Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 216 SUB-COHORT 12X4269 1269216 09/30/2042 02006 4.330000800 113,133.0000 4,082.22 07/31/2012 12X4269 1269216 09/30/2041 02007 3.800001600 44,347.0000 1,404.32 07/31/2012 12X4269 1269216 09/30/2042 02007 3.800001600 1,288,000.0000 40,786.68 07/31/2012 12X4269 1269216 09/30/2044 02007 3.800001600 92,000.0000 2,913.33 07/31/2012 12X4269 1269216 09/30/2043 02008 5.050000800 1,610,395.0000 67,770.80 07/31/2012 12X4269 1269216 09/30/2044 02008 5.050000800 4,169,000.0000 175,445.44 07/31/2012 12X4269 1269216 09/30/2043 02009 4.759999200 1,003,908.0000 39,821.68 07/31/2012 12X4269 1269216 09/30/2044 02009 4.759999200 4,616,000.0000 183,101.30 07/31/2012 12X4269 1269216 09/30/2045 02009 4.759999200 561,000.0000 22,253.00 07/31/2012 12X4269 1269216 09/30/2044 02010 2.810001600 1,037,733.0000 24,300.26 07/31/2012 12X4269 1269216 09/30/2045 02010 2.810001600 1,013,000.0000 23,721.10 07/31/2012 12X4269 1269216 09/30/2045 02011 2.810001600 694,000.0000 16,251.18 07/31/2012 12X4269 1269216 09/30/2045 02012 2.810001600 290,000.0000 6,790.84 07/31/2012 ------------------------ ---------------------- 16,532,516.0000 608,642.15 230 SUB-COHORT 12X4269 1269230 09/30/2040 02005 4.860000000 296,475.0000 12,007.24 07/31/2012 12X4269 1269230 09/30/2041 02005 4.860000000 707,000.0000 28,633.50 07/31/2012 12X4269 1269230 09/30/2042 02005 4.860000000 876,000.0000 35,478.00 07/31/2012 12X4269 1269230 09/30/2043 02005 4.860000000 630,000.0000 25,515.00 07/31/2012 12X4269 1269230 09/30/2044 02005 4.860000000 175,000.0000 7,087.50 07/31/2012 12X4269 1269230 09/30/2045 02005 4.860000000 445,000.0000 18,022.50 07/31/2012 12X4269 1269230 09/30/2041 02006 4.740001200 134,407.0000 5,309.08 07/31/2012 12X4269 1269230 09/30/2042 02006 4.740001200 1,269,000.0000 50,125.51 07/31/2012 12X4269 1269230 09/30/2043 02006 4.740001200 205,000.0000 8,097.50 07/31/2012 12X4269 1269230 09/30/2044 02006 4.740001200 701,000.0000 27,689.51 07/31/2012 12X4269 1269230 09/30/2045 02006 4.740001200 197,000.0000 7,781.50 07/31/2012 12X4269 1269230 09/30/2044 02007 5.140000800 502,098.0000 21,506.53 07/31/2012 12X4269 1269230 09/30/2045 02007 5.140000800 331,000.0000 14,177.84 07/31/2012 12X4269 1269230 09/30/2042 02008 4.970001600 347,383.0000 14,387.45 07/31/2012 12X4269 1269230 09/30/2044 02008 4.970001600 426,000.0000 17,643.51 07/31/2012 12X4269 1269230 09/30/2045 02008 4.970001600 62,000.0000 2,567.83 07/31/2012 12X4269 1269230 09/30/2043 02009 4.970001600 11,022.0000 456.49 07/31/2012 12X4269 1269230 09/30/2044 02009 4.970001600 235,000.0000 9,732.92 07/31/2012 12X4269 1269230 09/30/2045 02009 4.970001600 743,000.0000 30,772.59 07/31/2012 ------------------------ ---------------------- 8,293,385.0000 336,992.00 215 SUB-COHORT 12X4269 1269215 09/30/2058 02006 4.730000400 16,950,623.0000 668,137.11 07/31/2012 12X4269 1269215 09/30/2059 02006 4.730000400 4,549,000.0000 179,306.43 07/31/2012 12X4269 1269215 09/30/2060 02006 4.730000400 1,000,000.0000 39,416.67 07/31/2012 12X4269 1269215 09/30/2062 02006 4.730000400 85,000.0000 3,350.42 07/31/2012 12X4269 1269215 09/30/2059 02007 4.470001200 23,697,234.0000 882,722.20 07/31/2012 12X4269 1269215 09/30/2060 02007 4.470001200 2,802,000.0000 104,374.53 07/31/2012 12X4269 1269215 09/30/2061 02007 4.470001200 1,428,000.0000 53,193.01 07/31/2012 12X4269 1269215 09/30/2062 02007 4.470001200 608,000.0000 22,648.01 07/31/2012 12X4269 1269215 09/30/2060 02008 4.709998800 16,522,984.0000 648,526.96 07/31/2012 12X4269 1269215 09/30/2061 02008 4.709998800 23,209,000.0000 910,953.02 07/31/2012 12X4269 1269215 09/30/2062 02008 4.709998800 4,997,100.0000 196,136.13 07/31/2012 12X4269 1269215 09/30/2060 02009 4.780000800 2,384,659.0000 94,988.93 07/31/2012 12X4269 1269215 09/30/2061 02009 4.780000800 15,139,000.0000 603,036.93 