Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 830 SUB-COHORT 12X4210 1210830 09/30/2027 01992 6.670000800 1,594,480.9300 35,450.63 01/31/2013 12X4210 1210830 09/30/2035 01992 6.670000800 20,000.0000 444.67 01/31/2013 12X4210 1210830 09/30/2028 01993 6.860001600 5,580,943.0000 127,617.59 01/31/2013 12X4210 1210830 09/30/2032 01993 6.860001600 118,300.0000 2,705.13 01/31/2013 12X4210 1210830 09/30/2034 01993 6.860001600 48,000.0000 1,097.60 01/31/2013 12X4210 1210830 09/30/2035 01993 6.860001600 2,000.0000 45.73 01/31/2013 12X4210 1210830 09/30/2029 01994 6.090001200 11,401,798.0000 231,456.55 01/31/2013 12X4210 1210830 09/30/2031 01994 6.090001200 4,160,000.0000 84,448.02 01/31/2013 12X4210 1210830 09/30/2032 01994 6.090001200 100,000.0000 2,030.00 01/31/2013 12X4210 1210830 09/30/2034 01994 6.090001200 31,000.0000 629.30 01/31/2013 12X4210 1210830 09/30/2035 01994 6.090001200 23,000.0000 466.90 01/31/2013 12X4210 1210830 09/30/2031 01995 5.510001600 5,021,399.0000 92,226.39 01/31/2013 12X4210 1210830 09/30/2032 01995 5.510001600 7,320,000.0000 134,444.04 01/31/2013 12X4210 1210830 09/30/2033 01995 5.510001600 120,000.0000 2,204.00 01/31/2013 12X4210 1210830 09/30/2034 01995 5.510001600 100,000.0000 1,836.67 01/31/2013 12X4210 1210830 09/30/2035 01995 5.510001600 5,000.0000 91.83 01/31/2013 12X4210 1210830 09/30/2031 01996 5.299999200 1,912,457.0000 33,786.74 01/31/2013 12X4210 1210830 09/30/2032 01996 5.299999200 5,470,000.0000 96,636.65 01/31/2013 12X4210 1210830 09/30/2033 01996 5.299999200 322,000.0000 5,688.67 01/31/2013 12X4210 1210830 09/30/2034 01996 5.299999200 253,000.0000 4,469.67 01/31/2013 12X4210 1210830 09/30/2035 01996 5.299999200 183,000.0000 3,233.00 01/31/2013 12X4210 1210830 09/30/2030 01997 5.220000000 4,373,176.0000 76,093.26 01/31/2013 12X4210 1210830 09/30/2031 01997 5.220000000 3,877,000.0000 67,459.80 01/31/2013 12X4210 1210830 09/30/2032 01997 5.220000000 2,899,000.0000 50,442.60 01/31/2013 12X4210 1210830 09/30/2033 01997 5.220000000 471,000.0000 8,195.40 01/31/2013 12X4210 1210830 09/30/2035 01997 5.220000000 56,000.0000 974.40 01/31/2013 12X4210 1210830 09/30/2030 01998 4.939999200 14,987,989.0000 246,802.18 01/31/2013 12X4210 1210830 09/30/2031 01998 4.939999200 7,960,000.0000 131,074.65 01/31/2013 12X4210 1210830 09/30/2032 01998 4.939999200 2,268,000.0000 37,346.39 01/31/2013 12X4210 1210830 09/30/2033 01998 4.939999200 1,644,000.0000 27,071.20 01/31/2013 12X4210 1210830 09/30/2035 01998 4.939999200 22,000.0000 362.27 01/31/2013 12X4210 1210830 09/30/2022 01999 4.650001200 14,854,629.0000 230,246.81 01/31/2013 12X4210 1210830 09/30/2031 01999 4.650001200 5,548,000.0000 85,994.02 01/31/2013 12X4210 1210830 09/30/2032 01999 4.650001200 5,210,000.0000 80,755.02 01/31/2013 12X4210 1210830 09/30/2033 01999 4.650001200 5,066,000.0000 78,523.02 01/31/2013 12X4210 1210830 09/30/2034 01999 4.650001200 262,000.0000 4,061.00 01/31/2013 12X4210 1210830 09/30/2035 01999 4.650001200 340,000.0000 5,270.00 01/31/2013 12X4210 1210830 09/30/2036 01999 4.650001200 500,000.0000 7,750.00 01/31/2013 12X4210 1210830 09/30/2021 