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 93,763.12 04/30/2012 12X4210 1210830 09/30/2028 01993 6.760000800 6,660,943.0000 262,663.22 04/30/2012 12X4210 1210830 09/30/2032 01993 6.760000800 118,300.0000 4,664.96 04/30/2012 12X4210 1210830 09/30/2034 01993 6.760000800 48,000.0000 1,892.80 04/30/2012 12X4210 1210830 09/30/2029 01994 6.159999600 15,721,798.0000 564,936.57 04/30/2012 12X4210 1210830 09/30/2031 01994 6.159999600 4,160,000.0000 149,482.66 04/30/2012 12X4210 1210830 09/30/2032 01994 6.159999600 100,000.0000 3,593.33 04/30/2012 12X4210 1210830 09/30/2034 01994 6.159999600 31,000.0000 1,113.93 04/30/2012 12X4210 1210830 09/30/2031 01995 5.529999600 6,641,399.0000 214,240.45 04/30/2012 12X4210 1210830 09/30/2032 01995 5.529999600 7,320,000.0000 236,130.98 04/30/2012 12X4210 1210830 09/30/2033 01995 5.529999600 120,000.0000 3,871.00 04/30/2012 12X4210 1210830 09/30/2034 01995 5.529999600 100,000.0000 3,225.83 04/30/2012 12X4210 1210830 09/30/2031 01996 5.500000800 3,419,957.0000 109,723.64 04/30/2012 12X4210 1210830 09/30/2032 01996 5.500000800 5,470,000.0000 175,495.86 04/30/2012 12X4210 1210830 09/30/2033 01996 5.500000800 322,000.0000 10,330.83 04/30/2012 12X4210 1210830 09/30/2034 01996 5.500000800 253,000.0000 8,117.08 04/30/2012 12X4210 1210830 09/30/2030 01997 5.230000800 6,083,176.0000 185,587.59 04/30/2012 12X4210 1210830 09/30/2031 01997 5.230000800 3,877,000.0000 118,280.83 04/30/2012 12X4210 1210830 09/30/2032 01997 5.230000800 2,899,000.0000 88,443.67 04/30/2012 12X4210 1210830 09/30/2033 01997 5.230000800 471,000.0000 14,369.43 04/30/2012 12X4210 1210830 09/30/2030 01998 5.079999600 19,397,989.0000 574,827.03 04/30/2012 12X4210 1210830 09/30/2031 01998 5.079999600 7,960,000.0000 235,881.31 04/30/2012 12X4210 1210830 09/30/2032 01998 5.079999600 2,268,000.0000 67,208.39 04/30/2012 12X4210 1210830 09/30/2033 01998 5.079999600 1,644,000.0000 48,717.20 04/30/2012 12X4210 1210830 09/30/2022 01999 4.820000400 17,599,629.0000 494,842.94 04/30/2012 12X4210 1210830 09/30/2031 01999 4.820000400 5,548,000.0000 155,991.28 04/30/2012 12X4210 1210830 09/30/2032 01999 4.820000400 5,210,000.0000 146,487.85 04/30/2012 12X4210 1210830 09/30/2033 01999 4.820000400 5,066,000.0000 142,439.05 04/30/2012 12X4210 1210830 09/30/2034 01999 4.820000400 262,000.0000 7,366.57 04/30/2012 12X4210 1210830 09/30/2021 02000 4.880001600 32,778,043.0000 933,081.93 04/30/2012 12X4210 1210830 09/30/2031 02000 4.880001600 5,131,000.0000 146,062.51 04/30/2012 12X4210 1210830 09/30/2032 02000 4.880001600 2,223,000.0000 63,281.42 04/30/2012 12X4210 1210830 09/30/2033 02000 4.880001600 926,000.0000 26,360.14 04/30/2012 12X4210 1210830 09/30/2034 02000 4.880001600 153,000.0000 4,355.40 04/30/2012 12X4210 1210830 09/30/2023 02001 5.249998800 18,761,626.0000 574,574.66 04/30/2012 12X4210 1210830 09/30/2031 02001 5.249998800 4,514,000.0000 138,241.22 04/30/2012 12X4210 1210830 09/30/2032 02001 5.249998800 3,233,000.0000 99,010.60 04/30/2012 12X4210 1210830 09/30/2033 02001 5.249998800 1,940,000.0000 59,412.49 04/30/2012 12X4210 1210830 09/30/2034 02001 5.249998800 234,000.0000 7,166.25 04/30/2012 12X4210 1210830 09/30/2035 02001 5.249998800 28,000.0000 857.50 04/30/2012 12X4210 1210830 09/30/2021 02002 4.820000400 10,544,031.0000 296,463.03 04/30/2012 12X4210 1210830 09/30/2031 02002 4.820000400 3,211,000.0000 90,282.62 04/30/2012 12X4210 1210830 09/30/2032 02002 4.820000400 7,564,000.0000 212,674.48 04/30/2012 12X4210 1210830 09/30/2033 02002 4.820000400 7,861,000.0000 221,025.14 04/30/2012 12X4210 1210830 09/30/2034 02002 4.820000400 674,000.0000 18,950.63 04/30/2012 12X4210 1210830 09/30/2035 02002 4.820000400 2,058,000.0000 57,864.10 04/30/2012 12X4210 1210830 09/30/2025 02003 4.359999600 3,393,649.0000 86,311.80 04/30/2012 12X4210 1210830 09/30/2031 02003 4.359999600 5,748,000.0000 146,190.79 04/30/2012 12X4210 1210830 09/30/2032 02003 4.359999600 10,647,000.0000 270,788.68 04/30/2012 12X4210 1210830 09/30/2033 02003 4.359999600 8,514,000.0000 216,539.38 04/30/2012 12X4210 1210830 09/30/2034 02003 4.359999600 12,189,000.0000 310,006.87 04/30/2012 12X4210 1210830 09/30/2035 02003 4.359999600 1,923,000.0000 48,908.30 04/30/2012 12X4210 1210830 09/30/2026 02004 4.029998400 22,358,572.0000 525,612.55 04/30/2012 12X4210 1210830 09/30/2031 02004 4.029998400 11,582,000.0000 272,273.41 04/30/2012 12X4210 1210830 09/30/2032 02004 4.029998400 5,497,000.0000 129,225.26 04/30/2012 12X4210 1210830 09/30/2033 02004 4.029998400 6,090,000.0000 143,165.69 04/30/2012 12X4210 1210830 09/30/2034 02004 4.029998400 3,411,000.0000 80,186.89 04/30/2012 12X4210 1210830 09/30/2027 02005 4.349998800 27,518,100.0000 698,271.59 04/30/2012 12X4210 1210830 09/30/2031 02005 4.349998800 22,576,000.0000 572,865.84 04/30/2012 12X4210 1210830 09/30/2032 02005 4.349998800 12,333,000.0000 312,949.79 04/30/2012 12X4210 1210830 09/30/2033 02005 4.349998800 2,878,000.0000 73,029.23 04/30/2012 12X4210 1210830 09/30/2034 02005 4.349998800 4,812,000.0000 122,104.47 04/30/2012 12X4210 1210830 09/30/2035 02005 4.349998800 2,636,414.0000 66,898.99 04/30/2012 ------------------------ ---------------------- 397,108,106.9300 11,148,683.05 ======================== ====================== 397,108,106.9300 11,148,683.05 ============================================================================================================================ 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