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 6,864,264.0000 116,520.87 12/31/2012 12X4219 1219307 09/30/2037 01992 6.789999600 2,860,000.0000 48,548.50 12/31/2012 12X4219 1219307 09/30/2041 01992 6.789999600 87,000.0000 1,476.82 12/31/2012 12X4219 1219307 09/30/2042 01992 6.789999600 69,000.0000 1,171.27 12/31/2012 12X4219 1219307 09/30/2025 01993 6.850000800 6,780,383.0000 116,114.07 12/31/2012 12X4219 1219307 09/30/2029 01993 6.850000800 1,200,000.0000 20,550.00 12/31/2012 12X4219 1219307 09/30/2030 01993 6.850000800 200,000.0000 3,425.00 12/31/2012 12X4219 1219307 09/30/2034 01993 6.850000800 90,000.0000 1,541.25 12/31/2012 12X4219 1219307 09/30/2037 01993 6.850000800 1,230,000.0000 21,063.75 12/31/2012 12X4219 1219307 09/30/2038 01993 6.850000800 28,000.0000 479.50 12/31/2012 12X4219 1219307 09/30/2041 01993 6.850000800 192,000.0000 3,288.00 12/31/2012 12X4219 1219307 09/30/2042 01993 6.850000800 267,000.0000 4,572.38 12/31/2012 12X4219 1219307 09/30/2025 01994 6.890000400 1,809,003.0000 31,160.08 12/31/2012 12X4219 1219307 09/30/2026 01994 6.890000400 5,000,000.0000 86,125.01 12/31/2012 12X4219 1219307 09/30/2027 01994 6.890000400 5,000,000.0000 86,125.01 12/31/2012 12X4219 1219307 09/30/2028 01994 6.890000400 2,800,000.0000 48,230.00 12/31/2012 12X4219 1219307 09/30/2029 01994 6.890000400 3,932,000.0000 67,728.70 12/31/2012 12X4219 1219307 09/30/2036 01994 6.890000400 120,000.0000 2,067.00 12/31/2012 12X4219 1219307 09/30/2037 01994 6.890000400 4,420,000.0000 76,134.50 12/31/2012 12X4219 1219307 09/30/2039 01994 6.890000400 1,000,000.0000 17,225.00 12/31/2012 12X4219 1219307 09/30/2041 01994 6.890000400 346,000.0000 5,959.85 12/31/2012 12X4219 1219307 09/30/2042 01994 6.890000400 785,000.0000 13,521.63 12/31/2012 12X4219 1219307 09/30/2027 01995 6.419998800 9,076,060.0000 145,670.74 12/31/2012 12X4219 1219307 09/30/2028 01995 6.419998800 6,000,000.0000 96,299.98 12/31/2012 12X4219 1219307 09/30/2029 01995 6.419998800 2,000,000.0000 32,099.99 12/31/2012 12X4219 1219307 09/30/2031 01995 6.419998800 2,000,000.0000 32,099.99 12/31/2012 12X4219 1219307 09/30/2033 01995 6.419998800 1,000,000.0000 16,050.00 12/31/2012 12X4219 1219307 09/30/2034 01995 6.419998800 110,000.0000 1,765.50 12/31/2012 12X4219 1219307 09/30/2036 01995 6.419998800 140,000.0000 2,247.00 12/31/2012 12X4219 1219307 09/30/2037 01995 6.419998800 4,750,000.0000 76,237.49 12/31/2012 12X4219 1219307 09/30/2039 01995 6.419998800 2,991,000.0000 48,005.54 12/31/2012 12X4219 1219307 09/30/2041 01995 6.419998800 74,000.0000 1,187.70 12/31/2012 12X4219 1219307 09/30/2042 01995 6.419998800 199,000.0000 3,193.95 12/31/2012 12X4219 1219307 09/30/2027 01996 6.159999600 4,051,783.0000 62,397.45 12/31/2012 12X4219 1219307 09/30/2028 01996 6.159999600 2,000,000.0000 30,800.00 12/31/2012 12X4219 1219307 09/30/2029 01996 6.159999600 1,000,000.0000 15,400.00 12/31/2012 12X4219 1219307 09/30/2032 01996 6.159999600 1,000,000.0000 15,400.00 12/31/2012 12X4219 1219307 09/30/2033 01996 6.159999600 1,000,000.0000 15,400.00 12/31/2012 12X4219 1219307 09/30/2034 01996 6.159999600 300,000.0000 4,620.00 12/31/2012 12X4219 1219307 09/30/2036 01996 6.159999600 298,000.0000 4,589.20 12/31/2012 12X4219 1219307 09/30/2037 01996 6.159999600 1,082,000.0000 