Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 307 SUB-COHORT 12X4219 1219307 09/30/2025 01992 6.789999600 7,440,264.0000 252,596.95 03/31/2012 12X4219 1219307 09/30/2037 01992 6.789999600 2,860,000.0000 97,096.99 03/31/2012 12X4219 1219307 09/30/2041 01992 6.789999600 87,000.0000 2,953.65 03/31/2012 12X4219 1219307 09/30/2025 01993 6.850000800 7,050,383.0000 241,475.65 03/31/2012 12X4219 1219307 09/30/2029 01993 6.850000800 1,200,000.0000 41,100.00 03/31/2012 12X4219 1219307 09/30/2030 01993 6.850000800 200,000.0000 6,850.00 03/31/2012 12X4219 1219307 09/30/2034 01993 6.850000800 90,000.0000 3,082.50 03/31/2012 12X4219 1219307 09/30/2037 01993 6.850000800 1,230,000.0000 42,127.50 03/31/2012 12X4219 1219307 09/30/2038 01993 6.850000800 28,000.0000 959.00 03/31/2012 12X4219 1219307 09/30/2041 01993 6.850000800 192,000.0000 6,576.00 03/31/2012 12X4219 1219307 09/30/2025 01994 6.890000400 2,979,003.0000 102,626.66 03/31/2012 12X4219 1219307 09/30/2026 01994 6.890000400 5,000,000.0000 172,250.01 03/31/2012 12X4219 1219307 09/30/2027 01994 6.890000400 5,000,000.0000 172,250.01 03/31/2012 12X4219 1219307 09/30/2028 01994 6.890000400 2,800,000.0000 96,460.01 03/31/2012 12X4219 1219307 09/30/2029 01994 6.890000400 3,932,000.0000 135,457.41 03/31/2012 12X4219 1219307 09/30/2036 01994 6.890000400 120,000.0000 4,134.00 03/31/2012 12X4219 1219307 09/30/2037 01994 6.890000400 4,420,000.0000 152,269.01 03/31/2012 12X4219 1219307 09/30/2039 01994 6.890000400 1,000,000.0000 34,450.00 03/31/2012 12X4219 1219307 09/30/2041 01994 6.890000400 346,000.0000 11,919.70 03/31/2012 12X4219 1219307 09/30/2027 01995 6.419998800 10,696,060.0000 343,343.46 03/31/2012 12X4219 1219307 09/30/2028 01995 6.419998800 6,000,000.0000 192,599.96 03/31/2012 12X4219 1219307 09/30/2029 01995 6.419998800 2,000,000.0000 64,199.99 03/31/2012 12X4219 1219307 09/30/2031 01995 6.419998800 2,000,000.0000 64,199.99 03/31/2012 12X4219 1219307 09/30/2033 01995 6.419998800 1,000,000.0000 32,099.99 03/31/2012 12X4219 1219307 09/30/2034 01995 6.419998800 110,000.0000 3,531.00 03/31/2012 12X4219 1219307 09/30/2036 01995 6.419998800 140,000.0000 4,494.00 03/31/2012 12X4219 1219307 09/30/2037 01995 6.419998800 4,750,000.0000 152,474.97 03/31/2012 12X4219 1219307 09/30/2039 01995 6.419998800 2,991,000.0000 96,011.08 03/31/2012 12X4219 1219307 09/30/2041 01995 6.419998800 74,000.0000 2,375.40 03/31/2012 12X4219 1219307 09/30/2027 01996 6.109999200 4,321,783.0000 132,030.45 03/31/2012 12X4219 1219307 09/30/2028 01996 6.109999200 2,000,000.0000 61,099.99 03/31/2012 12X4219 1219307 09/30/2029 01996 6.109999200 1,000,000.0000 30,550.00 03/31/2012 12X4219 1219307 09/30/2032 01996 6.109999200 1,000,000.0000 30,550.00 03/31/2012 12X4219 1219307 09/30/2033 01996 6.109999200 1,000,000.0000 30,550.00 03/31/2012 12X4219 1219307 09/30/2034 01996 6.109999200 300,000.0000 9,165.00 03/31/2012 12X4219 1219307 09/30/2036 01996 6.109999200 298,000.0000 9,103.90 03/31/2012 12X4219 1219307 09/30/2037 01996 6.109999200 1,082,000.0000 33,055.10 03/31/2012 12X4219 1219307 09/30/2038 01996 6.109999200 902,000.0000 27,556.10 03/31/2012 12X4219 1219307 09/30/2039 01996 6.109999200 575,000.0000 17,566.25 03/31/2012 12X4219 1219307 09/30/2040 01996 6.109999200 229,000.0000 6,995.95 03/31/2012 12X4219 1219307 09/30/2041 01996 6.109999200 32,000.0000 977.60 03/31/2012 