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 142,479.98 05/31/2015 12X4212 1212101 09/30/2020 01993 4.629999600 4,254,000.0000 131,306.79 05/31/2015 12X4212 1212101 09/30/2020 01994 5.420001600 7,100,000.0000 256,546.74 05/31/2015 12X4212 1212101 09/30/2020 01995 6.739999200 6,439,000.0000 289,325.70 05/31/2015 12X4212 1212101 09/30/2020 01996 5.969998800 10,765,000.0000 428,446.91 05/31/2015 12X4212 1212101 09/30/2020 01997 6.149998800 14,421,000.0000 591,260.88 05/31/2015 12X4212 1212101 09/30/2020 01998 5.550001200 14,801,000.0000 547,637.12 05/31/2015 12X4212 1212101 09/30/2020 01999 5.199998400 29,672,000.0000 1,028,629.02 05/31/2015 12X4212 1212101 09/30/2021 01999 5.199998400 10,000.0000 346.67 05/31/2015 12X4212 1212101 09/30/2018 02000 6.249999600 22,502,281.0000 937,594.98 05/31/2015 12X4212 1212101 09/30/2021 02000 6.249999600 8,000.0000 333.33 05/31/2015 12X4212 1212101 09/30/2020 02001 4.960000800 28,465,000.0000 941,242.82 05/31/2015 12X4212 1212101 09/30/2021 02001 4.960000800 61,000.0000 2,017.07 05/31/2015 12X4212 1212101 09/30/2020 02002 4.010000400 30,800,000.0000 823,386.75 05/31/2015 12X4212 1212101 09/30/2021 02002 4.010000400 68,000.0000 1,817.87 05/31/2015 12X4212 1212101 09/30/2018 02003 3.009999600 32,955,946.0000 661,315.90 05/31/2015 12X4212 1212101 09/30/2021 02003 3.009999600 34,000.0000 682.27 05/31/2015 12X4212 1212101 09/30/2018 02004 3.359998800 33,043,084.0000 740,164.82 05/31/2015 12X4212 1212101 09/30/2020 02005 3.980001600 39,600,000.0000 1,050,720.42 05/31/2015 12X4212 1212101 09/30/2021 02005 3.980001600 17,000.0000 451.07 05/31/2015 12X4212 1212101 09/30/2020 02006 4.790001600 58,585,000.0000 1,870,814.96 05/31/2015 12X4212 1212101 09/30/2021 02006 4.790001600 14,000.0000 447.07 05/31/2015 12X4212 1212101 09/30/2018 02007 4.659998400 63,623,644.0000 1,976,573.86 05/31/2015 12X4212 1212101 09/30/2018 02008 3.290000400 92,816,727.0000 2,035,780.46 05/31/2015 12X4212 1212101 09/30/2021 02008 3.290000400 15,000.0000 329.00 05/31/2015 12X4212 1212101 09/30/2020 02009 2.379999600 255,344,492.0000 4,051,465.26 05/31/2015 12X4212 1212101 09/30/2021 02009 2.379999600 595,000.0000 9,440.67 05/31/2015 12X4212 1212101 09/30/2020 02010 2.220001200 299,129,986.0000 4,427,126.19 05/31/2015 12X4212 1212101 09/30/2021 02010 2.220001200 20,000.0000 296.00 05/31/2015 12X4212 1212101 09/30/2015 02011 1.829998800 281,123,808.0000 3,429,708.21 05/31/2015 12X4212 1212101 09/30/2021 02011 1.829998800 187,000.0000 2,281.40 05/31/2015 12X4212 1212101 09/30/2018 02012 1.270000800 380,338,613.0000 3,220,202.29 05/31/2015 12X4212 1212101 09/30/2021 02012 1.270000800 294,000.0000 2,489.20 05/31/2015 12X4212 1212101 09/30/2019 02013 1.739998800 411,074,171.0000 4,768,457.10 05/31/2015 12X4212 1212101 09/30/2021 02013 1.739998800 2,522,000.0000 29,255.18 