16,662.80 12/31/2012 12X4219 1219307 09/30/2038 01996 6.159999600 902,000.0000 13,890.80 12/31/2012 12X4219 1219307 09/30/2039 01996 6.159999600 575,000.0000 8,855.00 12/31/2012 12X4219 1219307 09/30/2040 01996 6.159999600 229,000.0000 3,526.60 12/31/2012 12X4219 1219307 09/30/2041 01996 6.159999600 32,000.0000 492.80 12/31/2012 12X4219 1219307 09/30/2042 01996 6.159999600 106,000.0000 1,632.40 12/31/2012 12X4219 1219307 09/30/2029 01997 6.040000800 4,601,856.0000 69,488.03 12/31/2012 12X4219 1219307 09/30/2031 01997 6.040000800 3,000,000.0000 45,300.01 12/31/2012 12X4219 1219307 09/30/2032 01997 6.040000800 1,000,000.0000 15,100.00 12/31/2012 12X4219 1219307 09/30/2033 01997 6.040000800 1,000,000.0000 15,100.00 12/31/2012 12X4219 1219307 09/30/2034 01997 6.040000800 310,000.0000 4,681.00 12/31/2012 12X4219 1219307 09/30/2035 01997 6.040000800 360,000.0000 5,436.00 12/31/2012 12X4219 1219307 09/30/2036 01997 6.040000800 418,000.0000 6,311.80 12/31/2012 12X4219 1219307 09/30/2037 01997 6.040000800 1,626,000.0000 24,552.60 12/31/2012 12X4219 1219307 09/30/2038 01997 6.040000800 211,000.0000 3,186.10 12/31/2012 12X4219 1219307 09/30/2041 01997 6.040000800 332,000.0000 5,013.20 12/31/2012 12X4219 1219307 09/30/2042 01997 6.040000800 315,000.0000 4,756.50 12/31/2012 12X4219 1219307 09/30/2030 01998 5.900000400 2,118,661.0000 31,250.25 12/31/2012 12X4219 1219307 09/30/2031 01998 5.900000400 3,000,000.0000 44,250.00 12/31/2012 12X4219 1219307 09/30/2032 01998 5.900000400 2,000,000.0000 29,500.00 12/31/2012 12X4219 1219307 09/30/2033 01998 5.900000400 1,500,000.0000 22,125.00 12/31/2012 12X4219 1219307 09/30/2034 01998 5.900000400 800,000.0000 11,800.00 12/31/2012 12X4219 1219307 09/30/2036 01998 5.900000400 168,000.0000 2,478.00 12/31/2012 12X4219 1219307 09/30/2037 01998 5.900000400 1,712,000.0000 25,252.00 12/31/2012 12X4219 1219307 09/30/2038 01998 5.900000400 208,000.0000 3,068.00 12/31/2012 12X4219 1219307 09/30/2039 01998 5.900000400 250,000.0000 3,687.50 12/31/2012 12X4219 1219307 09/30/2041 01998 5.900000400 107,000.0000 1,578.25 12/31/2012 12X4219 1219307 09/30/2042 01998 5.900000400 8,000.0000 118.00 12/31/2012 12X4219 1219307 09/30/2031 01999 5.910001200 3,965,465.0000 58,589.76 12/31/2012 12X4219 1219307 09/30/2032 01999 5.910001200 3,000,000.0000 44,325.01 12/31/2012 12X4219 1219307 09/30/2033 01999 5.910001200 1,000,000.0000 14,775.00 12/31/2012 12X4219 1219307 09/30/2034 01999 5.910001200 1,280,000.0000 18,912.00 12/31/2012 12X4219 1219307 09/30/2035 01999 5.910001200 818,000.0000 12,085.95 12/31/2012 12X4219 1219307 09/30/2036 01999 5.910001200 405,000.0000 5,983.88 12/31/2012 12X4219 1219307 09/30/2037 01999 5.910001200 1,654,000.0000 24,437.85 12/31/2012 12X4219 1219307 09/30/2038 01999 5.910001200 143,000.0000 2,112.83 12/31/2012 12X4219 1219307 09/30/2041 01999 5.910001200 30,000.0000 443.25 12/31/2012 12X4219 1219307 09/30/2042 01999 5.910001200 317,000.0000 4,683.68 12/31/2012 12X4219 1219307 09/30/2031 02000 5.699998800 1,930,398.0000 27,508.17 12/31/2012 12X4219 1219307 09/30/2032 02000 5.699998800 5,000,000.0000 71,249.99 12/31/2012 12X4219 1219307 09/30/2033 02000 5.699998800 3,000,000.0000 42,749.99 12/31/2012 12X4219 1219307 09/30/2034 02000 5.699998800 1,660,000.0000 23,655.00 