Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 830 SUB-COHORT 12X4210 1210830 09/30/2027 01992 6.710000400 2,597,609.9300 43,574.91 12/31/2011 12X4210 1210830 09/30/2028 01993 6.760000800 6,925,000.0000 117,032.51 12/31/2011 12X4210 1210830 09/30/2032 01993 6.760000800 118,300.0000 1,999.27 12/31/2011 12X4210 1210830 09/30/2034 01993 6.760000800 48,000.0000 811.20 12/31/2011 12X4210 1210830 09/30/2029 01994 6.159999600 16,305,000.0000 251,096.98 12/31/2011 12X4210 1210830 09/30/2031 01994 6.159999600 4,160,000.0000 64,064.00 12/31/2011 12X4210 1210830 09/30/2032 01994 6.159999600 100,000.0000 1,540.00 12/31/2011 12X4210 1210830 09/30/2034 01994 6.159999600 31,000.0000 477.40 12/31/2011 12X4210 1210830 09/30/2031 01995 5.529999600 6,989,000.0000 96,622.92 12/31/2011 12X4210 1210830 09/30/2032 01995 5.529999600 7,320,000.0000 101,198.99 12/31/2011 12X4210 1210830 09/30/2033 01995 5.529999600 120,000.0000 1,659.00 12/31/2011 12X4210 1210830 09/30/2034 01995 5.529999600 100,000.0000 1,382.50 12/31/2011 12X4210 1210830 09/30/2031 01996 5.500000800 3,651,000.0000 50,201.26 12/31/2011 12X4210 1210830 09/30/2032 01996 5.500000800 5,470,000.0000 75,212.51 12/31/2011 12X4210 1210830 09/30/2033 01996 5.500000800 322,000.0000 4,427.50 12/31/2011 12X4210 1210830 09/30/2034 01996 5.500000800 253,000.0000 3,478.75 12/31/2011 12X4210 1210830 09/30/2030 01997 5.230000800 6,456,000.0000 84,412.21 12/31/2011 12X4210 1210830 09/30/2031 01997 5.230000800 3,877,000.0000 50,691.78 12/31/2011 12X4210 1210830 09/30/2032 01997 5.230000800 2,899,000.0000 37,904.43 12/31/2011 12X4210 1210830 09/30/2033 01997 5.230000800 471,000.0000 6,158.33 12/31/2011 12X4210 1210830 09/30/2030 01998 5.079999600 20,097,000.0000 255,231.88 12/31/2011 12X4210 1210830 09/30/2031 01998 5.079999600 7,960,000.0000 101,091.99 12/31/2011 12X4210 1210830 09/30/2032 01998 5.079999600 2,268,000.0000 28,803.60 12/31/2011 12X4210 1210830 09/30/2033 01998 5.079999600 1,644,000.0000 20,878.80 12/31/2011 12X4210 1210830 09/30/2022 01999 4.820000400 18,126,000.0000 218,418.32 12/31/2011 12X4210 1210830 09/30/2031 01999 4.820000400 5,548,000.0000 66,853.41 12/31/2011 12X4210 1210830 09/30/2032 01999 4.820000400 5,210,000.0000 62,780.51 12/31/2011 12X4210 1210830 09/30/2033 01999 4.820000400 5,066,000.0000 61,045.31 12/31/2011 12X4210 1210830 09/30/2034 01999 4.820000400 262,000.0000 3,157.10 12/31/2011 12X4210 1210830 09/30/2021 02000 4.880001600 33,407,000.0000 407,565.53 12/31/2011 12X4210 1210830 09/30/2031 02000 4.880001600 5,131,000.0000 62,598.22 12/31/2011 12X4210 1210830 09/30/2032 02000 4.880001600 2,223,000.0000 27,120.61 12/31/2011 12X4210 1210830 09/30/2033 02000 4.880001600 926,000.0000 11,297.20 12/31/2011 12X4210 1210830 09/30/2034 02000 4.880001600 153,000.0000 1,866.60 12/31/2011 12X4210 1210830 09/30/2023 02001 5.249998800 21,525,000.0000 282,515.56 12/31/2011 12X4210 1210830 09/30/2031 02001 5.249998800 4,514,000.0000 59,246.24 12/31/2011 12X4210 1210830 09/30/2032 02001 5.249998800 3,233,000.0000 42,433.12 12/31/2011 12X4210 1210830 09/30/2033 02001 5.249998800 1,940,000.0000 25,462.49 12/31/2011 12X4210 1210830 09/30/2034 02001 5.249998800 234,000.0000 3,071.25 12/31/2011 12X4210 1210830 09/30/2021 02002 4.820000400 13,562,000.0000 163,422.11 12/31/2011 12X4210 1210830 09/30/2031 02002 4.820000400 3,211,000.0000 38,692.55 12/31/2011 12X4210 1210830 09/30/2032 02002 4.820000400 7,564,000.0000 91,146.21 12/31/2011 12X4210 1210830 09/30/2033 02002 4.820000400 7,861,000.0000 94,725.06 12/31/2011 12X4210 1210830 09/30/2034 02002 4.820000400 674,000.0000 8,121.70 12/31/2011 12X4210 1210830 09/30/2025 02003 4.359999600 6,701,000.0000 73,040.89 12/31/2011 12X4210 1210830 09/30/2031 02003 4.359999600 5,748,000.0000 62,653.19 12/31/2011 12X4210 1210830 09/30/2032 02003 4.359999600 10,647,000.0000 116,052.29 12/31/2011 12X4210 1210830 09/30/2033 02003 4.359999600 8,514,000.0000 92,802.59 12/31/2011 12X4210 1210830 09/30/2034 02003 4.359999600 12,189,000.0000 132,860.09 12/31/2011 12X4210 1210830 09/30/2035 02003 4.359999600 1,923,000.0000 20,960.70 12/31/2011 12X4210 1210830 09/30/2026 02004 4.029998400 23,823,200.0000 240,018.64 12/31/2011 12X4210 1210830 09/30/2031 02004 4.029998400 11,582,000.0000 116,688.60 12/31/2011 12X4210 1210830 09/30/2032 02004 4.029998400 5,497,000.0000 55,382.25 12/31/2011 12X4210 1210830 09/30/2033 02004 4.029998400 6,090,000.0000 61,356.73 12/31/2011 12X4210 1210830 09/30/2034 02004 4.029998400 3,411,000.0000 34,365.81 12/31/2011 12X4210 1210830 09/30/2027 02005 4.349998800 27,518,100.0000 299,259.25 12/31/2011 12X4210 1210830 09/30/2031 02005 4.349998800 22,576,000.0000 245,513.93 12/31/2011 12X4210 1210830 09/30/2032 02005 4.349998800 12,333,000.0000 134,121.34 12/31/2011 12X4210 1210830 09/30/2033 02005 4.349998800 2,878,000.0000 31,298.24 12/31/2011 12X4210 1210830 09/30/2034 02005 4.349998800 4,812,000.0000 52,330.49 12/31/2011 12X4210 1210830 09/30/2035 02005 4.349998800 1,437,000.0000 15,627.37 12/31/2011 ------------------------ ---------------------- 408,231,209.9300 4,915,824.22 ======================== ====================== 408,231,209.9300 4,915,824.22 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00