Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 830 SUB-COHORT 12X4210 1210830 09/30/2027 01992 6.670000800 1,594,480.9300 26,587.97 12/31/2012 12X4210 1210830 09/30/2035 01992 6.670000800 20,000.0000 333.50 12/31/2012 12X4210 1210830 09/30/2028 01993 6.860001600 5,580,943.0000 95,713.19 12/31/2012 12X4210 1210830 09/30/2032 01993 6.860001600 118,300.0000 2,028.85 12/31/2012 12X4210 1210830 09/30/2034 01993 6.860001600 48,000.0000 823.20 12/31/2012 12X4210 1210830 09/30/2035 01993 6.860001600 2,000.0000 34.30 12/31/2012 12X4210 1210830 09/30/2029 01994 6.090001200 11,401,798.0000 173,592.41 12/31/2012 12X4210 1210830 09/30/2031 01994 6.090001200 4,160,000.0000 63,336.01 12/31/2012 12X4210 1210830 09/30/2032 01994 6.090001200 100,000.0000 1,522.50 12/31/2012 12X4210 1210830 09/30/2034 01994 6.090001200 31,000.0000 471.98 12/31/2012 12X4210 1210830 09/30/2035 01994 6.090001200 23,000.0000 350.18 12/31/2012 12X4210 1210830 09/30/2031 01995 5.510001600 5,021,399.0000 69,169.79 12/31/2012 12X4210 1210830 09/30/2032 01995 5.510001600 7,320,000.0000 100,833.03 12/31/2012 12X4210 1210830 09/30/2033 01995 5.510001600 120,000.0000 1,653.00 12/31/2012 12X4210 1210830 09/30/2034 01995 5.510001600 100,000.0000 1,377.50 12/31/2012 12X4210 1210830 09/30/2035 01995 5.510001600 5,000.0000 68.88 12/31/2012 12X4210 1210830 09/30/2031 01996 5.299999200 1,912,457.0000 25,340.05 12/31/2012 12X4210 1210830 09/30/2032 01996 5.299999200 5,470,000.0000 72,477.49 12/31/2012 12X4210 1210830 09/30/2033 01996 5.299999200 322,000.0000 4,266.50 12/31/2012 12X4210 1210830 09/30/2034 01996 5.299999200 253,000.0000 3,352.25 12/31/2012 12X4210 1210830 09/30/2035 01996 5.299999200 183,000.0000 2,424.75 12/31/2012 12X4210 1210830 09/30/2030 01997 5.220000000 4,373,176.0000 57,069.95 12/31/2012 12X4210 1210830 09/30/2031 01997 5.220000000 3,877,000.0000 50,594.85 12/31/2012 12X4210 1210830 09/30/2032 01997 5.220000000 2,899,000.0000 37,831.95 12/31/2012 12X4210 1210830 09/30/2033 01997 5.220000000 471,000.0000 6,146.55 12/31/2012 12X4210 1210830 09/30/2035 01997 5.220000000 56,000.0000 730.80 12/31/2012 12X4210 1210830 09/30/2030 01998 4.939999200 14,987,989.0000 185,101.63 12/31/2012 12X4210 1210830 09/30/2031 01998 4.939999200 7,960,000.0000 98,305.98 12/31/2012 12X4210 1210830 09/30/2032 01998 4.939999200 2,268,000.0000 28,009.80 12/31/2012 12X4210 1210830 09/30/2033 01998 4.939999200 1,644,000.0000 20,303.40 12/31/2012 12X4210 1210830 09/30/2035 01998 4.939999200 22,000.0000 271.70 12/31/2012 12X4210 1210830 09/30/2022 01999 4.650001200 14,854,629.0000 172,685.11 12/31/2012 12X4210 1210830 09/30/2031 01999 4.650001200 5,548,000.0000 64,495.52 12/31/2012 12X4210 1210830 09/30/2032 01999 4.650001200 5,210,000.0000 60,566.27 12/31/2012 12X4210 1210830 09/30/2033 01999 4.650001200 5,066,000.0000 58,892.27 12/31/2012 12X4210 1210830 09/30/2034 01999 4.650001200 262,000.0000 3,045.75 12/31/2012 12X4210 1210830 09/30/2035 01999 4.650001200 340,000.0000 3,952.50 12/31/2012 12X4210 1210830 09/30/2036 01999 4.650001200 500,000.0000 5,812.50 12/31/2012 12X4210 1210830 09/30/2021 