05/31/2015 12X4212 1212101 09/30/2020 02014 1.752400800 1,153,730,000.0000 13,478,649.17 05/31/2015 12X4212 1212101 09/30/2021 02014 1.752400800 107,659,000.0000 1,257,744.78 05/31/2015 12X4212 1212101 09/30/2021 02015 1.752400800 660,849,000.0000 7,720,482.11 05/31/2015 ------------------------ ---------------------- 4,046,837,752.0000 56,857,250.02 105 SUB-COHORT 12X4212 1212105 09/30/2041 01992 7.499998800 8,657,186.0000 432,859.23 05/31/2015 12X4212 1212105 09/30/2041 01993 6.660000000 10,267,218.0000 455,864.48 05/31/2015 12X4212 1212105 09/30/2041 01994 6.840000000 11,940,866.0000 544,503.49 05/31/2015 12X4212 1212105 09/30/2054 01994 6.840000000 31,000.0000 1,413.60 05/31/2015 12X4212 1212105 09/30/2035 01995 7.319998800 7,275,002.0000 355,020.04 05/31/2015 12X4212 1212105 09/30/2053 01995 7.319998800 50,000.0000 2,440.00 05/31/2015 12X4212 1212105 09/30/2041 01996 6.789999600 14,015,656.0000 634,441.99 05/31/2015 12X4212 1212105 09/30/2055 01996 6.789999600 14,000.0000 633.73 05/31/2015 12X4212 1212105 09/30/2041 01997 6.500001600 13,605,971.0000 589,592.22 05/31/2015 12X4212 1212105 09/30/2038 01998 5.940000000 20,380,731.0000 807,076.95 05/31/2015 12X4212 1212105 09/30/2051 01998 5.940000000 1,000,000.0000 39,600.00 05/31/2015 12X4212 1212105 09/30/2055 01998 5.940000000 44,000.0000 1,742.40 05/31/2015 12X4212 1212105 09/30/2039 01999 5.929999200 18,105,999.0000 715,790.40 05/31/2015 12X4212 1212105 09/30/2044 01999 5.929999200 23,000,000.0000 909,266.54 05/31/2015 12X4212 1212105 09/30/2055 01999 5.929999200 9,000.0000 355.80 05/31/2015 12X4212 1212105 09/30/2040 02000 6.230001600 10,344,975.0000 429,661.41 05/31/2015 12X4212 1212105 09/30/2041 02000 6.230001600 50,000,000.0000 2,076,667.20 05/31/2015 12X4212 1212105 09/30/2055 02000 6.230001600 162,000.0000 6,728.40 05/31/2015 12X4212 1212105 09/30/2044 02001 5.379998400 49,287,148.0000 1,767,765.18 05/31/2015 12X4212 1212105 09/30/2055 02001 5.380002000 152,000.0000 5,451.74 05/31/2015 12X4212 1212105 09/30/2042 02002 4.939999200 30,734,853.0000 1,012,200.99 05/31/2015 12X4212 1212105 09/30/2043 02002 4.939999200 35,000,000.0000 1,152,666.48 05/31/2015 12X4212 1212105 09/30/2055 02002 4.939999200 37,000.0000 1,218.53 05/31/2015 12X4212 1212105 09/30/2043 02003 4.500000000 11,941,915.0000 358,257.45 05/31/2015 12X4212 1212105 09/30/2044 02003 4.500000000 60,000,000.0000 1,800,000.00 05/31/2015 12X4212 1212105 09/30/2055 02003 4.500000000 16,000.0000 480.00 05/31/2015 12X4212 1212105 09/30/2044 02004 4.680000000 37,206,866.0000 1,160,854.22 05/31/2015 12X4212 1212105 09/30/2046 02004 4.680000000 30,000,000.0000 936,000.00 05/31/2015 12X4212 1212105 09/30/2055 02004 4.680000000 71,000.0000 2,215.20 05/31/2015 12X4212 1212105 09/30/2045 02005 4.569998400 38,440,771.0000 1,171,161.75 05/31/2015 12X4212 1212105 