12/31/2012 12X4219 1219307 09/30/2035 02000 5.699998800 1,300,000.0000 18,525.00 12/31/2012 12X4219 1219307 09/30/2036 02000 5.699998800 172,000.0000 2,451.00 12/31/2012 12X4219 1219307 09/30/2037 02000 5.699998800 2,206,000.0000 31,435.49 12/31/2012 12X4219 1219307 09/30/2038 02000 5.699998800 185,000.0000 2,636.25 12/31/2012 12X4219 1219307 09/30/2041 02000 5.699998800 140,000.0000 1,995.00 12/31/2012 12X4219 1219307 09/30/2042 02000 5.699998800 158,000.0000 2,251.50 12/31/2012 12X4219 1219307 09/30/2033 02001 4.979998800 1,557,992.0000 19,397.00 12/31/2012 12X4219 1219307 09/30/2034 02001 4.979998800 4,500,000.0000 56,024.99 12/31/2012 12X4219 1219307 09/30/2035 02001 4.979998800 2,000,000.0000 24,899.99 12/31/2012 12X4219 1219307 09/30/2036 02001 4.979998800 1,852,000.0000 23,057.39 12/31/2012 12X4219 1219307 09/30/2037 02001 4.979998800 2,464,000.0000 30,676.79 12/31/2012 12X4219 1219307 09/30/2038 02001 4.979998800 1,293,000.0000 16,097.85 12/31/2012 12X4219 1219307 09/30/2039 02001 4.979998800 1,266,000.0000 15,761.70 12/31/2012 12X4219 1219307 09/30/2040 02001 4.979998800 180,000.0000 2,241.00 12/31/2012 12X4219 1219307 09/30/2041 02001 4.979998800 146,000.0000 1,817.70 12/31/2012 12X4219 1219307 09/30/2042 02001 4.979998800 326,000.0000 4,058.70 12/31/2012 12X4219 1219307 09/30/2034 02002 4.809999600 6,293,284.0000 75,676.73 12/31/2012 12X4219 1219307 09/30/2035 02002 4.809999600 2,135,000.0000 25,673.37 12/31/2012 12X4219 1219307 09/30/2036 02002 4.809999600 2,353,000.0000 28,294.82 12/31/2012 12X4219 1219307 09/30/2037 02002 4.809999600 2,050,000.0000 24,651.25 12/31/2012 12X4219 1219307 09/30/2038 02002 4.809999600 1,436,000.0000 17,267.90 12/31/2012 12X4219 1219307 09/30/2039 02002 4.809999600 808,000.0000 9,716.20 12/31/2012 12X4219 1219307 09/30/2041 02002 4.809999600 265,000.0000 3,186.62 12/31/2012 12X4219 1219307 09/30/2042 02002 4.809999600 58,000.0000 697.45 12/31/2012 12X4219 1219307 09/30/2034 02003 4.799998800 3,276,109.0000 39,313.30 12/31/2012 12X4219 1219307 09/30/2035 02003 4.799998800 5,035,000.0000 60,419.98 12/31/2012 12X4219 1219307 09/30/2036 02003 4.799998800 4,071,000.0000 48,851.99 12/31/2012 12X4219 1219307 09/30/2037 02003 4.799998800 4,095,000.0000 49,139.99 12/31/2012 12X4219 1219307 09/30/2038 02003 4.799998800 1,493,000.0000 17,916.00 12/31/2012 12X4219 1219307 09/30/2039 02003 4.799998800 1,179,000.0000 14,148.00 12/31/2012 12X4219 1219307 09/30/2040 02003 4.799998800 567,000.0000 6,804.00 12/31/2012 12X4219 1219307 09/30/2041 02003 4.799998800 359,000.0000 4,308.00 12/31/2012 12X4219 1219307 09/30/2042 02003 4.799998800 108,000.0000 1,296.00 12/31/2012 12X4219 1219307 09/30/2035 02004 4.680000000 4,134,553.0000 48,374.27 12/31/2012 12X4219 1219307 09/30/2036 02004 4.680000000 4,583,000.0000 53,621.10 12/31/2012 12X4219 1219307 09/30/2037 02004 4.680000000 4,142,000.0000 48,461.40 12/31/2012 12X4219 1219307 09/30/2038 02004 4.680000000 1,202,000.0000 14,063.40 12/31/2012 12X4219 1219307 09/30/2039 02004 4.680000000 969,000.0000 11,337.30 12/31/2012 12X4219 1219307 09/30/2040 02004 4.680000000 580,000.0000 6,786.00 12/31/2012 12X4219 1219307 09/30/2041 02004 4.680000000 476,000.0000 5,569.20 12/31/2012 12X4219 1219307 09/30/2042 02004 4.680000000 365,000.0000 