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 420,994.91 07/31/2012 12X4219 1219307 09/30/2037 01992 6.789999600 2,860,000.0000 161,828.32 07/31/2012 12X4219 1219307 09/30/2041 01992 6.789999600 87,000.0000 4,922.75 07/31/2012 12X4219 1219307 09/30/2042 01992 6.789999600 69,000.0000 3,904.25 07/31/2012 12X4219 1219307 09/30/2025 01993 6.850000800 7,050,383.0000 402,459.41 07/31/2012 12X4219 1219307 09/30/2029 01993 6.850000800 1,200,000.0000 68,500.01 07/31/2012 12X4219 1219307 09/30/2030 01993 6.850000800 200,000.0000 11,416.67 07/31/2012 12X4219 1219307 09/30/2034 01993 6.850000800 90,000.0000 5,137.50 07/31/2012 12X4219 1219307 09/30/2037 01993 6.850000800 1,230,000.0000 70,212.51 07/31/2012 12X4219 1219307 09/30/2038 01993 6.850000800 28,000.0000 1,598.33 07/31/2012 12X4219 1219307 09/30/2041 01993 6.850000800 192,000.0000 10,960.00 07/31/2012 12X4219 1219307 09/30/2042 01993 6.850000800 265,000.0000 15,127.09 07/31/2012 12X4219 1219307 09/30/2025 01994 6.890000400 2,979,003.0000 171,044.43 07/31/2012 12X4219 1219307 09/30/2026 01994 6.890000400 5,000,000.0000 287,083.35 07/31/2012 12X4219 1219307 09/30/2027 01994 6.890000400 5,000,000.0000 287,083.35 07/31/2012 12X4219 1219307 09/30/2028 01994 6.890000400 2,800,000.0000 160,766.68 07/31/2012 12X4219 1219307 09/30/2029 01994 6.890000400 3,932,000.0000 225,762.35 07/31/2012 12X4219 1219307 09/30/2036 01994 6.890000400 120,000.0000 6,890.00 07/31/2012 12X4219 1219307 09/30/2037 01994 6.890000400 4,420,000.0000 253,781.68 07/31/2012 12X4219 1219307 09/30/2039 01994 6.890000400 1,000,000.0000 57,416.67 07/31/2012 12X4219 1219307 09/30/2041 01994 6.890000400 346,000.0000 19,866.17 07/31/2012 12X4219 1219307 09/30/2042 01994 6.890000400 785,000.0000 45,072.09 07/31/2012 12X4219 1219307 09/30/2027 01995 6.419998800 10,696,060.0000 572,239.10 07/31/2012 12X4219 1219307 09/30/2028 01995 6.419998800 6,000,000.0000 320,999.94 07/31/2012 12X4219 1219307 09/30/2029 01995 6.419998800 2,000,000.0000 106,999.98 07/31/2012 12X4219 1219307 09/30/2031 01995 6.419998800 2,000,000.0000 106,999.98 07/31/2012 12X4219 1219307 09/30/2033 01995 6.419998800 1,000,000.0000 53,499.99 07/31/2012 12X4219 1219307 09/30/2034 01995 6.419998800 110,000.0000 5,885.00 07/31/2012 12X4219 1219307 09/30/2036 01995 6.419998800 140,000.0000 7,490.00 07/31/2012 12X4219 1219307 09/30/2037 01995 6.419998800 4,750,000.0000 254,124.95 07/31/2012 12X4219 1219307 09/30/2039 01995 6.419998800 2,991,000.0000 160,018.47 07/31/2012 12X4219 1219307 09/30/2041 01995 6.419998800 74,000.0000 3,959.00 07/31/2012 12X4219 1219307 09/30/2042 01995 6.419998800 189,000.0000 10,111.50 07/31/2012 12X4219 1219307 09/30/2027 01996 6.109999200 4,321,783.0000 220,050.76 07/31/2012 12X4219 1219307 09/30/2028 01996 6.109999200 2,000,000.0000 101,833.32 07/31/2012 12X4219 1219307 09/30/2029 01996 6.109999200 1,000,000.0000 50,916.66 07/31/2012 12X4219 1219307 09/30/2032 01996 6.109999200 1,000,000.0000 50,916.66 07/31/2012 12X4219 1219307 09/30/2033 01996 6.109999200 1,000,000.0000 50,916.66 07/31/2012 12X4219 1219307 09/30/2034 01996 6.109999200 300,000.0000 15,275.00 07/31/2012 12X4219 1219307 09/30/2036 01996 6.109999200 298,000.0000 15,173.16 