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 7,440,264.0000 378,895.42 06/30/2012 12X4219 1219307 09/30/2037 01992 6.789999600 2,860,000.0000 145,645.49 06/30/2012 12X4219 1219307 09/30/2041 01992 6.789999600 87,000.0000 4,430.47 06/30/2012 12X4219 1219307 09/30/2042 01992 6.789999600 69,000.0000 3,513.82 06/30/2012 12X4219 1219307 09/30/2025 01993 6.850000800 7,050,383.0000 362,213.47 06/30/2012 12X4219 1219307 09/30/2029 01993 6.850000800 1,200,000.0000 61,650.01 06/30/2012 12X4219 1219307 09/30/2030 01993 6.850000800 200,000.0000 10,275.00 06/30/2012 12X4219 1219307 09/30/2034 01993 6.850000800 90,000.0000 4,623.75 06/30/2012 12X4219 1219307 09/30/2037 01993 6.850000800 1,230,000.0000 63,191.26 06/30/2012 12X4219 1219307 09/30/2038 01993 6.850000800 28,000.0000 1,438.50 06/30/2012 12X4219 1219307 09/30/2041 01993 6.850000800 192,000.0000 9,864.00 06/30/2012 12X4219 1219307 09/30/2042 01993 6.850000800 265,000.0000 13,614.38 06/30/2012 12X4219 1219307 09/30/2025 01994 6.890000400 2,979,003.0000 153,939.99 06/30/2012 12X4219 1219307 09/30/2026 01994 6.890000400 5,000,000.0000 258,375.02 06/30/2012 12X4219 1219307 09/30/2027 01994 6.890000400 5,000,000.0000 258,375.02 06/30/2012 12X4219 1219307 09/30/2028 01994 6.890000400 2,800,000.0000 144,690.01 06/30/2012 12X4219 1219307 09/30/2029 01994 6.890000400 3,932,000.0000 203,186.11 06/30/2012 12X4219 1219307 09/30/2036 01994 6.890000400 120,000.0000 6,201.00 06/30/2012 12X4219 1219307 09/30/2037 01994 6.890000400 4,420,000.0000 228,403.51 06/30/2012 12X4219 1219307 09/30/2039 01994 6.890000400 1,000,000.0000 51,675.00 06/30/2012 12X4219 1219307 09/30/2041 01994 6.890000400 346,000.0000 17,879.55 06/30/2012 12X4219 1219307 09/30/2042 01994 6.890000400 785,000.0000 40,564.88 06/30/2012 12X4219 1219307 09/30/2027 01995 6.419998800 10,696,060.0000 515,015.19 06/30/2012 12X4219 1219307 09/30/2028 01995 6.419998800 6,000,000.0000 288,899.95 06/30/2012 12X4219 1219307 09/30/2029 01995 6.419998800 2,000,000.0000 96,299.98 06/30/2012 12X4219 1219307 09/30/2031 01995 6.419998800 2,000,000.0000 96,299.98 06/30/2012 12X4219 1219307 09/30/2033 01995 6.419998800 1,000,000.0000 48,149.99 06/30/2012 12X4219 1219307 09/30/2034 01995 6.419998800 110,000.0000 5,296.50 06/30/2012 12X4219 1219307 09/30/2036 01995 6.419998800 140,000.0000 6,741.00 06/30/2012 12X4219 1219307 09/30/2037 01995 6.419998800 4,750,000.0000 228,712.46 06/30/2012 12X4219 1219307 09/30/2039 01995 6.419998800 2,991,000.0000 144,016.62 06/30/2012 12X4219 1219307 09/30/2041 01995 6.419998800 74,000.0000 3,563.10 06/30/2012 12X4219 1219307 09/30/2042 01995 6.419998800 189,000.0000 9,100.35 06/30/2012 12X4219 1219307 09/30/2027 01996 6.109999200 4,321,783.0000 198,045.68 06/30/2012 12X4219 1219307 09/30/2028 01996 