09/30/2046 02005 4.569998400 100,000,000.0000 3,046,665.60 05/31/2015 12X4212 1212105 09/30/2055 02005 4.569998400 28,000.0000 853.07 05/31/2015 12X4212 1212105 09/30/2046 02006 4.860000000 120,406,934.0000 3,901,184.66 05/31/2015 12X4212 1212105 09/30/2047 02006 4.860000000 25,000,000.0000 810,000.00 05/31/2015 12X4212 1212105 09/30/2055 02006 4.860000000 22,000.0000 712.80 05/31/2015 12X4212 1212105 09/30/2046 02007 4.619998800 88,382,576.0000 2,722,182.63 05/31/2015 12X4212 1212105 09/30/2047 02007 4.619998800 49,000,000.0000 1,509,199.61 05/31/2015 12X4212 1212105 09/30/2048 02007 4.619998800 40,000,000.0000 1,231,999.68 05/31/2015 12X4212 1212105 09/30/2055 02007 4.619998800 8,000.0000 246.40 05/31/2015 12X4212 1212105 09/30/2048 02008 4.140000000 169,165,395.0000 4,668,964.90 05/31/2015 12X4212 1212105 09/30/2049 02008 4.140000000 87,000,000.0000 2,401,200.00 05/31/2015 12X4212 1212105 09/30/2055 02008 4.140000000 50,000.0000 1,380.00 05/31/2015 12X4212 1212105 09/30/2049 02009 3.660001200 405,759,630.0000 9,900,538.22 05/31/2015 12X4212 1212105 09/30/2055 02009 3.660001200 23,000.0000 561.20 05/31/2015 12X4212 1212105 09/30/2050 02010 3.790000800 484,495,956.0000 12,241,600.41 05/31/2015 12X4212 1212105 09/30/2051 02010 3.790000800 50,000,000.0000 1,263,333.60 05/31/2015 12X4212 1212105 09/30/2055 02010 3.790000800 53,000.0000 1,339.13 05/31/2015 12X4212 1212105 09/30/2051 02011 3.309998400 486,934,382.0000 10,745,013.50 05/31/2015 12X4212 1212105 09/30/2055 02011 3.309998400 49,000.0000 1,081.27 05/31/2015 12X4212 1212105 09/30/2052 02012 2.400001200 430,674,383.0000 6,890,793.57 05/31/2015 12X4212 1212105 09/30/2053 02012 2.400001200 50,000,000.0000 800,000.40 05/31/2015 12X4212 1212105 09/30/2055 02012 2.400001200 92,000.0000 1,472.00 05/31/2015 12X4212 1212105 09/30/2053 02013 2.930000400 419,153,671.0000 8,187,469.49 05/31/2015 12X4212 1212105 09/30/2055 02013 2.930000400 852,000.0000 16,642.40 05/31/2015 12X4212 1212105 09/30/2054 02014 2.594800800 1,091,060,600.0000 18,873,899.45 05/31/2015 12X4212 1212105 09/30/2055 02014 2.594800800 177,296,000.0000 3,066,985.35 05/31/2015 12X4212 1212105 09/30/2055 02015 2.594800800 430,623,000.0000 7,449,206.03 05/31/2015 ------------------------ ---------------------- 5,187,920,684.0000 117,106,454.79 107 SUB-COHORT 12X4212 1212107 09/30/2022 01992 7.539998400 557,811.0000 28,039.29 05/31/2015 12X4212 1212107 09/30/2027 01992 7.539998400 135,000.0000 6,786.00 05/31/2015 12X4212 1212107 09/30/2015 01993 6.660000000 1,945,198.0000 86,366.79 05/31/2015 12X4212 1212107 09/30/2015 01994 6.800000400 3,073,392.0000 139,327.11 05/31/2015 12X4212 1212107 09/30/2015 01995 7.200000000 4,932,120.0000 236,741.76 05/31/2015 12X4212 1212107 09/30/2015 01996 6.639998400 5,971,850.0000 264,353.83 05/31/2015 12X4212 1212107 09/30/2029 