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 6,864,264.0000 427,243.21 08/31/2012 12X4219 1219307 09/30/2037 01992 6.789999600 2,860,000.0000 178,011.16 08/31/2012 12X4219 1219307 09/30/2041 01992 6.789999600 87,000.0000 5,415.02 08/31/2012 12X4219 1219307 09/30/2042 01992 6.789999600 69,000.0000 4,294.67 08/31/2012 12X4219 1219307 09/30/2025 01993 6.850000800 6,780,383.0000 425,751.60 08/31/2012 12X4219 1219307 09/30/2029 01993 6.850000800 1,200,000.0000 75,350.01 08/31/2012 12X4219 1219307 09/30/2030 01993 6.850000800 200,000.0000 12,558.33 08/31/2012 12X4219 1219307 09/30/2034 01993 6.850000800 90,000.0000 5,651.25 08/31/2012 12X4219 1219307 09/30/2037 01993 6.850000800 1,230,000.0000 77,233.76 08/31/2012 12X4219 1219307 09/30/2038 01993 6.850000800 28,000.0000 1,758.17 08/31/2012 12X4219 1219307 09/30/2041 01993 6.850000800 192,000.0000 12,056.00 08/31/2012 12X4219 1219307 09/30/2042 01993 6.850000800 267,000.0000 16,765.38 08/31/2012 12X4219 1219307 09/30/2025 01994 6.890000400 1,809,003.0000 114,253.62 08/31/2012 12X4219 1219307 09/30/2026 01994 6.890000400 5,000,000.0000 315,791.69 08/31/2012 12X4219 1219307 09/30/2027 01994 6.890000400 5,000,000.0000 315,791.69 08/31/2012 12X4219 1219307 09/30/2028 01994 6.890000400 2,800,000.0000 176,843.34 08/31/2012 12X4219 1219307 09/30/2029 01994 6.890000400 3,932,000.0000 248,338.58 08/31/2012 12X4219 1219307 09/30/2036 01994 6.890000400 120,000.0000 7,579.00 08/31/2012 12X4219 1219307 09/30/2037 01994 6.890000400 4,420,000.0000 279,159.85 08/31/2012 12X4219 1219307 09/30/2039 01994 6.890000400 1,000,000.0000 63,158.34 08/31/2012 12X4219 1219307 09/30/2041 01994 6.890000400 346,000.0000 21,852.78 08/31/2012 12X4219 1219307 09/30/2042 01994 6.890000400 785,000.0000 49,579.29 08/31/2012 12X4219 1219307 09/30/2027 01995 6.419998800 9,076,060.0000 534,126.03 08/31/2012 12X4219 1219307 09/30/2028 01995 6.419998800 6,000,000.0000 353,099.93 08/31/2012 12X4219 1219307 09/30/2029 01995 6.419998800 2,000,000.0000 117,699.98 08/31/2012 12X4219 1219307 09/30/2031 01995 6.419998800 2,000,000.0000 117,699.98 08/31/2012 12X4219 1219307 09/30/2033 01995 6.419998800 1,000,000.0000 58,849.99 08/31/2012 12X4219 1219307 09/30/2034 01995 6.419998800 110,000.0000 6,473.50 08/31/2012 12X4219 1219307 09/30/2036 01995 6.419998800 140,000.0000 8,239.00 08/31/2012 12X4219 1219307 09/30/2037 01995 6.419998800 4,750,000.0000 279,537.45 08/31/2012 12X4219 1219307 09/30/2039 01995 6.419998800 2,991,000.0000 176,020.32 08/31/2012 12X4219 1219307 09/30/2041 01995 6.419998800 74,000.0000 4,354.90 08/31/2012 12X4219 1219307 09/30/2042 01995 6.419998800 199,000.0000 11,711.15 08/31/2012 12X4219 1219307 09/30/2027 01996 6.109999200 4,051,783.0000 226,933.58 08/31/2012 12X4219 1219307 09/30/2028 01996 6.109999200 2,000,000.0000 112,016.65 08/31/2012 12X4219 1219307 09/30/2029 01996 6.109999200 1,000,000.0000 56,008.33 08/31/2012 12X4219 1219307 09/30/2032 01996 6.109999200 1,000,000.0000 56,008.33 08/31/2012 12X4219 1219307 