4,270.50 12/31/2012 12X4219 1219307 09/30/2043 02004 4.680000000 13,000.0000 152.10 12/31/2012 12X4219 1219307 09/30/2036 02005 4.680000000 4,033,617.0000 47,193.32 12/31/2012 12X4219 1219307 09/30/2037 02005 4.680000000 5,539,000.0000 64,806.30 12/31/2012 12X4219 1219307 09/30/2038 02005 4.680000000 2,340,000.0000 27,378.00 12/31/2012 12X4219 1219307 09/30/2039 02005 4.680000000 1,910,000.0000 22,347.00 12/31/2012 12X4219 1219307 09/30/2040 02005 4.680000000 1,244,000.0000 14,554.80 12/31/2012 12X4219 1219307 09/30/2041 02005 4.680000000 1,029,000.0000 12,039.30 12/31/2012 12X4219 1219307 09/30/2042 02005 4.680000000 200,000.0000 2,340.00 12/31/2012 12X4219 1219307 09/30/2037 02006 4.550000400 3,303,874.0000 37,581.57 12/31/2012 12X4219 1219307 09/30/2038 02006 4.550000400 3,541,000.0000 40,278.88 12/31/2012 12X4219 1219307 09/30/2039 02006 4.550000400 5,528,000.0000 62,881.01 12/31/2012 12X4219 1219307 09/30/2040 02006 4.550000400 3,615,000.0000 41,120.63 12/31/2012 12X4219 1219307 09/30/2041 02006 4.550000400 1,372,000.0000 15,606.50 12/31/2012 12X4219 1219307 09/30/2042 02006 4.550000400 774,000.0000 8,804.25 12/31/2012 12X4219 1219307 09/30/2043 02006 4.550000400 31,000.0000 352.63 12/31/2012 12X4219 1219307 09/30/2038 02007 4.430001600 6,077,441.0000 67,307.68 12/31/2012 12X4219 1219307 09/30/2039 02007 4.430001600 4,136,000.0000 45,806.22 12/31/2012 12X4219 1219307 09/30/2040 02007 4.430001600 4,483,000.0000 49,649.24 12/31/2012 12X4219 1219307 09/30/2041 02007 4.430001600 2,193,000.0000 24,287.48 12/31/2012 12X4219 1219307 09/30/2042 02007 4.430001600 1,129,000.0000 12,503.68 12/31/2012 12X4219 1219307 09/30/2043 02007 4.430001600 166,000.0000 1,838.45 12/31/2012 12X4219 1219307 09/30/2039 02008 4.200001200 6,140,938.0000 64,479.87 12/31/2012 12X4219 1219307 09/30/2040 02008 4.200001200 5,423,000.0000 56,941.52 12/31/2012 12X4219 1219307 09/30/2041 02008 4.200001200 4,351,000.0000 45,685.51 12/31/2012 12X4219 1219307 09/30/2042 02008 4.200001200 1,987,000.0000 20,863.51 12/31/2012 12X4219 1219307 09/30/2043 02008 4.200001200 251,000.0000 2,635.50 12/31/2012 12X4219 1219307 09/30/2040 02009 4.439998800 6,409,473.0000 71,145.13 12/31/2012 12X4219 1219307 09/30/2041 02009 4.439998800 4,146,000.0000 46,020.59 12/31/2012 12X4219 1219307 09/30/2042 02009 4.439998800 2,733,000.0000 30,336.29 12/31/2012 12X4219 1219307 09/30/2043 02009 4.439998800 217,000.0000 2,408.70 12/31/2012 12X4219 1219307 09/30/2041 02010 3.250000800 6,734,886.0000 54,720.96 12/31/2012 12X4219 1219307 09/30/2042 02010 3.250000800 4,512,000.0000 36,660.01 12/31/2012 12X4219 1219307 09/30/2043 02010 3.250000800 752,000.0000 6,110.00 12/31/2012 12X4219 1219307 09/30/2041 02011 4.430001600 74,422.0000 824.22 12/31/2012 12X4219 1219307 09/30/2042 02011 4.430001600 2,528,000.0000 27,997.61 12/31/2012 12X4219 1219307 09/30/2043 02011 4.430001600 765,000.0000 8,472.38 12/31/2012 12X4219 1219307 09/30/2042 02012 3.890001600 569,000.0000 5,533.53 12/31/2012 12X4219 1219307 09/30/2043 02012 3.890001600 316,000.0000 3,073.10 12/31/2012 ------------------------ ---------------------- 307,590,462.0000 4,103,007.31 ======================== ====================== 307,590,462.0000 4,103,007.31 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00