6.109999200 2,000,000.0000 91,649.99 06/30/2012 12X4219 1219307 09/30/2029 01996 6.109999200 1,000,000.0000 45,824.99 06/30/2012 12X4219 1219307 09/30/2032 01996 6.109999200 1,000,000.0000 45,824.99 06/30/2012 12X4219 1219307 09/30/2033 01996 6.109999200 1,000,000.0000 45,824.99 06/30/2012 12X4219 1219307 09/30/2034 01996 6.109999200 300,000.0000 13,747.50 06/30/2012 12X4219 1219307 09/30/2036 01996 6.109999200 298,000.0000 13,655.85 06/30/2012 12X4219 1219307 09/30/2037 01996 6.109999200 1,082,000.0000 49,582.64 06/30/2012 12X4219 1219307 09/30/2038 01996 6.109999200 902,000.0000 41,334.14 06/30/2012 12X4219 1219307 09/30/2039 01996 6.109999200 575,000.0000 26,349.37 06/30/2012 12X4219 1219307 09/30/2040 01996 6.109999200 229,000.0000 10,493.92 06/30/2012 12X4219 1219307 09/30/2041 01996 6.109999200 32,000.0000 1,466.40 06/30/2012 12X4219 1219307 09/30/2042 01996 6.109999200 72,000.0000 3,299.40 06/30/2012 12X4219 1219307 09/30/2029 01997 5.960001600 5,456,856.0000 243,921.53 06/30/2012 12X4219 1219307 09/30/2031 01997 5.960001600 3,000,000.0000 134,100.04 06/30/2012 12X4219 1219307 09/30/2032 01997 5.960001600 1,000,000.0000 44,700.01 06/30/2012 12X4219 1219307 09/30/2033 01997 5.960001600 1,000,000.0000 44,700.01 06/30/2012 12X4219 1219307 09/30/2034 01997 5.960001600 310,000.0000 13,857.00 06/30/2012 12X4219 1219307 09/30/2035 01997 5.960001600 360,000.0000 16,092.00 06/30/2012 12X4219 1219307 09/30/2036 01997 5.960001600 418,000.0000 18,684.61 06/30/2012 12X4219 1219307 09/30/2037 01997 5.960001600 1,626,000.0000 72,682.22 06/30/2012 12X4219 1219307 09/30/2038 01997 5.960001600 211,000.0000 9,431.70 06/30/2012 12X4219 1219307 09/30/2041 01997 5.960001600 332,000.0000 14,840.40 06/30/2012 12X4219 1219307 09/30/2042 01997 5.960001600 304,000.0000 13,588.80 06/30/2012 12X4219 1219307 09/30/2029 01998 5.900000400 3,661.0000 162.00 06/30/2012 12X4219 1219307 09/30/2030 01998 5.900000400 2,700,000.0000 119,475.01 06/30/2012 12X4219 1219307 09/30/2031 01998 5.900000400 3,000,000.0000 132,750.01 06/30/2012 12X4219 1219307 09/30/2032 01998 5.900000400 2,000,000.0000 88,500.01 06/30/2012 12X4219 1219307 09/30/2033 01998 5.900000400 1,500,000.0000 66,375.00 06/30/2012 12X4219 1219307 09/30/2034 01998 5.900000400 800,000.0000 35,400.00 06/30/2012 12X4219 1219307 09/30/2036 01998 5.900000400 168,000.0000 7,434.00 06/30/2012 12X4219 1219307 09/30/2037 01998 5.900000400 1,712,000.0000 75,756.01 06/30/2012 12X4219 1219307 09/30/2038 01998 5.900000400 208,000.0000 9,204.00 06/30/2012 12X4219 1219307 09/30/2039 01998 5.900000400 250,000.0000 11,062.50 06/30/2012 12X4219 1219307 09/30/2041 01998 5.900000400 107,000.0000 4,734.75 06/30/2012 12X4219 1219307 09/30/2042 01998 5.900000400 8,000.0000 354.00 06/30/2012 12X4219 1219307 09/30/2030 01999 