Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 301 SUB-COHORT 12X4226 1226301 09/30/2029 01992 6.890000400 10,301,000.0000 236,579.65 01/31/2012 12X4226 1226301 09/30/2030 01992 6.890000400 116,000,000.0000 2,664,133.49 01/31/2012 12X4226 1226301 09/30/2031 01992 6.890000400 50,000,000.0000 1,148,333.40 01/31/2012 12X4226 1226301 09/30/2034 01992 6.890000400 50,000.0000 1,148.33 01/31/2012 12X4226 1226301 09/30/2039 01992 6.890000400 5,402,000.0000 124,065.94 01/31/2012 12X4226 1226301 09/30/2040 01992 6.890000400 6,857,000.0000 157,482.44 01/31/2012 12X4226 1226301 09/30/2041 01992 6.890000400 2,268,000.0000 52,088.40 01/31/2012 12X4226 1226301 09/30/2042 01992 6.890000400 33,745,000.0000 775,010.21 01/31/2012 12X4226 1226301 09/30/2046 01992 6.890000400 745,000.0000 17,110.17 01/31/2012 12X4226 1226301 09/30/2030 01993 6.879999600 66,000,000.0000 1,513,599.91 01/31/2012 12X4226 1226301 09/30/2031 01993 6.879999600 50,000,000.0000 1,146,666.60 01/31/2012 12X4226 1226301 09/30/2032 01993 6.879999600 37,000,000.0000 848,533.28 01/31/2012 12X4226 1226301 09/30/2033 01993 6.879999600 8,000,000.0000 183,466.66 01/31/2012 12X4226 1226301 09/30/2034 01993 6.879999600 15,000,000.0000 343,999.98 01/31/2012 12X4226 1226301 09/30/2036 01993 6.879999600 18,000,000.0000 412,799.98 01/31/2012 12X4226 1226301 09/30/2039 01993 6.879999600 13,150,000.0000 301,573.32 01/31/2012 12X4226 1226301 09/30/2040 01993 6.879999600 8,952,000.0000 205,299.19 01/31/2012 12X4226 1226301 09/30/2041 01993 6.879999600 6,679,000.0000 153,171.72 01/31/2012 12X4226 1226301 09/30/2042 01993 6.879999600 37,590,000.0000 862,063.95 01/31/2012 12X4226 1226301 09/30/2043 01993 6.879999600 6,100,000.0000 139,893.33 01/31/2012 12X4226 1226301 09/30/2044 01993 6.879999600 77,000.0000 1,765.87 01/31/2012 12X4226 1226301 09/30/2046 01993 6.879999600 2,485,000.0000 56,989.33 01/31/2012 12X4226 1226301 09/30/2031 01994 6.710000400 45,539,000.0000 1,018,555.69 01/31/2012 12X4226 1226301 09/30/2032 01994 6.710000400 150,000,000.0000 3,355,000.20 01/31/2012 12X4226 1226301 09/30/2033 01994 6.710000400 30,000,000.0000 671,000.04 01/31/2012 12X4226 1226301 09/30/2036 01994 6.710000400 5,000,000.0000 111,833.34 01/31/2012 12X4226 1226301 09/30/2038 01994 6.710000400 13,000,000.0000 290,766.68 01/31/2012 12X4226 1226301 09/30/2039 01994 6.710000400 9,250,000.0000 206,891.68 01/31/2012 12X4226 1226301 09/30/2040 01994 6.710000400 12,875,000.0000 287,970.85 01/31/2012 12X4226 1226301 09/30/2041 01994 6.710000400 4,965,000.0000 111,050.51 01/31/2012 12X4226 1226301 09/30/2042 01994 6.710000400 42,549,000.0000 951,679.36 01/31/2012 12X4226 1226301 09/30/2043 01994 6.710000400 7,700,000.0000 172,223.34 01/31/2012 12X4226 1226301 09/30/2044 01994 6.710000400 85,000.0000 1,901.17 01/31/2012 12X4226 1226301 09/30/2046 01994 6.710000400 22,000.0000 492.07 01/31/2012 12X4226 1226301 