07/31/2012 12X4219 1219307 09/30/2037 01996 6.109999200 1,082,000.0000 55,091.83 07/31/2012 12X4219 1219307 09/30/2038 01996 6.109999200 902,000.0000 45,926.83 07/31/2012 12X4219 1219307 09/30/2039 01996 6.109999200 575,000.0000 29,277.08 07/31/2012 12X4219 1219307 09/30/2040 01996 6.109999200 229,000.0000 11,659.92 07/31/2012 12X4219 1219307 09/30/2041 01996 6.109999200 32,000.0000 1,629.33 07/31/2012 12X4219 1219307 09/30/2042 01996 6.109999200 72,000.0000 3,666.00 07/31/2012 12X4219 1219307 09/30/2029 01997 5.960001600 5,456,856.0000 271,023.92 07/31/2012 12X4219 1219307 09/30/2031 01997 5.960001600 3,000,000.0000 149,000.04 07/31/2012 12X4219 1219307 09/30/2032 01997 5.960001600 1,000,000.0000 49,666.68 07/31/2012 12X4219 1219307 09/30/2033 01997 5.960001600 1,000,000.0000 49,666.68 07/31/2012 12X4219 1219307 09/30/2034 01997 5.960001600 310,000.0000 15,396.67 07/31/2012 12X4219 1219307 09/30/2035 01997 5.960001600 360,000.0000 17,880.00 07/31/2012 12X4219 1219307 09/30/2036 01997 5.960001600 418,000.0000 20,760.67 07/31/2012 12X4219 1219307 09/30/2037 01997 5.960001600 1,626,000.0000 80,758.02 07/31/2012 12X4219 1219307 09/30/2038 01997 5.960001600 211,000.0000 10,479.67 07/31/2012 12X4219 1219307 09/30/2041 01997 5.960001600 332,000.0000 16,489.34 07/31/2012 12X4219 1219307 09/30/2042 01997 5.960001600 304,000.0000 15,098.67 07/31/2012 12X4219 1219307 09/30/2029 01998 5.900000400 3,661.0000 180.00 07/31/2012 12X4219 1219307 09/30/2030 01998 5.900000400 2,700,000.0000 132,750.01 07/31/2012 12X4219 1219307 09/30/2031 01998 5.900000400 3,000,000.0000 147,500.01 07/31/2012 12X4219 1219307 09/30/2032 01998 5.900000400 2,000,000.0000 98,333.34 07/31/2012 12X4219 1219307 09/30/2033 01998 5.900000400 1,500,000.0000 73,750.01 07/31/2012 12X4219 1219307 09/30/2034 01998 5.900000400 800,000.0000 39,333.34 07/31/2012 12X4219 1219307 09/30/2036 01998 5.900000400 168,000.0000 8,260.00 07/31/2012 12X4219 1219307 09/30/2037 01998 5.900000400 1,712,000.0000 84,173.34 07/31/2012 12X4219 1219307 09/30/2038 01998 5.900000400 208,000.0000 10,226.67 07/31/2012 12X4219 1219307 09/30/2039 01998 5.900000400 250,000.0000 12,291.67 07/31/2012 12X4219 1219307 09/30/2041 01998 5.900000400 107,000.0000 5,260.83 07/31/2012 12X4219 1219307 09/30/2042 01998 5.900000400 8,000.0000 393.33 07/31/2012 12X4219 1219307 09/30/2030 01999 5.850000000 235,465.0000 11,478.92 07/31/2012 12X4219 1219307 09/30/2031 01999 5.850000000 4,000,000.0000 195,000.00 07/31/2012 12X4219 1219307 09/30/2032 01999 5.850000000 3,000,000.0000 146,250.00 07/31/2012 12X4219 1219307 09/30/2033 01999 5.850000000 1,000,000.0000 48,750.00 07/31/2012 12X4219 1219307 09/30/2034 01999 5.850000000 1,280,000.0000 62,400.00 07/31/2012 12X4219 1219307 09/30/2035 01999 5.850000000 818,000.0000 39,877.50 07/31/2012 12X4219 1219307 09/30/2036 01999 5.850000000 405,000.0000 19,743.75 07/31/2012 12X4219 1219307 09/30/2037 01999 5.850000000 1,654,000.0000 80,632.50 07/31/2012 12X4219 1219307 09/30/2038 01999 5.850000000 143,000.0000 6,971.25 07/31/2012 12X4219 1219307 09/30/2041 01999 5.850000000 30,000.0000 1,462.50 07/31/2012 12X4219 1219307 09/30/2042 01999 5.850000000 292,000.0000 14,235.00 07/31/2012 