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 118,200.0000 426.51 10/31/2011 12X4269 1269216 09/30/2041 02007 3.800001600 68,800.0000 217.87 10/31/2011 12X4269 1269216 09/30/2042 02007 3.800001600 1,288,000.0000 4,078.67 10/31/2011 12X4269 1269216 09/30/2044 02007 3.800001600 92,000.0000 291.33 10/31/2011 12X4269 1269216 09/30/2043 02008 5.050000800 2,787,000.0000 11,728.63 10/31/2011 12X4269 1269216 09/30/2044 02008 5.050000800 4,169,000.0000 17,544.54 10/31/2011 12X4269 1269216 09/30/2043 02009 4.759999200 3,043,000.0000 12,070.56 10/31/2011 12X4269 1269216 09/30/2044 02009 4.759999200 4,616,000.0000 18,310.13 10/31/2011 12X4269 1269216 09/30/2043 02010 2.810001600 37,000.0000 86.64 10/31/2011 12X4269 1269216 09/30/2044 02010 2.810001600 1,266,000.0000 2,964.55 10/31/2011 12X4269 1269216 09/30/2045 02010 2.810001600 101,000.0000 236.51 10/31/2011 ------------------------ ---------------------- 17,586,000.0000 67,955.94 230 SUB-COHORT 12X4269 1269230 09/30/2040 02005 4.860000000 510,600.0000 2,067.93 10/31/2011 12X4269 1269230 09/30/2041 02005 4.860000000 707,000.0000 2,863.35 10/31/2011 12X4269 1269230 09/30/2042 02005 4.860000000 876,000.0000 3,547.80 10/31/2011 12X4269 1269230 09/30/2043 02005 4.860000000 630,000.0000 2,551.50 10/31/2011 12X4269 1269230 09/30/2044 02005 4.860000000 175,000.0000 708.75 10/31/2011 12X4269 1269230 09/30/2045 02005 4.860000000 445,000.0000 1,802.25 10/31/2011 12X4269 1269230 09/30/2041 02006 4.740001200 425,500.0000 1,680.73 10/31/2011 12X4269 1269230 09/30/2042 02006 4.740001200 1,269,000.0000 5,012.55 10/31/2011 12X4269 1269230 09/30/2043 02006 4.740001200 205,000.0000 809.75 10/31/2011 12X4269 1269230 09/30/2044 02006 4.740001200 701,000.0000 2,768.95 10/31/2011 12X4269 1269230 09/30/2042 02007 5.140000800 77,000.0000 329.82 10/31/2011 12X4269 1269230 09/30/2043 02007 5.140000800 14,700.0000 62.97 10/31/2011 12X4269 1269230 09/30/2044 02007 5.140000800 815,000.0000 3,490.92 10/31/2011 12X4269 1269230 09/30/2042 02008 4.970001600 586,000.0000 2,427.02 10/31/2011 12X4269 1269230 09/30/2044 02008 4.970001600 426,000.0000 1,764.35 10/31/2011 12X4269 1269230 09/30/2043 02009 4.970001600 168,000.0000 695.80 10/31/2011 12X4269 1269230 09/30/2044 02009 4.970001600 235,000.0000 973.29 10/31/2011 ------------------------ ---------------------- 8,265,800.0000 33,557.73 215 SUB-COHORT 12X4269 1269215 09/30/2058 02006 4.730000400 18,010,000.0000 70,989.42 10/31/2011 12X4269 1269215 09/30/2059 02006 4.730000400 4,549,000.0000 17,930.64 10/31/2011 12X4269 1269215 09/30/2060 02006 4.730000400 1,000,000.0000 3,941.67 10/31/2011 12X4269 1269215 09/30/2062 02006 4.730000400 85,000.0000 335.04 10/31/2011 12X4269 1269215 09/30/2059 02007 4.470001200 24,785,000.0000 92,324.15 10/31/2011 12X4269 1269215 09/30/2060 02007 4.470001200 2,802,000.0000 10,437.45 10/31/2011 12X4269 1269215 09/30/2061 02007 4.470001200 1,428,000.0000 5,319.30 10/31/2011 12X4269 1269215 09/30/2062 02007 4.470001200 608,000.0000 2,264.80 10/31/2011 12X4269 1269215 09/30/2060 02008 4.709998800 21,489,000.0000 84,344.30 10/31/2011 12X4269 1269215 09/30/2061 02008 4.709998800 23,209,000.0000 91,095.30 10/31/2011 12X4269 1269215 09/30/2060 02009 4.780000800 5,743,000.0000 22,876.29 10/31/2011 12X4269 1269215 09/30/2061 02009 4.780000800 15,139,000.0000 60,303.69 10/31/2011 12X4269 1269215 09/30/2062 02009 4.780000800 425,000.0000 1,692.92 10/31/2011 12X4269 1269215 09/30/2061 02010 4.780000800 22,661,000.0000 90,266.33 10/31/2011 12X4269 1269215 09/30/2062 02010 4.780000800 4,243,000.0000 16,901.29 10/31/2011 12X4269 1269215 09/30/2061 02011 4.780000800 32,000,000.0000 127,466.69 10/31/2011 ------------------------ ---------------------- 178,176,000.0000 698,489.28 217 SUB-COHORT 12X4269 1269217 09/30/2042 02006 4.960000800 1,787,900.0000 7,389.99 10/31/2011 12X4269 1269217 09/30/2044 02006 4.960000800 109,000.0000 450.53 10/31/2011 12X4269 1269217 09/30/2042 02007 4.590000000 919,700.0000 3,517.85 10/31/2011 12X4269 1269217 09/30/2044 02007 4.590000000 230,000.0000 879.75 10/31/2011 12X4269 1269217 09/30/2043 02008 4.849999200 1,551,980.0000 6,272.58 10/31/2011 12X4269 1269217 09/30/2044 02008 4.849999200 3,160,000.0000 12,771.66 10/31/2011 12X4269 1269217 09/30/2045 02008 4.849999200 15,000.0000 60.62 10/31/2011 12X4269 1269217 09/30/2043 02009 4.970001600 264,000.0000 1,093.40 10/31/2011 12X4269 1269217 09/30/2044 02009 4.970001600 1,536,000.0000 6,361.60 10/31/2011 12X4269 1269217 09/30/2043 02010 3.189999600 292,000.0000 776.23 10/31/2011 12X4269 1269217 09/30/2044 02010 3.189999600 3,561,000.0000 9,466.32 10/31/2011 12X4269 1269217 09/30/2045 02010 3.189999600 502,000.0000 1,334.48 10/31/2011 12X4269 1269217 09/30/2044 02011 3.189999600 2,413,000.0000 6,414.56 10/31/2011 ------------------------ ---------------------- 16,341,580.0000 56,789.57 ======================== ====================== 220,369,380.0000 856,792.52 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00