09/30/2033 01996 6.109999200 1,000,000.0000 56,008.33 08/31/2012 12X4219 1219307 09/30/2034 01996 6.109999200 300,000.0000 16,802.50 08/31/2012 12X4219 1219307 09/30/2036 01996 6.109999200 298,000.0000 16,690.48 08/31/2012 12X4219 1219307 09/30/2037 01996 6.109999200 1,082,000.0000 60,601.01 08/31/2012 12X4219 1219307 09/30/2038 01996 6.109999200 902,000.0000 50,519.51 08/31/2012 12X4219 1219307 09/30/2039 01996 6.109999200 575,000.0000 32,204.79 08/31/2012 12X4219 1219307 09/30/2040 01996 6.109999200 229,000.0000 12,825.91 08/31/2012 12X4219 1219307 09/30/2041 01996 6.109999200 32,000.0000 1,792.27 08/31/2012 12X4219 1219307 09/30/2042 01996 6.109999200 106,000.0000 5,936.88 08/31/2012 12X4219 1219307 09/30/2029 01997 5.960001600 4,601,856.0000 251,414.80 08/31/2012 12X4219 1219307 09/30/2031 01997 5.960001600 3,000,000.0000 163,900.04 08/31/2012 12X4219 1219307 09/30/2032 01997 5.960001600 1,000,000.0000 54,633.35 08/31/2012 12X4219 1219307 09/30/2033 01997 5.960001600 1,000,000.0000 54,633.35 08/31/2012 12X4219 1219307 09/30/2034 01997 5.960001600 310,000.0000 16,936.34 08/31/2012 12X4219 1219307 09/30/2035 01997 5.960001600 360,000.0000 19,668.01 08/31/2012 12X4219 1219307 09/30/2036 01997 5.960001600 418,000.0000 22,836.74 08/31/2012 12X4219 1219307 09/30/2037 01997 5.960001600 1,626,000.0000 88,833.82 08/31/2012 12X4219 1219307 09/30/2038 01997 5.960001600 211,000.0000 11,527.64 08/31/2012 12X4219 1219307 09/30/2041 01997 5.960001600 332,000.0000 18,138.27 08/31/2012 12X4219 1219307 09/30/2042 01997 5.960001600 304,000.0000 16,608.54 08/31/2012 12X4219 1219307 09/30/2030 01998 5.900000400 2,118,661.0000 114,584.26 08/31/2012 12X4219 1219307 09/30/2031 01998 5.900000400 3,000,000.0000 162,250.01 08/31/2012 12X4219 1219307 09/30/2032 01998 5.900000400 2,000,000.0000 108,166.67 08/31/2012 12X4219 1219307 09/30/2033 01998 5.900000400 1,500,000.0000 81,125.01 08/31/2012 12X4219 1219307 09/30/2034 01998 5.900000400 800,000.0000 43,266.67 08/31/2012 12X4219 1219307 09/30/2036 01998 5.900000400 168,000.0000 9,086.00 08/31/2012 12X4219 1219307 09/30/2037 01998 5.900000400 1,712,000.0000 92,590.67 08/31/2012 12X4219 1219307 09/30/2038 01998 5.900000400 208,000.0000 11,249.33 08/31/2012 12X4219 1219307 09/30/2039 01998 5.900000400 250,000.0000 13,520.83 08/31/2012 12X4219 1219307 09/30/2041 01998 5.900000400 107,000.0000 5,786.92 08/31/2012 12X4219 1219307 09/30/2042 01998 5.900000400 8,000.0000 432.67 08/31/2012 12X4219 1219307 09/30/2031 01999 5.850000000 3,965,465.0000 212,648.06 08/31/2012 12X4219 1219307 09/30/2032 01999 5.850000000 3,000,000.0000 160,875.00 08/31/2012 12X4219 1219307 09/30/2033 01999 5.850000000 1,000,000.0000 53,625.00 08/31/2012 12X4219 1219307 09/30/2034 01999 5.850000000 1,280,000.0000 68,640.00 08/31/2012 12X4219 1219307 09/30/2035 01999 5.850000000 818,000.0000 43,865.25 08/31/2012 12X4219 1219307 09/30/2036 01999 5.850000000 405,000.0000 21,718.13 08/31/2012 12X4219 1219307 09/30/2037 01999 5.850000000 1,654,000.0000 