01996 6.639998400 13,000.0000 575.47 05/31/2015 12X4212 1212107 09/30/2015 01997 6.710000400 15,379,781.0000 687,988.91 05/31/2015 12X4212 1212107 09/30/2015 01998 5.839999200 9,073,802.0000 353,273.31 05/31/2015 12X4212 1212107 09/30/2024 01999 5.730001200 47,075,188.0000 1,798,272.56 05/31/2015 12X4212 1212107 09/30/2024 02000 6.379999200 18,684,437.0000 794,711.29 05/31/2015 12X4212 1212107 09/30/2015 02001 5.199998400 8,552,398.0000 296,483.04 05/31/2015 12X4212 1212107 09/30/2016 02002 4.550000400 7,090,479.0000 215,077.88 05/31/2015 12X4212 1212107 09/30/2017 02003 3.510000000 10,924,343.0000 255,629.63 05/31/2015 12X4212 1212107 09/30/2018 02004 3.880000800 4,075,365.0000 105,416.13 05/31/2015 12X4212 1212107 09/30/2019 02005 4.140000000 3,683,776.0000 101,672.22 05/31/2015 12X4212 1212107 09/30/2020 02006 4.820000400 10,584,854.0000 340,126.67 05/31/2015 12X4212 1212107 09/30/2021 02007 4.730000400 18,943,566.0000 597,353.83 05/31/2015 12X4212 1212107 09/30/2022 02008 3.790000800 13,319,351.0000 336,535.67 05/31/2015 12X4212 1212107 09/30/2024 02009 3.099999600 11,832,118.0000 244,530.41 05/31/2015 12X4212 1212107 09/30/2024 02010 2.959999200 15,724,564.0000 310,297.98 05/31/2015 12X4212 1212107 09/30/2025 02011 2.840000400 16,427,941.0000 311,035.73 05/31/2015 12X4212 1212107 09/30/2026 02012 1.879999200 19,636,318.0000 246,108.41 05/31/2015 12X4212 1212107 09/30/2027 02013 1.829998800 24,862,504.0000 303,322.35 05/31/2015 12X4212 1212107 09/30/2029 02013 1.829998800 93,000.0000 1,134.60 05/31/2015 12X4212 1212107 09/30/2028 02014 2.400001200 23,000,000.0000 368,000.18 05/31/2015 12X4212 1212107 09/30/2029 02014 2.400001200 871,000.0000 13,936.01 05/31/2015 12X4212 1212107 09/30/2029 02015 2.400001200 5,895,000.0000 94,320.05 05/31/2015 12X4212 1212107 09/30/2039 02015 2.400001200 2,392,000.0000 38,272.02 05/31/2015 ------------------------ ---------------------- 304,750,156.0000 8,575,689.13 108 SUB-COHORT 12X4212 1212108 09/30/2050 01992 7.530001200 2,106,107.0000 105,726.59 05/31/2015 12X4212 1212108 09/30/2050 01993 6.660000000 5,332,012.0000 236,741.33 05/31/2015 12X4212 1212108 09/30/2050 01994 6.940000800 6,467,069.0000 299,209.76 05/31/2015 12X4212 1212108 09/30/2050 01997 6.720001200 2,370,623.0000 106,203.93 05/31/2015 12X4212 1212108 09/30/2041 01998 5.910001200 391,611.0000 15,429.48 05/31/2015 12X4212 1212108 09/30/2044 01998 5.910001200 1,300,000.0000 51,220.01 05/31/2015 ------------------------ ---------------------- 17,967,422.0000 814,531.10 109 SUB-COHORT 12X4212 1212109 09/30/2046 01992 7.089998400 148,041.0000 6,997.40 05/31/2015 12X4212 1212109 09/30/2054 01992 7.089998400 1,337.8900 63.24 05/31/2015 12X4212 1212109 09/30/2033 01993 6.649999200 488,052.0000 21,636.97 05/31/2015 12X4212 1212109 09/30/2053 01993 6.649999200 1,000.0000 