Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 216 SUB-COHORT 12X4269 1269216 09/30/2042 02006 4.330000800 113,133.0000 3,673.99 06/30/2012 12X4269 1269216 09/30/2041 02007 3.800001600 44,347.0000 1,263.89 06/30/2012 12X4269 1269216 09/30/2042 02007 3.800001600 1,288,000.0000 36,708.02 06/30/2012 12X4269 1269216 09/30/2044 02007 3.800001600 92,000.0000 2,622.00 06/30/2012 12X4269 1269216 09/30/2043 02008 5.050000800 1,610,395.0000 60,993.72 06/30/2012 12X4269 1269216 09/30/2044 02008 5.050000800 4,169,000.0000 157,900.90 06/30/2012 12X4269 1269216 09/30/2043 02009 4.759999200 1,003,908.0000 35,839.51 06/30/2012 12X4269 1269216 09/30/2044 02009 4.759999200 4,616,000.0000 164,791.17 06/30/2012 12X4269 1269216 09/30/2045 02009 4.759999200 561,000.0000 20,027.70 06/30/2012 12X4269 1269216 09/30/2044 02010 2.810001600 1,037,733.0000 21,870.24 06/30/2012 12X4269 1269216 09/30/2045 02010 2.810001600 1,013,000.0000 21,348.99 06/30/2012 12X4269 1269216 09/30/2045 02011 2.810001600 694,000.0000 14,626.06 06/30/2012 12X4269 1269216 09/30/2045 02012 2.810001600 290,000.0000 6,111.75 06/30/2012 ------------------------ ---------------------- 16,532,516.0000 547,777.94 230 SUB-COHORT 12X4269 1269230 09/30/2040 02005 4.860000000 296,475.0000 10,806.51 06/30/2012 12X4269 1269230 09/30/2041 02005 4.860000000 707,000.0000 25,770.15 06/30/2012 12X4269 1269230 09/30/2042 02005 4.860000000 876,000.0000 31,930.20 06/30/2012 12X4269 1269230 09/30/2043 02005 4.860000000 630,000.0000 22,963.50 06/30/2012 12X4269 1269230 09/30/2044 02005 4.860000000 175,000.0000 6,378.75 06/30/2012 12X4269 1269230 09/30/2045 02005 4.860000000 445,000.0000 16,220.25 06/30/2012 12X4269 1269230 09/30/2041 02006 4.740001200 134,407.0000 4,778.17 06/30/2012 12X4269 1269230 09/30/2042 02006 4.740001200 1,269,000.0000 45,112.96 06/30/2012 12X4269 1269230 09/30/2043 02006 4.740001200 205,000.0000 7,287.75 06/30/2012 12X4269 1269230 09/30/2044 02006 4.740001200 701,000.0000 24,920.56 06/30/2012 12X4269 1269230 09/30/2045 02006 4.740001200 197,000.0000 7,003.35 06/30/2012 12X4269 1269230 09/30/2044 02007 5.140000800 502,098.0000 19,355.88 06/30/2012 12X4269 1269230 09/30/2045 02007 5.140000800 331,000.0000 12,760.05 06/30/2012 12X4269 1269230 09/30/2042 02008 4.970001600 347,383.0000 12,948.71 06/30/2012 12X4269 1269230 09/30/2044 02008 4.970001600 426,000.0000 15,879.16 06/30/2012 12X4269 1269230 09/30/2045 02008 4.970001600 62,000.0000 2,319.61 06/30/2012 12X4269 1269230 09/30/2043 02009 4.970001600 11,022.0000 410.85 06/30/2012 12X4269 1269230 09/30/2044 02009 4.970001600 235,000.0000 8,759.63 06/30/2012 12X4269 1269230 09/30/2045 02009 4.970001600 743,000.0000 27,695.33 06/30/2012 ------------------------ ---------------------- 8,293,385.0000 303,301.37 215 SUB-COHORT 12X4269 1269215 09/30/2058 02006 4.730000400 16,950,623.0000 601,323.40 06/30/2012 12X4269 1269215 09/30/2059 02006 4.730000400 4,549,000.0000 161,375.79 06/30/2012 12X4269 1269215 09/30/2060 02006 4.730000400 1,000,000.0000 35,475.00 06/30/2012 12X4269 1269215 09/30/2062 02006 4.730000400 85,000.0000 3,015.38 06/30/2012 12X4269 1269215 09/30/2059 02007 4.470001200 23,697,234.0000 794,449.98 06/30/2012 12X4269 1269215 09/30/2060 02007 4.470001200 2,802,000.0000 93,937.08 06/30/2012 12X4269 1269215 09/30/2061 02007 4.470001200 1,428,000.0000 47,873.71 06/30/2012 12X4269 1269215 09/30/2062 02007 4.470001200 608,000.0000 20,383.21 06/30/2012 12X4269 1269215 09/30/2060 02008 4.709998800 16,522,984.0000 583,674.26 06/30/2012 12X4269 1269215 09/30/2061 02008 4.709998800 23,209,000.0000 819,857.72 06/30/2012 12X4269 1269215 09/30/2062 02008 4.709998800 4,997,100.0000 176,522.51 06/30/2012 12X4269 1269215 09/30/2060 02009 4.780000800 2,384,659.0000 85,490.04 06/30/2012 12X4269 1269215 09/30/2061 02009 4.780000800 15,139,000.0000 