88,695.75 08/31/2012 12X4219 1219307 09/30/2038 01999 5.850000000 143,000.0000 7,668.38 08/31/2012 12X4219 1219307 09/30/2041 01999 5.850000000 30,000.0000 1,608.75 08/31/2012 12X4219 1219307 09/30/2042 01999 5.850000000 292,000.0000 15,658.50 08/31/2012 12X4219 1219307 09/30/2031 02000 5.609998800 1,930,398.0000 99,270.70 08/31/2012 12X4219 1219307 09/30/2032 02000 5.609998800 5,000,000.0000 257,124.95 08/31/2012 12X4219 1219307 09/30/2033 02000 5.609998800 3,000,000.0000 154,274.97 08/31/2012 12X4219 1219307 09/30/2034 02000 5.609998800 1,660,000.0000 85,365.48 08/31/2012 12X4219 1219307 09/30/2035 02000 5.609998800 1,300,000.0000 66,852.49 08/31/2012 12X4219 1219307 09/30/2036 02000 5.609998800 172,000.0000 8,845.10 08/31/2012 12X4219 1219307 09/30/2037 02000 5.609998800 2,206,000.0000 113,443.53 08/31/2012 12X4219 1219307 09/30/2038 02000 5.609998800 185,000.0000 9,513.62 08/31/2012 12X4219 1219307 09/30/2041 02000 5.609998800 140,000.0000 7,199.50 08/31/2012 12X4219 1219307 09/30/2042 02000 5.609998800 158,000.0000 8,125.15 08/31/2012 12X4219 1219307 09/30/2033 02001 4.989999600 1,557,992.0000 71,265.15 08/31/2012 12X4219 1219307 09/30/2034 02001 4.989999600 4,500,000.0000 205,837.48 08/31/2012 12X4219 1219307 09/30/2035 02001 4.989999600 2,000,000.0000 91,483.33 08/31/2012 12X4219 1219307 09/30/2036 02001 4.989999600 1,852,000.0000 84,713.56 08/31/2012 12X4219 1219307 09/30/2037 02001 4.989999600 2,464,000.0000 112,707.46 08/31/2012 12X4219 1219307 09/30/2038 02001 4.989999600 1,293,000.0000 59,143.97 08/31/2012 12X4219 1219307 09/30/2039 02001 4.989999600 1,266,000.0000 57,908.95 08/31/2012 12X4219 1219307 09/30/2040 02001 4.989999600 180,000.0000 8,233.50 08/31/2012 12X4219 1219307 09/30/2041 02001 4.989999600 146,000.0000 6,678.28 08/31/2012 12X4219 1219307 09/30/2042 02001 4.989999600 326,000.0000 14,911.78 08/31/2012 12X4219 1219307 09/30/2034 02002 4.780000800 6,293,284.0000 275,750.77 08/31/2012 12X4219 1219307 09/30/2035 02002 4.780000800 2,135,000.0000 93,548.60 08/31/2012 12X4219 1219307 09/30/2036 02002 4.780000800 2,353,000.0000 103,100.63 08/31/2012 12X4219 1219307 09/30/2037 02002 4.780000800 2,050,000.0000 89,824.18 08/31/2012 12X4219 1219307 09/30/2038 02002 4.780000800 1,436,000.0000 62,920.74 08/31/2012 12X4219 1219307 09/30/2039 02002 4.780000800 808,000.0000 35,403.87 08/31/2012 12X4219 1219307 09/30/2041 02002 4.780000800 265,000.0000 11,611.42 08/31/2012 12X4219 1219307 09/30/2042 02002 4.780000800 58,000.0000 2,541.37 08/31/2012 12X4219 1219307 09/30/2034 02003 4.790001600 3,276,109.0000 143,848.53 08/31/2012 12X4219 1219307 09/30/2035 02003 4.790001600 5,035,000.0000 221,078.53 08/31/2012 12X4219 1219307 09/30/2036 02003 4.790001600 4,071,000.0000 178,750.88 08/31/2012 12X4219 1219307 09/30/2037 02003 4.790001600 4,095,000.0000 179,804.69 08/31/2012 12X4219 1219307 09/30/2038 02003 4.790001600 1,493,000.0000 65,555.16 08/31/2012 12X4219 1219307 09/30/2039 02003 4.790001600 1,179,000.0000 51,767.94 08/31/2012 