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 336,795.93 05/31/2012 12X4219 1219307 09/30/2037 01992 6.789999600 2,860,000.0000 129,462.66 05/31/2012 12X4219 1219307 09/30/2041 01992 6.789999600 87,000.0000 3,938.20 05/31/2012 12X4219 1219307 09/30/2025 01993 6.850000800 7,050,383.0000 321,967.53 05/31/2012 12X4219 1219307 09/30/2029 01993 6.850000800 1,200,000.0000 54,800.01 05/31/2012 12X4219 1219307 09/30/2030 01993 6.850000800 200,000.0000 9,133.33 05/31/2012 12X4219 1219307 09/30/2034 01993 6.850000800 90,000.0000 4,110.00 05/31/2012 12X4219 1219307 09/30/2037 01993 6.850000800 1,230,000.0000 56,170.01 05/31/2012 12X4219 1219307 09/30/2038 01993 6.850000800 28,000.0000 1,278.67 05/31/2012 12X4219 1219307 09/30/2041 01993 6.850000800 192,000.0000 8,768.00 05/31/2012 12X4219 1219307 09/30/2025 01994 6.890000400 2,979,003.0000 136,835.55 05/31/2012 12X4219 1219307 09/30/2026 01994 6.890000400 5,000,000.0000 229,666.68 05/31/2012 12X4219 1219307 09/30/2027 01994 6.890000400 5,000,000.0000 229,666.68 05/31/2012 12X4219 1219307 09/30/2028 01994 6.890000400 2,800,000.0000 128,613.34 05/31/2012 12X4219 1219307 09/30/2029 01994 6.890000400 3,932,000.0000 180,609.88 05/31/2012 12X4219 1219307 09/30/2036 01994 6.890000400 120,000.0000 5,512.00 05/31/2012 12X4219 1219307 09/30/2037 01994 6.890000400 4,420,000.0000 203,025.35 05/31/2012 12X4219 1219307 09/30/2039 01994 6.890000400 1,000,000.0000 45,933.34 05/31/2012 12X4219 1219307 09/30/2041 01994 6.890000400 346,000.0000 15,892.93 05/31/2012 12X4219 1219307 09/30/2027 01995 6.419998800 10,696,060.0000 457,791.28 05/31/2012 12X4219 1219307 09/30/2028 01995 6.419998800 6,000,000.0000 256,799.95 05/31/2012 12X4219 1219307 09/30/2029 01995 6.419998800 2,000,000.0000 85,599.98 05/31/2012 12X4219 1219307 09/30/2031 01995 6.419998800 2,000,000.0000 85,599.98 05/31/2012 12X4219 1219307 09/30/2033 01995 6.419998800 1,000,000.0000 42,799.99 05/31/2012 12X4219 1219307 09/30/2034 01995 6.419998800 110,000.0000 4,708.00 05/31/2012 12X4219 1219307 09/30/2036 01995 6.419998800 140,000.0000 5,992.00 05/31/2012 12X4219 1219307 09/30/2037 01995 6.419998800 4,750,000.0000 203,299.96 05/31/2012 12X4219 1219307 09/30/2039 01995 6.419998800 2,991,000.0000 128,014.78 05/31/2012 12X4219 1219307 09/30/2041 01995 6.419998800 74,000.0000 3,167.20 05/31/2012 12X4219 1219307 09/30/2027 01996 6.109999200 4,321,783.0000 176,040.60 05/31/2012 12X4219 1219307 09/30/2028 01996 6.109999200 2,000,000.0000 81,466.66 05/31/2012 12X4219 1219307 09/30/2029 01996 6.109999200 1,000,000.0000 40,733.33 05/31/2012 12X4219 1219307 09/30/2032 01996 6.109999200 1,000,000.0000 40,733.33 05/31/2012 12X4219 1219307 09/30/2033 01996 6.109999200 1,000,000.0000 40,733.33 05/31/2012 12X4219 1219307 09/30/2034 01996 6.109999200 300,000.0000 12,220.00 05/31/2012 12X4219 1219307 09/30/2036 01996 6.109999200 298,000.0000 12,138.53 05/31/2012 12X4219 1219307 09/30/2037 01996 6.109999200 1,082,000.0000 44,073.46 05/31/2012 12X4219 1219307 09/30/2038 