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 38,840.29 10/31/2012 12X4219 1219307 09/30/2037 01992 6.789999600 2,860,000.0000 16,182.83 10/31/2012 12X4219 1219307 09/30/2041 01992 6.789999600 87,000.0000 492.27 10/31/2012 12X4219 1219307 09/30/2042 01992 6.789999600 69,000.0000 390.42 10/31/2012 12X4219 1219307 09/30/2025 01993 6.850000800 6,780,383.0000 38,704.69 10/31/2012 12X4219 1219307 09/30/2029 01993 6.850000800 1,200,000.0000 6,850.00 10/31/2012 12X4219 1219307 09/30/2030 01993 6.850000800 200,000.0000 1,141.67 10/31/2012 12X4219 1219307 09/30/2034 01993 6.850000800 90,000.0000 513.75 10/31/2012 12X4219 1219307 09/30/2037 01993 6.850000800 1,230,000.0000 7,021.25 10/31/2012 12X4219 1219307 09/30/2038 01993 6.850000800 28,000.0000 159.83 10/31/2012 12X4219 1219307 09/30/2041 01993 6.850000800 192,000.0000 1,096.00 10/31/2012 12X4219 1219307 09/30/2042 01993 6.850000800 267,000.0000 1,524.13 10/31/2012 12X4219 1219307 09/30/2025 01994 6.890000400 1,809,003.0000 10,386.69 10/31/2012 12X4219 1219307 09/30/2026 01994 6.890000400 5,000,000.0000 28,708.34 10/31/2012 12X4219 1219307 09/30/2027 01994 6.890000400 5,000,000.0000 28,708.34 10/31/2012 12X4219 1219307 09/30/2028 01994 6.890000400 2,800,000.0000 16,076.67 10/31/2012 12X4219 1219307 09/30/2029 01994 6.890000400 3,932,000.0000 22,576.23 10/31/2012 12X4219 1219307 09/30/2036 01994 6.890000400 120,000.0000 689.00 10/31/2012 12X4219 1219307 09/30/2037 01994 6.890000400 4,420,000.0000 25,378.17 10/31/2012 12X4219 1219307 09/30/2039 01994 6.890000400 1,000,000.0000 5,741.67 10/31/2012 12X4219 1219307 09/30/2041 01994 6.890000400 346,000.0000 1,986.62 10/31/2012 12X4219 1219307 09/30/2042 01994 6.890000400 785,000.0000 4,507.21 10/31/2012 12X4219 1219307 09/30/2027 01995 6.419998800 9,076,060.0000 48,556.91 10/31/2012 12X4219 1219307 09/30/2028 01995 6.419998800 6,000,000.0000 32,099.99 10/31/2012 12X4219 1219307 09/30/2029 01995 6.419998800 2,000,000.0000 10,700.00 10/31/2012 12X4219 1219307 09/30/2031 01995 6.419998800 2,000,000.0000 10,700.00 10/31/2012 12X4219 1219307 09/30/2033 01995 6.419998800 1,000,000.0000 5,350.00 10/31/2012 12X4219 1219307 09/30/2034 01995 6.419998800 110,000.0000 588.50 10/31/2012 12X4219 1219307 09/30/2036 01995 6.419998800 140,000.0000 749.00 10/31/2012 12X4219 1219307 09/30/2037 01995 6.419998800 4,750,000.0000 25,412.50 10/31/2012 12X4219 1219307 09/30/2039 01995 6.419998800 2,991,000.0000 16,001.85 10/31/2012 12X4219 1219307 09/30/2041 01995 6.419998800 74,000.0000 395.90 10/31/2012 12X4219 1219307 09/30/2042 01995 6.419998800 199,000.0000 1,064.65 10/31/2012 12X4219 1219307 09/30/2027 01996 6.159999600 4,051,783.0000 20,799.15 10/31/2012 12X4219 1219307 09/30/2028 01996 6.159999600 2,000,000.0000 10,266.67 10/31/2012 12X4219 1219307 09/30/2029 01996 6.159999600 1,000,000.0000 5,133.33 10/31/2012 12X4219 1219307 09/30/2032 01996 6.159999600 1,000,000.0000 5,133.33 10/31/2012 12X4219 1219307 09/30/2033 01996 6.159999600 1,000,000.0000 5,133.33 10/31/2012 12X4219 1219307 09/30/2034 01996 6.159999600 300,000.0000 1,540.00 10/31/2012 12X4219 1219307 09/30/2036 01996 6.159999600 298,000.0000 1,529.73 10/31/2012 12X4219 1219307 09/30/2037 01996 