Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 216 SUB-COHORT 12X4269 1269216 09/30/2042 02006 4.320000000 108,633.0000 1,564.32 01/31/2013 12X4269 1269216 09/30/2042 02007 3.800001600 1,282,347.0000 16,243.07 01/31/2013 12X4269 1269216 09/30/2044 02007 3.800001600 92,000.0000 1,165.33 01/31/2013 12X4269 1269216 09/30/2045 02007 3.800001600 3,000.0000 38.00 01/31/2013 12X4269 1269216 09/30/2043 02008 4.330000800 1,120,395.0000 16,171.04 01/31/2013 12X4269 1269216 09/30/2044 02008 4.330000800 4,169,000.0000 60,172.58 01/31/2013 12X4269 1269216 09/30/2043 02009 4.320000000 892,908.0000 12,857.88 01/31/2013 12X4269 1269216 09/30/2044 02009 4.320000000 4,616,000.0000 66,470.40 01/31/2013 12X4269 1269216 09/30/2045 02009 4.320000000 667,000.0000 9,604.80 01/31/2013 12X4269 1269216 09/30/2044 02010 3.369999600 97,733.0000 1,097.87 01/31/2013 12X4269 1269216 09/30/2045 02010 3.369999600 2,153,000.0000 24,185.36 01/31/2013 12X4269 1269216 09/30/2046 02010 3.369999600 7,000.0000 78.63 01/31/2013 12X4269 1269216 09/30/2045 02011 4.410000000 1,013,000.0000 14,891.10 01/31/2013 12X4269 1269216 09/30/2046 02011 4.410000000 255,000.0000 3,748.50 01/31/2013 12X4269 1269216 09/30/2045 02012 4.179999600 442,000.0000 6,158.53 01/31/2013 12X4269 1269216 09/30/2046 02012 4.179999600 108,000.0000 1,504.80 01/31/2013 ------------------------ ---------------------- 17,027,016.0000 235,952.21 230 SUB-COHORT 12X4269 1269230 09/30/2040 02005 4.730000400 80,475.0000 1,268.82 01/31/2013 12X4269 1269230 09/30/2041 02005 4.730000400 707,000.0000 11,147.03 01/31/2013 12X4269 1269230 09/30/2042 02005 4.730000400 876,000.0000 13,811.60 01/31/2013 12X4269 1269230 09/30/2043 02005 4.730000400 630,000.0000 9,933.00 01/31/2013 12X4269 1269230 09/30/2044 02005 4.730000400 175,000.0000 2,759.17 01/31/2013 12X4269 1269230 09/30/2045 02005 4.730000400 1,219,000.0000 19,219.57 01/31/2013 12X4269 1269230 09/30/2041 02006 4.470001200 89,407.0000 1,332.16 01/31/2013 12X4269 1269230 09/30/2042 02006 4.470001200 1,269,000.0000 18,908.11 01/31/2013 12X4269 1269230 09/30/2043 02006 4.470001200 205,000.0000 3,054.50 01/31/2013 12X4269 1269230 09/30/2044 02006 4.470001200 701,000.0000 10,444.90 01/31/2013 12X4269 1269230 09/30/2045 02006 4.470001200 296,000.0000 4,410.40 01/31/2013 12X4269 1269230 09/30/2044 02007 4.550000400 358,098.0000 5,431.15 01/31/2013 12X4269 1269230 09/30/2045 02007 4.550000400 556,000.0000 8,432.67 01/31/2013 12X4269 1269230 09/30/2042 02008 4.839998400 347,383.0000 5,604.44 01/31/2013 12X4269 1269230 09/30/2044 02008 4.839998400 426,000.0000 6,872.80 01/31/2013 12X4269 1269230 09/30/2045 02008 4.839998400 103,000.0000 1,661.73 01/31/2013 12X4269 1269230 09/30/2045 02009 4.880001600 1,046,022.0000 17,015.30 01/31/2013 12X4269 1269230 09/30/2046 02011 4.230000000 440,000.0000 6,204.00 01/31/2013 ------------------------ ---------------------- 9,524,385.0000 147,511.35 215 SUB-COHORT 12X4269 1269215 09/30/2058 02006 4.650001200 11,505,623.0000 178,337.20 01/31/2013 12X4269 1269215 09/30/2059 02006 4.650001200 