07/31/2012 12X4269 1269215 09/30/2062 02009 4.780000800 3,755,000.0000 149,574.19 07/31/2012 12X4269 1269215 09/30/2061 02010 4.780000800 7,344,636.0000 292,561.38 07/31/2012 12X4269 1269215 09/30/2062 02010 4.780000800 27,855,250.0000 1,109,567.64 07/31/2012 12X4269 1269215 09/30/2061 02011 4.780000800 618,695.0000 24,644.69 07/31/2012 12X4269 1269215 09/30/2062 02011 4.780000800 21,382,000.0000 851,716.48 07/31/2012 12X4269 1269215 09/30/2062 02012 4.780000800 1,370,000.0000 54,571.68 07/31/2012 ------------------------ ---------------------- 175,698,181.0000 6,889,426.41 217 SUB-COHORT 12X4269 1269217 09/30/2042 02006 4.960000800 1,731,253.0000 71,558.47 07/31/2012 12X4269 1269217 09/30/2044 02006 4.960000800 109,000.0000 4,505.33 07/31/2012 12X4269 1269217 09/30/2045 02006 4.960000800 19,000.0000 785.33 07/31/2012 12X4269 1269217 09/30/2042 02007 4.590000000 918,842.0000 35,145.71 07/31/2012 12X4269 1269217 09/30/2044 02007 4.590000000 230,000.0000 8,797.50 07/31/2012 12X4269 1269217 09/30/2043 02008 4.849999200 154,965.0000 6,263.17 07/31/2012 12X4269 1269217 09/30/2044 02008 4.849999200 3,160,000.0000 127,716.65 07/31/2012 12X4269 1269217 09/30/2045 02008 4.849999200 1,619,000.0000 65,434.57 07/31/2012 12X4269 1269217 09/30/2044 02009 4.970001600 777,698.0000 32,209.67 07/31/2012 12X4269 1269217 09/30/2045 02009 4.970001600 718,000.0000 29,737.18 07/31/2012 12X4269 1269217 09/30/2044 02010 3.189999600 2,895,644.0000 76,975.86 07/31/2012 12X4269 1269217 09/30/2045 02010 3.189999600 2,860,000.0000 76,028.32 07/31/2012 12X4269 1269217 09/30/2044 02011 3.189999600 1,096,039.0000 29,136.37 07/31/2012 12X4269 1269217 09/30/2045 02011 3.189999600 287,000.0000 7,629.42 07/31/2012 ------------------------ ---------------------- 16,576,441.0000 571,923.55 ======================== ====================== 217,100,523.0000 8,406,984.11 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 12X4269 1269215 09/30/2058 02006 03/28/2012 INT + 0.0000 25,054.26 476646 1269215 09/30/2059 02007 03/28/2012 INT + 0.0000 24,311.57 476648 1269215 09/30/2060 02008 03/28/2012 INT + 0.0000 116,949.64 476650 1269215 09/30/2060 02009 03/28/2012 INT + 0.0000 80,264.36 476652 1269215 09/30/2061 02010 03/28/2012 INT + 0.0000 366,061.16 476654 1269215 09/30/2061 02011 03/28/2012 INT + 0.0000 750,013.31 476656 1269216 09/30/2041 02007 03/28/2012 INT + 0.0000 464.60 476620 1269216 09/30/2042 02006 03/28/2012 INT + 0.0000 109.70 476618 1269216 09/30/2043 02008 03/28/2012 INT + 0.0000 29,709.28 476622 1269216 09/30/2043 02009 03/28/2012 INT + 0.0000 48,530.38 476624 1269216 09/30/2043 02010 03/28/2012 INT + 0.0000 519.85 476626 1269216 09/30/2044 02010 03/28/2012 INT + 0.0000 3,207.15 476628 1269217 09/30/2042 02006 03/28/2012 INT + 0.0000 1,404.84 476630 1269217 09/30/2042 02007 03/28/2012 INT + 0.0000 19.69 476632 1269217 09/30/2043 02008 03/28/2012 INT + 0.0000 33,877.60 476634 1269217 09/30/2043 02009 03/28/2012 INT + 0.0000 6,560.40 476636 1269217 09/30/2043 02010 03/28/2012 INT + 0.0000 4,657.39 476640 1269217 09/30/2044 02009 03/28/2012 INT + 0.0000 18,843.81 476638 1269217 09/30/2044 02010 03/28/2012 INT + 0.0000 10,612.42 476642 1269217 09/30/2044 02011 03/28/2012 INT + 0.0000 21,005.52 476644 1269230 09/30/2040 02005 03/28/2012 INT + 0.0000 5,203.23 476604 1269230 09/30/2041 02006 03/28/2012 INT + 0.0000 6,898.90 476606 1269230 09/30/2042 02007 03/28/2012 INT + 0.0000 1,978.90 476608 1269230 09/30/2042 02008 03/28/2012 INT + 0.0000 5,929.63 476614 1269230 09/30/2043 02007 03/28/2012 INT + 0.0000 377.79 476610 1269230 09/30/2043 02009 03/28/2012 INT + 0.0000 3,900.90 476616 1269230 09/30/2044 02007 03/28/2012 INT + 0.0000 8,041.58 476612 ------------------------ ---------------------- 0.0000 1,574,507.86 ======================== ====================== 0.0000 1,574,507.86