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 1,594,480.9300 98,073.87 08/31/2012 12X4210 1210830 09/30/2035 01992 6.710000400 20,000.0000 1,230.17 08/31/2012 12X4210 1210830 09/30/2028 01993 6.760000800 5,580,943.0000 345,832.48 08/31/2012 12X4210 1210830 09/30/2032 01993 6.760000800 118,300.0000 7,330.66 08/31/2012 12X4210 1210830 09/30/2034 01993 6.760000800 48,000.0000 2,974.40 08/31/2012 12X4210 1210830 09/30/2035 01993 6.760000800 2,000.0000 123.93 08/31/2012 12X4210 1210830 09/30/2029 01994 6.159999600 11,401,798.0000 643,821.49 08/31/2012 12X4210 1210830 09/30/2031 01994 6.159999600 4,160,000.0000 234,901.32 08/31/2012 12X4210 1210830 09/30/2032 01994 6.159999600 100,000.0000 5,646.67 08/31/2012 12X4210 1210830 09/30/2034 01994 6.159999600 31,000.0000 1,750.47 08/31/2012 12X4210 1210830 09/30/2035 01994 6.159999600 23,000.0000 1,298.73 08/31/2012 12X4210 1210830 09/30/2031 01995 5.529999600 5,021,399.0000 254,543.07 08/31/2012 12X4210 1210830 09/30/2032 01995 5.529999600 7,320,000.0000 371,062.97 08/31/2012 12X4210 1210830 09/30/2033 01995 5.529999600 120,000.0000 6,083.00 08/31/2012 12X4210 1210830 09/30/2034 01995 5.529999600 100,000.0000 5,069.17 08/31/2012 12X4210 1210830 09/30/2035 01995 5.529999600 5,000.0000 253.46 08/31/2012 12X4210 1210830 09/30/2031 01996 5.500000800 1,912,457.0000 96,419.72 08/31/2012 12X4210 1210830 09/30/2032 01996 5.500000800 5,470,000.0000 275,779.21 08/31/2012 12X4210 1210830 09/30/2033 01996 5.500000800 322,000.0000 16,234.17 08/31/2012 12X4210 1210830 09/30/2034 01996 5.500000800 253,000.0000 12,755.42 08/31/2012 12X4210 1210830 09/30/2035 01996 5.500000800 183,000.0000 9,226.25 08/31/2012 12X4210 1210830 09/30/2030 01997 5.230000800 4,373,176.0000 209,657.38 08/31/2012 12X4210 1210830 09/30/2031 01997 5.230000800 3,877,000.0000 185,869.87 08/31/2012 12X4210 1210830 09/30/2032 01997 5.230000800 2,899,000.0000 138,982.91 08/31/2012 12X4210 1210830 09/30/2033 01997 5.230000800 471,000.0000 22,580.53 08/31/2012 12X4210 1210830 09/30/2035 01997 5.230000800 56,000.0000 2,684.73 08/31/2012 12X4210 1210830 09/30/2030 01998 5.079999600 14,987,989.0000 697,940.63 08/31/2012 12X4210 1210830 09/30/2031 01998 5.079999600 7,960,000.0000 370,670.64 08/31/2012 12X4210 1210830 09/30/2032 01998 5.079999600 2,268,000.0000 105,613.19 08/31/2012 12X4210 1210830 09/30/2033 01998 5.079999600 1,644,000.0000 76,555.59 08/31/2012 12X4210 1210830 09/30/2035 01998 5.079999600 22,000.0000 1,024.47 08/31/2012 12X4210 1210830 09/30/2022 01999 4.820000400 14,854,629.0000 656,327.08 08/31/2012 12X4210 1210830 09/30/2031 01999 4.820000400 5,548,000.0000 245,129.15 08/31/2012 12X4210 1210830 09/30/2032 01999 4.820000400 5,210,000.0000 230,195.19 08/31/2012 12X4210 1210830 09/30/2033 01999 4.820000400 5,066,000.0000 223,832.79 08/31/2012 12X4210 1210830 09/30/2034 01999 4.820000400 262,000.0000 11,576.03 08/31/2012 12X4210 1210830 09/30/2035 01999 4.820000400 72,000.0000 3,181.20 08/31/2012 12X4210 1210830 09/30/2021 02000 4.880001600 29,898,043.0000 1,337,439.56 08/31/2012 12X4210 1210830 09/30/2031 02000 4.880001600 5,131,000.0000 229,526.81 08/31/2012 12X4210 1210830 09/30/2032 02000 4.880001600 2,223,000.0000 99,442.23 08/31/2012 12X4210 1210830 09/30/2033 02000 4.880001600 926,000.0000 41,423.08 08/31/2012 12X4210 1210830 09/30/2034 02000 4.880001600 153,000.0000 6,844.20 08/31/2012 12X4210 1210830 09/30/2023 02001 5.249998800 15,566,626.0000 749,143.71 08/31/2012 12X4210 1210830 09/30/2031 02001 5.249998800 4,514,000.0000 217,236.20 08/31/2012 12X4210 1210830 09/30/2032 02001 5.249998800 3,233,000.0000 155,588.09 08/31/2012 12X4210 1210830 09/30/2033 02001 5.249998800 1,940,000.0000 93,362.48 08/31/2012 12X4210 1210830 09/30/2034 02001 5.249998800 234,000.0000 11,261.25 08/31/2012 12X4210 1210830 09/30/2035 02001 5.249998800 28,000.0000 1,347.50 08/31/2012 12X4210 1210830 09/30/2021 02002 4.820000400 8,384,031.0000 370,434.47 08/31/2012 12X4210 1210830 09/30/2031 02002 4.820000400 3,211,000.0000 141,872.70 08/31/2012 12X4210 1210830 09/30/2032 02002 4.820000400 7,564,000.0000 334,202.76 08/31/2012 