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 108,633.0000 4,311.83 08/31/2012 12X4269 1269216 09/30/2042 02007 3.800001600 1,282,347.0000 44,668.44 08/31/2012 12X4269 1269216 09/30/2044 02007 3.800001600 92,000.0000 3,204.67 08/31/2012 12X4269 1269216 09/30/2045 02007 3.800001600 3,000.0000 104.50 08/31/2012 12X4269 1269216 09/30/2043 02008 5.050000800 1,120,395.0000 51,864.96 08/31/2012 12X4269 1269216 09/30/2044 02008 5.050000800 4,169,000.0000 192,989.99 08/31/2012 12X4269 1269216 09/30/2043 02009 4.759999200 892,908.0000 38,960.55 08/31/2012 12X4269 1269216 09/30/2044 02009 4.759999200 4,616,000.0000 201,411.43 08/31/2012 12X4269 1269216 09/30/2045 02009 4.759999200 667,000.0000 29,103.43 08/31/2012 12X4269 1269216 09/30/2044 02010 2.810001600 97,733.0000 2,517.44 08/31/2012 12X4269 1269216 09/30/2045 02010 2.810001600 2,153,000.0000 55,457.72 08/31/2012 12X4269 1269216 09/30/2045 02011 2.810001600 1,013,000.0000 26,093.21 08/31/2012 12X4269 1269216 09/30/2045 02012 2.810001600 442,000.0000 11,385.19 08/31/2012 ------------------------ ---------------------- 16,657,016.0000 662,073.36 230 SUB-COHORT 12X4269 1269230 09/30/2040 02005 4.860000000 80,475.0000 3,585.16 08/31/2012 12X4269 1269230 09/30/2041 02005 4.860000000 707,000.0000 31,496.85 08/31/2012 12X4269 1269230 09/30/2042 02005 4.860000000 876,000.0000 39,025.80 08/31/2012 12X4269 1269230 09/30/2043 02005 4.860000000 630,000.0000 28,066.50 08/31/2012 12X4269 1269230 09/30/2044 02005 4.860000000 175,000.0000 7,796.25 08/31/2012 12X4269 1269230 09/30/2045 02005 4.860000000 645,000.0000 28,734.75 08/31/2012 12X4269 1269230 09/30/2041 02006 4.740001200 89,407.0000 3,884.74 08/31/2012 12X4269 1269230 09/30/2042 02006 4.740001200 1,269,000.0000 55,138.06 08/31/2012 12X4269 1269230 09/30/2043 02006 4.740001200 205,000.0000 8,907.25 08/31/2012 12X4269 1269230 09/30/2044 02006 4.740001200 701,000.0000 30,458.46 08/31/2012 12X4269 1269230 09/30/2045 02006 4.740001200 274,000.0000 11,905.30 08/31/2012 12X4269 1269230 09/30/2044 02007 5.140000800 358,098.0000 16,872.39 08/31/2012 12X4269 1269230 09/30/2045 02007 5.140000800 556,000.0000 26,196.87 08/31/2012 12X4269 1269230 09/30/2042 02008 4.970001600 347,383.0000 15,826.20 08/31/2012 12X4269 1269230 09/30/2044 02008 4.970001600 426,000.0000 19,407.86 08/31/2012 12X4269 1269230 09/30/2045 02008 4.970001600 62,000.0000 2,824.62 08/31/2012 12X4269 1269230 09/30/2045 02009 4.970001600 1,046,022.0000 47,655.03 08/31/2012 ------------------------ ---------------------- 8,447,385.0000 377,782.09 215 SUB-COHORT 12X4269 1269215 09/30/2058 02006 4.730000400 11,505,623.0000 498,864.68 08/31/2012 12X4269 1269215 09/30/2059 02006 4.730000400 4,549,000.0000 197,237.08 08/31/2012 12X4269 1269215 09/30/2060 02006 4.730000400 1,000,000.0000 43,358.34 08/31/2012 12X4269 1269215 09/30/2062 02006 4.730000400 85,000.0000 3,685.46 08/31/2012 12X4269 1269215 09/30/2059 02007 4.470001200 15,606,234.0000 639,465.61 08/31/2012 12X4269 1269215 09/30/2060 