6.159999600 1,082,000.0000 5,554.27 10/31/2012 12X4219 1219307 09/30/2038 01996 6.159999600 902,000.0000 4,630.27 10/31/2012 12X4219 1219307 09/30/2039 01996 6.159999600 575,000.0000 2,951.67 10/31/2012 12X4219 1219307 09/30/2040 01996 6.159999600 229,000.0000 1,175.53 10/31/2012 12X4219 1219307 09/30/2041 01996 6.159999600 32,000.0000 164.27 10/31/2012 12X4219 1219307 09/30/2042 01996 6.159999600 106,000.0000 544.13 10/31/2012 12X4219 1219307 09/30/2029 01997 6.040000800 4,601,856.0000 23,162.68 10/31/2012 12X4219 1219307 09/30/2031 01997 6.040000800 3,000,000.0000 15,100.00 10/31/2012 12X4219 1219307 09/30/2032 01997 6.040000800 1,000,000.0000 5,033.33 10/31/2012 12X4219 1219307 09/30/2033 01997 6.040000800 1,000,000.0000 5,033.33 10/31/2012 12X4219 1219307 09/30/2034 01997 6.040000800 310,000.0000 1,560.33 10/31/2012 12X4219 1219307 09/30/2035 01997 6.040000800 360,000.0000 1,812.00 10/31/2012 12X4219 1219307 09/30/2036 01997 6.040000800 418,000.0000 2,103.93 10/31/2012 12X4219 1219307 09/30/2037 01997 6.040000800 1,626,000.0000 8,184.20 10/31/2012 12X4219 1219307 09/30/2038 01997 6.040000800 211,000.0000 1,062.03 10/31/2012 12X4219 1219307 09/30/2041 01997 6.040000800 332,000.0000 1,671.07 10/31/2012 12X4219 1219307 09/30/2042 01997 6.040000800 315,000.0000 1,585.50 10/31/2012 12X4219 1219307 09/30/2030 01998 5.900000400 2,118,661.0000 10,416.75 10/31/2012 12X4219 1219307 09/30/2031 01998 5.900000400 3,000,000.0000 14,750.00 10/31/2012 12X4219 1219307 09/30/2032 01998 5.900000400 2,000,000.0000 9,833.33 10/31/2012 12X4219 1219307 09/30/2033 01998 5.900000400 1,500,000.0000 7,375.00 10/31/2012 12X4219 1219307 09/30/2034 01998 5.900000400 800,000.0000 3,933.33 10/31/2012 12X4219 1219307 09/30/2036 01998 5.900000400 168,000.0000 826.00 10/31/2012 12X4219 1219307 09/30/2037 01998 5.900000400 1,712,000.0000 8,417.33 10/31/2012 12X4219 1219307 09/30/2038 01998 5.900000400 208,000.0000 1,022.67 10/31/2012 12X4219 1219307 09/30/2039 01998 5.900000400 250,000.0000 1,229.17 10/31/2012 12X4219 1219307 09/30/2041 01998 5.900000400 107,000.0000 526.08 10/31/2012 12X4219 1219307 09/30/2042 01998 5.900000400 8,000.0000 39.33 10/31/2012 12X4219 1219307 09/30/2031 01999 5.910001200 3,965,465.0000 19,529.92 10/31/2012 12X4219 1219307 09/30/2032 01999 5.910001200 3,000,000.0000 14,775.00 10/31/2012 12X4219 1219307 09/30/2033 01999 5.910001200 1,000,000.0000 4,925.00 10/31/2012 12X4219 1219307 09/30/2034 01999 5.910001200 1,280,000.0000 6,304.00 10/31/2012 12X4219 1219307 09/30/2035 01999 5.910001200 818,000.0000 4,028.65 10/31/2012 12X4219 1219307 09/30/2036 01999 5.910001200 405,000.0000 1,994.63 10/31/2012 12X4219 1219307 09/30/2037 01999 5.910001200 1,654,000.0000 8,145.95 10/31/2012 12X4219 1219307 09/30/2038 01999 5.910001200 143,000.0000 704.28 10/31/2012 12X4219 1219307 09/30/2041 01999 5.910001200 30,000.0000 147.75 10/31/2012 12X4219 1219307 09/30/2042 01999 5.910001200 317,000.0000 1,561.23 10/31/2012 12X4219 1219307 09/30/2031 02000 5.699998800 1,930,398.0000 9,169.39 10/31/2012 12X4219 1219307 09/30/2032 02000 5.699998800 5,000,000.0000 23,750.00 10/31/2012 12X4219 1219307 09/30/2033 02000 5.699998800 3,000,000.0000 14,250.00 10/31/2012 