12X4219 1219307 09/30/2040 02003 4.790001600 567,000.0000 24,896.03 08/31/2012 12X4219 1219307 09/30/2041 02003 4.790001600 359,000.0000 15,763.10 08/31/2012 12X4219 1219307 09/30/2042 02003 4.790001600 108,000.0000 4,742.10 08/31/2012 12X4219 1219307 09/30/2035 02004 4.700001600 4,134,553.0000 178,130.39 08/31/2012 12X4219 1219307 09/30/2036 02004 4.700001600 4,583,000.0000 197,450.98 08/31/2012 12X4219 1219307 09/30/2037 02004 4.700001600 4,142,000.0000 178,451.23 08/31/2012 12X4219 1219307 09/30/2038 02004 4.700001600 1,202,000.0000 51,786.18 08/31/2012 12X4219 1219307 09/30/2039 02004 4.700001600 969,000.0000 41,747.76 08/31/2012 12X4219 1219307 09/30/2040 02004 4.700001600 580,000.0000 24,988.34 08/31/2012 12X4219 1219307 09/30/2041 02004 4.700001600 476,000.0000 20,507.67 08/31/2012 12X4219 1219307 09/30/2042 02004 4.700001600 365,000.0000 15,725.42 08/31/2012 12X4219 1219307 09/30/2036 02005 4.759999200 4,033,617.0000 176,000.13 08/31/2012 12X4219 1219307 09/30/2037 02005 4.759999200 5,539,000.0000 241,684.99 08/31/2012 12X4219 1219307 09/30/2038 02005 4.759999200 2,340,000.0000 102,101.98 08/31/2012 12X4219 1219307 09/30/2039 02005 4.759999200 1,910,000.0000 83,339.65 08/31/2012 12X4219 1219307 09/30/2040 02005 4.759999200 1,244,000.0000 54,279.86 08/31/2012 12X4219 1219307 09/30/2041 02005 4.759999200 1,029,000.0000 44,898.69 08/31/2012 12X4219 1219307 09/30/2042 02005 4.759999200 200,000.0000 8,726.67 08/31/2012 12X4219 1219307 09/30/2037 02006 4.690000800 3,303,874.0000 142,039.07 08/31/2012 12X4219 1219307 09/30/2038 02006 4.690000800 3,541,000.0000 152,233.52 08/31/2012 12X4219 1219307 09/30/2039 02006 4.690000800 5,528,000.0000 237,657.97 08/31/2012 12X4219 1219307 09/30/2040 02006 4.690000800 3,615,000.0000 155,414.90 08/31/2012 12X4219 1219307 09/30/2041 02006 4.690000800 1,372,000.0000 58,984.58 08/31/2012 12X4219 1219307 09/30/2042 02006 4.690000800 774,000.0000 33,275.56 08/31/2012 12X4219 1219307 09/30/2038 02007 4.470001200 6,077,441.0000 249,023.21 08/31/2012 12X4219 1219307 09/30/2039 02007 4.470001200 4,136,000.0000 169,472.65 08/31/2012 12X4219 1219307 09/30/2040 02007 4.470001200 4,483,000.0000 183,690.97 08/31/2012 12X4219 1219307 09/30/2041 02007 4.470001200 2,193,000.0000 89,858.20 08/31/2012 12X4219 1219307 09/30/2042 02007 4.470001200 1,129,000.0000 46,260.79 08/31/2012 12X4219 1219307 09/30/2039 02008 4.359999600 6,140,938.0000 245,432.80 08/31/2012 12X4219 1219307 09/30/2040 02008 4.359999600 5,423,000.0000 216,739.21 08/31/2012 12X4219 1219307 09/30/2041 02008 4.359999600 4,351,000.0000 173,894.95 08/31/2012 12X4219 1219307 09/30/2042 02008 4.359999600 1,987,000.0000 79,413.76 08/31/2012 12X4219 1219307 09/30/2040 02009 4.560001200 6,409,473.0000 267,916.04 08/31/2012 12X4219 1219307 09/30/2041 02009 4.560001200 4,146,000.0000 173,302.85 08/31/2012 12X4219 1219307 09/30/2042 02009 4.560001200 2,733,000.0000 114,239.43 08/31/2012 12X4219 1219307 09/30/2041 02010 3.009999600 6,734,886.0000 185,826.70 08/31/2012 