12X4210 1210830 09/30/2033 02002 4.820000400 7,861,000.0000 347,325.21 08/31/2012 12X4210 1210830 09/30/2034 02002 4.820000400 674,000.0000 29,779.57 08/31/2012 12X4210 1210830 09/30/2035 02002 4.820000400 3,072,000.0000 135,731.21 08/31/2012 12X4210 1210830 09/30/2025 02003 4.359999600 603,649.0000 24,125.84 08/31/2012 12X4210 1210830 09/30/2031 02003 4.359999600 5,748,000.0000 229,728.38 08/31/2012 12X4210 1210830 09/30/2032 02003 4.359999600 10,647,000.0000 425,525.06 08/31/2012 12X4210 1210830 09/30/2033 02003 4.359999600 8,514,000.0000 340,276.17 08/31/2012 12X4210 1210830 09/30/2034 02003 4.359999600 12,189,000.0000 487,153.66 08/31/2012 12X4210 1210830 09/30/2035 02003 4.359999600 4,496,000.0000 179,690.12 08/31/2012 12X4210 1210830 09/30/2026 02004 4.029998400 17,768,572.0000 656,400.40 08/31/2012 12X4210 1210830 09/30/2031 02004 4.029998400 11,582,000.0000 427,858.21 08/31/2012 12X4210 1210830 09/30/2032 02004 4.029998400 5,497,000.0000 203,068.26 08/31/2012 12X4210 1210830 09/30/2033 02004 4.029998400 6,090,000.0000 224,974.66 08/31/2012 12X4210 1210830 09/30/2034 02004 4.029998400 3,411,000.0000 126,007.97 08/31/2012 12X4210 1210830 09/30/2035 02004 4.029998400 572,000.0000 21,130.62 08/31/2012 12X4210 1210830 09/30/2027 02005 4.349998800 22,208,100.0000 885,547.74 08/31/2012 12X4210 1210830 09/30/2031 02005 4.349998800 22,576,000.0000 900,217.75 08/31/2012 12X4210 1210830 09/30/2032 02005 4.349998800 12,333,000.0000 491,778.24 08/31/2012 12X4210 1210830 09/30/2033 02005 4.349998800 2,878,000.0000 114,760.22 08/31/2012 12X4210 1210830 09/30/2034 02005 4.349998800 4,812,000.0000 191,878.45 08/31/2012 12X4210 1210830 09/30/2035 02005 4.349998800 2,961,414.0000 118,086.35 08/31/2012 ------------------------ ---------------------- 362,856,606.9300 15,922,401.14 ======================== ====================== 362,856,606.9300 15,922,401.14 ============================================================================================================================ 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 02000 08/29/2012 INT + 0.0000 70,272.02 476855 1210830 09/30/2021 02002 03/27/2012 INT + 0.0000 72,733.05 476810 1210830 09/30/2021 02002 08/29/2012 INT + 0.0000 52,056.00 476861 1210830 09/30/2022 01999 03/27/2012 INT + 0.0000 12,685.54 476804 1210830 09/30/2022 01999 08/29/2012 INT + 0.0000 66,154.51 476853 1210830 09/30/2023 02001 03/27/2012 INT + 0.0000 72,538.55 476808 1210830 09/30/2023 02001 08/29/2012 INT + 0.0000 28,812.68 476857 1210830 09/30/2023 02001 08/29/2012 INT + 0.0000 55,056.05 476859 1210830 09/30/2025 02003 03/27/2012 INT + 0.0000 72,100.24 476812 1210830 09/30/2025 02003 08/29/2012 INT + 0.0000 60,821.99 476863 1210830 09/30/2026 02004 03/27/2012 INT + 0.0000 29,512.24 476814 1210830 09/30/2026 02004 08/29/2012 INT + 0.0000 64,834.05 476865 1210830 09/30/2026 02004 08/29/2012 INT + 0.0000 27,654.41 476867 1210830 09/30/2027 01992 03/27/2012 INT + 0.0000 6,781.42 476790 1210830 09/30/2027 01992 08/29/2012 INT + 0.0000 16,623.39 476837 1210830 09/30/2027 01992 08/29/2012 INT + 0.0000 10,250.17 476839 1210830 09/30/2027 02005 08/29/2012 INT + 0.0000 115,492.47 476869 1210830 09/30/2028 01993 03/27/2012 INT + 0.0000 8,925.12 476792 1210830 09/30/2028 01993 08/29/2012 INT + 0.0000 36,504.00 476841 1210830 09/30/2029 01994 03/27/2012 INT + 0.0000 17,962.62 476794 1210830 09/30/2029 01994 08/29/2012 INT + 0.0000 133,055.99 476843 1210830 09/30/2030 01997 03/27/2012 INT + 0.0000 9,749.34 476800 1210830 09/30/2030 01997 08/29/2012 INT + 0.0000 44,716.51 476849 1210830 09/30/2030 01998 03/27/2012 INT + 0.0000 17,754.87 476802 1210830 09/30/2030 01998 08/29/2012 INT + 0.0000 112,013.99 476851 1210830 09/30/2031 01995 03/27/2012 INT + 0.0000 9,611.16 476796 1210830 09/30/2031 01995 08/29/2012 INT + 0.0000 44,793.00 476845 1210830 09/30/2031 01996 03/27/2012 INT + 0.0000 6,353.68 476798 1210830 09/30/2031 01996 08/29/2012 INT + 0.0000 41,456.26 476847 ------------------------ ---------------------- 0.0000 1,332,621.87 ======================== ====================== 0.0000 1,332,621.87