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 133,947.32 07/31/2012 12X4210 1210830 09/30/2035 01992 6.710000400 20,000.0000 1,118.33 07/31/2012 12X4210 1210830 09/30/2028 01993 6.760000800 6,660,943.0000 375,233.17 07/31/2012 12X4210 1210830 09/30/2032 01993 6.760000800 118,300.0000 6,664.23 07/31/2012 12X4210 1210830 09/30/2034 01993 6.760000800 48,000.0000 2,704.00 07/31/2012 12X4210 1210830 09/30/2029 01994 6.159999600 15,721,798.0000 807,052.24 07/31/2012 12X4210 1210830 09/30/2031 01994 6.159999600 4,160,000.0000 213,546.65 07/31/2012 12X4210 1210830 09/30/2032 01994 6.159999600 100,000.0000 5,133.33 07/31/2012 12X4210 1210830 09/30/2034 01994 6.159999600 31,000.0000 1,591.33 07/31/2012 12X4210 1210830 09/30/2035 01994 6.159999600 23,000.0000 1,180.67 07/31/2012 12X4210 1210830 09/30/2031 01995 5.529999600 6,641,399.0000 306,057.78 07/31/2012 12X4210 1210830 09/30/2032 01995 5.529999600 7,320,000.0000 337,329.98 07/31/2012 12X4210 1210830 09/30/2033 01995 5.529999600 120,000.0000 5,530.00 07/31/2012 12X4210 1210830 09/30/2034 01995 5.529999600 100,000.0000 4,608.33 07/31/2012 12X4210 1210830 09/30/2031 01996 5.500000800 3,419,957.0000 156,748.05 07/31/2012 12X4210 1210830 09/30/2032 01996 5.500000800 5,470,000.0000 250,708.37 07/31/2012 12X4210 1210830 09/30/2033 01996 5.500000800 322,000.0000 14,758.34 07/31/2012 12X4210 1210830 09/30/2034 01996 5.500000800 253,000.0000 11,595.84 07/31/2012 12X4210 1210830 09/30/2035 01996 5.500000800 79,000.0000 3,620.83 07/31/2012 12X4210 1210830 09/30/2030 01997 5.230000800 6,083,176.0000 265,125.13 07/31/2012 12X4210 1210830 09/30/2031 01997 5.230000800 3,877,000.0000 168,972.61 07/31/2012 12X4210 1210830 09/30/2032 01997 5.230000800 2,899,000.0000 126,348.10 07/31/2012 12X4210 1210830 09/30/2033 01997 5.230000800 471,000.0000 20,527.75 07/31/2012 12X4210 1210830 09/30/2035 01997 5.230000800 56,000.0000 2,440.67 07/31/2012 12X4210 1210830 09/30/2030 01998 5.079999600 19,397,989.0000 821,181.47 07/31/2012 12X4210 1210830 09/30/2031 01998 5.079999600 7,960,000.0000 336,973.31 07/31/2012 12X4210 1210830 09/30/2032 01998 5.079999600 2,268,000.0000 96,011.99 07/31/2012 12X4210 1210830 09/30/2033 01998 5.079999600 1,644,000.0000 69,595.99 07/31/2012 12X4210 1210830 09/30/2022 01999 4.820000400 17,599,629.0000 706,918.49 07/31/2012 12X4210 1210830 09/30/2031 01999 4.820000400 5,548,000.0000 222,844.69 07/31/2012 12X4210 1210830 09/30/2032 01999 4.820000400 5,210,000.0000 209,268.35 07/31/2012 12X4210 1210830 09/30/2033 01999 4.820000400 5,066,000.0000 203,484.35 07/31/2012 12X4210 1210830 09/30/2034 01999 4.820000400 262,000.0000 10,523.67 07/31/2012 12X4210 1210830 09/30/2035 01999 4.820000400 39,000.0000 1,566.50 07/31/2012 12X4210 1210830 09/30/2021 02000 4.880001600 32,778,043.0000 1,332,974.19 07/31/2012 12X4210 1210830 09/30/2031 02000 4.880001600 5,131,000.0000 208,660.74 07/31/2012 12X4210 1210830 09/30/2032 02000 4.880001600 2,223,000.0000 90,402.03 