01996 6.109999200 902,000.0000 36,741.46 05/31/2012 12X4219 1219307 09/30/2039 01996 6.109999200 575,000.0000 23,421.66 05/31/2012 12X4219 1219307 09/30/2040 01996 6.109999200 229,000.0000 9,327.93 05/31/2012 12X4219 1219307 09/30/2041 01996 6.109999200 32,000.0000 1,303.47 05/31/2012 12X4219 1219307 09/30/2042 01996 6.109999200 6,000.0000 244.40 05/31/2012 12X4219 1219307 09/30/2029 01997 5.960001600 5,456,856.0000 216,819.14 05/31/2012 12X4219 1219307 09/30/2031 01997 5.960001600 3,000,000.0000 119,200.03 05/31/2012 12X4219 1219307 09/30/2032 01997 5.960001600 1,000,000.0000 39,733.34 05/31/2012 12X4219 1219307 09/30/2033 01997 5.960001600 1,000,000.0000 39,733.34 05/31/2012 12X4219 1219307 09/30/2034 01997 5.960001600 310,000.0000 12,317.34 05/31/2012 12X4219 1219307 09/30/2035 01997 5.960001600 360,000.0000 14,304.00 05/31/2012 12X4219 1219307 09/30/2036 01997 5.960001600 418,000.0000 16,608.54 05/31/2012 12X4219 1219307 09/30/2037 01997 5.960001600 1,626,000.0000 64,606.42 05/31/2012 12X4219 1219307 09/30/2038 01997 5.960001600 211,000.0000 8,383.74 05/31/2012 12X4219 1219307 09/30/2041 01997 5.960001600 332,000.0000 13,191.47 05/31/2012 12X4219 1219307 09/30/2029 01998 5.900000400 3,661.0000 144.00 05/31/2012 12X4219 1219307 09/30/2030 01998 5.900000400 2,700,000.0000 106,200.01 05/31/2012 12X4219 1219307 09/30/2031 01998 5.900000400 3,000,000.0000 118,000.01 05/31/2012 12X4219 1219307 09/30/2032 01998 5.900000400 2,000,000.0000 78,666.67 05/31/2012 12X4219 1219307 09/30/2033 01998 5.900000400 1,500,000.0000 59,000.00 05/31/2012 12X4219 1219307 09/30/2034 01998 5.900000400 800,000.0000 31,466.67 05/31/2012 12X4219 1219307 09/30/2036 01998 5.900000400 168,000.0000 6,608.00 05/31/2012 12X4219 1219307 09/30/2037 01998 5.900000400 1,712,000.0000 67,338.67 05/31/2012 12X4219 1219307 09/30/2038 01998 5.900000400 208,000.0000 8,181.33 05/31/2012 12X4219 1219307 09/30/2039 01998 5.900000400 250,000.0000 9,833.33 05/31/2012 12X4219 1219307 09/30/2041 01998 5.900000400 107,000.0000 4,208.67 05/31/2012 12X4219 1219307 09/30/2030 01999 5.850000000 235,465.0000 9,183.14 05/31/2012 12X4219 1219307 09/30/2031 01999 5.850000000 4,000,000.0000 156,000.00 05/31/2012 12X4219 1219307 09/30/2032 01999 5.850000000 3,000,000.0000 117,000.00 05/31/2012 12X4219 1219307 09/30/2033 01999 5.850000000 1,000,000.0000 39,000.00 05/31/2012 12X4219 1219307 09/30/2034 01999 5.850000000 1,280,000.0000 49,920.00 05/31/2012 12X4219 1219307 09/30/2035 01999 5.850000000 818,000.0000 31,902.00 05/31/2012 12X4219 1219307 09/30/2036 01999 5.850000000 405,000.0000 15,795.00 05/31/2012 12X4219 1219307 09/30/2037 01999 5.850000000 1,654,000.0000 64,506.00 05/31/2012 12X4219 1219307 09/30/2038 01999 5.850000000 143,000.0000 5,577.00 05/31/2012 12X4219 1219307 09/30/2041 01999 5.850000000 30,000.0000 1,170.00 05/31/2012 12X4219 1219307 09/30/2031 02000 5.609998800 2,785,398.0000 104,173.86 05/31/2012 12X4219 1219307 09/30/2032 02000 5.609998800 5,000,000.0000 186,999.96 