542,733.24 06/30/2012 12X4269 1269215 09/30/2062 02009 4.780000800 3,755,000.0000 134,616.77 06/30/2012 12X4269 1269215 09/30/2061 02010 4.780000800 7,344,636.0000 263,305.24 06/30/2012 12X4269 1269215 09/30/2062 02010 4.780000800 27,855,250.0000 998,610.88 06/30/2012 12X4269 1269215 09/30/2061 02011 4.780000800 618,695.0000 22,180.22 06/30/2012 12X4269 1269215 09/30/2062 02011 4.780000800 21,382,000.0000 766,544.83 06/30/2012 12X4269 1269215 09/30/2062 02012 4.780000800 1,370,000.0000 49,114.51 06/30/2012 ------------------------ ---------------------- 175,698,181.0000 6,200,483.77 217 SUB-COHORT 12X4269 1269217 09/30/2042 02006 4.960000800 1,731,253.0000 64,402.62 06/30/2012 12X4269 1269217 09/30/2044 02006 4.960000800 109,000.0000 4,054.80 06/30/2012 12X4269 1269217 09/30/2045 02006 4.960000800 19,000.0000 706.80 06/30/2012 12X4269 1269217 09/30/2042 02007 4.590000000 918,842.0000 31,631.14 06/30/2012 12X4269 1269217 09/30/2044 02007 4.590000000 230,000.0000 7,917.75 06/30/2012 12X4269 1269217 09/30/2043 02008 4.849999200 154,965.0000 5,636.85 06/30/2012 12X4269 1269217 09/30/2044 02008 4.849999200 3,160,000.0000 114,944.98 06/30/2012 12X4269 1269217 09/30/2045 02008 4.849999200 1,619,000.0000 58,891.12 06/30/2012 12X4269 1269217 09/30/2044 02009 4.970001600 777,698.0000 28,988.70 06/30/2012 12X4269 1269217 09/30/2045 02009 4.970001600 718,000.0000 26,763.46 06/30/2012 12X4269 1269217 09/30/2044 02010 3.189999600 2,895,644.0000 69,278.27 06/30/2012 12X4269 1269217 09/30/2045 02010 3.189999600 2,860,000.0000 68,425.49 06/30/2012 12X4269 1269217 09/30/2044 02011 3.189999600 1,096,039.0000 26,222.73 06/30/2012 12X4269 1269217 09/30/2045 02011 3.189999600 287,000.0000 6,866.47 06/30/2012 ------------------------ ---------------------- 16,576,441.0000 514,731.18 ======================== ====================== 217,100,523.0000 7,566,294.26 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 12X4269 1269215 09/30/2058 02006 03/28/2012 INT + 0.0000 25,054.26 476646 1269215 09/30/2059 02007 03/28/2012 INT + 0.0000 24,311.57 476648 1269215 09/30/2060 02008 03/28/2012 INT + 0.0000 116,949.64 476650 1269215 09/30/2060 02009 03/28/2012 INT + 0.0000 80,264.36 476652 1269215 09/30/2061 02010 03/28/2012 INT + 0.0000 366,061.16 476654 1269215 09/30/2061 02011 03/28/2012 INT + 0.0000 750,013.31 476656 1269216 09/30/2041 02007 03/28/2012 INT + 0.0000 464.60 476620 1269216 09/30/2042 02006 03/28/2012 INT + 0.0000 109.70 476618 1269216 09/30/2043 02008 03/28/2012 INT + 0.0000 29,709.28 476622 1269216 09/30/2043 02009 03/28/2012 INT + 0.0000 48,530.38 476624 1269216 09/30/2043 02010 03/28/2012 INT + 0.0000 519.85 476626 1269216 09/30/2044 02010 03/28/2012 INT + 0.0000 3,207.15 476628 1269217 09/30/2042 02006 03/28/2012 INT + 0.0000 1,404.84 476630 1269217 09/30/2042 02007 03/28/2012 INT + 0.0000 19.69 476632 1269217 09/30/2043 02008 03/28/2012 INT + 0.0000 33,877.60 476634 1269217 09/30/2043 02009 03/28/2012 INT + 0.0000 6,560.40 476636 1269217 09/30/2043 02010 03/28/2012 INT + 0.0000 4,657.39 476640 1269217 09/30/2044 02009 03/28/2012 INT + 0.0000 18,843.81 476638 1269217 09/30/2044 02010 03/28/2012 INT + 0.0000 10,612.42 476642 1269217 09/30/2044 02011 03/28/2012 INT + 0.0000 21,005.52 476644 1269230 09/30/2040 02005 03/28/2012 INT + 0.0000 5,203.23 476604 1269230 09/30/2041 02006 03/28/2012 INT + 0.0000 6,898.90 476606 1269230 09/30/2042 02007 03/28/2012 INT + 0.0000 1,978.90 476608 1269230 09/30/2042 02008 03/28/2012 INT + 0.0000 5,929.63 476614 1269230 09/30/2043 02007 03/28/2012 INT + 0.0000 377.79 476610 1269230 09/30/2043 02009 03/28/2012 INT + 0.0000 3,900.90 476616 1269230 09/30/2044 02007 03/28/2012 INT + 0.0000 8,041.58 476612 ------------------------ ---------------------- 0.0000 1,574,507.86 ======================== ====================== 0.0000 1,574,507.86