Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 307 SUB-COHORT 12X4219 1219307 09/30/2025 01992 6.789999600 7,606,000.0000 172,149.12 01/31/2012 12X4219 1219307 09/30/2037 01992 6.789999600 2,860,000.0000 64,731.33 01/31/2012 12X4219 1219307 09/30/2041 01992 6.789999600 87,000.0000 1,969.10 01/31/2012 12X4219 1219307 09/30/2025 01993 6.850000800 7,351,000.0000 167,847.85 01/31/2012 12X4219 1219307 09/30/2029 01993 6.850000800 1,200,000.0000 27,400.00 01/31/2012 12X4219 1219307 09/30/2030 01993 6.850000800 200,000.0000 4,566.67 01/31/2012 12X4219 1219307 09/30/2034 01993 6.850000800 90,000.0000 2,055.00 01/31/2012 12X4219 1219307 09/30/2037 01993 6.850000800 1,230,000.0000 28,085.00 01/31/2012 12X4219 1219307 09/30/2038 01993 6.850000800 28,000.0000 639.33 01/31/2012 12X4219 1219307 09/30/2041 01993 6.850000800 192,000.0000 4,384.00 01/31/2012 12X4219 1219307 09/30/2025 01994 6.890000400 3,289,000.0000 75,537.37 01/31/2012 12X4219 1219307 09/30/2026 01994 6.890000400 5,000,000.0000 114,833.34 01/31/2012 12X4219 1219307 09/30/2027 01994 6.890000400 5,000,000.0000 114,833.34 01/31/2012 12X4219 1219307 09/30/2028 01994 6.890000400 2,800,000.0000 64,306.67 01/31/2012 12X4219 1219307 09/30/2029 01994 6.890000400 3,932,000.0000 90,304.94 01/31/2012 12X4219 1219307 09/30/2036 01994 6.890000400 120,000.0000 2,756.00 01/31/2012 12X4219 1219307 09/30/2037 01994 6.890000400 4,420,000.0000 101,512.67 01/31/2012 12X4219 1219307 09/30/2039 01994 6.890000400 1,000,000.0000 22,966.67 01/31/2012 12X4219 1219307 09/30/2041 01994 6.890000400 346,000.0000 7,946.47 01/31/2012 12X4219 1219307 09/30/2027 01995 6.419998800 11,305,000.0000 241,926.95 01/31/2012 12X4219 1219307 09/30/2028 01995 6.419998800 6,000,000.0000 128,399.98 01/31/2012 12X4219 1219307 09/30/2029 01995 6.419998800 2,000,000.0000 42,799.99 01/31/2012 12X4219 1219307 09/30/2031 01995 6.419998800 2,000,000.0000 42,799.99 01/31/2012 12X4219 1219307 09/30/2033 01995 6.419998800 1,000,000.0000 21,400.00 01/31/2012 12X4219 1219307 09/30/2034 01995 6.419998800 110,000.0000 2,354.00 01/31/2012 12X4219 1219307 09/30/2036 01995 6.419998800 140,000.0000 2,996.00 01/31/2012 12X4219 1219307 09/30/2037 01995 6.419998800 4,750,000.0000 101,649.98 01/31/2012 12X4219 1219307 09/30/2039 01995 6.419998800 2,991,000.0000 64,007.39 01/31/2012 12X4219 1219307 09/30/2041 01995 6.419998800 74,000.0000 1,583.60 01/31/2012 12X4219 1219307 09/30/2027 01996 6.109999200 4,802,000.0000 97,800.72 01/31/2012 12X4219 1219307 09/30/2028 01996 6.109999200 2,000,000.0000 40,733.33 01/31/2012 12X4219 1219307 09/30/2029 01996 6.109999200 1,000,000.0000 20,366.66 01/31/2012 12X4219 1219307 09/30/2032 01996 6.109999200 1,000,000.0000 20,366.66 01/31/2012 12X4219 1219307 09/30/2033 01996 6.109999200 1,000,000.0000 20,366.66 01/31/2012 12X4219 1219307 09/30/2034 01996 6.109999200 300,000.0000 6,110.00 01/31/2012 12X4219 1219307 09/30/2036 01996 6.109999200 298,000.0000 6,069.27 01/31/2012 12X4219 1219307 