12X4219 1219307 09/30/2042 02010 3.009999600 4,512,000.0000 124,493.58 08/31/2012 12X4219 1219307 09/30/2041 02011 3.009999600 74,422.0000 2,053.43 08/31/2012 12X4219 1219307 09/30/2042 02011 3.009999600 2,461,000.0000 67,903.08 08/31/2012 12X4219 1219307 09/30/2042 02012 3.009999600 569,000.0000 15,699.66 08/31/2012 ------------------------ ---------------------- 304,976,462.0000 14,931,244.64 ======================== ====================== 304,976,462.0000 14,931,244.64 ============================================================================================================================ 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 01992 08/29/2012 INT + 0.0000 19,555.20 477573 1219307 09/30/2025 01993 03/27/2012 INT + 0.0000 10,296.13 477482 1219307 09/30/2025 01993 08/29/2012 INT + 0.0000 9,247.50 477575 1219307 09/30/2025 01994 03/27/2012 INT + 0.0000 10,679.39 477484 1219307 09/30/2025 01994 08/29/2012 INT + 0.0000 40,306.50 477577 1219307 09/30/2027 01995 03/27/2012 INT + 0.0000 19,546.97 477486 1219307 09/30/2027 01995 08/29/2012 INT + 0.0000 52,001.99 477579 1219307 09/30/2027 01996 03/27/2012 INT + 0.0000 14,670.62 477488 1219307 09/30/2027 01996 08/29/2012 INT + 0.0000 8,248.50 477581 1219307 09/30/2029 01997 03/27/2012 INT + 0.0000 2,984.29 477490 1219307 09/30/2029 01997 08/29/2012 INT + 0.0000 25,479.01 477583 1219307 09/30/2029 01998 03/27/2012 INT + 0.0000 3,255.00 477492 1219307 09/30/2029 01998 08/29/2012 INT + 0.0000 108.00 477585 1219307 09/30/2030 01998 08/29/2012 INT + 0.0000 17,149.50 477587 1219307 09/30/2030 01999 03/27/2012 INT + 0.0000 9,960.64 477494 1219307 09/30/2030 01999 08/29/2012 INT + 0.0000 6,887.35 477589 1219307 09/30/2031 01999 08/29/2012 INT + 0.0000 1,010.15 477591 1219307 09/30/2031 02000 03/27/2012 INT + 0.0000 10,703.93 477496 1219307 09/30/2031 02000 08/29/2012 INT + 0.0000 23,982.74 477593 1219307 09/30/2033 02001 03/27/2012 INT + 0.0000 9,156.84 477498 1219307 09/30/2033 02001 08/29/2012 INT + 0.0000 20,209.50 477595 1219307 09/30/2033 02002 03/27/2012 INT + 0.0000 7,760.71 477500 1219307 09/30/2033 02002 08/29/2012 INT + 0.0000 8,443.49 477597 1219307 09/30/2034 02002 08/29/2012 INT + 0.0000 160.51 477599 1219307 09/30/2034 02003 03/27/2012 INT + 0.0000 8,355.94 477502 1219307 09/30/2034 02003 08/29/2012 INT + 0.0000 8,622.00 477601 1219307 09/30/2035 02004 03/27/2012 INT + 0.0000 11,290.50 477504 1219307 09/30/2035 02004 08/29/2012 INT + 0.0000 8,460.00 477603 1219307 09/30/2036 02005 03/27/2012 INT + 0.0000 1,365.71 477506 1219307 09/30/2036 02005 08/29/2012 INT + 0.0000 23,562.00 477605 1219307 09/30/2037 02006 03/27/2012 INT + 0.0000 11,258.95 477508 1219307 09/30/2037 02006 08/29/2012 INT + 0.0000 6,331.50 477607 1219307 09/30/2038 02007 03/27/2012 INT + 0.0000 17,356.09 477510 1219307 09/30/2038 02007 08/29/2012 INT + 0.0000 10,057.50 477609 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 531,139.69 ======================== ====================== 0.0000 531,139.69