02000 4.870000800 29,898,043.0000 364,008.73 12/31/2012 12X4210 1210830 09/30/2031 02000 4.870000800 5,131,000.0000 62,469.94 12/31/2012 12X4210 1210830 09/30/2032 02000 4.870000800 2,223,000.0000 27,065.03 12/31/2012 12X4210 1210830 09/30/2033 02000 4.870000800 926,000.0000 11,274.05 12/31/2012 12X4210 1210830 09/30/2034 02000 4.870000800 153,000.0000 1,862.78 12/31/2012 12X4210 1210830 09/30/2023 02001 5.190001200 15,566,626.0000 201,977.02 12/31/2012 12X4210 1210830 09/30/2031 02001 5.190001200 4,514,000.0000 58,569.16 12/31/2012 12X4210 1210830 09/30/2032 02001 5.190001200 3,233,000.0000 41,948.18 12/31/2012 12X4210 1210830 09/30/2033 02001 5.190001200 1,940,000.0000 25,171.51 12/31/2012 12X4210 1210830 09/30/2034 02001 5.190001200 234,000.0000 3,036.15 12/31/2012 12X4210 1210830 09/30/2035 02001 5.190001200 275,000.0000 3,568.13 12/31/2012 12X4210 1210830 09/30/2021 02002 4.849999200 8,384,031.0000 101,656.36 12/31/2012 12X4210 1210830 09/30/2031 02002 4.849999200 3,211,000.0000 38,933.37 12/31/2012 12X4210 1210830 09/30/2032 02002 4.849999200 7,564,000.0000 91,713.48 12/31/2012 12X4210 1210830 09/30/2033 02002 4.849999200 7,861,000.0000 95,314.61 12/31/2012 12X4210 1210830 09/30/2034 02002 4.849999200 674,000.0000 8,172.25 12/31/2012 12X4210 1210830 09/30/2035 02002 4.849999200 3,072,000.0000 37,247.99 12/31/2012 12X4210 1210830 09/30/2025 02003 3.960000000 603,649.0000 5,976.13 12/31/2012 12X4210 1210830 09/30/2031 02003 3.960000000 5,748,000.0000 56,905.20 12/31/2012 12X4210 1210830 09/30/2032 02003 3.960000000 10,647,000.0000 105,405.30 12/31/2012 12X4210 1210830 09/30/2033 02003 3.960000000 8,514,000.0000 84,288.60 12/31/2012 12X4210 1210830 09/30/2034 02003 3.960000000 12,189,000.0000 120,671.10 12/31/2012 12X4210 1210830 09/30/2035 02003 3.960000000 4,496,000.0000 44,510.40 12/31/2012 12X4210 1210830 09/30/2026 02004 3.970000800 17,768,572.0000 176,353.11 12/31/2012 12X4210 1210830 09/30/2031 02004 3.970000800 11,582,000.0000 114,951.37 12/31/2012 12X4210 1210830 09/30/2032 02004 3.970000800 5,497,000.0000 54,557.74 12/31/2012 12X4210 1210830 09/30/2033 02004 3.970000800 6,090,000.0000 60,443.26 12/31/2012 12X4210 1210830 09/30/2034 02004 3.970000800 3,411,000.0000 33,854.18 12/31/2012 12X4210 1210830 09/30/2035 02004 3.970000800 572,000.0000 5,677.10 12/31/2012 12X4210 1210830 09/30/2027 02005 4.200001200 22,208,100.0000 233,185.12 12/31/2012 12X4210 1210830 09/30/2031 02005 4.200001200 22,576,000.0000 237,048.07 12/31/2012 12X4210 1210830 09/30/2032 02005 4.200001200 12,333,000.0000 129,496.54 12/31/2012 12X4210 1210830 09/30/2033 02005 4.200001200 2,878,000.0000 30,219.01 12/31/2012 12X4210 1210830 09/30/2034 02005 4.200001200 4,812,000.0000 50,526.01 12/31/2012 12X4210 1210830 09/30/2035 02005 4.200001200 2,961,414.0000 31,094.86 12/31/2012 12X4210 1210830 09/30/2036 02005 4.200001200 835,000.0000 8,767.50 12/31/2012 ------------------------ ---------------------- 364,706,606.9300 4,257,493.20 ======================== ====================== 364,706,606.9300 4,257,493.20 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00