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 120,552.58 06/30/2012 12X4210 1210830 09/30/2035 01992 6.710000400 20,000.0000 1,006.50 06/30/2012 12X4210 1210830 09/30/2028 01993 6.760000800 6,660,943.0000 337,709.85 06/30/2012 12X4210 1210830 09/30/2032 01993 6.760000800 118,300.0000 5,997.81 06/30/2012 12X4210 1210830 09/30/2034 01993 6.760000800 48,000.0000 2,433.60 06/30/2012 12X4210 1210830 09/30/2029 01994 6.159999600 15,721,798.0000 726,347.02 06/30/2012 12X4210 1210830 09/30/2031 01994 6.159999600 4,160,000.0000 192,191.99 06/30/2012 12X4210 1210830 09/30/2032 01994 6.159999600 100,000.0000 4,620.00 06/30/2012 12X4210 1210830 09/30/2034 01994 6.159999600 31,000.0000 1,432.20 06/30/2012 12X4210 1210830 09/30/2035 01994 6.159999600 23,000.0000 1,062.60 06/30/2012 12X4210 1210830 09/30/2031 01995 5.529999600 6,641,399.0000 275,452.00 06/30/2012 12X4210 1210830 09/30/2032 01995 5.529999600 7,320,000.0000 303,596.98 06/30/2012 12X4210 1210830 09/30/2033 01995 5.529999600 120,000.0000 4,977.00 06/30/2012 12X4210 1210830 09/30/2034 01995 5.529999600 100,000.0000 4,147.50 06/30/2012 12X4210 1210830 09/30/2031 01996 5.500000800 3,419,957.0000 141,073.25 06/30/2012 12X4210 1210830 09/30/2032 01996 5.500000800 5,470,000.0000 225,637.53 06/30/2012 12X4210 1210830 09/30/2033 01996 5.500000800 322,000.0000 13,282.50 06/30/2012 12X4210 1210830 09/30/2034 01996 5.500000800 253,000.0000 10,436.25 06/30/2012 12X4210 1210830 09/30/2035 01996 5.500000800 79,000.0000 3,258.75 06/30/2012 12X4210 1210830 09/30/2030 01997 5.230000800 6,083,176.0000 238,612.62 06/30/2012 12X4210 1210830 09/30/2031 01997 5.230000800 3,877,000.0000 152,075.35 06/30/2012 12X4210 1210830 09/30/2032 01997 5.230000800 2,899,000.0000 113,713.29 06/30/2012 12X4210 1210830 09/30/2033 01997 5.230000800 471,000.0000 18,474.98 06/30/2012 12X4210 1210830 09/30/2035 01997 5.230000800 56,000.0000 2,196.60 06/30/2012 12X4210 1210830 09/30/2030 01998 5.079999600 19,397,989.0000 739,063.32 06/30/2012 12X4210 1210830 09/30/2031 01998 5.079999600 7,960,000.0000 303,275.98 06/30/2012 12X4210 1210830 09/30/2032 01998 5.079999600 2,268,000.0000 86,410.79 06/30/2012 12X4210 1210830 09/30/2033 01998 5.079999600 1,644,000.0000 62,636.40 06/30/2012 12X4210 1210830 09/30/2022 01999 4.820000400 17,599,629.0000 636,226.64 06/30/2012 12X4210 1210830 09/30/2031 01999 4.820000400 5,548,000.0000 200,560.22 06/30/2012 12X4210 1210830 09/30/2032 01999 4.820000400 5,210,000.0000 188,341.52 06/30/2012 12X4210 1210830 09/30/2033 01999 4.820000400 5,066,000.0000 183,135.92 06/30/2012 12X4210 1210830 09/30/2034 01999 4.820000400 262,000.0000 9,471.30 06/30/2012 12X4210 1210830 09/30/2035 01999 4.820000400 39,000.0000 1,409.85 06/30/2012 12X4210 1210830 09/30/2021 02000 4.880001600 32,778,043.0000 1,199,676.77 06/30/2012 12X4210 1210830 09/30/2031 02000 4.880001600 5,131,000.0000 187,794.66 06/30/2012 12X4210 1210830 09/30/2032 02000 4.880001600 2,223,000.0000 81,361.83 