Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 101 SUB-COHORT 12X4212 1212101 09/30/2020 01992 5.479999200 3,900,000.0000 71,239.99 01/31/2015 12X4212 1212101 09/30/2020 01993 4.629999600 4,254,000.0000 65,653.39 01/31/2015 12X4212 1212101 09/30/2020 01994 5.420001600 7,100,000.0000 128,273.37 01/31/2015 12X4212 1212101 09/30/2020 01995 6.739999200 6,439,000.0000 144,662.85 01/31/2015 12X4212 1212101 09/30/2020 01996 5.969998800 10,765,000.0000 214,223.46 01/31/2015 12X4212 1212101 09/30/2020 01997 6.149998800 14,421,000.0000 295,630.44 01/31/2015 12X4212 1212101 09/30/2020 01998 5.550001200 14,801,000.0000 273,818.56 01/31/2015 12X4212 1212101 09/30/2020 01999 5.199998400 29,672,000.0000 514,314.51 01/31/2015 12X4212 1212101 09/30/2018 02000 6.249999600 22,502,281.0000 468,797.49 01/31/2015 12X4212 1212101 09/30/2020 02001 4.960000800 28,465,000.0000 470,621.41 01/31/2015 12X4212 1212101 09/30/2020 02002 4.010000400 30,800,000.0000 411,693.37 01/31/2015 12X4212 1212101 09/30/2021 02002 4.010000400 9,000.0000 120.30 01/31/2015 12X4212 1212101 09/30/2018 02003 3.009999600 32,955,946.0000 330,657.95 01/31/2015 12X4212 1212101 09/30/2018 02004 3.359998800 33,043,084.0000 370,082.41 01/31/2015 12X4212 1212101 09/30/2020 02005 3.980001600 39,600,000.0000 525,360.21 01/31/2015 12X4212 1212101 09/30/2021 02005 3.980001600 6,000.0000 79.60 01/31/2015 12X4212 1212101 09/30/2020 02006 4.790001600 58,585,000.0000 935,407.48 01/31/2015 12X4212 1212101 09/30/2021 02006 4.790001600 8,000.0000 127.73 01/31/2015 12X4212 1212101 09/30/2018 02007 4.659998400 63,623,644.0000 988,286.93 01/31/2015 12X4212 1212101 09/30/2018 02008 3.290000400 92,816,727.0000 1,017,890.23 01/31/2015 12X4212 1212101 09/30/2020 02009 2.379999600 255,344,492.0000 2,025,732.63 01/31/2015 12X4212 1212101 09/30/2021 02009 2.379999600 505,000.0000 4,006.33 01/31/2015 12X4212 1212101 09/30/2020 02010 2.220001200 299,129,986.0000 2,213,563.09 01/31/2015 12X4212 1212101 09/30/2015 02011 1.829998800 281,123,808.0000 1,714,854.10 01/31/2015 12X4212 1212101 09/30/2018 02012 1.270000800 380,338,613.0000 1,610,101.14 01/31/2015 12X4212 1212101 09/30/2021 02012 1.270000800 208,000.0000 880.53 01/31/2015 12X4212 1212101 09/30/2019 02013 1.739998800 411,074,171.0000 2,384,228.55 01/31/2015 12X4212 1212101 09/30/2021 02013 1.739998800 1,954,000.0000 11,333.19 01/31/2015 12X4212 1212101 09/30/2020 02014 1.752400800 1,153,730,000.0000 6,739,324.58 01/31/2015 12X4212 1212101 09/30/2021 02014 1.752400800 88,544,000.0000 517,215.25 01/31/2015 12X4212 1212101 09/30/2021 02015 1.752400800 169,748,000.0000 991,555.10 01/31/2015 ------------------------ ---------------------- 3,535,466,752.0000 25,439,736.17 105 SUB-COHORT 12X4212 1212105 09/30/2041 01992 7.499998800 8,657,186.0000 216,429.62 01/31/2015 12X4212 1212105 09/30/2041 01993 6.660000000 10,267,218.0000 227,932.24 01/31/2015 12X4212 1212105 09/30/2041 01994 6.840000000 11,940,866.0000 272,251.74 01/31/2015 12X4212 1212105 09/30/2054 01994 6.840000000 31,000.0000 706.80 01/31/2015 12X4212 1212105 09/30/2035 01995 7.319998800 7,275,002.0000 177,510.02 01/31/2015 12X4212 1212105 09/30/2053 01995 7.319998800 50,000.0000 1,220.00 01/31/2015 12X4212 1212105 