5.850000000 235,465.0000 10,331.03 06/30/2012 12X4219 1219307 09/30/2031 01999 5.850000000 4,000,000.0000 175,500.00 06/30/2012 12X4219 1219307 09/30/2032 01999 5.850000000 3,000,000.0000 131,625.00 06/30/2012 12X4219 1219307 09/30/2033 01999 5.850000000 1,000,000.0000 43,875.00 06/30/2012 12X4219 1219307 09/30/2034 01999 5.850000000 1,280,000.0000 56,160.00 06/30/2012 12X4219 1219307 09/30/2035 01999 5.850000000 818,000.0000 35,889.75 06/30/2012 12X4219 1219307 09/30/2036 01999 5.850000000 405,000.0000 17,769.38 06/30/2012 12X4219 1219307 09/30/2037 01999 5.850000000 1,654,000.0000 72,569.25 06/30/2012 12X4219 1219307 09/30/2038 01999 5.850000000 143,000.0000 6,274.13 06/30/2012 12X4219 1219307 09/30/2041 01999 5.850000000 30,000.0000 1,316.25 06/30/2012 12X4219 1219307 09/30/2042 01999 5.850000000 292,000.0000 12,811.50 06/30/2012 12X4219 1219307 09/30/2031 02000 5.609998800 2,785,398.0000 117,195.60 06/30/2012 12X4219 1219307 09/30/2032 02000 5.609998800 5,000,000.0000 210,374.96 06/30/2012 12X4219 1219307 09/30/2033 02000 5.609998800 3,000,000.0000 126,224.97 06/30/2012 12X4219 1219307 09/30/2034 02000 5.609998800 1,660,000.0000 69,844.49 06/30/2012 12X4219 1219307 09/30/2035 02000 5.609998800 1,300,000.0000 54,697.49 06/30/2012 12X4219 1219307 09/30/2036 02000 5.609998800 172,000.0000 7,236.90 06/30/2012 12X4219 1219307 09/30/2037 02000 5.609998800 2,206,000.0000 92,817.43 06/30/2012 12X4219 1219307 09/30/2038 02000 5.609998800 185,000.0000 7,783.87 06/30/2012 12X4219 1219307 09/30/2041 02000 5.609998800 140,000.0000 5,890.50 06/30/2012 12X4219 1219307 09/30/2042 02000 5.609998800 158,000.0000 6,647.85 06/30/2012 12X4219 1219307 09/30/2033 02001 4.989999600 2,367,992.0000 88,622.09 06/30/2012 12X4219 1219307 09/30/2034 02001 4.989999600 4,500,000.0000 168,412.49 06/30/2012 12X4219 1219307 09/30/2035 02001 4.989999600 2,000,000.0000 74,849.99 06/30/2012 12X4219 1219307 09/30/2036 02001 4.989999600 1,852,000.0000 69,311.09 06/30/2012 12X4219 1219307 09/30/2037 02001 4.989999600 2,464,000.0000 92,215.19 06/30/2012 12X4219 1219307 09/30/2038 02001 4.989999600 1,293,000.0000 48,390.52 06/30/2012 12X4219 1219307 09/30/2039 02001 4.989999600 1,266,000.0000 47,380.05 06/30/2012 12X4219 1219307 09/30/2040 02001 4.989999600 180,000.0000 6,736.50 06/30/2012 12X4219 1219307 09/30/2041 02001 4.989999600 146,000.0000 5,464.05 06/30/2012 12X4219 1219307 09/30/2042 02001 4.989999600 295,000.0000 11,040.37 06/30/2012 12X4219 1219307 09/30/2033 02002 4.780000800 353,284.0000 12,665.23 06/30/2012 12X4219 1219307 09/30/2034 02002 4.780000800 6,300,000.0000 225,855.04 06/30/2012 12X4219 1219307 09/30/2035 02002 4.780000800 2,135,000.0000 76,539.76 06/30/2012 12X4219 1219307 09/30/2036 02002 4.780000800 2,353,000.0000 84,355.06 06/30/2012 