09/30/2032 01995 6.559999200 122,039,000.0000 2,668,585.81 01/31/2012 12X4226 1226301 09/30/2033 01995 6.559999200 135,000,000.0000 2,951,999.64 01/31/2012 12X4226 1226301 09/30/2036 01995 6.559999200 22,000,000.0000 481,066.61 01/31/2012 12X4226 1226301 09/30/2038 01995 6.559999200 5,000,000.0000 109,333.32 01/31/2012 12X4226 1226301 09/30/2039 01995 6.559999200 12,200,000.0000 266,773.30 01/31/2012 12X4226 1226301 09/30/2040 01995 6.559999200 7,743,000.0000 169,313.58 01/31/2012 12X4226 1226301 09/30/2041 01995 6.559999200 7,309,000.0000 159,823.45 01/31/2012 12X4226 1226301 09/30/2042 01995 6.559999200 45,778,000.0000 1,001,012.14 01/31/2012 12X4226 1226301 09/30/2043 01995 6.559999200 3,700,000.0000 80,906.66 01/31/2012 12X4226 1226301 09/30/2044 01995 6.559999200 112,000.0000 2,449.07 01/31/2012 12X4226 1226301 09/30/2045 01995 6.559999200 8,000,000.0000 174,933.31 01/31/2012 12X4226 1226301 09/30/2046 01995 6.559999200 1,507,000.0000 32,953.06 01/31/2012 12X4226 1226301 09/30/2033 01996 6.260000400 168,078,000.0000 3,507,227.82 01/31/2012 12X4226 1226301 09/30/2034 01996 6.260000400 29,000,000.0000 605,133.37 01/31/2012 12X4226 1226301 09/30/2036 01996 6.260000400 23,000,000.0000 479,933.36 01/31/2012 12X4226 1226301 09/30/2038 01996 6.260000400 1,000,000.0000 20,866.67 01/31/2012 12X4226 1226301 09/30/2039 01996 6.260000400 7,600,000.0000 158,586.68 01/31/2012 12X4226 1226301 09/30/2040 01996 6.260000400 44,441,000.0000 927,335.59 01/31/2012 12X4226 1226301 09/30/2041 01996 6.260000400 5,189,000.0000 108,277.14 01/31/2012 12X4226 1226301 09/30/2042 01996 6.260000400 30,500,000.0000 636,433.37 01/31/2012 12X4226 1226301 09/30/2043 01996 6.260000400 3,652,000.0000 76,205.07 01/31/2012 12X4226 1226301 09/30/2044 01996 6.260000400 28,000.0000 584.27 01/31/2012 12X4226 1226301 09/30/2045 01996 6.260000400 7,718,000.0000 161,048.94 01/31/2012 12X4226 1226301 09/30/2046 01996 6.260000400 1,188,000.0000 24,789.60 01/31/2012 12X4226 1226301 09/30/2034 01997 5.960001600 190,508,000.0000 3,784,759.95 01/31/2012 12X4226 1226301 09/30/2036 01997 5.960001600 68,000,000.0000 1,350,933.70 01/31/2012 12X4226 1226301 09/30/2038 01997 5.960001600 12,000,000.0000 238,400.06 01/31/2012 12X4226 1226301 09/30/2039 01997 5.960001600 14,200,000.0000 282,106.74 01/31/2012 12X4226 1226301 09/30/2040 01997 5.960001600 136,035,000.0000 2,702,562.73 01/31/2012 12X4226 1226301 09/30/2041 01997 5.960001600 4,913,000.0000 97,604.96 01/31/2012 12X4226 1226301 09/30/2042 01997 5.960001600 47,484,000.0000 943,349.05 01/31/2012 12X4226 1226301 09/30/2043 01997 5.960001600 5,100,000.0000 101,320.03 01/31/2012 12X4226 1226301 09/30/2044 01997 5.960001600 2,087,000.0000 41,461.74 01/31/2012 12X4226 1226301 09/30/2045 01997 5.960001600 129,000.0000 2,562.80 01/31/2012 12X4226 1226301 09/30/2036 01998 5.799999600 125,886,000.0000 2,433,795.83 01/31/2012 12X4226 1226301 