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 3,265.77 05/31/2012 12X4269 1269216 09/30/2041 02007 3.800001600 44,347.0000 1,123.46 05/31/2012 12X4269 1269216 09/30/2042 02007 3.800001600 1,288,000.0000 32,629.35 05/31/2012 12X4269 1269216 09/30/2044 02007 3.800001600 92,000.0000 2,330.67 05/31/2012 12X4269 1269216 09/30/2043 02008 5.050000800 1,610,395.0000 54,216.64 05/31/2012 12X4269 1269216 09/30/2044 02008 5.050000800 4,169,000.0000 140,356.36 05/31/2012 12X4269 1269216 09/30/2043 02009 4.759999200 1,003,908.0000 31,857.34 05/31/2012 12X4269 1269216 09/30/2044 02009 4.759999200 4,616,000.0000 146,481.04 05/31/2012 12X4269 1269216 09/30/2045 02009 4.759999200 40,000.0000 1,269.33 05/31/2012 12X4269 1269216 09/30/2044 02010 2.810001600 1,037,733.0000 19,440.21 05/31/2012 12X4269 1269216 09/30/2045 02010 2.810001600 966,000.0000 18,096.41 05/31/2012 12X4269 1269216 09/30/2045 02011 2.810001600 694,000.0000 13,000.94 05/31/2012 12X4269 1269216 09/30/2045 02012 2.810001600 290,000.0000 5,432.67 05/31/2012 ------------------------ ---------------------- 15,964,516.0000 469,500.19 230 SUB-COHORT 12X4269 1269230 09/30/2040 02005 4.860000000 296,475.0000 9,605.79 05/31/2012 12X4269 1269230 09/30/2041 02005 4.860000000 707,000.0000 22,906.80 05/31/2012 12X4269 1269230 09/30/2042 02005 4.860000000 876,000.0000 28,382.40 05/31/2012 12X4269 1269230 09/30/2043 02005 4.860000000 630,000.0000 20,412.00 05/31/2012 12X4269 1269230 09/30/2044 02005 4.860000000 175,000.0000 5,670.00 05/31/2012 12X4269 1269230 09/30/2045 02005 4.860000000 445,000.0000 14,418.00 05/31/2012 12X4269 1269230 09/30/2041 02006 4.740001200 134,407.0000 4,247.26 05/31/2012 12X4269 1269230 09/30/2042 02006 4.740001200 1,269,000.0000 40,100.41 05/31/2012 12X4269 1269230 09/30/2043 02006 4.740001200 205,000.0000 6,478.00 05/31/2012 12X4269 1269230 09/30/2044 02006 4.740001200 701,000.0000 22,151.61 05/31/2012 12X4269 1269230 09/30/2045 02006 4.740001200 48,000.0000 1,516.80 05/31/2012 12X4269 1269230 09/30/2044 02007 5.140000800 502,098.0000 17,205.23 05/31/2012 12X4269 1269230 09/30/2045 02007 5.140000800 331,000.0000 11,342.27 05/31/2012 12X4269 1269230 09/30/2042 02008 4.970001600 347,383.0000 11,509.96 05/31/2012 12X4269 1269230 09/30/2044 02008 4.970001600 426,000.0000 14,114.80 05/31/2012 12X4269 1269230 09/30/2043 02009 4.970001600 11,022.0000 365.20 05/31/2012 12X4269 1269230 09/30/2044 02009 4.970001600 235,000.0000 7,786.34 05/31/2012 12X4269 1269230 09/30/2045 02009 4.970001600 262,000.0000 8,680.94 05/31/2012 ------------------------ ---------------------- 7,601,385.0000 246,893.81 215 SUB-COHORT 12X4269 1269215 09/30/2058 02006 4.730000400 16,950,623.0000 534,509.69 05/31/2012 12X4269 1269215 09/30/2059 02006 4.730000400 4,549,000.0000 143,445.15 05/31/2012 12X4269 1269215 09/30/2060 02006 4.730000400 1,000,000.0000 