12X4219 1219307 09/30/2037 02002 4.780000800 2,050,000.0000 73,492.51 06/30/2012 12X4219 1219307 09/30/2038 02002 4.780000800 1,436,000.0000 51,480.61 06/30/2012 12X4219 1219307 09/30/2039 02002 4.780000800 808,000.0000 28,966.80 06/30/2012 12X4219 1219307 09/30/2041 02002 4.780000800 265,000.0000 9,500.25 06/30/2012 12X4219 1219307 09/30/2042 02002 4.780000800 58,000.0000 2,087.00 06/30/2012 12X4219 1219307 09/30/2034 02003 4.790001600 3,636,109.0000 130,627.26 06/30/2012 12X4219 1219307 09/30/2035 02003 4.790001600 5,035,000.0000 180,882.44 06/30/2012 12X4219 1219307 09/30/2036 02003 4.790001600 4,071,000.0000 146,250.72 06/30/2012 12X4219 1219307 09/30/2037 02003 4.790001600 4,095,000.0000 147,112.92 06/30/2012 12X4219 1219307 09/30/2038 02003 4.790001600 1,493,000.0000 53,636.04 06/30/2012 12X4219 1219307 09/30/2039 02003 4.790001600 1,179,000.0000 42,355.59 06/30/2012 12X4219 1219307 09/30/2040 02003 4.790001600 567,000.0000 20,369.48 06/30/2012 12X4219 1219307 09/30/2041 02003 4.790001600 359,000.0000 12,897.08 06/30/2012 12X4219 1219307 09/30/2042 02003 4.790001600 75,000.0000 2,694.38 06/30/2012 12X4219 1219307 09/30/2035 02004 4.700001600 4,494,553.0000 158,433.05 06/30/2012 12X4219 1219307 09/30/2036 02004 4.700001600 4,583,000.0000 161,550.80 06/30/2012 12X4219 1219307 09/30/2037 02004 4.700001600 4,142,000.0000 146,005.55 06/30/2012 12X4219 1219307 09/30/2038 02004 4.700001600 1,202,000.0000 42,370.51 06/30/2012 12X4219 1219307 09/30/2039 02004 4.700001600 969,000.0000 34,157.26 06/30/2012 12X4219 1219307 09/30/2040 02004 4.700001600 580,000.0000 20,445.01 06/30/2012 12X4219 1219307 09/30/2041 02004 4.700001600 476,000.0000 16,779.01 06/30/2012 12X4219 1219307 09/30/2042 02004 4.700001600 304,000.0000 10,716.00 06/30/2012 12X4219 1219307 09/30/2036 02005 4.759999200 5,023,617.0000 179,343.10 06/30/2012 12X4219 1219307 09/30/2037 02005 4.759999200 5,539,000.0000 197,742.27 06/30/2012 12X4219 1219307 09/30/2038 02005 4.759999200 2,340,000.0000 83,537.99 06/30/2012 12X4219 1219307 09/30/2039 02005 4.759999200 1,910,000.0000 68,186.99 06/30/2012 12X4219 1219307 09/30/2040 02005 4.759999200 1,244,000.0000 44,410.79 06/30/2012 12X4219 1219307 09/30/2041 02005 4.759999200 1,029,000.0000 36,735.29 06/30/2012 12X4219 1219307 09/30/2042 02005 4.759999200 163,000.0000 5,840.65 06/30/2012 12X4219 1219307 09/30/2037 02006 4.690000800 3,573,874.0000 125,711.04 06/30/2012 12X4219 1219307 09/30/2038 02006 4.690000800 3,541,000.0000 124,554.70 06/30/2012 12X4219 1219307 09/30/2039 02006 4.690000800 5,528,000.0000 194,447.43 06/30/2012 12X4219 1219307 09/30/2040 02006 4.690000800 3,615,000.0000 127,157.65 06/30/2012 12X4219 1219307 09/30/2041 02006 4.690000800 1,372,000.0000 48,260.11 06/30/2012 12X4219 1219307 09/30/2042 02006 