09/30/2037 01996 6.109999200 1,082,000.0000 22,036.73 01/31/2012 12X4219 1219307 09/30/2038 01996 6.109999200 902,000.0000 18,370.73 01/31/2012 12X4219 1219307 09/30/2039 01996 6.109999200 575,000.0000 11,710.83 01/31/2012 12X4219 1219307 09/30/2040 01996 6.109999200 229,000.0000 4,663.97 01/31/2012 12X4219 1219307 09/30/2041 01996 6.109999200 32,000.0000 651.73 01/31/2012 12X4219 1219307 09/30/2029 01997 5.960001600 5,557,000.0000 110,399.10 01/31/2012 12X4219 1219307 09/30/2031 01997 5.960001600 3,000,000.0000 59,600.02 01/31/2012 12X4219 1219307 09/30/2032 01997 5.960001600 1,000,000.0000 19,866.67 01/31/2012 12X4219 1219307 09/30/2033 01997 5.960001600 1,000,000.0000 19,866.67 01/31/2012 12X4219 1219307 09/30/2034 01997 5.960001600 310,000.0000 6,158.67 01/31/2012 12X4219 1219307 09/30/2035 01997 5.960001600 360,000.0000 7,152.00 01/31/2012 12X4219 1219307 09/30/2036 01997 5.960001600 418,000.0000 8,304.27 01/31/2012 12X4219 1219307 09/30/2037 01997 5.960001600 1,626,000.0000 32,303.21 01/31/2012 12X4219 1219307 09/30/2038 01997 5.960001600 211,000.0000 4,191.87 01/31/2012 12X4219 1219307 09/30/2041 01997 5.960001600 332,000.0000 6,595.74 01/31/2012 12X4219 1219307 09/30/2029 01998 5.900000400 114,000.0000 2,242.00 01/31/2012 12X4219 1219307 09/30/2030 01998 5.900000400 2,700,000.0000 53,100.00 01/31/2012 12X4219 1219307 09/30/2031 01998 5.900000400 3,000,000.0000 59,000.00 01/31/2012 12X4219 1219307 09/30/2032 01998 5.900000400 2,000,000.0000 39,333.34 01/31/2012 12X4219 1219307 09/30/2033 01998 5.900000400 1,500,000.0000 29,500.00 01/31/2012 12X4219 1219307 09/30/2034 01998 5.900000400 800,000.0000 15,733.33 01/31/2012 12X4219 1219307 09/30/2036 01998 5.900000400 168,000.0000 3,304.00 01/31/2012 12X4219 1219307 09/30/2037 01998 5.900000400 1,712,000.0000 33,669.34 01/31/2012 12X4219 1219307 09/30/2038 01998 5.900000400 208,000.0000 4,090.67 01/31/2012 12X4219 1219307 09/30/2039 01998 5.900000400 250,000.0000 4,916.67 01/31/2012 12X4219 1219307 09/30/2041 01998 5.900000400 107,000.0000 2,104.33 01/31/2012 12X4219 1219307 09/30/2030 01999 5.850000000 576,000.0000 11,232.00 01/31/2012 12X4219 1219307 09/30/2031 01999 5.850000000 4,000,000.0000 78,000.00 01/31/2012 12X4219 1219307 09/30/2032 01999 5.850000000 3,000,000.0000 58,500.00 01/31/2012 12X4219 1219307 09/30/2033 01999 5.850000000 1,000,000.0000 19,500.00 01/31/2012 12X4219 1219307 09/30/2034 01999 5.850000000 1,280,000.0000 24,960.00 01/31/2012 12X4219 1219307 09/30/2035 01999 5.850000000 818,000.0000 15,951.00 01/31/2012 12X4219 1219307 09/30/2036 01999 5.850000000 405,000.0000 7,897.50 01/31/2012 12X4219 1219307 09/30/2037 01999 5.850000000 1,654,000.0000 32,253.00 01/31/2012 12X4219 1219307 09/30/2038 01999 5.850000000 143,000.0000 2,788.50 01/31/2012 12X4219 1219307 09/30/2041 01999 5.850000000 30,000.0000 585.00 01/31/2012 12X4219 1219307 09/30/2031 02000 5.609998800 3,167,000.0000 59,222.89 01/31/2012 12X4219 1219307 09/30/2032 02000 5.609998800 