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 107,157.85 05/31/2012 12X4210 1210830 09/30/2028 01993 6.760000800 6,660,943.0000 300,186.53 05/31/2012 12X4210 1210830 09/30/2032 01993 6.760000800 118,300.0000 5,331.39 05/31/2012 12X4210 1210830 09/30/2034 01993 6.760000800 48,000.0000 2,163.20 05/31/2012 12X4210 1210830 09/30/2029 01994 6.159999600 15,721,798.0000 645,641.80 05/31/2012 12X4210 1210830 09/30/2031 01994 6.159999600 4,160,000.0000 170,837.32 05/31/2012 12X4210 1210830 09/30/2032 01994 6.159999600 100,000.0000 4,106.67 05/31/2012 12X4210 1210830 09/30/2034 01994 6.159999600 31,000.0000 1,273.07 05/31/2012 12X4210 1210830 09/30/2031 01995 5.529999600 6,641,399.0000 244,846.23 05/31/2012 12X4210 1210830 09/30/2032 01995 5.529999600 7,320,000.0000 269,863.98 05/31/2012 12X4210 1210830 09/30/2033 01995 5.529999600 120,000.0000 4,424.00 05/31/2012 12X4210 1210830 09/30/2034 01995 5.529999600 100,000.0000 3,686.67 05/31/2012 12X4210 1210830 09/30/2031 01996 5.500000800 3,419,957.0000 125,398.44 05/31/2012 12X4210 1210830 09/30/2032 01996 5.500000800 5,470,000.0000 200,566.70 05/31/2012 12X4210 1210830 09/30/2033 01996 5.500000800 322,000.0000 11,806.67 05/31/2012 12X4210 1210830 09/30/2034 01996 5.500000800 253,000.0000 9,276.67 05/31/2012 12X4210 1210830 09/30/2030 01997 5.230000800 6,083,176.0000 212,100.10 05/31/2012 12X4210 1210830 09/30/2031 01997 5.230000800 3,877,000.0000 135,178.09 05/31/2012 12X4210 1210830 09/30/2032 01997 5.230000800 2,899,000.0000 101,078.48 05/31/2012 12X4210 1210830 09/30/2033 01997 5.230000800 471,000.0000 16,422.20 05/31/2012 12X4210 1210830 09/30/2030 01998 5.079999600 19,397,989.0000 656,945.18 05/31/2012 12X4210 1210830 09/30/2031 01998 5.079999600 7,960,000.0000 269,578.65 05/31/2012 12X4210 1210830 09/30/2032 01998 5.079999600 2,268,000.0000 76,809.59 05/31/2012 12X4210 1210830 09/30/2033 01998 5.079999600 1,644,000.0000 55,676.80 05/31/2012 12X4210 1210830 09/30/2022 01999 4.820000400 17,599,629.0000 565,534.79 05/31/2012 12X4210 1210830 09/30/2031 01999 4.820000400 5,548,000.0000 178,275.75 05/31/2012 12X4210 1210830 09/30/2032 01999 4.820000400 5,210,000.0000 167,414.68 05/31/2012 12X4210 1210830 09/30/2033 01999 4.820000400 5,066,000.0000 162,787.48 05/31/2012 12X4210 1210830 09/30/2034 01999 4.820000400 262,000.0000 8,418.93 05/31/2012 12X4210 1210830 09/30/2021 02000 4.880001600 32,778,043.0000 1,066,379.35 05/31/2012 12X4210 1210830 09/30/2031 02000 4.880001600 5,131,000.0000 166,928.59 05/31/2012 12X4210 1210830 09/30/2032 02000 4.880001600 2,223,000.0000 72,321.62 05/31/2012 12X4210 1210830 09/30/2033 02000 4.880001600 926,000.0000 30,125.88 05/31/2012 12X4210 1210830 09/30/2034 02000 4.880001600 153,000.0000 4,977.60 05/31/2012 12X4210 1210830 09/30/2023 02001 5.249998800 18,761,626.0000 656,656.76 05/31/2012 12X4210 1210830 09/30/2031 02001 5.249998800 4,514,000.0000 157,989.96 05/31/2012 12X4210 1210830 09/30/2032 02001 5.249998800 3,233,000.0000 113,154.97 05/31/2012 12X4210 1210830 09/30/2033 02001 5.249998800 1,940,000.0000 67,899.98 05/31/2012 12X4210 1210830 09/30/2034 02001 5.249998800 234,000.0000 8,190.00 05/31/2012 12X4210 1210830 09/30/2035 02001 5.249998800 28,000.0000 980.00 05/31/2012 12X4210 1210830 09/30/2021 02002 4.820000400 10,544,031.0000 338,814.89 05/31/2012 12X4210 1210830 09/30/2031 02002 4.820000400 3,211,000.0000 103,180.14 05/31/2012 12X4210 1210830 09/30/2032 02002 4.820000400 7,564,000.0000 243,056.55 05/31/2012 12X4210 1210830 09/30/2033 02002 4.820000400 7,861,000.0000 252,600.15 05/31/2012 12X4210 1210830 09/30/2034 02002 4.820000400 674,000.0000 21,657.87 05/31/2012 12X4210 1210830 09/30/2035 02002 4.820000400 2,058,000.0000 66,130.41 05/31/2012 12X4210 1210830 09/30/2025 02003 4.359999600 3,393,649.0000 98,642.06 05/31/2012 12X4210 1210830 09/30/2031 02003 4.359999600 5,748,000.0000 167,075.18 05/31/2012 12X4210 1210830 09/30/2032 02003 4.359999600 10,647,000.0000 309,472.77 05/31/2012 12X4210 1210830 09/30/2033 02003 4.359999600 8,514,000.0000 247,473.58 05/31/2012 12X4210 1210830 09/30/2034 02003 4.359999600 12,189,000.0000 354,293.57 05/31/2012 12X4210 1210830 09/30/2035 02003 4.359999600 2,139,000.0000 62,173.59 05/31/2012 12X4210 1210830 09/30/2026 02004 4.029998400 22,358,572.0000 600,700.06 05/31/2012 12X4210 1210830 09/30/2031 02004 4.029998400 11,582,000.0000 311,169.61 05/31/2012 12X4210 1210830 09/30/2032 02004 4.029998400 5,497,000.0000 147,686.01 05/31/2012 12X4210 1210830 09/30/2033 02004 4.029998400 6,090,000.0000 163,617.94 05/31/2012 12X4210 1210830 09/30/2034 02004 4.029998400 3,411,000.0000 91,642.16 05/31/2012 12X4210 1210830 09/30/2027 02005 4.349998800 27,518,100.0000 798,024.68 05/31/2012 12X4210 1210830 09/30/2031 02005 4.349998800 22,576,000.0000 654,703.82 05/31/2012 12X4210 1210830 09/30/2032 02005 4.349998800 12,333,000.0000 357,656.90 05/31/2012 12X4210 1210830 09/30/2033 02005 4.349998800 2,878,000.0000 83,461.98 05/31/2012 12X4210 1210830 09/30/2034 02005 4.349998800 4,812,000.0000 139,547.96 05/31/2012 12X4210 1210830 09/30/2035 02005 4.349998800 2,636,414.0000 76,455.98 05/31/2012 ------------------------ ---------------------- 397,324,106.9300 12,747,630.48 ======================== ====================== 397,324,106.9300 12,747,630.48 ============================================================================================================================ 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