4.690000800 680,000.0000 23,919.00 06/30/2012 12X4219 1219307 09/30/2038 02007 4.470001200 6,527,441.0000 218,832.52 06/30/2012 12X4219 1219307 09/30/2039 02007 4.470001200 4,136,000.0000 138,659.44 06/30/2012 12X4219 1219307 09/30/2040 02007 4.470001200 4,483,000.0000 150,292.62 06/30/2012 12X4219 1219307 09/30/2041 02007 4.470001200 2,193,000.0000 73,520.34 06/30/2012 12X4219 1219307 09/30/2042 02007 4.470001200 887,000.0000 29,736.68 06/30/2012 12X4219 1219307 09/30/2039 02008 4.359999600 6,140,938.0000 200,808.65 06/30/2012 12X4219 1219307 09/30/2040 02008 4.359999600 5,423,000.0000 177,332.08 06/30/2012 12X4219 1219307 09/30/2041 02008 4.359999600 4,351,000.0000 142,277.69 06/30/2012 12X4219 1219307 09/30/2042 02008 4.359999600 1,492,000.0000 48,788.40 06/30/2012 12X4219 1219307 09/30/2040 02009 4.560001200 6,409,473.0000 219,204.03 06/30/2012 12X4219 1219307 09/30/2041 02009 4.560001200 4,146,000.0000 141,793.24 06/30/2012 12X4219 1219307 09/30/2042 02009 4.560001200 1,814,000.0000 62,038.82 06/30/2012 12X4219 1219307 09/30/2041 02010 3.009999600 6,734,886.0000 152,040.03 06/30/2012 12X4219 1219307 09/30/2042 02010 3.009999600 3,309,000.0000 74,700.67 06/30/2012 12X4219 1219307 09/30/2041 02011 3.009999600 74,422.0000 1,680.08 06/30/2012 12X4219 1219307 09/30/2042 02011 3.009999600 1,756,000.0000 39,641.69 06/30/2012 ------------------------ ---------------------- 310,612,462.0000 12,528,323.29 ======================== ====================== 310,612,462.0000 12,528,323.29 ============================================================================================================================ 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 01993 03/27/2012 INT + 0.0000 10,296.13 477482 1219307 09/30/2025 01994 03/27/2012 INT + 0.0000 10,679.39 477484 1219307 09/30/2027 01995 03/27/2012 INT + 0.0000 19,546.97 477486 1219307 09/30/2027 01996 03/27/2012 INT + 0.0000 14,670.62 477488 1219307 09/30/2029 01997 03/27/2012 INT + 0.0000 2,984.29 477490 1219307 09/30/2029 01998 03/27/2012 INT + 0.0000 3,255.00 477492 1219307 09/30/2030 01999 03/27/2012 INT + 0.0000 9,960.64 477494 1219307 09/30/2031 02000 03/27/2012 INT + 0.0000 10,703.93 477496 1219307 09/30/2033 02001 03/27/2012 INT + 0.0000 9,156.84 477498 1219307 09/30/2033 02002 03/27/2012 INT + 0.0000 7,760.71 477500 1219307 09/30/2034 02003 03/27/2012 INT + 0.0000 8,355.94 477502 1219307 09/30/2035 02004 03/27/2012 INT + 0.0000 11,290.50 477504 1219307 09/30/2036 02005 03/27/2012 INT + 0.0000 1,365.71 477506 1219307 09/30/2037 02006 03/27/2012 INT + 0.0000 11,258.95 477508 1219307 09/30/2038 02007 03/27/2012 INT + 0.0000 17,356.09 477510 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 241,316.75 ======================== ====================== 0.0000 241,316.75