5,000,000.0000 93,499.98 01/31/2012 12X4219 1219307 09/30/2033 02000 5.609998800 3,000,000.0000 56,099.99 01/31/2012 12X4219 1219307 09/30/2034 02000 5.609998800 1,660,000.0000 31,041.99 01/31/2012 12X4219 1219307 09/30/2035 02000 5.609998800 1,300,000.0000 24,309.99 01/31/2012 12X4219 1219307 09/30/2036 02000 5.609998800 172,000.0000 3,216.40 01/31/2012 12X4219 1219307 09/30/2037 02000 5.609998800 2,206,000.0000 41,252.19 01/31/2012 12X4219 1219307 09/30/2038 02000 5.609998800 185,000.0000 3,459.50 01/31/2012 12X4219 1219307 09/30/2041 02000 5.609998800 140,000.0000 2,618.00 01/31/2012 12X4219 1219307 09/30/2033 02001 4.989999600 2,735,000.0000 45,492.16 01/31/2012 12X4219 1219307 09/30/2034 02001 4.989999600 4,500,000.0000 74,849.99 01/31/2012 12X4219 1219307 09/30/2035 02001 4.989999600 2,000,000.0000 33,266.66 01/31/2012 12X4219 1219307 09/30/2036 02001 4.989999600 1,852,000.0000 30,804.93 01/31/2012 12X4219 1219307 09/30/2037 02001 4.989999600 2,464,000.0000 40,984.53 01/31/2012 12X4219 1219307 09/30/2038 02001 4.989999600 1,293,000.0000 21,506.90 01/31/2012 12X4219 1219307 09/30/2039 02001 4.989999600 1,266,000.0000 21,057.80 01/31/2012 12X4219 1219307 09/30/2040 02001 4.989999600 180,000.0000 2,994.00 01/31/2012 12X4219 1219307 09/30/2041 02001 4.989999600 146,000.0000 2,428.47 01/31/2012 12X4219 1219307 09/30/2042 02001 4.989999600 62,000.0000 1,031.27 01/31/2012 12X4219 1219307 09/30/2033 02002 4.780000800 678,000.0000 10,802.80 01/31/2012 12X4219 1219307 09/30/2034 02002 4.780000800 6,300,000.0000 100,380.02 01/31/2012 12X4219 1219307 09/30/2035 02002 4.780000800 2,135,000.0000 34,017.67 01/31/2012 12X4219 1219307 09/30/2036 02002 4.780000800 2,353,000.0000 37,491.14 01/31/2012 12X4219 1219307 09/30/2037 02002 4.780000800 2,050,000.0000 32,663.34 01/31/2012 12X4219 1219307 09/30/2038 02002 4.780000800 1,436,000.0000 22,880.27 01/31/2012 12X4219 1219307 09/30/2039 02002 4.780000800 808,000.0000 12,874.14 01/31/2012 12X4219 1219307 09/30/2041 02002 4.780000800 265,000.0000 4,222.33 01/31/2012 12X4219 1219307 09/30/2034 02003 4.790001600 3,985,000.0000 63,627.19 01/31/2012 12X4219 1219307 09/30/2035 02003 4.790001600 5,035,000.0000 80,392.19 01/31/2012 12X4219 1219307 09/30/2036 02003 4.790001600 4,071,000.0000 65,000.32 01/31/2012 12X4219 1219307 09/30/2037 02003 4.790001600 4,095,000.0000 65,383.52 01/31/2012 12X4219 1219307 09/30/2038 02003 4.790001600 1,493,000.0000 23,838.24 01/31/2012 12X4219 1219307 09/30/2039 02003 4.790001600 1,179,000.0000 18,824.71 01/31/2012 12X4219 1219307 09/30/2040 02003 4.790001600 567,000.0000 9,053.10 01/31/2012 12X4219 1219307 09/30/2041 02003 4.790001600 359,000.0000 5,732.04 01/31/2012 12X4219 1219307 09/30/2042 02003 4.790001600 11,000.0000 175.63 01/31/2012 12X4219 1219307 09/30/2035 02004 4.700001600 4,975,000.0000 77,941.69 01/31/2012 12X4219 1219307 09/30/2036 02004 4.700001600 4,583,000.0000 71,800.36 01/31/2012 12X4219 1219307 09/30/2037 02004 4.700001600 