4,549,000.0000 70,509.52 01/31/2013 12X4269 1269215 09/30/2060 02006 4.650001200 1,000,000.0000 15,500.00 01/31/2013 12X4269 1269215 09/30/2062 02006 4.650001200 85,000.0000 1,317.50 01/31/2013 12X4269 1269215 09/30/2059 02007 4.219999200 15,606,234.0000 219,527.65 01/31/2013 12X4269 1269215 09/30/2060 02007 4.219999200 2,802,000.0000 39,414.79 01/31/2013 12X4269 1269215 09/30/2061 02007 4.219999200 1,428,000.0000 20,087.20 01/31/2013 12X4269 1269215 09/30/2062 02007 4.219999200 997,000.0000 14,024.46 01/31/2013 12X4269 1269215 09/30/2060 02008 4.010000400 7,882,984.0000 105,369.23 01/31/2013 12X4269 1269215 09/30/2061 02008 4.010000400 23,209,000.0000 310,227.00 01/31/2013 12X4269 1269215 09/30/2062 02008 4.010000400 4,997,100.0000 66,794.58 01/31/2013 12X4269 1269215 09/30/2061 02009 4.250001600 11,493,659.0000 162,826.90 01/31/2013 12X4269 1269215 09/30/2062 02009 4.250001600 5,189,000.0000 73,510.86 01/31/2013 12X4269 1269215 09/30/2061 02010 3.639999600 1,504,636.0000 18,256.25 01/31/2013 12X4269 1269215 09/30/2062 02010 3.639999600 27,855,250.0000 337,977.00 01/31/2013 12X4269 1269215 09/30/2063 02010 3.639999600 3,764,000.0000 45,669.86 01/31/2013 12X4269 1269215 09/30/2062 02011 4.410000000 19,980,695.0000 293,716.22 01/31/2013 12X4269 1269215 09/30/2062 02012 4.410000000 1,211,000.0000 17,801.70 01/31/2013 12X4269 1269215 09/30/2063 02012 4.410000000 10,761,000.0000 158,186.70 01/31/2013 ------------------------ ---------------------- 155,821,181.0000 2,149,054.62 217 SUB-COHORT 12X4269 1269217 09/30/2042 02006 4.910000400 1,633,253.0000 26,730.91 01/31/2013 12X4269 1269217 09/30/2044 02006 4.910000400 109,000.0000 1,783.97 01/31/2013 12X4269 1269217 09/30/2045 02006 4.910000400 204,000.0000 3,338.80 01/31/2013 12X4269 1269217 09/30/2042 02007 4.590000000 918,842.0000 14,058.28 01/31/2013 12X4269 1269217 09/30/2044 02007 4.590000000 230,000.0000 3,519.00 01/31/2013 12X4269 1269217 09/30/2045 02007 4.590000000 16,000.0000 244.80 01/31/2013 12X4269 1269217 09/30/2044 02008 4.539999600 3,089,965.0000 46,761.47 01/31/2013 12X4269 1269217 09/30/2045 02008 4.539999600 2,134,000.0000 32,294.53 01/31/2013 12X4269 1269217 09/30/2045 02009 4.799998800 1,753,198.0000 28,051.16 01/31/2013 12X4269 1269217 09/30/2046 02009 4.799998800 31,000.0000 496.00 01/31/2013 12X4269 1269217 09/30/2045 02010 3.570001200 7,698,644.0000 91,613.89 01/31/2013 12X4269 1269217 09/30/2046 02010 3.570001200 368,000.0000 4,379.20 01/31/2013 12X4269 1269217 09/30/2044 02011 4.839998400 420,039.0000 6,776.63 01/31/2013 12X4269 1269217 09/30/2045 02011 4.839998400 1,024,000.0000 16,520.53 01/31/2013 12X4269 1269217 09/30/2046 02011 4.839998400 86,000.0000 1,387.47 01/31/2013 12X4269 1269217 09/30/2045 02012 4.439998800 160,000.0000 2,368.00 01/31/2013 12X4269 1269217 09/30/2046 02012 4.439998800 353,000.0000 5,224.40 01/31/2013 ------------------------ ---------------------- 20,228,941.0000 285,549.04 ======================== ====================== 202,601,523.0000 2,818,067.22 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00