09/30/2041 01996 6.789999600 14,015,656.0000 317,221.00 01/31/2015 12X4212 1212105 09/30/2041 01997 6.500001600 13,605,971.0000 294,796.11 01/31/2015 12X4212 1212105 09/30/2038 01998 5.940000000 20,380,731.0000 403,538.47 01/31/2015 12X4212 1212105 09/30/2051 01998 5.940000000 1,000,000.0000 19,800.00 01/31/2015 12X4212 1212105 09/30/2039 01999 5.929999200 18,105,999.0000 357,895.20 01/31/2015 12X4212 1212105 09/30/2044 01999 5.929999200 23,000,000.0000 454,633.27 01/31/2015 12X4212 1212105 09/30/2040 02000 6.230001600 10,344,975.0000 214,830.70 01/31/2015 12X4212 1212105 09/30/2041 02000 6.230001600 50,000,000.0000 1,038,333.60 01/31/2015 12X4212 1212105 09/30/2055 02000 6.230001600 132,000.0000 2,741.20 01/31/2015 12X4212 1212105 09/30/2044 02001 5.379998400 49,287,148.0000 883,882.59 01/31/2015 12X4212 1212105 09/30/2055 02001 5.380002000 43,000.0000 771.13 01/31/2015 12X4212 1212105 09/30/2042 02002 4.939999200 30,734,853.0000 506,100.50 01/31/2015 12X4212 1212105 09/30/2043 02002 4.939999200 35,000,000.0000 576,333.24 01/31/2015 12X4212 1212105 09/30/2043 02003 4.500000000 11,941,915.0000 179,128.73 01/31/2015 12X4212 1212105 09/30/2044 02003 4.500000000 60,000,000.0000 900,000.00 01/31/2015 12X4212 1212105 09/30/2055 02003 4.500000000 10,000.0000 150.00 01/31/2015 12X4212 1212105 09/30/2044 02004 4.680000000 37,206,866.0000 580,427.11 01/31/2015 12X4212 1212105 09/30/2046 02004 4.680000000 30,000,000.0000 468,000.00 01/31/2015 12X4212 1212105 09/30/2055 02004 4.680000000 56,000.0000 873.60 01/31/2015 12X4212 1212105 09/30/2045 02005 4.569998400 38,440,771.0000 585,580.87 01/31/2015 12X4212 1212105 09/30/2046 02005 4.569998400 100,000,000.0000 1,523,332.80 01/31/2015 12X4212 1212105 09/30/2055 02005 4.569998400 7,000.0000 106.63 01/31/2015 12X4212 1212105 09/30/2046 02006 4.860000000 120,406,934.0000 1,950,592.33 01/31/2015 12X4212 1212105 09/30/2047 02006 4.860000000 25,000,000.0000 405,000.00 01/31/2015 12X4212 1212105 09/30/2055 02006 4.860000000 13,000.0000 210.60 01/31/2015 12X4212 1212105 09/30/2046 02007 4.619998800 88,382,576.0000 1,361,091.32 01/31/2015 12X4212 1212105 09/30/2047 02007 4.619998800 49,000,000.0000 754,599.80 01/31/2015 12X4212 1212105 09/30/2048 02007 4.619998800 40,000,000.0000 615,999.84 01/31/2015 12X4212 1212105 09/30/2048 02008 4.140000000 169,165,395.0000 2,334,482.45 01/31/2015 12X4212 1212105 09/30/2049 02008 4.140000000 87,000,000.0000 1,200,600.00 01/31/2015 12X4212 1212105 09/30/2055 02008 4.140000000 31,000.0000 427.80 01/31/2015 12X4212 1212105 09/30/2049 02009 3.660001200 405,759,630.0000 4,950,269.11 01/31/2015 12X4212 1212105 09/30/2050 02010 3.790000800 484,495,956.0000 6,120,800.20 01/31/2015 12X4212 1212105 09/30/2051 02010 3.790000800 50,000,000.0000 631,666.80 01/31/2015 12X4212 1212105 09/30/2055 02010 3.790000800 24,000.0000 303.20 01/31/2015 12X4212 1212105 09/30/2051 02011 3.309998400 486,934,382.0000 5,372,506.75 01/31/2015 12X4212 1212105 09/30/2055 02011 3.309998400 40,000.0000 441.33 01/31/2015 12X4212 1212105 09/30/2052 02012 2.400001200 430,674,383.0000 3,445,396.79 01/31/2015 12X4212 1212105 09/30/2053 02012 2.400001200 50,000,000.0000 400,000.20 01/31/2015 12X4212 1212105 09/30/2053 02013 2.930000400 