Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 830 SUB-COHORT 12X4210 1210830 09/30/2027 01992 6.710000400 2,395,480.9300 80,368.39 03/31/2012 12X4210 1210830 09/30/2028 01993 6.760000800 6,660,943.0000 225,139.90 03/31/2012 12X4210 1210830 09/30/2032 01993 6.760000800 118,300.0000 3,998.54 03/31/2012 12X4210 1210830 09/30/2034 01993 6.760000800 48,000.0000 1,622.40 03/31/2012 12X4210 1210830 09/30/2029 01994 6.159999600 15,721,798.0000 484,231.35 03/31/2012 12X4210 1210830 09/30/2031 01994 6.159999600 4,160,000.0000 128,127.99 03/31/2012 12X4210 1210830 09/30/2032 01994 6.159999600 100,000.0000 3,080.00 03/31/2012 12X4210 1210830 09/30/2034 01994 6.159999600 31,000.0000 954.80 03/31/2012 12X4210 1210830 09/30/2031 01995 5.529999600 6,641,399.0000 183,634.67 03/31/2012 12X4210 1210830 09/30/2032 01995 5.529999600 7,320,000.0000 202,397.99 03/31/2012 12X4210 1210830 09/30/2033 01995 5.529999600 120,000.0000 3,318.00 03/31/2012 12X4210 1210830 09/30/2034 01995 5.529999600 100,000.0000 2,765.00 03/31/2012 12X4210 1210830 09/30/2031 01996 5.500000800 3,419,957.0000 94,048.83 03/31/2012 12X4210 1210830 09/30/2032 01996 5.500000800 5,470,000.0000 150,425.02 03/31/2012 12X4210 1210830 09/30/2033 01996 5.500000800 322,000.0000 8,855.00 03/31/2012 12X4210 1210830 09/30/2034 01996 5.500000800 253,000.0000 6,957.50 03/31/2012 12X4210 1210830 09/30/2030 01997 5.230000800 6,083,176.0000 159,075.08 03/31/2012 12X4210 1210830 09/30/2031 01997 5.230000800 3,877,000.0000 101,383.57 03/31/2012 12X4210 1210830 09/30/2032 01997 5.230000800 2,899,000.0000 75,808.86 03/31/2012 12X4210 1210830 09/30/2033 01997 5.230000800 471,000.0000 12,316.65 03/31/2012 12X4210 1210830 09/30/2030 01998 5.079999600 19,397,989.0000 492,708.88 03/31/2012 12X4210 1210830 09/30/2031 01998 5.079999600 7,960,000.0000 202,183.98 03/31/2012 12X4210 1210830 09/30/2032 01998 5.079999600 2,268,000.0000 57,607.20 03/31/2012 12X4210 1210830 09/30/2033 01998 5.079999600 1,644,000.0000 41,757.60 03/31/2012 12X4210 1210830 09/30/2022 01999 4.820000400 17,599,629.0000 424,151.09 03/31/2012 12X4210 1210830 09/30/2031 01999 4.820000400 5,548,000.0000 133,706.81 03/31/2012 12X4210 1210830 09/30/2032 01999 4.820000400 5,210,000.0000 125,561.01 03/31/2012 12X4210 1210830 09/30/2033 01999 4.820000400 5,066,000.0000 122,090.61 03/31/2012 12X4210 1210830 09/30/2034 01999 4.820000400 262,000.0000 6,314.20 03/31/2012 12X4210 1210830 09/30/2021 02000 4.880001600 32,778,043.0000 799,784.51 03/31/2012 12X4210 1210830 09/30/2031 02000 4.880001600 5,131,000.0000 125,196.44 03/31/2012 12X4210 1210830 09/30/2032 02000 4.880001600 2,223,000.0000 54,241.22 03/31/2012 12X4210 1210830 09/30/2033 02000 4.880001600 926,000.0000 22,594.41 03/31/2012 12X4210 1210830 09/30/2034 02000 4.880001600 153,000.0000 3,733.20 03/31/2012 12X4210 1210830 09/30/2023 02001 5.249998800 18,761,626.0000 492,492.57 03/31/2012 12X4210 1210830 09/30/2031 02001 5.249998800 4,514,000.0000 118,492.47 03/31/2012 12X4210 1210830 09/30/2032 02001 5.249998800 3,233,000.0000 84,866.23 03/31/2012 12X4210 1210830 09/30/2033 02001 5.249998800 1,940,000.0000 50,924.99 03/31/2012 12X4210 1210830 09/30/2034 02001 5.249998800 234,000.0000 