07/31/2012 12X4210 1210830 09/30/2033 02000 4.880001600 926,000.0000 37,657.35 07/31/2012 12X4210 1210830 09/30/2034 02000 4.880001600 153,000.0000 6,222.00 07/31/2012 12X4210 1210830 09/30/2023 02001 5.249998800 18,761,626.0000 820,820.95 07/31/2012 12X4210 1210830 09/30/2031 02001 5.249998800 4,514,000.0000 197,487.45 07/31/2012 12X4210 1210830 09/30/2032 02001 5.249998800 3,233,000.0000 141,443.72 07/31/2012 12X4210 1210830 09/30/2033 02001 5.249998800 1,940,000.0000 84,874.98 07/31/2012 12X4210 1210830 09/30/2034 02001 5.249998800 234,000.0000 10,237.50 07/31/2012 12X4210 1210830 09/30/2035 02001 5.249998800 28,000.0000 1,225.00 07/31/2012 12X4210 1210830 09/30/2021 02002 4.820000400 10,544,031.0000 423,518.61 07/31/2012 12X4210 1210830 09/30/2031 02002 4.820000400 3,211,000.0000 128,975.18 07/31/2012 12X4210 1210830 09/30/2032 02002 4.820000400 7,564,000.0000 303,820.69 07/31/2012 12X4210 1210830 09/30/2033 02002 4.820000400 7,861,000.0000 315,750.19 07/31/2012 12X4210 1210830 09/30/2034 02002 4.820000400 674,000.0000 27,072.34 07/31/2012 12X4210 1210830 09/30/2035 02002 4.820000400 2,324,000.0000 93,347.34 07/31/2012 12X4210 1210830 09/30/2025 02003 4.359999600 3,393,649.0000 123,302.57 07/31/2012 12X4210 1210830 09/30/2031 02003 4.359999600 5,748,000.0000 208,843.98 07/31/2012 12X4210 1210830 09/30/2032 02003 4.359999600 10,647,000.0000 386,840.96 07/31/2012 12X4210 1210830 09/30/2033 02003 4.359999600 8,514,000.0000 309,341.97 07/31/2012 12X4210 1210830 09/30/2034 02003 4.359999600 12,189,000.0000 442,866.96 07/31/2012 12X4210 1210830 09/30/2035 02003 4.359999600 3,298,000.0000 119,827.32 07/31/2012 12X4210 1210830 09/30/2026 02004 4.029998400 22,358,572.0000 750,875.08 07/31/2012 12X4210 1210830 09/30/2031 02004 4.029998400 11,582,000.0000 388,962.01 07/31/2012 12X4210 1210830 09/30/2032 02004 4.029998400 5,497,000.0000 184,607.51 07/31/2012 12X4210 1210830 09/30/2033 02004 4.029998400 6,090,000.0000 204,522.42 07/31/2012 12X4210 1210830 09/30/2034 02004 4.029998400 3,411,000.0000 114,552.70 07/31/2012 12X4210 1210830 09/30/2035 02004 4.029998400 419,000.0000 14,071.41 07/31/2012 12X4210 1210830 09/30/2027 02005 4.349998800 27,518,100.0000 997,530.85 07/31/2012 12X4210 1210830 09/30/2031 02005 4.349998800 22,576,000.0000 818,379.77 07/31/2012 12X4210 1210830 09/30/2032 02005 4.349998800 12,333,000.0000 447,071.13 07/31/2012 12X4210 1210830 09/30/2033 02005 4.349998800 2,878,000.0000 104,327.47 07/31/2012 12X4210 1210830 09/30/2034 02005 4.349998800 4,812,000.0000 174,434.95 07/31/2012 12X4210 1210830 09/30/2035 02005 4.349998800 2,961,414.0000 107,351.23 07/31/2012 ------------------------ ---------------------- 399,710,106.9300 16,023,112.41 ======================== ====================== 399,710,106.9300 16,023,112.41 ============================================================================================================================ 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