419,153,671.0000 4,093,734.75 01/31/2015 12X4212 1212105 09/30/2055 02013 2.930000400 668,000.0000 6,524.13 01/31/2015 12X4212 1212105 09/30/2054 02014 2.594800800 1,091,060,600.0000 9,436,949.73 01/31/2015 12X4212 1212105 09/30/2055 02014 2.594800800 157,970,000.0000 1,366,335.61 01/31/2015 12X4212 1212105 09/30/2055 02015 2.594800800 132,808,000.0000 1,148,701.02 01/31/2015 ------------------------ ---------------------- 4,870,121,684.0000 55,801,160.93 107 SUB-COHORT 12X4212 1212107 09/30/2022 01992 7.539998400 557,811.0000 14,019.65 01/31/2015 12X4212 1212107 09/30/2027 01992 7.539998400 135,000.0000 3,393.00 01/31/2015 12X4212 1212107 09/30/2015 01993 6.660000000 1,945,198.0000 43,183.40 01/31/2015 12X4212 1212107 09/30/2015 01994 6.800000400 3,073,392.0000 69,663.56 01/31/2015 12X4212 1212107 09/30/2015 01995 7.200000000 4,932,120.0000 118,370.88 01/31/2015 12X4212 1212107 09/30/2015 01996 6.639998400 5,971,850.0000 132,176.91 01/31/2015 12X4212 1212107 09/30/2015 01997 6.710000400 15,379,781.0000 343,994.46 01/31/2015 12X4212 1212107 09/30/2015 01998 5.839999200 9,073,802.0000 176,636.65 01/31/2015 12X4212 1212107 09/30/2024 01999 5.730001200 47,075,188.0000 899,136.28 01/31/2015 12X4212 1212107 09/30/2024 02000 6.379999200 18,684,437.0000 397,355.64 01/31/2015 12X4212 1212107 09/30/2015 02001 5.199998400 8,552,398.0000 148,241.52 01/31/2015 12X4212 1212107 09/30/2016 02002 4.550000400 7,090,479.0000 107,538.94 01/31/2015 12X4212 1212107 09/30/2017 02003 3.510000000 10,924,343.0000 127,814.81 01/31/2015 12X4212 1212107 09/30/2018 02004 3.880000800 4,075,365.0000 52,708.06 01/31/2015 12X4212 1212107 09/30/2019 02005 4.140000000 3,683,776.0000 50,836.11 01/31/2015 12X4212 1212107 09/30/2020 02006 4.820000400 10,584,854.0000 170,063.34 01/31/2015 12X4212 1212107 09/30/2021 02007 4.730000400 18,943,566.0000 298,676.92 01/31/2015 12X4212 1212107 09/30/2022 02008 3.790000800 13,319,351.0000 168,267.84 01/31/2015 12X4212 1212107 09/30/2024 02009 3.099999600 11,832,118.0000 122,265.20 01/31/2015 12X4212 1212107 09/30/2024 02010 2.959999200 15,724,564.0000 155,148.99 01/31/2015 12X4212 1212107 09/30/2025 02011 2.840000400 16,427,941.0000 155,517.86 01/31/2015 12X4212 1212107 09/30/2026 02012 1.879999200 19,636,318.0000 123,054.21 01/31/2015 12X4212 1212107 09/30/2027 02013 1.829998800 24,862,504.0000 151,661.17 01/31/2015 12X4212 1212107 09/30/2029 02013 1.829998800 19,000.0000 115.90 01/31/2015 12X4212 1212107 09/30/2028 02014 2.400001200 23,000,000.0000 184,000.09 01/31/2015 12X4212 1212107 09/30/2029 02014 2.400001200 871,000.0000 6,968.00 01/31/2015 12X4212 1212107 09/30/2029 02015 2.400001200 293,000.0000 2,344.00 01/31/2015 ------------------------ ---------------------- 296,669,156.0000 4,223,153.39 108 SUB-COHORT 12X4212 1212108 09/30/2050 01992 7.530001200 2,106,107.0000 52,863.29 01/31/2015 12X4212 1212108 09/30/2050 01993 6.660000000 5,332,012.0000 118,370.67 01/31/2015 12X4212 1212108 09/30/2050 01994 6.940000800 6,467,069.0000 149,604.88 01/31/2015 12X4212 1212108 09/30/2050 01997 6.720001200 2,370,623.0000 53,101.96 01/31/2015 12X4212 1212108 09/30/2041 01998 5.910001200 391,611.0000 7,714.74 01/31/2015 12X4212 1212108 09/30/2044 01998 5.910001200 