Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 214 SUB-COHORT 12X4216 1216214 09/30/2041 02001 4.640000400 47,269.0000 1,827.73 07/31/2012 ------------------------ ---------------------- 47,269.0000 1,827.73 204 SUB-COHORT 12X4216 1216204 09/30/2040 01992 7.130001600 3,598.0000 213.78 07/31/2012 12X4216 1216204 09/30/2041 01992 7.130001600 25,600.0000 1,521.07 07/31/2012 12X4216 1216204 09/30/2040 01993 6.680001600 58,091.0000 3,233.73 07/31/2012 12X4216 1216204 09/30/2041 01993 6.680001600 95,000.0000 5,288.33 07/31/2012 12X4216 1216204 09/30/2040 01994 6.860001600 141,569.0000 8,093.03 07/31/2012 12X4216 1216204 09/30/2040 01995 7.229998800 427,772.0000 25,773.26 07/31/2012 12X4216 1216204 09/30/2040 01996 6.789999600 606,471.0000 34,316.15 07/31/2012 12X4216 1216204 09/30/2040 01997 6.599998800 1,006,691.0000 55,367.99 07/31/2012 12X4216 1216204 09/30/2041 01997 6.599998800 450,000.0000 24,750.00 07/31/2012 12X4216 1216204 09/30/2040 01998 5.929999200 650,440.0000 32,142.57 07/31/2012 12X4216 1216204 09/30/2041 01998 5.929999200 1,150,000.0000 56,829.16 07/31/2012 12X4216 1216204 09/30/2041 01999 5.929999200 51,377.0000 2,538.88 07/31/2012 ------------------------ ---------------------- 4,666,609.0000 250,067.95 ======================== ====================== 4,713,878.0000 251,895.68 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 12X4216 1216204 09/30/2040 01992 03/29/2012 INT + 0.0000 103.45 432584 1216204 09/30/2040 01993 03/29/2012 INT + 0.0000 141.91 432586 1216204 09/30/2040 01994 03/29/2012 INT + 0.0000 1,318.18 432588 1216204 09/30/2040 01995 03/29/2012 INT + 0.0000 2,737.56 432590 1216204 09/30/2040 01996 03/29/2012 INT + 0.0000 6,162.90 432592 1216204 09/30/2040 01997 03/29/2012 INT + 0.0000 11,560.19 432594 1216204 09/30/2040 01998 03/29/2012 INT + 0.0000 8,964.29 432596 1216204 09/30/2040 01999 03/29/2012 INT + 0.0000 6,167.19 432598 1216204 09/30/2041 01999 03/29/2012 INT + 0.0000 4,465.97 432600 1216214 09/30/2041 02001 03/28/2012 INT + 0.0000 828.95 432566 ------------------------ ---------------------- 0.0000 42,450.59 ======================== ====================== 0.0000 42,450.59