02007 4.470001200 2,802,000.0000 114,811.98 08/31/2012 12X4269 1269215 09/30/2061 02007 4.470001200 1,428,000.0000 58,512.32 08/31/2012 12X4269 1269215 09/30/2062 02007 4.470001200 997,000.0000 40,852.09 08/31/2012 12X4269 1269215 09/30/2060 02008 4.709998800 7,882,984.0000 340,347.75 08/31/2012 12X4269 1269215 09/30/2061 02008 4.709998800 23,209,000.0000 1,002,048.32 08/31/2012 12X4269 1269215 09/30/2062 02008 4.709998800 4,997,100.0000 215,749.74 08/31/2012 12X4269 1269215 09/30/2061 02009 4.780000800 11,493,659.0000 503,613.91 08/31/2012 12X4269 1269215 09/30/2062 02009 4.780000800 5,189,000.0000 227,364.72 08/31/2012 12X4269 1269215 09/30/2061 02010 4.780000800 1,504,636.0000 65,928.15 08/31/2012 12X4269 1269215 09/30/2062 02010 4.780000800 27,855,250.0000 1,220,524.41 08/31/2012 12X4269 1269215 09/30/2062 02011 4.780000800 19,980,695.0000 875,487.60 08/31/2012 12X4269 1269215 09/30/2062 02012 4.780000800 1,211,000.0000 53,061.99 08/31/2012 ------------------------ ---------------------- 141,296,181.0000 6,100,914.15 217 SUB-COHORT 12X4269 1269217 09/30/2042 02006 4.960000800 1,633,253.0000 74,258.58 08/31/2012 12X4269 1269217 09/30/2044 02006 4.960000800 109,000.0000 4,955.87 08/31/2012 12X4269 1269217 09/30/2045 02006 4.960000800 204,000.0000 9,275.20 08/31/2012 12X4269 1269217 09/30/2042 02007 4.590000000 918,842.0000 38,660.28 08/31/2012 12X4269 1269217 09/30/2044 02007 4.590000000 230,000.0000 9,677.25 08/31/2012 12X4269 1269217 09/30/2045 02007 4.590000000 16,000.0000 673.20 08/31/2012 12X4269 1269217 09/30/2044 02008 4.849999200 3,089,965.0000 137,374.67 08/31/2012 12X4269 1269217 09/30/2045 02008 4.849999200 2,134,000.0000 94,874.07 08/31/2012 12X4269 1269217 09/30/2045 02009 4.970001600 1,753,198.0000 79,872.80 08/31/2012 12X4269 1269217 09/30/2045 02010 3.189999600 7,698,644.0000 225,121.15 08/31/2012 12X4269 1269217 09/30/2044 02011 3.189999600 420,039.0000 12,282.64 08/31/2012 12X4269 1269217 09/30/2045 02011 3.189999600 1,024,000.0000 29,943.46 08/31/2012 12X4269 1269217 09/30/2045 02012 3.189999600 160,000.0000 4,678.67 08/31/2012 ------------------------ ---------------------- 19,390,941.0000 721,647.84 ======================== ====================== 185,791,523.0000 7,862,417.44 ============================================================================================================================ 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 09/30/2058 02006 08/29/2012 INT + 0.0000 128,774.26 476761 1269215 09/30/2059 02007 03/28/2012 INT + 0.0000 24,311.57 476648 1269215 09/30/2059 02007 08/29/2012 INT + 0.0000 180,833.90 476763 1269215 09/30/2060 02008 03/28/2012 INT + 0.0000 116,949.64 476650 1269215 09/30/2060 02008 08/29/2012 INT + 0.0000 203,471.95 476765 1269215 09/30/2060 02009 03/28/2012 INT + 0.0000 80,264.36 476652 1269215 09/30/2060 02009 08/29/2012 INT + 0.0000 56,993.36 476767 1269215 09/30/2061 02009 08/29/2012 INT + 0.0000 87,123.66 476769 1269215 09/30/2061 02010 03/28/2012 INT + 0.0000 