05/31/2012 12X4219 1219307 09/30/2033 02000 5.609998800 3,000,000.0000 112,199.98 05/31/2012 12X4219 1219307 09/30/2034 02000 5.609998800 1,660,000.0000 62,083.99 05/31/2012 12X4219 1219307 09/30/2035 02000 5.609998800 1,300,000.0000 48,619.99 05/31/2012 12X4219 1219307 09/30/2036 02000 5.609998800 172,000.0000 6,432.80 05/31/2012 12X4219 1219307 09/30/2037 02000 5.609998800 2,206,000.0000 82,504.38 05/31/2012 12X4219 1219307 09/30/2038 02000 5.609998800 185,000.0000 6,919.00 05/31/2012 12X4219 1219307 09/30/2041 02000 5.609998800 140,000.0000 5,236.00 05/31/2012 12X4219 1219307 09/30/2033 02001 4.989999600 2,367,992.0000 78,775.19 05/31/2012 12X4219 1219307 09/30/2034 02001 4.989999600 4,500,000.0000 149,699.99 05/31/2012 12X4219 1219307 09/30/2035 02001 4.989999600 2,000,000.0000 66,533.33 05/31/2012 12X4219 1219307 09/30/2036 02001 4.989999600 1,852,000.0000 61,609.86 05/31/2012 12X4219 1219307 09/30/2037 02001 4.989999600 2,464,000.0000 81,969.06 05/31/2012 12X4219 1219307 09/30/2038 02001 4.989999600 1,293,000.0000 43,013.80 05/31/2012 12X4219 1219307 09/30/2039 02001 4.989999600 1,266,000.0000 42,115.60 05/31/2012 12X4219 1219307 09/30/2040 02001 4.989999600 180,000.0000 5,988.00 05/31/2012 12X4219 1219307 09/30/2041 02001 4.989999600 146,000.0000 4,856.93 05/31/2012 12X4219 1219307 09/30/2042 02001 4.989999600 62,000.0000 2,062.53 05/31/2012 12X4219 1219307 09/30/2033 02002 4.780000800 353,284.0000 11,257.99 05/31/2012 12X4219 1219307 09/30/2034 02002 4.780000800 6,300,000.0000 200,760.03 05/31/2012 12X4219 1219307 09/30/2035 02002 4.780000800 2,135,000.0000 68,035.34 05/31/2012 12X4219 1219307 09/30/2036 02002 4.780000800 2,353,000.0000 74,982.28 05/31/2012 12X4219 1219307 09/30/2037 02002 4.780000800 2,050,000.0000 65,326.68 05/31/2012 12X4219 1219307 09/30/2038 02002 4.780000800 1,436,000.0000 45,760.54 05/31/2012 12X4219 1219307 09/30/2039 02002 4.780000800 808,000.0000 25,748.27 05/31/2012 12X4219 1219307 09/30/2041 02002 4.780000800 265,000.0000 8,444.67 05/31/2012 12X4219 1219307 09/30/2034 02003 4.790001600 3,636,109.0000 116,113.12 05/31/2012 12X4219 1219307 09/30/2035 02003 4.790001600 5,035,000.0000 160,784.39 05/31/2012 12X4219 1219307 09/30/2036 02003 4.790001600 4,071,000.0000 130,000.64 05/31/2012 12X4219 1219307 09/30/2037 02003 4.790001600 4,095,000.0000 130,767.04 05/31/2012 12X4219 1219307 09/30/2038 02003 4.790001600 1,493,000.0000 47,676.48 05/31/2012 12X4219 1219307 09/30/2039 02003 4.790001600 1,179,000.0000 37,649.41 05/31/2012 12X4219 1219307 09/30/2040 02003 4.790001600 567,000.0000 18,106.21 05/31/2012 12X4219 1219307 09/30/2041 02003 4.790001600 359,000.0000 11,464.07 05/31/2012 12X4219 1219307 09/30/2042 02003 4.790001600 29,000.0000 926.07 05/31/2012 12X4219 1219307 09/30/2035 02004 4.700001600 4,494,553.0000 140,829.38 05/31/2012 12X4219 1219307 09/30/2036 02004 4.700001600 4,583,000.0000 143,600.72 05/31/2012 12X4219 1219307 09/30/2037 02004 4.700001600 4,142,000.0000 129,782.71 05/31/2012 12X4219 