12X4219 1219307 09/30/2042 01996 6.109999200 6,000.0000 183.30 03/31/2012 12X4219 1219307 09/30/2029 01997 5.960001600 5,456,856.0000 162,614.35 03/31/2012 12X4219 1219307 09/30/2031 01997 5.960001600 3,000,000.0000 89,400.02 03/31/2012 12X4219 1219307 09/30/2032 01997 5.960001600 1,000,000.0000 29,800.01 03/31/2012 12X4219 1219307 09/30/2033 01997 5.960001600 1,000,000.0000 29,800.01 03/31/2012 12X4219 1219307 09/30/2034 01997 5.960001600 310,000.0000 9,238.00 03/31/2012 12X4219 1219307 09/30/2035 01997 5.960001600 360,000.0000 10,728.00 03/31/2012 12X4219 1219307 09/30/2036 01997 5.960001600 418,000.0000 12,456.40 03/31/2012 12X4219 1219307 09/30/2037 01997 5.960001600 1,626,000.0000 48,454.81 03/31/2012 12X4219 1219307 09/30/2038 01997 5.960001600 211,000.0000 6,287.80 03/31/2012 12X4219 1219307 09/30/2041 01997 5.960001600 332,000.0000 9,893.60 03/31/2012 12X4219 1219307 09/30/2029 01998 5.900000400 3,661.0000 108.00 03/31/2012 12X4219 1219307 09/30/2030 01998 5.900000400 2,700,000.0000 79,650.01 03/31/2012 12X4219 1219307 09/30/2031 01998 5.900000400 3,000,000.0000 88,500.01 03/31/2012 12X4219 1219307 09/30/2032 01998 5.900000400 2,000,000.0000 59,000.00 03/31/2012 12X4219 1219307 09/30/2033 01998 5.900000400 1,500,000.0000 44,250.00 03/31/2012 12X4219 1219307 09/30/2034 01998 5.900000400 800,000.0000 23,600.00 03/31/2012 12X4219 1219307 09/30/2036 01998 5.900000400 168,000.0000 4,956.00 03/31/2012 12X4219 1219307 09/30/2037 01998 5.900000400 1,712,000.0000 50,504.00 03/31/2012 12X4219 1219307 09/30/2038 01998 5.900000400 208,000.0000 6,136.00 03/31/2012 12X4219 1219307 09/30/2039 01998 5.900000400 250,000.0000 7,375.00 03/31/2012 12X4219 1219307 09/30/2041 01998 5.900000400 107,000.0000 3,156.50 03/31/2012 12X4219 1219307 09/30/2030 01999 5.850000000 235,465.0000 6,887.35 03/31/2012 12X4219 1219307 09/30/2031 01999 5.850000000 4,000,000.0000 117,000.00 03/31/2012 12X4219 1219307 09/30/2032 01999 5.850000000 3,000,000.0000 87,750.00 03/31/2012 12X4219 1219307 09/30/2033 01999 5.850000000 1,000,000.0000 29,250.00 03/31/2012 12X4219 1219307 09/30/2034 01999 5.850000000 1,280,000.0000 37,440.00 03/31/2012 12X4219 1219307 09/30/2035 01999 5.850000000 818,000.0000 23,926.50 03/31/2012 12X4219 1219307 09/30/2036 01999 5.850000000 405,000.0000 11,846.25 03/31/2012 12X4219 1219307 09/30/2037 01999 5.850000000 1,654,000.0000 48,379.50 03/31/2012 12X4219 1219307 09/30/2038 01999 5.850000000 143,000.0000 4,182.75 03/31/2012 12X4219 1219307 09/30/2041 01999 5.850000000 30,000.0000 877.50 03/31/2012 12X4219 1219307 09/30/2031 02000 5.609998800 2,785,398.0000 78,130.40 03/31/2012 12X4219 1219307 09/30/2032 02000 5.609998800 5,000,000.0000 140,249.97 03/31/2012 12X4219 1219307 09/30/2033 02000 5.609998800 3,000,000.0000 84,149.98 03/31/2012 12X4219 1219307 09/30/2034 02000 5.609998800 1,660,000.0000 46,562.99 03/31/2012 12X4219 1219307 09/30/2035 02000 5.609998800 1,300,000.0000 36,464.99 03/31/2012 12X4219 1219307 09/30/2036 02000 5.609998800 172,000.0000 4,824.60 03/31/2012 12X4219 1219307 09/30/2037 02000 5.609998800 2,206,000.0000 61,878.29 03/31/2012 12X4219 1219307 09/30/2038 02000 5.609998800 185,000.0000 5,189.25 03/31/2012 12X4219 1219307 09/30/2041 02000 5.609998800 140,000.0000 3,927.00 03/31/2012 12X4219 1219307 09/30/2033 02001 4.989999600 2,367,992.0000 59,081.40 03/31/2012 12X4219 