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 2,449.33 03/31/2012 12X4269 1269216 09/30/2041 02007 3.800001600 44,347.0000 842.59 03/31/2012 12X4269 1269216 09/30/2042 02007 3.800001600 1,288,000.0000 24,472.01 03/31/2012 12X4269 1269216 09/30/2044 02007 3.800001600 92,000.0000 1,748.00 03/31/2012 12X4269 1269216 09/30/2043 02008 5.050000800 1,610,395.0000 40,662.48 03/31/2012 12X4269 1269216 09/30/2044 02008 5.050000800 4,169,000.0000 105,267.27 03/31/2012 12X4269 1269216 09/30/2043 02009 4.759999200 1,003,908.0000 23,893.01 03/31/2012 12X4269 1269216 09/30/2044 02009 4.759999200 4,616,000.0000 109,860.78 03/31/2012 12X4269 1269216 09/30/2045 02009 4.759999200 40,000.0000 952.00 03/31/2012 12X4269 1269216 09/30/2044 02010 2.810001600 1,037,733.0000 14,580.16 03/31/2012 12X4269 1269216 09/30/2045 02010 2.810001600 778,000.0000 10,930.91 03/31/2012 12X4269 1269216 09/30/2045 02011 2.810001600 125,000.0000 1,756.25 03/31/2012 12X4269 1269216 09/30/2045 02012 2.810001600 290,000.0000 4,074.50 03/31/2012 ------------------------ ---------------------- 15,207,516.0000 341,489.29 230 SUB-COHORT 12X4269 1269230 09/30/2040 02005 4.860000000 296,475.0000 7,204.34 03/31/2012 12X4269 1269230 09/30/2041 02005 4.860000000 707,000.0000 17,180.10 03/31/2012 12X4269 1269230 09/30/2042 02005 4.860000000 876,000.0000 21,286.80 03/31/2012 12X4269 1269230 09/30/2043 02005 4.860000000 630,000.0000 15,309.00 03/31/2012 12X4269 1269230 09/30/2044 02005 4.860000000 175,000.0000 4,252.50 03/31/2012 12X4269 1269230 09/30/2045 02005 4.860000000 445,000.0000 10,813.50 03/31/2012 12X4269 1269230 09/30/2041 02006 4.740001200 134,407.0000 3,185.45 03/31/2012 12X4269 1269230 09/30/2042 02006 4.740001200 1,269,000.0000 30,075.31 03/31/2012 12X4269 1269230 09/30/2043 02006 4.740001200 205,000.0000 4,858.50 03/31/2012 12X4269 1269230 09/30/2044 02006 4.740001200 701,000.0000 16,613.70 03/31/2012 12X4269 1269230 09/30/2045 02006 4.740001200 48,000.0000 1,137.60 03/31/2012 12X4269 1269230 09/30/2044 02007 5.140000800 502,098.0000 12,903.92 03/31/2012 12X4269 1269230 09/30/2045 02007 5.140000800 331,000.0000 8,506.70 03/31/2012 12X4269 1269230 09/30/2042 02008 4.970001600 347,383.0000 8,632.47 03/31/2012 12X4269 1269230 09/30/2044 02008 4.970001600 426,000.0000 10,586.10 03/31/2012 12X4269 1269230 09/30/2043 02009 4.970001600 11,022.0000 273.90 03/31/2012 12X4269 1269230 09/30/2044 02009 4.970001600 235,000.0000 5,839.75 03/31/2012 12X4269 1269230 09/30/2045 02009 4.970001600 262,000.0000 6,510.70 03/31/2012 ------------------------ ---------------------- 7,601,385.0000 185,170.34 215 SUB-COHORT 12X4269 1269215 09/30/2058 02006 4.730000400 16,950,623.0000 400,882.27 03/31/2012 12X4269 1269215 09/30/2059 02006 4.730000400 4,549,000.0000 107,583.86 03/31/2012 12X4269 1269215 09/30/2060 02006 4.730000400 1,000,000.0000 23,650.00 