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 58,099.88 01/31/2012 12X4210 1210830 09/30/2028 01993 6.760000800 6,925,000.0000 156,043.35 01/31/2012 12X4210 1210830 09/30/2032 01993 6.760000800 118,300.0000 2,665.69 01/31/2012 12X4210 1210830 09/30/2034 01993 6.760000800 48,000.0000 1,081.60 01/31/2012 12X4210 1210830 09/30/2029 01994 6.159999600 16,305,000.0000 334,795.98 01/31/2012 12X4210 1210830 09/30/2031 01994 6.159999600 4,160,000.0000 85,418.66 01/31/2012 12X4210 1210830 09/30/2032 01994 6.159999600 100,000.0000 2,053.33 01/31/2012 12X4210 1210830 09/30/2034 01994 6.159999600 31,000.0000 636.53 01/31/2012 12X4210 1210830 09/30/2031 01995 5.529999600 6,989,000.0000 128,830.56 01/31/2012 12X4210 1210830 09/30/2032 01995 5.529999600 7,320,000.0000 134,931.99 01/31/2012 12X4210 1210830 09/30/2033 01995 5.529999600 120,000.0000 2,212.00 01/31/2012 12X4210 1210830 09/30/2034 01995 5.529999600 100,000.0000 1,843.33 01/31/2012 12X4210 1210830 09/30/2031 01996 5.500000800 3,651,000.0000 66,935.01 01/31/2012 12X4210 1210830 09/30/2032 01996 5.500000800 5,470,000.0000 100,283.35 01/31/2012 12X4210 1210830 09/30/2033 01996 5.500000800 322,000.0000 5,903.33 01/31/2012 12X4210 1210830 09/30/2034 01996 5.500000800 253,000.0000 4,638.33 01/31/2012 12X4210 1210830 09/30/2030 01997 5.230000800 6,456,000.0000 112,549.62 01/31/2012 12X4210 1210830 09/30/2031 01997 5.230000800 3,877,000.0000 67,589.04 01/31/2012 12X4210 1210830 09/30/2032 01997 5.230000800 2,899,000.0000 50,539.24 01/31/2012 12X4210 1210830 09/30/2033 01997 5.230000800 471,000.0000 8,211.10 01/31/2012 12X4210 1210830 09/30/2030 01998 5.079999600 20,097,000.0000 340,309.17 01/31/2012 12X4210 1210830 09/30/2031 01998 5.079999600 7,960,000.0000 134,789.32 01/31/2012 12X4210 1210830 09/30/2032 01998 5.079999600 2,268,000.0000 38,404.80 01/31/2012 12X4210 1210830 09/30/2033 01998 5.079999600 1,644,000.0000 27,838.40 01/31/2012 12X4210 1210830 09/30/2022 01999 4.820000400 18,126,000.0000 291,224.42 01/31/2012 12X4210 1210830 09/30/2031 01999 4.820000400 5,548,000.0000 89,137.87 01/31/2012 12X4210 1210830 09/30/2032 01999 4.820000400 5,210,000.0000 83,707.34 01/31/2012 12X4210 1210830 09/30/2033 01999 4.820000400 5,066,000.0000 81,393.74 01/31/2012 12X4210 1210830 09/30/2034 01999 4.820000400 262,000.0000 4,209.47 01/31/2012 12X4210 1210830 09/30/2021 02000 4.880001600 33,407,000.0000 543,420.71 01/31/2012 12X4210 1210830 09/30/2031 02000 4.880001600 5,131,000.0000 83,464.29 01/31/2012 12X4210 1210830 09/30/2032 02000 4.880001600 2,223,000.0000 36,160.81 01/31/2012 12X4210 1210830 09/30/2033 02000 4.880001600 926,000.0000 15,062.94 01/31/2012 12X4210 1210830 09/30/2034 02000 4.880001600 153,000.0000 2,488.80 01/31/2012 12X4210 1210830 09/30/2023 02001 5.249998800 21,525,000.0000 376,687.41 01/31/2012 12X4210 1210830 09/30/2031 02001 5.249998800 4,514,000.0000 78,994.98 01/31/2012 12X4210 1210830 09/30/2032 02001 5.249998800 3,233,000.0000 56,577.49 01/31/2012 12X4210 1210830 09/30/2033 02001 5.249998800 1,940,000.0000 33,949.99 01/31/2012 12X4210 1210830 09/30/2034 02001 5.249998800 234,000.0000 4,095.00 01/31/2012 12X4210 1210830 09/30/2021 02002 4.820000400 13,562,000.0000 217,896.15 01/31/2012 12X4210 1210830 09/30/2031 02002 4.820000400 3,211,000.0000 51,590.07 01/31/2012 12X4210 1210830 09/30/2032 02002 4.820000400 7,564,000.0000 121,528.28 01/31/2012 12X4210 1210830 09/30/2033 02002 4.820000400 7,861,000.0000 126,300.08 01/31/2012 12X4210 1210830 09/30/2034 02002 4.820000400 674,000.0000 10,828.93 01/31/2012 12X4210 1210830 09/30/2035 02002 4.820000400 2,058,000.0000 33,065.20 01/31/2012 12X4210 1210830 09/30/2025 02003 4.359999600 6,701,000.0000 97,387.86 01/31/2012 12X4210 1210830 09/30/2031 02003 4.359999600 5,748,000.0000 83,537.59 01/31/2012 12X4210 1210830 09/30/2032 02003 4.359999600 10,647,000.0000 154,736.39 01/31/2012 12X4210 1210830 09/30/2033 02003 4.359999600 8,514,000.0000 123,736.79 01/31/2012 12X4210 1210830 09/30/2034 02003 4.359999600 12,189,000.0000 177,146.78 01/31/2012 12X4210 1210830 09/30/2035 02003 4.359999600 1,923,000.0000 27,947.60 01/31/2012 12X4210 1210830 09/30/2026 02004 4.029998400 23,823,200.0000 320,024.86 01/31/2012 12X4210 1210830 09/30/2031 02004 4.029998400 11,582,000.0000 155,584.80 01/31/2012 12X4210 1210830 09/30/2032 02004 4.029998400 5,497,000.0000 73,843.00 01/31/2012 12X4210 1210830 09/30/2033 02004 4.029998400 6,090,000.0000 81,808.97 01/31/2012 12X4210 1210830 09/30/2034 02004 4.029998400 3,411,000.0000 45,821.08 01/31/2012 12X4210 1210830 09/30/2027 02005 4.349998800 27,518,100.0000 399,012.34 01/31/2012 12X4210 1210830 09/30/2031 02005 4.349998800 22,576,000.0000 327,351.91 01/31/2012 12X4210 1210830 09/30/2032 02005 4.349998800 12,333,000.0000 178,828.45 01/31/2012 12X4210 1210830 09/30/2033 02005 4.349998800 2,878,000.0000 41,730.99 01/31/2012 12X4210 1210830 09/30/2034 02005 4.349998800 4,812,000.0000 69,773.98 01/31/2012 12X4210 1210830 09/30/2035 02005 4.349998800 1,437,000.0000 20,836.49 01/31/2012 ------------------------ ---------------------- 410,289,209.9300 6,587,497.46 ======================== ====================== 410,289,209.9300 6,587,497.46 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00