31,533.34 05/31/2012 12X4269 1269215 09/30/2062 02006 4.730000400 85,000.0000 2,680.33 05/31/2012 12X4269 1269215 09/30/2059 02007 4.470001200 23,697,234.0000 706,177.76 05/31/2012 12X4269 1269215 09/30/2060 02007 4.470001200 2,802,000.0000 83,499.62 05/31/2012 12X4269 1269215 09/30/2061 02007 4.470001200 1,428,000.0000 42,554.41 05/31/2012 12X4269 1269215 09/30/2062 02007 4.470001200 608,000.0000 18,118.40 05/31/2012 12X4269 1269215 09/30/2060 02008 4.709998800 16,522,984.0000 518,821.57 05/31/2012 12X4269 1269215 09/30/2061 02008 4.709998800 23,209,000.0000 728,762.41 05/31/2012 12X4269 1269215 09/30/2062 02008 4.709998800 4,756,100.0000 149,341.50 05/31/2012 12X4269 1269215 09/30/2060 02009 4.780000800 2,384,659.0000 75,991.15 05/31/2012 12X4269 1269215 09/30/2061 02009 4.780000800 15,139,000.0000 482,429.55 05/31/2012 12X4269 1269215 09/30/2062 02009 4.780000800 3,497,000.0000 111,437.75 05/31/2012 12X4269 1269215 09/30/2061 02010 4.780000800 7,344,636.0000 234,049.11 05/31/2012 12X4269 1269215 09/30/2062 02010 4.780000800 21,264,250.0000 677,620.88 05/31/2012 12X4269 1269215 09/30/2061 02011 4.780000800 618,695.0000 19,715.75 05/31/2012 12X4269 1269215 09/30/2062 02011 4.780000800 21,168,000.0000 674,553.71 05/31/2012 12X4269 1269215 09/30/2062 02012 4.780000800 1,370,000.0000 43,657.34 05/31/2012 ------------------------ ---------------------- 168,394,181.0000 5,278,899.42 217 SUB-COHORT 12X4269 1269217 09/30/2042 02006 4.960000800 1,731,253.0000 57,246.78 05/31/2012 12X4269 1269217 09/30/2044 02006 4.960000800 109,000.0000 3,604.27 05/31/2012 12X4269 1269217 09/30/2045 02006 4.960000800 19,000.0000 628.27 05/31/2012 12X4269 1269217 09/30/2042 02007 4.590000000 918,842.0000 28,116.57 05/31/2012 12X4269 1269217 09/30/2044 02007 4.590000000 230,000.0000 7,038.00 05/31/2012 12X4269 1269217 09/30/2043 02008 4.849999200 154,965.0000 5,010.53 05/31/2012 12X4269 1269217 09/30/2044 02008 4.849999200 3,160,000.0000 102,173.32 05/31/2012 12X4269 1269217 09/30/2045 02008 4.849999200 59,000.0000 1,907.67 05/31/2012 12X4269 1269217 09/30/2044 02009 4.970001600 777,698.0000 25,767.74 05/31/2012 12X4269 1269217 09/30/2045 02009 4.970001600 132,000.0000 4,373.60 05/31/2012 12X4269 1269217 09/30/2044 02010 3.189999600 2,895,644.0000 61,580.69 05/31/2012 12X4269 1269217 09/30/2045 02010 3.189999600 1,503,000.0000 31,963.80 05/31/2012 12X4269 1269217 09/30/2044 02011 3.189999600 1,096,039.0000 23,309.09 05/31/2012 12X4269 1269217 09/30/2045 02011 3.189999600 287,000.0000 6,103.53 05/31/2012 ------------------------ ---------------------- 13,073,441.0000 358,823.86 ======================== ====================== 205,033,523.0000 6,354,117.28 ============================================================================================================================ 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