12X4219 1219307 09/30/2034 02000 5.699998800 1,660,000.0000 7,885.00 10/31/2012 12X4219 1219307 09/30/2035 02000 5.699998800 1,300,000.0000 6,175.00 10/31/2012 12X4219 1219307 09/30/2036 02000 5.699998800 172,000.0000 817.00 10/31/2012 12X4219 1219307 09/30/2037 02000 5.699998800 2,206,000.0000 10,478.50 10/31/2012 12X4219 1219307 09/30/2038 02000 5.699998800 185,000.0000 878.75 10/31/2012 12X4219 1219307 09/30/2041 02000 5.699998800 140,000.0000 665.00 10/31/2012 12X4219 1219307 09/30/2042 02000 5.699998800 158,000.0000 750.50 10/31/2012 12X4219 1219307 09/30/2033 02001 4.979998800 1,557,992.0000 6,465.67 10/31/2012 12X4219 1219307 09/30/2034 02001 4.979998800 4,500,000.0000 18,675.00 10/31/2012 12X4219 1219307 09/30/2035 02001 4.979998800 2,000,000.0000 8,300.00 10/31/2012 12X4219 1219307 09/30/2036 02001 4.979998800 1,852,000.0000 7,685.80 10/31/2012 12X4219 1219307 09/30/2037 02001 4.979998800 2,464,000.0000 10,225.60 10/31/2012 12X4219 1219307 09/30/2038 02001 4.979998800 1,293,000.0000 5,365.95 10/31/2012 12X4219 1219307 09/30/2039 02001 4.979998800 1,266,000.0000 5,253.90 10/31/2012 12X4219 1219307 09/30/2040 02001 4.979998800 180,000.0000 747.00 10/31/2012 12X4219 1219307 09/30/2041 02001 4.979998800 146,000.0000 605.90 10/31/2012 12X4219 1219307 09/30/2042 02001 4.979998800 326,000.0000 1,352.90 10/31/2012 12X4219 1219307 09/30/2034 02002 4.809999600 6,293,284.0000 25,225.58 10/31/2012 12X4219 1219307 09/30/2035 02002 4.809999600 2,135,000.0000 8,557.79 10/31/2012 12X4219 1219307 09/30/2036 02002 4.809999600 2,353,000.0000 9,431.61 10/31/2012 12X4219 1219307 09/30/2037 02002 4.809999600 2,050,000.0000 8,217.08 10/31/2012 12X4219 1219307 09/30/2038 02002 4.809999600 1,436,000.0000 5,755.97 10/31/2012 12X4219 1219307 09/30/2039 02002 4.809999600 808,000.0000 3,238.73 10/31/2012 12X4219 1219307 09/30/2041 02002 4.809999600 265,000.0000 1,062.21 10/31/2012 12X4219 1219307 09/30/2042 02002 4.809999600 58,000.0000 232.48 10/31/2012 12X4219 1219307 09/30/2034 02003 4.799998800 3,276,109.0000 13,104.43 10/31/2012 12X4219 1219307 09/30/2035 02003 4.799998800 5,035,000.0000 20,139.99 10/31/2012 12X4219 1219307 09/30/2036 02003 4.799998800 4,071,000.0000 16,284.00 10/31/2012 12X4219 1219307 09/30/2037 02003 4.799998800 4,095,000.0000 16,380.00 10/31/2012 12X4219 1219307 09/30/2038 02003 4.799998800 1,493,000.0000 5,972.00 10/31/2012 12X4219 1219307 09/30/2039 02003 4.799998800 1,179,000.0000 4,716.00 10/31/2012 12X4219 1219307 09/30/2040 02003 4.799998800 567,000.0000 2,268.00 10/31/2012 12X4219 1219307 09/30/2041 02003 4.799998800 359,000.0000 1,436.00 10/31/2012 12X4219 1219307 09/30/2042 02003 4.799998800 108,000.0000 432.00 10/31/2012 12X4219 1219307 09/30/2035 02004 4.680000000 4,134,553.0000 16,124.76 10/31/2012 12X4219 1219307 09/30/2036 02004 4.680000000 4,583,000.0000 17,873.70 10/31/2012 12X4219 1219307 09/30/2037 02004 4.680000000 4,142,000.0000 16,153.80 10/31/2012 12X4219 1219307 09/30/2038 02004 4.680000000 1,202,000.0000 4,687.80 10/31/2012 12X4219 1219307 09/30/2039 02004 4.680000000 969,000.0000 3,779.10 10/31/2012 12X4219 1219307 09/30/2040 02004 4.680000000 580,000.0000 2,262.00 10/31/2012 12X4219 1219307 09/30/2041 02004 