1219307 09/30/2034 02001 4.989999600 4,500,000.0000 112,274.99 03/31/2012 12X4219 1219307 09/30/2035 02001 4.989999600 2,000,000.0000 49,900.00 03/31/2012 12X4219 1219307 09/30/2036 02001 4.989999600 1,852,000.0000 46,207.40 03/31/2012 12X4219 1219307 09/30/2037 02001 4.989999600 2,464,000.0000 61,476.80 03/31/2012 12X4219 1219307 09/30/2038 02001 4.989999600 1,293,000.0000 32,260.35 03/31/2012 12X4219 1219307 09/30/2039 02001 4.989999600 1,266,000.0000 31,586.70 03/31/2012 12X4219 1219307 09/30/2040 02001 4.989999600 180,000.0000 4,491.00 03/31/2012 12X4219 1219307 09/30/2041 02001 4.989999600 146,000.0000 3,642.70 03/31/2012 12X4219 1219307 09/30/2042 02001 4.989999600 62,000.0000 1,546.90 03/31/2012 12X4219 1219307 09/30/2033 02002 4.780000800 353,284.0000 8,443.49 03/31/2012 12X4219 1219307 09/30/2034 02002 4.780000800 6,300,000.0000 150,570.03 03/31/2012 12X4219 1219307 09/30/2035 02002 4.780000800 2,135,000.0000 51,026.51 03/31/2012 12X4219 1219307 09/30/2036 02002 4.780000800 2,353,000.0000 56,236.71 03/31/2012 12X4219 1219307 09/30/2037 02002 4.780000800 2,050,000.0000 48,995.01 03/31/2012 12X4219 1219307 09/30/2038 02002 4.780000800 1,436,000.0000 34,320.41 03/31/2012 12X4219 1219307 09/30/2039 02002 4.780000800 808,000.0000 19,311.20 03/31/2012 12X4219 1219307 09/30/2041 02002 4.780000800 265,000.0000 6,333.50 03/31/2012 12X4219 1219307 09/30/2034 02003 4.790001600 3,636,109.0000 87,084.84 03/31/2012 12X4219 1219307 09/30/2035 02003 4.790001600 5,035,000.0000 120,588.29 03/31/2012 12X4219 1219307 09/30/2036 02003 4.790001600 4,071,000.0000 97,500.48 03/31/2012 12X4219 1219307 09/30/2037 02003 4.790001600 4,095,000.0000 98,075.28 03/31/2012 12X4219 1219307 09/30/2038 02003 4.790001600 1,493,000.0000 35,757.36 03/31/2012 12X4219 1219307 09/30/2039 02003 4.790001600 1,179,000.0000 28,237.06 03/31/2012 12X4219 1219307 09/30/2040 02003 4.790001600 567,000.0000 13,579.65 03/31/2012 12X4219 1219307 09/30/2041 02003 4.790001600 359,000.0000 8,598.05 03/31/2012 12X4219 1219307 09/30/2042 02003 4.790001600 11,000.0000 263.45 03/31/2012 12X4219 1219307 09/30/2035 02004 4.700001600 4,494,553.0000 105,622.03 03/31/2012 12X4219 1219307 09/30/2036 02004 4.700001600 4,583,000.0000 107,700.54 03/31/2012 12X4219 1219307 09/30/2037 02004 4.700001600 4,142,000.0000 97,337.03 03/31/2012 12X4219 1219307 09/30/2038 02004 4.700001600 1,202,000.0000 28,247.01 03/31/2012 12X4219 1219307 09/30/2039 02004 4.700001600 969,000.0000 22,771.51 03/31/2012 12X4219 1219307 09/30/2040 02004 4.700001600 580,000.0000 13,630.00 03/31/2012 12X4219 1219307 09/30/2041 02004 4.700001600 476,000.0000 11,186.00 03/31/2012 12X4219 1219307 09/30/2042 02004 4.700001600 88,000.0000 2,068.00 03/31/2012 12X4219 1219307 09/30/2036 02005 4.759999200 5,023,617.0000 119,562.06 03/31/2012 12X4219 1219307 09/30/2037 02005 4.759999200 5,539,000.0000 131,828.18 03/31/2012 12X4219 1219307 09/30/2038 02005 4.759999200 2,340,000.0000 55,691.99 03/31/2012 12X4219 1219307 09/30/2039 02005 4.759999200 1,910,000.0000 45,457.99 03/31/2012 12X4219 1219307 09/30/2040 02005 4.759999200 1,244,000.0000 29,607.20 03/31/2012 12X4219 1219307 09/30/2041 02005 4.759999200 1,029,000.0000 24,490.20 03/31/2012 12X4219 1219307 09/30/2037 02006 4.690000800 3,573,874.0000 83,807.36 03/31/2012 12X4219 1219307 09/30/2038 02006 4.690000800 3,541,000.0000 83,036.46 