6,142.50 03/31/2012 12X4210 1210830 09/30/2035 02001 5.249998800 28,000.0000 735.00 03/31/2012 12X4210 1210830 09/30/2021 02002 4.820000400 10,544,031.0000 254,111.17 03/31/2012 12X4210 1210830 09/30/2031 02002 4.820000400 3,211,000.0000 77,385.11 03/31/2012 12X4210 1210830 09/30/2032 02002 4.820000400 7,564,000.0000 182,292.42 03/31/2012 12X4210 1210830 09/30/2033 02002 4.820000400 7,861,000.0000 189,450.12 03/31/2012 12X4210 1210830 09/30/2034 02002 4.820000400 674,000.0000 16,243.40 03/31/2012 12X4210 1210830 09/30/2035 02002 4.820000400 2,058,000.0000 49,597.80 03/31/2012 12X4210 1210830 09/30/2025 02003 4.359999600 3,393,649.0000 73,981.54 03/31/2012 12X4210 1210830 09/30/2031 02003 4.359999600 5,748,000.0000 125,306.39 03/31/2012 12X4210 1210830 09/30/2032 02003 4.359999600 10,647,000.0000 232,104.58 03/31/2012 12X4210 1210830 09/30/2033 02003 4.359999600 8,514,000.0000 185,605.18 03/31/2012 12X4210 1210830 09/30/2034 02003 4.359999600 12,189,000.0000 265,720.18 03/31/2012 12X4210 1210830 09/30/2035 02003 4.359999600 1,923,000.0000 41,921.40 03/31/2012 12X4210 1210830 09/30/2026 02004 4.029998400 22,358,572.0000 450,525.05 03/31/2012 12X4210 1210830 09/30/2031 02004 4.029998400 11,582,000.0000 233,377.21 03/31/2012 12X4210 1210830 09/30/2032 02004 4.029998400 5,497,000.0000 110,764.51 03/31/2012 12X4210 1210830 09/30/2033 02004 4.029998400 6,090,000.0000 122,713.45 03/31/2012 12X4210 1210830 09/30/2034 02004 4.029998400 3,411,000.0000 68,731.62 03/31/2012 12X4210 1210830 09/30/2027 02005 4.349998800 27,518,100.0000 598,518.51 03/31/2012 12X4210 1210830 09/30/2031 02005 4.349998800 22,576,000.0000 491,027.86 03/31/2012 12X4210 1210830 09/30/2032 02005 4.349998800 12,333,000.0000 268,242.68 03/31/2012 12X4210 1210830 09/30/2033 02005 4.349998800 2,878,000.0000 62,596.48 03/31/2012 12X4210 1210830 09/30/2034 02005 4.349998800 4,812,000.0000 104,660.97 03/31/2012 12X4210 1210830 09/30/2035 02005 4.349998800 2,636,414.0000 57,341.99 03/31/2012 ------------------------ ---------------------- 397,108,106.9300 9,556,014.08 ======================== ====================== 397,108,106.9300 9,556,014.08 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 12X4210 1210830 09/30/2021 02000 03/27/2012 INT + 0.0000 15,346.55 476806 1210830 09/30/2021 02002 03/27/2012 INT + 0.0000 72,733.05 476810 1210830 09/30/2022 01999 03/27/2012 INT + 0.0000 12,685.54 476804 1210830 09/30/2023 02001 03/27/2012 INT + 0.0000 72,538.55 476808 1210830 09/30/2025 02003 03/27/2012 INT + 0.0000 72,100.24 476812 1210830 09/30/2026 02004 03/27/2012 INT + 0.0000 29,512.24 476814 1210830 09/30/2027 01992 03/27/2012 INT + 0.0000 6,781.42 476790 1210830 09/30/2028 01993 03/27/2012 INT + 0.0000 8,925.12 476792 1210830 09/30/2029 01994 03/27/2012 INT + 0.0000 17,962.62 476794 1210830 09/30/2030 01997 03/27/2012 INT + 0.0000 9,749.34 476800 1210830 09/30/2030 01998 03/27/2012 INT + 0.0000 17,754.87 476802 1210830 09/30/2031 01995 03/27/2012 INT + 0.0000 9,611.16 476796 1210830 09/30/2031 01996 03/27/2012 INT + 0.0000 6,353.68 476798 ------------------------ ---------------------- 0.0000 352,054.38 ======================== ====================== 0.0000 352,054.38