44.33 05/31/2015 12X4212 1212109 09/30/2054 01993 6.649999200 1,000.0000 44.33 05/31/2015 12X4212 1212109 09/30/2036 01996 6.770001600 450,480.0000 20,331.67 05/31/2015 12X4212 1212109 09/30/2053 01996 6.770001600 26,000.0000 1,173.47 05/31/2015 12X4212 1212109 09/30/2037 01997 6.890000400 158,191.0000 7,266.24 05/31/2015 12X4212 1212109 09/30/2053 01997 6.890000400 10,000.0000 459.33 05/31/2015 12X4212 1212109 09/30/2038 01998 5.810000400 390,755.0000 15,135.24 05/31/2015 12X4212 1212109 09/30/2054 01998 5.810000400 1,000.0000 38.73 05/31/2015 12X4212 1212109 09/30/2040 02000 6.249999600 597,439.0000 24,893.29 05/31/2015 12X4212 1212109 09/30/2041 02001 5.029999200 106,370.0000 3,566.94 05/31/2015 12X4212 1212109 09/30/2044 02004 4.889998800 671,392.0000 21,887.37 05/31/2015 12X4212 1212109 09/30/2053 02004 4.889998800 2,000.0000 65.20 05/31/2015 12X4212 1212109 09/30/2054 02004 4.889998800 4,518.0400 147.29 05/31/2015 ------------------------ ---------------------- 3,057,575.9300 123,751.04 116 SUB-COHORT 12X4212 1212116 09/30/2036 01992 7.499998800 20,251.0000 1,012.55 05/31/2015 ------------------------ ---------------------- 20,251.0000 1,012.55 121 SUB-COHORT 12X4212 1212121 09/30/2033 01993 6.649999200 146,192.0000 6,481.18 05/31/2015 12X4212 1212121 09/30/2034 01993 6.649999200 100,000.0000 4,433.33 05/31/2015 12X4212 1212121 09/30/2036 01993 6.649999200 37,000.0000 1,640.33 05/31/2015 12X4212 1212121 09/30/2037 01993 6.649999200 15,000.0000 665.00 05/31/2015 12X4212 1212121 09/30/2038 01993 6.649999200 41,000.0000 1,817.67 05/31/2015 12X4212 1212121 09/30/2028 01994 6.810001200 76,074.0000 3,453.76 05/31/2015 12X4212 1212121 09/30/2034 01994 6.810001200 650,000.0000 29,510.01 05/31/2015 12X4212 1212121 09/30/2039 01994 6.810001200 1,000.0000 45.40 05/31/2015 ------------------------ ---------------------- 1,066,266.0000 48,046.68 123 SUB-COHORT 12X4212 1212123 09/30/2017 02009 1.509998400 4,084,151.0000 41,113.74 05/31/2015 12X4212 1212123 09/30/2021 02009 1.509998400 16,000.0000 161.07 05/31/2015 12X4212 1212123 09/30/2019 02012 1.000000800 3,807,295.0000 25,381.99 05/31/2015 ------------------------ ---------------------- 7,907,446.0000 66,656.80 124 SUB-COHORT 12X4212 1212124 09/30/2016 02001 4.839998400 50,000.0000 1,613.33 05/31/2015 ------------------------ ---------------------- 50,000.0000 1,613.33 127 SUB-COHORT 12X4212 1212127 09/30/2030 02010 2.049998400 1,973,622.0000 26,972.81 05/31/2015 12X4212 1212127 09/30/2031 02010 2.049998400 20,000.0000 273.33 05/31/2015 12X4212 1212127 09/30/2030 02011 2.220001200 5,526,253.0000 81,788.59 05/31/2015 ------------------------ ---------------------- 7,519,875.0000 109,034.73 ======================== ====================== 9,577,097,427.9300 183,704,040.17 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00