12X4219 1219307 09/30/2031 02000 5.609998800 2,785,398.0000 130,217.33 07/31/2012 12X4219 1219307 09/30/2032 02000 5.609998800 5,000,000.0000 233,749.95 07/31/2012 12X4219 1219307 09/30/2033 02000 5.609998800 3,000,000.0000 140,249.97 07/31/2012 12X4219 1219307 09/30/2034 02000 5.609998800 1,660,000.0000 77,604.98 07/31/2012 12X4219 1219307 09/30/2035 02000 5.609998800 1,300,000.0000 60,774.99 07/31/2012 12X4219 1219307 09/30/2036 02000 5.609998800 172,000.0000 8,041.00 07/31/2012 12X4219 1219307 09/30/2037 02000 5.609998800 2,206,000.0000 103,130.48 07/31/2012 12X4219 1219307 09/30/2038 02000 5.609998800 185,000.0000 8,648.75 07/31/2012 12X4219 1219307 09/30/2041 02000 5.609998800 140,000.0000 6,545.00 07/31/2012 12X4219 1219307 09/30/2042 02000 5.609998800 158,000.0000 7,386.50 07/31/2012 12X4219 1219307 09/30/2033 02001 4.989999600 2,367,992.0000 98,468.99 07/31/2012 12X4219 1219307 09/30/2034 02001 4.989999600 4,500,000.0000 187,124.99 07/31/2012 12X4219 1219307 09/30/2035 02001 4.989999600 2,000,000.0000 83,166.66 07/31/2012 12X4219 1219307 09/30/2036 02001 4.989999600 1,852,000.0000 77,012.33 07/31/2012 12X4219 1219307 09/30/2037 02001 4.989999600 2,464,000.0000 102,461.33 07/31/2012 12X4219 1219307 09/30/2038 02001 4.989999600 1,293,000.0000 53,767.25 07/31/2012 12X4219 1219307 09/30/2039 02001 4.989999600 1,266,000.0000 52,644.50 07/31/2012 12X4219 1219307 09/30/2040 02001 4.989999600 180,000.0000 7,485.00 07/31/2012 12X4219 1219307 09/30/2041 02001 4.989999600 146,000.0000 6,071.17 07/31/2012 12X4219 1219307 09/30/2042 02001 4.989999600 295,000.0000 12,267.08 07/31/2012 12X4219 1219307 09/30/2033 02002 4.780000800 353,284.0000 14,072.48 07/31/2012 12X4219 1219307 09/30/2034 02002 4.780000800 6,300,000.0000 250,950.04 07/31/2012 12X4219 1219307 09/30/2035 02002 4.780000800 2,135,000.0000 85,044.18 07/31/2012 12X4219 1219307 09/30/2036 02002 4.780000800 2,353,000.0000 93,727.85 07/31/2012 12X4219 1219307 09/30/2037 02002 4.780000800 2,050,000.0000 81,658.35 07/31/2012 12X4219 1219307 09/30/2038 02002 4.780000800 1,436,000.0000 57,200.68 07/31/2012 12X4219 1219307 09/30/2039 02002 4.780000800 808,000.0000 32,185.34 07/31/2012 12X4219 1219307 09/30/2041 02002 4.780000800 265,000.0000 10,555.84 07/31/2012 12X4219 1219307 09/30/2042 02002 4.780000800 58,000.0000 2,310.33 07/31/2012 12X4219 1219307 09/30/2034 02003 4.790001600 3,636,109.0000 145,141.40 07/31/2012 12X4219 1219307 09/30/2035 02003 4.790001600 5,035,000.0000 200,980.48 07/31/2012 12X4219 1219307 09/30/2036 02003 4.790001600 4,071,000.0000 162,500.80 07/31/2012 12X4219 1219307 09/30/2037 02003 4.790001600 4,095,000.0000 163,458.80 07/31/2012 12X4219 1219307 09/30/2038 02003 4.790001600 1,493,000.0000 59,595.60 07/31/2012 12X4219 1219307 09/30/2039 02003 4.790001600 1,179,000.0000 47,061.77 07/31/2012 12X4219 1219307 09/30/2040 02003 4.790001600 567,000.0000 22,632.76 07/31/2012 12X4219 1219307 09/30/2041 02003 4.790001600 359,000.0000 14,330.09 07/31/2012 12X4219 1219307 09/30/2042 02003 4.790001600 75,000.0000 2,993.75 07/31/2012 12X4219 1219307 09/30/2035 02004 4.700001600 4,494,553.0000 176,036.72 07/31/2012 12X4219 1219307 09/30/2036 02004 4.700001600 4,583,000.0000 