366,061.16 476654 1269215 09/30/2061 02010 08/29/2012 INT + 0.0000 139,576.02 476771 1269215 09/30/2061 02011 03/28/2012 INT + 0.0000 750,013.31 476656 1269215 09/30/2061 02011 08/29/2012 INT + 0.0000 14,786.81 476773 1269215 09/30/2062 02011 08/29/2012 INT + 0.0000 214,653.23 476775 1269215 09/30/2062 02012 08/29/2012 INT + 0.0000 14,722.40 476777 1269216 09/30/2041 02007 03/28/2012 INT + 0.0000 464.60 476620 1269216 09/30/2041 02007 08/29/2012 INT + 0.0000 314.39 476713 1269216 09/30/2041 02007 08/29/2012 INT + 0.0000 528.20 476715 1269216 09/30/2042 02006 03/28/2012 INT + 0.0000 109.70 476618 1269216 09/30/2042 02006 08/29/2012 INT + 0.0000 97.43 476711 1269216 09/30/2042 02007 08/29/2012 INT + 0.0000 107.41 476717 1269216 09/30/2043 02008 03/28/2012 INT + 0.0000 29,709.28 476622 1269216 09/30/2043 02008 08/29/2012 INT + 0.0000 12,372.50 476719 1269216 09/30/2043 02009 03/28/2012 INT + 0.0000 48,530.38 476624 1269216 09/30/2043 02009 08/29/2012 INT + 0.0000 2,641.80 476721 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 1269216 09/30/2044 02010 08/29/2012 INT + 0.0000 13,207.01 476723 1269216 09/30/2045 02011 08/29/2012 INT + 0.0000 9,483.76 476725 1269216 09/30/2045 02012 08/29/2012 INT + 0.0000 4,074.50 476727 1269216 09/30/2045 02012 08/29/2012 INT + 0.0000 1,587.65 476729 1269217 09/30/2042 02006 03/28/2012 INT + 0.0000 1,404.84 476630 1269217 09/30/2042 02006 08/29/2012 INT + 0.0000 2,430.40 476743 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 02008 08/29/2012 INT + 0.0000 3,757.90 476745 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 02008 08/29/2012 INT + 0.0000 1,698.35 476747 1269217 09/30/2044 02009 03/28/2012 INT + 0.0000 18,843.81 476638 1269217 09/30/2044 02009 08/29/2012 INT + 0.0000 19,325.80 476749 1269217 09/30/2044 02010 03/28/2012 INT + 0.0000 10,612.42 476642 1269217 09/30/2044 02010 08/29/2012 INT + 0.0000 46,185.52 476753 1269217 09/30/2044 02011 03/28/2012 INT + 0.0000 21,005.52 476644 1269217 09/30/2044 02011 08/29/2012 INT + 0.0000 10,782.20 476757 1269217 09/30/2045 02009 08/29/2012 INT + 0.0000 1,585.48 476751 1269217 09/30/2045 02010 08/29/2012 INT + 0.0000 18,635.28 476755 1269217 09/30/2045 02012 08/29/2012 INT + 0.0000 2,105.40 476759 1269230 09/30/2040 02005 03/28/2012 INT + 0.0000 5,203.23 476604 1269230 09/30/2040 02005 08/29/2012 INT + 0.0000 5,248.80 476731 1269230 09/30/2041 02006 03/28/2012 INT + 0.0000 6,898.90 476606 1269230 09/30/2041 02006 08/29/2012 INT + 0.0000 1,066.50 476733 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 09/30/2043 02009 08/29/2012 INT + 0.0000 273.90 476737 1269230 09/30/2044 02007 03/28/2012 INT + 0.0000 8,041.58 476612 1269230 09/30/2044 02007 08/29/2012 INT + 0.0000 3,700.80 476735 1269230 09/30/2044 02009 08/29/2012 INT + 0.0000 5,839.75 476739 1269230 09/30/2045 02009 08/29/2012 INT + 0.0000 4,074.85 476741 ------------------------ ---------------------- 0.0000 2,786,569.03 ======================== ====================== 0.0000 2,786,569.03