 09/30/2014 02006 04/30/2012 INT + 0.0000 598,750.20 490140 1212101 09/30/2014 02009 04/30/2012 INT + 0.0000 1,215,000.00 490141 1212101 09/30/2014 02010 04/30/2012 INT + 0.0000 1,462,500.00 490142 1212101 09/30/2015 02011 04/30/2012 INT + 0.0000 5,440,003.20 490143 1212105 09/30/2035 01994 04/30/2012 INT + 0.0000 51,300.00 490144 1212105 09/30/2035 01995 04/30/2012 INT + 0.0000 82,349.99 490145 1212105 09/30/2037 01996 04/30/2012 INT + 0.0000 152,774.99 490146 1212105 09/30/2038 01997 04/30/2012 INT + 0.0000 195,000.05 490147 1212105 09/30/2038 01998 04/30/2012 INT + 0.0000 44,550.00 490148 1212105 09/30/2039 01999 04/30/2012 INT + 0.0000 281,674.96 490149 1212105 09/30/2040 02000 04/30/2012 INT + 0.0000 358,225.09 490150 1212105 09/30/2041 01992 04/30/2012 INT + 0.0000 93,749.99 490151 1212105 09/30/2041 01993 04/30/2012 INT + 0.0000 99,900.00 490152 1212105 09/30/2041 01994 04/30/2012 INT + 0.0000 42,750.00 490153 1212105 09/30/2041 02001 04/30/2012 INT + 0.0000 256,975.04 490154 1212105 09/30/2042 02002 04/30/2012 INT + 0.0000 304,199.93 490155 1212105 09/30/2043 02003 04/30/2012 INT + 0.0000 294,374.93 490156 1212105 09/30/2044 02004 04/30/2012 INT + 0.0000 215,100.04 490157 1212105 09/30/2045 02005 04/30/2012 INT + 0.0000 461,999.88 490158 1212105 09/30/2046 02006 04/30/2012 INT + 0.0000 488,000.16 490159 1212105 09/30/2046 02007 04/30/2012 INT + 0.0000 490,349.92 490160 1212105 09/30/2048 02008 04/30/2012 INT + 0.0000 420,000.12 490161 1212105 09/30/2049 02009 04/30/2012 INT + 0.0000 367,999.92 490162 1212105 09/30/2050 02010 04/30/2012 INT + 0.0000 471,249.90 490163 1212107 09/30/2015 01993 04/30/2012 INT + 0.0000 24,975.00 490164 1212107 09/30/2015 01994 04/30/2012 INT + 0.0000 51,075.01 490165 1212107 09/30/2015 01995 04/30/2012 INT + 0.0000 36,000.00 490166 1212107 09/30/2015 01996 04/30/2012 INT + 0.0000 124,499.97 490167 1212107 09/30/2015 01997 04/30/2012 INT + 0.0000 83,875.01 490168 1212107 09/30/2015 01998 04/30/2012 INT + 0.0000 65,699.99 490169 1212107 09/30/2015 02001 04/30/2012 INT + 0.0000 104,400.00 490170 1212107 09/30/2016 02002 04/30/2012 INT + 0.0000 92,599.99 490171 1212107 09/30/2017 02003 04/30/2012 INT + 0.0000 80,325.03 490172 1212107 09/30/2018 02004 04/30/2012 INT + 0.0000 39,499.99 490173 1212107 09/30/2019 02005 04/30/2012 INT + 0.0000 20,800.01 490174 1212107 09/30/2020 02006 04/30/2012 INT + 0.0000 60,499.98 490175 1212107 09/30/2021 02007 04/30/2012 INT + 0.0000 107,099.98 490176 1212107 09/30/2022 01992 04/30/2012 INT + 0.0000 37,699.99 490177 1212107 09/30/2022 02008 04/30/2012 INT + 0.0000 77,999.98 490178 1212107 09/30/2024 01999 04/30/2012 INT + 0.0000 171,900.04 490179 1212107 09/30/2024 02000 04/30/2012 INT + 0.0000 95,699.99 490180 1212107 09/30/2024 02009 04/30/2012 INT + 0.0000 88,000.01 490181 1212107 09/30/2024 02010 04/30/2012 INT + 0.0000 115,874.96 490182 1212107 09/30/2025 02011 04/30/2012 INT + 0.0000 311,000.04 490183 1212108 09/30/2041 01998 04/30/2012 INT + 0.0000 22,162.50 490184 1212108 09/30/2044 01997 04/30/2012 INT + 0.0000 33,600.01 490185 1212108 09/30/2050 01992 04/30/2012 INT + 0.0000 75,300.01 490186 1212108 09/30/2050 01993 04/30/2012 INT + 0.0000 66,600.00 490187 1212108 09/30/2050 01994 04/30/2012 INT + 0.0000 69,400.01 490188 1212109 09/30/2034 01994 04/30/2012 INT + 0.0000 8,725.00 490189 1212109 09/30/2040 02000 04/30/2012 INT + 0.0000 9,375.00 490190 1212109 09/30/2041 02001 04/30/2012 INT + 0.0000 12,231.25 490191 1212109 09/30/2043 02003 04/30/2012 INT + 0.0000 6,720.00 490192 1212109 09/30/2044 02004 04/30/2012 INT + 0.0000 4,890.00 490193 1212109 09/30/2046 01992 04/30/2012 INT + 0.0000 8,862.50 490194 1212109 09/30/2046 02006 04/30/2012 INT + 0.0000 13,502.50 490195 1212116 09/30/2034 01993 04/30/2012 INT + 0.0000 6,720.00 490196 1212116 09/30/2036 01992 04/30/2012 INT + 0.0000 22,500.00 490197 1212123 09/30/2017 02008 04/30/2012 INT + 0.0000 15,199.99 490198 1212123 09/30/2017 02009 04/30/2012 INT + 0.0000 319,999.95 490199 1212123 09/30/2018 02004 04/30/2012 INT + 0.0000 11,887.51 490200 1212124 09/30/2012 02001 04/30/2012 INT + 0.0000 2,420.00 490201 ------------------------ ---------------------- 0.0000 28,991,934.61 ======================== ====================== 0.0000 28,991,934.61