09/30/2037 01998 5.799999600 18,750,000.0000 362,499.98 01/31/2012 12X4226 1226301 09/30/2038 01998 5.799999600 28,000,000.0000 541,333.30 01/31/2012 12X4226 1226301 09/30/2039 01998 5.799999600 25,500,000.0000 492,999.97 01/31/2012 12X4226 1226301 09/30/2040 01998 5.799999600 229,789,000.0000 4,442,587.03 01/31/2012 12X4226 1226301 09/30/2041 01998 5.799999600 10,475,000.0000 202,516.65 01/31/2012 12X4226 1226301 09/30/2042 01998 5.799999600 42,229,000.0000 816,427.28 01/31/2012 12X4226 1226301 09/30/2043 01998 5.799999600 19,113,000.0000 369,517.97 01/31/2012 12X4226 1226301 09/30/2044 01998 5.799999600 3,659,000.0000 70,740.66 01/31/2012 12X4226 1226301 09/30/2045 01998 5.799999600 29,000.0000 560.67 01/31/2012 12X4226 1226301 09/30/2046 01998 5.799999600 1,358,000.0000 26,254.66 01/31/2012 12X4226 1226301 09/30/2022 01999 5.659999200 26,476,000.0000 499,513.80 01/31/2012 12X4226 1226301 09/30/2036 01999 5.659999200 187,000,000.0000 3,528,066.17 01/31/2012 12X4226 1226301 09/30/2037 01999 5.659999200 31,250,000.0000 589,583.25 01/31/2012 12X4226 1226301 09/30/2038 01999 5.659999200 58,000,000.0000 1,094,266.51 01/31/2012 12X4226 1226301 09/30/2039 01999 5.659999200 44,200,000.0000 833,906.55 01/31/2012 12X4226 1226301 09/30/2040 01999 5.659999200 63,858,000.0000 1,204,787.43 01/31/2012 12X4226 1226301 09/30/2041 01999 5.659999200 9,980,000.0000 188,289.31 01/31/2012 12X4226 1226301 09/30/2042 01999 5.659999200 48,054,000.0000 906,618.67 01/31/2012 12X4226 1226301 09/30/2043 01999 5.659999200 7,741,000.0000 146,046.85 01/31/2012 12X4226 1226301 09/30/2044 01999 5.659999200 11,319,000.0000 213,551.77 01/31/2012 12X4226 1226301 09/30/2045 01999 5.659999200 8,721,000.0000 164,536.18 01/31/2012 12X4226 1226301 09/30/2046 01999 5.659999200 40,000.0000 754.67 01/31/2012 12X4226 1226301 09/30/2022 02000 5.379998400 54,944,000.0000 985,328.77 01/31/2012 12X4226 1226301 09/30/2036 02000 5.379998400 54,720,000.0000 981,311.71 01/31/2012 12X4226 1226301 09/30/2037 02000 5.379998400 56,250,000.0000 1,008,749.70 01/31/2012 12X4226 1226301 09/30/2038 02000 5.379998400 111,000,000.0000 1,990,599.41 01/31/2012 12X4226 1226301 09/30/2039 02000 5.379998400 91,700,000.0000 1,644,486.18 01/31/2012 12X4226 1226301 09/30/2040 02000 5.379998400 36,113,000.0000 647,626.27 01/31/2012 12X4226 1226301 09/30/2041 02000 5.379998400 25,985,000.0000 465,997.53 01/31/2012 12X4226 1226301 09/30/2042 02000 5.379998400 79,191,000.0000 1,420,158.18 01/31/2012 12X4226 1226301 09/30/2043 02000 5.379998400 15,114,000.0000 271,044.32 01/31/2012 12X4226 1226301 09/30/2044 02000 5.379998400 706,000.0000 12,660.93 01/31/2012 12X4226 1226301 09/30/2045 02000 5.379998400 10,523,000.0000 188,712.41 01/31/2012 12X4226 1226301 09/30/2046 02000 5.379998400 7,923,000.0000 142,085.76 01/31/2012 12X4226 1226301 09/30/2047 02000 5.379998400 807,000.0000 14,472.20 01/31/2012 12X4226 