02000 4.870000800 29,898,043.0000 485,344.98 01/31/2013 12X4210 1210830 09/30/2031 02000 4.870000800 5,131,000.0000 83,293.25 01/31/2013 12X4210 1210830 09/30/2032 02000 4.870000800 2,223,000.0000 36,086.71 01/31/2013 12X4210 1210830 09/30/2033 02000 4.870000800 926,000.0000 15,032.07 01/31/2013 12X4210 1210830 09/30/2034 02000 4.870000800 153,000.0000 2,483.70 01/31/2013 12X4210 1210830 09/30/2023 02001 5.190001200 15,566,626.0000 269,302.69 01/31/2013 12X4210 1210830 09/30/2031 02001 5.190001200 4,514,000.0000 78,092.22 01/31/2013 12X4210 1210830 09/30/2032 02001 5.190001200 3,233,000.0000 55,930.91 01/31/2013 12X4210 1210830 09/30/2033 02001 5.190001200 1,940,000.0000 33,562.01 01/31/2013 12X4210 1210830 09/30/2034 02001 5.190001200 234,000.0000 4,048.20 01/31/2013 12X4210 1210830 09/30/2035 02001 5.190001200 275,000.0000 4,757.50 01/31/2013 12X4210 1210830 09/30/2021 02002 4.849999200 8,384,031.0000 135,541.81 01/31/2013 12X4210 1210830 09/30/2031 02002 4.849999200 3,211,000.0000 51,911.16 01/31/2013 12X4210 1210830 09/30/2032 02002 4.849999200 7,564,000.0000 122,284.65 01/31/2013 12X4210 1210830 09/30/2033 02002 4.849999200 7,861,000.0000 127,086.15 01/31/2013 12X4210 1210830 09/30/2034 02002 4.849999200 674,000.0000 10,896.33 01/31/2013 12X4210 1210830 09/30/2035 02002 4.849999200 3,072,000.0000 49,663.99 01/31/2013 12X4210 1210830 09/30/2025 02003 3.960000000 603,649.0000 7,968.17 01/31/2013 12X4210 1210830 09/30/2031 02003 3.960000000 5,748,000.0000 75,873.60 01/31/2013 12X4210 1210830 09/30/2032 02003 3.960000000 10,647,000.0000 140,540.40 01/31/2013 12X4210 1210830 09/30/2033 02003 3.960000000 8,514,000.0000 112,384.80 01/31/2013 12X4210 1210830 09/30/2034 02003 3.960000000 12,189,000.0000 160,894.80 01/31/2013 12X4210 1210830 09/30/2035 02003 3.960000000 4,496,000.0000 59,347.20 01/31/2013 12X4210 1210830 09/30/2026 02004 3.970000800 17,768,572.0000 235,137.48 01/31/2013 12X4210 1210830 09/30/2031 02004 3.970000800 11,582,000.0000 153,268.50 01/31/2013 12X4210 1210830 09/30/2032 02004 3.970000800 5,497,000.0000 72,743.65 01/31/2013 12X4210 1210830 09/30/2033 02004 3.970000800 6,090,000.0000 80,591.02 01/31/2013 12X4210 1210830 09/30/2034 02004 3.970000800 3,411,000.0000 45,138.91 01/31/2013 12X4210 1210830 09/30/2035 02004 3.970000800 572,000.0000 7,569.47 01/31/2013 12X4210 1210830 09/30/2027 02005 4.200001200 22,208,100.0000 310,913.49 01/31/2013 12X4210 1210830 09/30/2031 02005 4.200001200 22,576,000.0000 316,064.09 01/31/2013 12X4210 1210830 09/30/2032 02005 4.200001200 12,333,000.0000 172,662.05 01/31/2013 12X4210 1210830 09/30/2033 02005 4.200001200 2,878,000.0000 40,292.01 01/31/2013 12X4210 1210830 09/30/2034 02005 4.200001200 4,812,000.0000 67,368.02 01/31/2013 12X4210 1210830 09/30/2035 02005 4.200001200 2,961,414.0000 41,459.81 01/31/2013 12X4210 1210830 09/30/2036 02005 4.200001200 835,000.0000 11,690.00 01/31/2013 ------------------------ ---------------------- 364,706,606.9300 5,676,657.60 ======================== ====================== 364,706,606.9300 5,676,657.60 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00