179,500.89 07/31/2012 12X4219 1219307 09/30/2037 02004 4.700001600 4,142,000.0000 162,228.39 07/31/2012 12X4219 1219307 09/30/2038 02004 4.700001600 1,202,000.0000 47,078.35 07/31/2012 12X4219 1219307 09/30/2039 02004 4.700001600 969,000.0000 37,952.51 07/31/2012 12X4219 1219307 09/30/2040 02004 4.700001600 580,000.0000 22,716.67 07/31/2012 12X4219 1219307 09/30/2041 02004 4.700001600 476,000.0000 18,643.34 07/31/2012 12X4219 1219307 09/30/2042 02004 4.700001600 304,000.0000 11,906.67 07/31/2012 12X4219 1219307 09/30/2036 02005 4.759999200 5,023,617.0000 199,270.11 07/31/2012 12X4219 1219307 09/30/2037 02005 4.759999200 5,539,000.0000 219,713.63 07/31/2012 12X4219 1219307 09/30/2038 02005 4.759999200 2,340,000.0000 92,819.98 07/31/2012 12X4219 1219307 09/30/2039 02005 4.759999200 1,910,000.0000 75,763.32 07/31/2012 12X4219 1219307 09/30/2040 02005 4.759999200 1,244,000.0000 49,345.33 07/31/2012 12X4219 1219307 09/30/2041 02005 4.759999200 1,029,000.0000 40,816.99 07/31/2012 12X4219 1219307 09/30/2042 02005 4.759999200 163,000.0000 6,465.67 07/31/2012 12X4219 1219307 09/30/2037 02006 4.690000800 3,573,874.0000 139,678.93 07/31/2012 12X4219 1219307 09/30/2038 02006 4.690000800 3,541,000.0000 138,394.11 07/31/2012 12X4219 1219307 09/30/2039 02006 4.690000800 5,528,000.0000 216,052.70 07/31/2012 12X4219 1219307 09/30/2040 02006 4.690000800 3,615,000.0000 141,286.27 07/31/2012 12X4219 1219307 09/30/2041 02006 4.690000800 1,372,000.0000 53,622.34 07/31/2012 12X4219 1219307 09/30/2042 02006 4.690000800 680,000.0000 26,576.67 07/31/2012 12X4219 1219307 09/30/2038 02007 4.470001200 6,527,441.0000 243,147.24 07/31/2012 12X4219 1219307 09/30/2039 02007 4.470001200 4,136,000.0000 154,066.04 07/31/2012 12X4219 1219307 09/30/2040 02007 4.470001200 4,483,000.0000 166,991.79 07/31/2012 12X4219 1219307 09/30/2041 02007 4.470001200 2,193,000.0000 81,689.27 07/31/2012 12X4219 1219307 09/30/2042 02007 4.470001200 887,000.0000 33,040.76 07/31/2012 12X4219 1219307 09/30/2039 02008 4.359999600 6,140,938.0000 223,120.73 07/31/2012 12X4219 1219307 09/30/2040 02008 4.359999600 5,423,000.0000 197,035.65 07/31/2012 12X4219 1219307 09/30/2041 02008 4.359999600 4,351,000.0000 158,086.32 07/31/2012 12X4219 1219307 09/30/2042 02008 4.359999600 1,492,000.0000 54,209.33 07/31/2012 12X4219 1219307 09/30/2040 02009 4.560001200 6,409,473.0000 243,560.04 07/31/2012 12X4219 1219307 09/30/2041 02009 4.560001200 4,146,000.0000 157,548.04 07/31/2012 12X4219 1219307 09/30/2042 02009 4.560001200 1,814,000.0000 68,932.02 07/31/2012 12X4219 1219307 09/30/2041 02010 3.009999600 6,734,886.0000 168,933.37 07/31/2012 12X4219 1219307 09/30/2042 02010 3.009999600 3,309,000.0000 83,000.74 07/31/2012 12X4219 1219307 09/30/2041 02011 3.009999600 74,422.0000 1,866.75 07/31/2012 12X4219 1219307 09/30/2042 02011 3.009999600 1,756,000.0000 44,046.33 07/31/2012 ------------------------ ---------------------- 310,612,462.0000 13,920,326.77 ======================== ====================== 310,612,462.0000 13,920,326.77 ============================================================================================================================ 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