1,300,000.0000 25,610.01 01/31/2015 ------------------------ ---------------------- 17,967,422.0000 407,265.55 109 SUB-COHORT 12X4212 1212109 09/30/2046 01992 7.089998400 148,041.0000 3,498.70 01/31/2015 12X4212 1212109 09/30/2054 01992 7.089998400 1,337.8900 31.62 01/31/2015 12X4212 1212109 09/30/2033 01993 6.649999200 488,052.0000 10,818.48 01/31/2015 12X4212 1212109 09/30/2053 01993 6.649999200 1,000.0000 22.17 01/31/2015 12X4212 1212109 09/30/2054 01993 6.649999200 1,000.0000 22.17 01/31/2015 12X4212 1212109 09/30/2036 01996 6.770001600 450,480.0000 10,165.83 01/31/2015 12X4212 1212109 09/30/2053 01996 6.770001600 26,000.0000 586.73 01/31/2015 12X4212 1212109 09/30/2037 01997 6.890000400 158,191.0000 3,633.12 01/31/2015 12X4212 1212109 09/30/2053 01997 6.890000400 10,000.0000 229.67 01/31/2015 12X4212 1212109 09/30/2038 01998 5.810000400 390,755.0000 7,567.62 01/31/2015 12X4212 1212109 09/30/2054 01998 5.810000400 1,000.0000 19.37 01/31/2015 12X4212 1212109 09/30/2040 02000 6.249999600 597,439.0000 12,446.65 01/31/2015 12X4212 1212109 09/30/2041 02001 5.029999200 106,370.0000 1,783.47 01/31/2015 12X4212 1212109 09/30/2044 02004 4.889998800 671,392.0000 10,943.69 01/31/2015 12X4212 1212109 09/30/2053 02004 4.889998800 2,000.0000 32.60 01/31/2015 12X4212 1212109 09/30/2054 02004 4.889998800 4,518.0400 73.64 01/31/2015 ------------------------ ---------------------- 3,057,575.9300 61,875.53 116 SUB-COHORT 12X4212 1212116 09/30/2036 01992 7.499998800 20,251.0000 506.27 01/31/2015 ------------------------ ---------------------- 20,251.0000 506.27 121 SUB-COHORT 12X4212 1212121 09/30/2033 01993 6.649999200 146,192.0000 3,240.59 01/31/2015 12X4212 1212121 09/30/2034 01993 6.649999200 100,000.0000 2,216.67 01/31/2015 12X4212 1212121 09/30/2036 01993 6.649999200 37,000.0000 820.17 01/31/2015 12X4212 1212121 09/30/2037 01993 6.649999200 15,000.0000 332.50 01/31/2015 12X4212 1212121 09/30/2038 01993 6.649999200 41,000.0000 908.83 01/31/2015 12X4212 1212121 09/30/2028 01994 6.810001200 76,074.0000 1,726.88 01/31/2015 12X4212 1212121 09/30/2034 01994 6.810001200 650,000.0000 14,755.00 01/31/2015 12X4212 1212121 09/30/2039 01994 6.810001200 1,000.0000 22.70 01/31/2015 ------------------------ ---------------------- 1,066,266.0000 24,023.34 123 SUB-COHORT 12X4212 1212123 09/30/2017 02009 1.509998400 4,084,151.0000 20,556.87 01/31/2015 12X4212 1212123 09/30/2021 02009 1.509998400 16,000.0000 80.53 01/31/2015 12X4212 1212123 09/30/2019 02012 1.000000800 3,807,295.0000 12,690.99 01/31/2015 ------------------------ ---------------------- 7,907,446.0000 33,328.39 124 SUB-COHORT 12X4212 1212124 09/30/2016 02001 4.839998400 50,000.0000 806.67 01/31/2015 ------------------------ ---------------------- 50,000.0000 806.67 127 SUB-COHORT 12X4212 1212127 09/30/2030 02010 2.049998400 1,973,622.0000 13,486.41 01/31/2015 12X4212 1212127 09/30/2031 02010 2.049998400 20,000.0000 136.67 01/31/2015 12X4212 1212127 09/30/2030 02011 2.220001200 5,526,253.0000 40,894.29 01/31/2015 ------------------------ ---------------------- 7,519,875.0000 54,517.37 ======================== ====================== 8,739,846,427.9300 86,046,373.61 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00