1219307 09/30/2038 02004 4.700001600 1,202,000.0000 37,662.68 05/31/2012 12X4219 1219307 09/30/2039 02004 4.700001600 969,000.0000 30,362.01 05/31/2012 12X4219 1219307 09/30/2040 02004 4.700001600 580,000.0000 18,173.34 05/31/2012 12X4219 1219307 09/30/2041 02004 4.700001600 476,000.0000 14,914.67 05/31/2012 12X4219 1219307 09/30/2042 02004 4.700001600 88,000.0000 2,757.33 05/31/2012 12X4219 1219307 09/30/2036 02005 4.759999200 5,023,617.0000 159,416.09 05/31/2012 12X4219 1219307 09/30/2037 02005 4.759999200 5,539,000.0000 175,770.90 05/31/2012 12X4219 1219307 09/30/2038 02005 4.759999200 2,340,000.0000 74,255.99 05/31/2012 12X4219 1219307 09/30/2039 02005 4.759999200 1,910,000.0000 60,610.66 05/31/2012 12X4219 1219307 09/30/2040 02005 4.759999200 1,244,000.0000 39,476.26 05/31/2012 12X4219 1219307 09/30/2041 02005 4.759999200 1,029,000.0000 32,653.59 05/31/2012 12X4219 1219307 09/30/2037 02006 4.690000800 3,573,874.0000 111,743.15 05/31/2012 12X4219 1219307 09/30/2038 02006 4.690000800 3,541,000.0000 110,715.29 05/31/2012 12X4219 1219307 09/30/2039 02006 4.690000800 5,528,000.0000 172,842.16 05/31/2012 12X4219 1219307 09/30/2040 02006 4.690000800 3,615,000.0000 113,029.02 05/31/2012 12X4219 1219307 09/30/2041 02006 4.690000800 1,372,000.0000 42,897.87 05/31/2012 12X4219 1219307 09/30/2042 02006 4.690000800 116,000.0000 3,626.93 05/31/2012 12X4219 1219307 09/30/2038 02007 4.470001200 6,527,441.0000 194,517.79 05/31/2012 12X4219 1219307 09/30/2039 02007 4.470001200 4,136,000.0000 123,252.83 05/31/2012 12X4219 1219307 09/30/2040 02007 4.470001200 4,483,000.0000 133,593.44 05/31/2012 12X4219 1219307 09/30/2041 02007 4.470001200 2,193,000.0000 65,351.42 05/31/2012 12X4219 1219307 09/30/2042 02007 4.470001200 576,000.0000 17,164.80 05/31/2012 12X4219 1219307 09/30/2039 02008 4.359999600 6,140,938.0000 178,496.58 05/31/2012 12X4219 1219307 09/30/2040 02008 4.359999600 5,423,000.0000 157,628.52 05/31/2012 12X4219 1219307 09/30/2041 02008 4.359999600 4,351,000.0000 126,469.06 05/31/2012 12X4219 1219307 09/30/2042 02008 4.359999600 900,000.0000 26,160.00 05/31/2012 12X4219 1219307 09/30/2040 02009 4.560001200 6,409,473.0000 194,848.03 05/31/2012 12X4219 1219307 09/30/2041 02009 4.560001200 4,146,000.0000 126,038.43 05/31/2012 12X4219 1219307 09/30/2042 02009 4.560001200 1,000,000.0000 30,400.01 05/31/2012 12X4219 1219307 09/30/2041 02010 3.009999600 6,734,886.0000 135,146.69 05/31/2012 12X4219 1219307 09/30/2042 02010 3.009999600 3,081,000.0000 61,825.39 05/31/2012 12X4219 1219307 09/30/2041 02011 3.009999600 74,422.0000 1,493.40 05/31/2012 12X4219 1219307 09/30/2042 02011 3.009999600 1,258,000.0000 25,243.86 05/31/2012 ------------------------ ---------------------- 304,753,462.0000 10,938,077.71 ======================== ====================== 304,753,462.0000 10,938,077.71 ============================================================================================================================ 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