4.680000000 476,000.0000 1,856.40 10/31/2012 12X4219 1219307 09/30/2042 02004 4.680000000 365,000.0000 1,423.50 10/31/2012 12X4219 1219307 09/30/2036 02005 4.680000000 4,033,617.0000 15,731.11 10/31/2012 12X4219 1219307 09/30/2037 02005 4.680000000 5,539,000.0000 21,602.10 10/31/2012 12X4219 1219307 09/30/2038 02005 4.680000000 2,340,000.0000 9,126.00 10/31/2012 12X4219 1219307 09/30/2039 02005 4.680000000 1,910,000.0000 7,449.00 10/31/2012 12X4219 1219307 09/30/2040 02005 4.680000000 1,244,000.0000 4,851.60 10/31/2012 12X4219 1219307 09/30/2041 02005 4.680000000 1,029,000.0000 4,013.10 10/31/2012 12X4219 1219307 09/30/2042 02005 4.680000000 200,000.0000 780.00 10/31/2012 12X4219 1219307 09/30/2037 02006 4.550000400 3,303,874.0000 12,527.19 10/31/2012 12X4219 1219307 09/30/2038 02006 4.550000400 3,541,000.0000 13,426.29 10/31/2012 12X4219 1219307 09/30/2039 02006 4.550000400 5,528,000.0000 20,960.34 10/31/2012 12X4219 1219307 09/30/2040 02006 4.550000400 3,615,000.0000 13,706.88 10/31/2012 12X4219 1219307 09/30/2041 02006 4.550000400 1,372,000.0000 5,202.17 10/31/2012 12X4219 1219307 09/30/2042 02006 4.550000400 774,000.0000 2,934.75 10/31/2012 12X4219 1219307 09/30/2038 02007 4.430001600 6,077,441.0000 22,435.89 10/31/2012 12X4219 1219307 09/30/2039 02007 4.430001600 4,136,000.0000 15,268.74 10/31/2012 12X4219 1219307 09/30/2040 02007 4.430001600 4,483,000.0000 16,549.75 10/31/2012 12X4219 1219307 09/30/2041 02007 4.430001600 2,193,000.0000 8,095.83 10/31/2012 12X4219 1219307 09/30/2042 02007 4.430001600 1,129,000.0000 4,167.89 10/31/2012 12X4219 1219307 09/30/2043 02007 4.430001600 48,000.0000 177.20 10/31/2012 12X4219 1219307 09/30/2039 02008 4.200001200 6,140,938.0000 21,493.29 10/31/2012 12X4219 1219307 09/30/2040 02008 4.200001200 5,423,000.0000 18,980.51 10/31/2012 12X4219 1219307 09/30/2041 02008 4.200001200 4,351,000.0000 15,228.50 10/31/2012 12X4219 1219307 09/30/2042 02008 4.200001200 1,987,000.0000 6,954.50 10/31/2012 12X4219 1219307 09/30/2043 02008 4.200001200 116,000.0000 406.00 10/31/2012 12X4219 1219307 09/30/2040 02009 4.439998800 6,409,473.0000 23,715.04 10/31/2012 12X4219 1219307 09/30/2041 02009 4.439998800 4,146,000.0000 15,340.20 10/31/2012 12X4219 1219307 09/30/2042 02009 4.439998800 2,733,000.0000 10,112.10 10/31/2012 12X4219 1219307 09/30/2043 02009 4.439998800 29,000.0000 107.30 10/31/2012 12X4219 1219307 09/30/2041 02010 3.250000800 6,734,886.0000 18,240.32 10/31/2012 12X4219 1219307 09/30/2042 02010 3.250000800 4,512,000.0000 12,220.00 10/31/2012 12X4219 1219307 09/30/2043 02010 3.250000800 157,000.0000 425.21 10/31/2012 12X4219 1219307 09/30/2041 02011 4.430001600 74,422.0000 274.74 10/31/2012 12X4219 1219307 09/30/2042 02011 4.430001600 2,528,000.0000 9,332.54 10/31/2012 12X4219 1219307 09/30/2043 02011 4.430001600 289,000.0000 1,066.89 10/31/2012 12X4219 1219307 09/30/2042 02012 3.890001600 569,000.0000 1,844.51 10/31/2012 12X4219 1219307 09/30/2043 02012 3.890001600 227,000.0000 735.86 10/31/2012 ------------------------ ---------------------- 305,945,462.0000 1,362,239.98 ======================== ====================== 305,945,462.0000 1,362,239.98 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00