06/30/2012 12X4210 1210830 09/30/2033 02000 4.880001600 926,000.0000 33,891.61 06/30/2012 12X4210 1210830 09/30/2034 02000 4.880001600 153,000.0000 5,599.80 06/30/2012 12X4210 1210830 09/30/2023 02001 5.249998800 18,761,626.0000 738,738.85 06/30/2012 12X4210 1210830 09/30/2031 02001 5.249998800 4,514,000.0000 177,738.71 06/30/2012 12X4210 1210830 09/30/2032 02001 5.249998800 3,233,000.0000 127,299.35 06/30/2012 12X4210 1210830 09/30/2033 02001 5.249998800 1,940,000.0000 76,387.48 06/30/2012 12X4210 1210830 09/30/2034 02001 5.249998800 234,000.0000 9,213.75 06/30/2012 12X4210 1210830 09/30/2035 02001 5.249998800 28,000.0000 1,102.50 06/30/2012 12X4210 1210830 09/30/2021 02002 4.820000400 10,544,031.0000 381,166.75 06/30/2012 12X4210 1210830 09/30/2031 02002 4.820000400 3,211,000.0000 116,077.66 06/30/2012 12X4210 1210830 09/30/2032 02002 4.820000400 7,564,000.0000 273,438.62 06/30/2012 12X4210 1210830 09/30/2033 02002 4.820000400 7,861,000.0000 284,175.17 06/30/2012 12X4210 1210830 09/30/2034 02002 4.820000400 674,000.0000 24,365.10 06/30/2012 12X4210 1210830 09/30/2035 02002 4.820000400 2,324,000.0000 84,012.61 06/30/2012 12X4210 1210830 09/30/2025 02003 4.359999600 3,393,649.0000 110,972.31 06/30/2012 12X4210 1210830 09/30/2031 02003 4.359999600 5,748,000.0000 187,959.58 06/30/2012 12X4210 1210830 09/30/2032 02003 4.359999600 10,647,000.0000 348,156.87 06/30/2012 12X4210 1210830 09/30/2033 02003 4.359999600 8,514,000.0000 278,407.77 06/30/2012 12X4210 1210830 09/30/2034 02003 4.359999600 12,189,000.0000 398,580.26 06/30/2012 12X4210 1210830 09/30/2035 02003 4.359999600 3,298,000.0000 107,844.59 06/30/2012 12X4210 1210830 09/30/2026 02004 4.029998400 22,358,572.0000 675,787.57 06/30/2012 12X4210 1210830 09/30/2031 02004 4.029998400 11,582,000.0000 350,065.81 06/30/2012 12X4210 1210830 09/30/2032 02004 4.029998400 5,497,000.0000 166,146.76 06/30/2012 12X4210 1210830 09/30/2033 02004 4.029998400 6,090,000.0000 184,070.18 06/30/2012 12X4210 1210830 09/30/2034 02004 4.029998400 3,411,000.0000 103,097.43 06/30/2012 12X4210 1210830 09/30/2035 02004 4.029998400 419,000.0000 12,664.27 06/30/2012 12X4210 1210830 09/30/2027 02005 4.349998800 27,518,100.0000 897,777.76 06/30/2012 12X4210 1210830 09/30/2031 02005 4.349998800 22,576,000.0000 736,541.80 06/30/2012 12X4210 1210830 09/30/2032 02005 4.349998800 12,333,000.0000 402,364.01 06/30/2012 12X4210 1210830 09/30/2033 02005 4.349998800 2,878,000.0000 93,894.72 06/30/2012 12X4210 1210830 09/30/2034 02005 4.349998800 4,812,000.0000 156,991.46 06/30/2012 12X4210 1210830 09/30/2035 02005 4.349998800 2,961,414.0000 96,616.11 06/30/2012 ------------------------ ---------------------- 399,710,106.9300 14,420,801.17 ======================== ====================== 399,710,106.9300 14,420,801.17 ============================================================================================================================ 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