4,142,000.0000 64,891.36 01/31/2012 12X4219 1219307 09/30/2038 02004 4.700001600 1,202,000.0000 18,831.34 01/31/2012 12X4219 1219307 09/30/2039 02004 4.700001600 969,000.0000 15,181.01 01/31/2012 12X4219 1219307 09/30/2040 02004 4.700001600 580,000.0000 9,086.67 01/31/2012 12X4219 1219307 09/30/2041 02004 4.700001600 476,000.0000 7,457.34 01/31/2012 12X4219 1219307 09/30/2042 02004 4.700001600 88,000.0000 1,378.67 01/31/2012 12X4219 1219307 09/30/2036 02005 4.759999200 5,081,000.0000 80,618.52 01/31/2012 12X4219 1219307 09/30/2037 02005 4.759999200 5,539,000.0000 87,885.45 01/31/2012 12X4219 1219307 09/30/2038 02005 4.759999200 2,340,000.0000 37,127.99 01/31/2012 12X4219 1219307 09/30/2039 02005 4.759999200 1,910,000.0000 30,305.33 01/31/2012 12X4219 1219307 09/30/2040 02005 4.759999200 1,244,000.0000 19,738.13 01/31/2012 12X4219 1219307 09/30/2041 02005 4.759999200 1,029,000.0000 16,326.80 01/31/2012 12X4219 1219307 09/30/2037 02006 4.690000800 4,054,000.0000 63,377.54 01/31/2012 12X4219 1219307 09/30/2038 02006 4.690000800 3,541,000.0000 55,357.64 01/31/2012 12X4219 1219307 09/30/2039 02006 4.690000800 5,528,000.0000 86,421.08 01/31/2012 12X4219 1219307 09/30/2040 02006 4.690000800 3,615,000.0000 56,514.51 01/31/2012 12X4219 1219307 09/30/2041 02006 4.690000800 1,372,000.0000 21,448.94 01/31/2012 12X4219 1219307 09/30/2042 02006 4.690000800 45,000.0000 703.50 01/31/2012 12X4219 1219307 09/30/2038 02007 4.470001200 7,304,000.0000 108,829.63 01/31/2012 12X4219 1219307 09/30/2039 02007 4.470001200 4,136,000.0000 61,626.42 01/31/2012 12X4219 1219307 09/30/2040 02007 4.470001200 4,483,000.0000 66,796.72 01/31/2012 12X4219 1219307 09/30/2041 02007 4.470001200 2,193,000.0000 32,675.71 01/31/2012 12X4219 1219307 09/30/2042 02007 4.470001200 342,000.0000 5,095.80 01/31/2012 12X4219 1219307 09/30/2039 02008 4.359999600 6,935,500.0000 100,795.92 01/31/2012 12X4219 1219307 09/30/2040 02008 4.359999600 5,423,000.0000 78,814.26 01/31/2012 12X4219 1219307 09/30/2041 02008 4.359999600 4,351,000.0000 63,234.53 01/31/2012 12X4219 1219307 09/30/2042 02008 4.359999600 427,000.0000 6,205.73 01/31/2012 12X4219 1219307 09/30/2040 02009 4.560001200 7,415,000.0000 112,708.03 01/31/2012 12X4219 1219307 09/30/2041 02009 4.560001200 4,146,000.0000 63,019.22 01/31/2012 12X4219 1219307 09/30/2042 02009 4.560001200 466,000.0000 7,083.20 01/31/2012 12X4219 1219307 09/30/2040 02010 3.009999600 766,000.0000 7,685.53 01/31/2012 12X4219 1219307 09/30/2041 02010 3.009999600 8,153,000.0000 81,801.76 01/31/2012 12X4219 1219307 09/30/2042 02010 3.009999600 1,892,000.0000 18,983.06 01/31/2012 12X4219 1219307 09/30/2041 02011 3.009999600 1,000,000.0000 10,033.33 01/31/2012 12X4219 1219307 09/30/2042 02011 3.009999600 566,000.0000 5,678.87 01/31/2012 ------------------------ ---------------------- 312,079,500.0000 5,591,046.82 ======================== ====================== 312,079,500.0000 5,591,046.82 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00