03/31/2012 12X4269 1269215 09/30/2062 02006 4.730000400 85,000.0000 2,010.25 03/31/2012 12X4269 1269215 09/30/2059 02007 4.470001200 23,697,234.0000 529,633.32 03/31/2012 12X4269 1269215 09/30/2060 02007 4.470001200 2,802,000.0000 62,624.72 03/31/2012 12X4269 1269215 09/30/2061 02007 4.470001200 1,428,000.0000 31,915.81 03/31/2012 12X4269 1269215 09/30/2062 02007 4.470001200 608,000.0000 13,588.80 03/31/2012 12X4269 1269215 09/30/2060 02008 4.709998800 16,522,984.0000 389,116.17 03/31/2012 12X4269 1269215 09/30/2061 02008 4.709998800 23,209,000.0000 546,571.81 03/31/2012 12X4269 1269215 09/30/2062 02008 4.709998800 4,756,100.0000 112,006.13 03/31/2012 12X4269 1269215 09/30/2060 02009 4.780000800 2,384,659.0000 56,993.36 03/31/2012 12X4269 1269215 09/30/2061 02009 4.780000800 15,139,000.0000 361,822.16 03/31/2012 12X4269 1269215 09/30/2062 02009 4.780000800 3,497,000.0000 83,578.31 03/31/2012 12X4269 1269215 09/30/2061 02010 4.780000800 7,344,636.0000 175,536.83 03/31/2012 12X4269 1269215 09/30/2062 02010 4.780000800 18,851,250.0000 450,544.95 03/31/2012 12X4269 1269215 09/30/2061 02011 4.780000800 618,695.0000 14,786.81 03/31/2012 12X4269 1269215 09/30/2062 02011 4.780000800 11,329,000.0000 270,763.15 03/31/2012 12X4269 1269215 09/30/2062 02012 4.780000800 1,179,000.0000 28,178.10 03/31/2012 ------------------------ ---------------------- 155,951,181.0000 3,661,786.81 217 SUB-COHORT 12X4269 1269217 09/30/2042 02006 4.960000800 1,731,253.0000 42,935.08 03/31/2012 12X4269 1269217 09/30/2044 02006 4.960000800 109,000.0000 2,703.20 03/31/2012 12X4269 1269217 09/30/2045 02006 4.960000800 19,000.0000 471.20 03/31/2012 12X4269 1269217 09/30/2042 02007 4.590000000 918,842.0000 21,087.42 03/31/2012 12X4269 1269217 09/30/2044 02007 4.590000000 230,000.0000 5,278.50 03/31/2012 12X4269 1269217 09/30/2043 02008 4.849999200 154,965.0000 3,757.90 03/31/2012 12X4269 1269217 09/30/2044 02008 4.849999200 3,160,000.0000 76,629.99 03/31/2012 12X4269 1269217 09/30/2045 02008 4.849999200 53,000.0000 1,285.25 03/31/2012 12X4269 1269217 09/30/2044 02009 4.970001600 777,698.0000 19,325.80 03/31/2012 12X4269 1269217 09/30/2045 02009 4.970001600 132,000.0000 3,280.20 03/31/2012 12X4269 1269217 09/30/2044 02010 3.189999600 2,895,644.0000 46,185.52 03/31/2012 12X4269 1269217 09/30/2045 02010 3.189999600 1,402,000.0000 22,361.90 03/31/2012 12X4269 1269217 09/30/2044 02011 3.189999600 1,096,039.0000 17,481.82 03/31/2012 12X4269 1269217 09/30/2045 02011 3.189999600 15,000.0000 239.25 03/31/2012 ------------------------ ---------------------- 12,694,441.0000 263,023.03 ======================== ====================== 191,454,523.0000 4,451,469.47 ============================================================================================================================ 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