03/31/2012 12X4219 1219307 09/30/2039 02006 4.690000800 5,528,000.0000 129,631.62 03/31/2012 12X4219 1219307 09/30/2040 02006 4.690000800 3,615,000.0000 84,771.76 03/31/2012 12X4219 1219307 09/30/2041 02006 4.690000800 1,372,000.0000 32,173.41 03/31/2012 12X4219 1219307 09/30/2042 02006 4.690000800 45,000.0000 1,055.25 03/31/2012 12X4219 1219307 09/30/2038 02007 4.470001200 6,527,441.0000 145,888.35 03/31/2012 12X4219 1219307 09/30/2039 02007 4.470001200 4,136,000.0000 92,439.62 03/31/2012 12X4219 1219307 09/30/2040 02007 4.470001200 4,483,000.0000 100,195.08 03/31/2012 12X4219 1219307 09/30/2041 02007 4.470001200 2,193,000.0000 49,013.56 03/31/2012 12X4219 1219307 09/30/2042 02007 4.470001200 405,000.0000 9,051.75 03/31/2012 12X4219 1219307 09/30/2039 02008 4.359999600 6,140,938.0000 133,872.44 03/31/2012 12X4219 1219307 09/30/2040 02008 4.359999600 5,423,000.0000 118,221.39 03/31/2012 12X4219 1219307 09/30/2041 02008 4.359999600 4,351,000.0000 94,851.79 03/31/2012 12X4219 1219307 09/30/2042 02008 4.359999600 781,000.0000 17,025.80 03/31/2012 12X4219 1219307 09/30/2040 02009 4.560001200 6,409,473.0000 146,136.02 03/31/2012 12X4219 1219307 09/30/2041 02009 4.560001200 4,146,000.0000 94,528.82 03/31/2012 12X4219 1219307 09/30/2042 02009 4.560001200 717,000.0000 16,347.60 03/31/2012 12X4219 1219307 09/30/2041 02010 3.009999600 6,734,886.0000 101,360.02 03/31/2012 12X4219 1219307 09/30/2042 02010 3.009999600 2,335,000.0000 35,141.75 03/31/2012 12X4219 1219307 09/30/2041 02011 3.009999600 74,422.0000 1,120.05 03/31/2012 12X4219 1219307 09/30/2042 02011 3.009999600 925,000.0000 13,921.25 03/31/2012 ------------------------ ---------------------- 303,012,462.0000 8,172,354.82 ======================== ====================== 303,012,462.0000 8,172,354.82 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 12X4219 1219307 09/30/2025 01992 03/27/2012 INT + 0.0000 5,626.73 477480 1219307 09/30/2025 01993 03/27/2012 INT + 0.0000 10,296.13 477482 1219307 09/30/2025 01994 03/27/2012 INT + 0.0000 10,679.39 477484 1219307 09/30/2027 01995 03/27/2012 INT + 0.0000 19,546.97 477486 1219307 09/30/2027 01996 03/27/2012 INT + 0.0000 14,670.62 477488 1219307 09/30/2029 01997 03/27/2012 INT + 0.0000 2,984.29 477490 1219307 09/30/2029 01998 03/27/2012 INT + 0.0000 3,255.00 477492 1219307 09/30/2030 01999 03/27/2012 INT + 0.0000 9,960.64 477494 1219307 09/30/2031 02000 03/27/2012 INT + 0.0000 10,703.93 477496 1219307 09/30/2033 02001 03/27/2012 INT + 0.0000 9,156.84 477498 1219307 09/30/2033 02002 03/27/2012 INT + 0.0000 7,760.71 477500 1219307 09/30/2034 02003 03/27/2012 INT + 0.0000 8,355.94 477502 1219307 09/30/2035 02004 03/27/2012 INT + 0.0000 11,290.50 477504 1219307 09/30/2036 02005 03/27/2012 INT + 0.0000 1,365.71 477506 1219307 09/30/2037 02006 03/27/2012 INT + 0.0000 11,258.95 477508 1219307 09/30/2038 02007 03/27/2012 INT + 0.0000 17,356.09 477510 1219307 09/30/2039 02008 03/27/2012 INT + 0.0000 17,321.45 477512 1219307 09/30/2040 02009 03/27/2012 INT + 0.0000 22,926.02 477514 1219307 09/30/2040 02010 03/27/2012 INT + 0.0000 11,528.29 477516 1219307 09/30/2041 02010 03/27/2012 INT + 0.0000 21,342.61 477518 1219307 09/30/2041 02011 03/27/2012 INT + 0.0000 13,929.94 477520 ------------------------ ---------------------- 0.0000 241,316.75 ======================== ====================== 0.0000 241,316.75