1226301 09/30/2037 02001 4.989999600 17,180,000.0000 285,760.64 01/31/2012 12X4226 1226301 09/30/2038 02001 4.989999600 175,000,000.0000 2,910,833.10 01/31/2012 12X4226 1226301 09/30/2039 02001 4.989999600 163,000,000.0000 2,711,233.12 01/31/2012 12X4226 1226301 09/30/2040 02001 4.989999600 87,344,600.0000 1,452,831.73 01/31/2012 12X4226 1226301 09/30/2041 02001 4.989999600 48,088,000.0000 799,863.67 01/31/2012 12X4226 1226301 09/30/2042 02001 4.989999600 58,527,000.0000 973,499.02 01/31/2012 12X4226 1226301 09/30/2043 02001 4.989999600 20,095,000.0000 334,246.81 01/31/2012 12X4226 1226301 09/30/2044 02001 4.989999600 3,679,000.0000 61,194.03 01/31/2012 12X4226 1226301 09/30/2045 02001 4.989999600 3,519,000.0000 58,532.70 01/31/2012 12X4226 1226301 09/30/2046 02001 4.989999600 18,413,000.0000 306,269.54 01/31/2012 12X4226 1226301 09/30/2047 02001 4.989999600 13,000.0000 216.23 01/31/2012 12X4226 1226301 09/30/2038 02002 4.799998800 35,264,000.0000 564,223.86 01/31/2012 12X4226 1226301 09/30/2039 02002 4.799998800 251,000,000.0000 4,015,999.00 01/31/2012 12X4226 1226301 09/30/2040 02002 4.799998800 236,472,000.0000 3,783,551.05 01/31/2012 12X4226 1226301 09/30/2041 02002 4.799998800 101,381,000.0000 1,622,095.59 01/31/2012 12X4226 1226301 09/30/2042 02002 4.799998800 177,538,000.0000 2,840,607.29 01/31/2012 12X4226 1226301 09/30/2043 02002 4.799998800 42,528,000.0000 680,447.83 01/31/2012 12X4226 1226301 09/30/2044 02002 4.799998800 26,118,000.0000 417,887.90 01/31/2012 12X4226 1226301 09/30/2045 02002 4.799998800 36,708,000.0000 587,327.85 01/31/2012 12X4226 1226301 09/30/2046 02002 4.799998800 4,502,000.0000 72,031.98 01/31/2012 12X4226 1226301 09/30/2047 02002 4.799998800 155,000.0000 2,480.00 01/31/2012 12X4226 1226301 09/30/2039 02003 4.730000400 50,565,000.0000 797,241.57 01/31/2012 12X4226 1226301 09/30/2040 02003 4.730000400 190,000,000.0000 2,995,666.92 01/31/2012 12X4226 1226301 09/30/2041 02003 4.730000400 118,980,000.0000 1,875,918.16 01/31/2012 12X4226 1226301 09/30/2042 02003 4.730000400 123,287,000.0000 1,943,825.20 01/31/2012 12X4226 1226301 09/30/2043 02003 4.730000400 97,576,000.0000 1,538,448.40 01/31/2012 12X4226 1226301 09/30/2044 02003 4.730000400 17,934,000.0000 282,759.42 01/31/2012 12X4226 1226301 09/30/2045 02003 4.730000400 32,073,000.0000 505,684.34 01/31/2012 12X4226 1226301 09/30/2046 02003 4.730000400 4,610,000.0000 72,684.34 01/31/2012 12X4226 1226301 09/30/2047 02003 4.730000400 824,000.0000 12,991.73 01/31/2012 12X4226 1226301 09/30/2040 02004 4.680000000 78,690,000.0000 1,227,564.00 01/31/2012 12X4226 1226301 09/30/2041 02004 4.680000000 196,549,000.0000 3,066,164.40 01/31/2012 12X4226 1226301 09/30/2042 02004 4.680000000 233,961,000.0000 3,649,791.60 01/31/2012 12X4226 1226301 09/30/2043 02004 4.680000000 112,982,000.0000 1,762,519.20 01/31/2012 12X4226 1226301 09/30/2044 02004 4.680000000 53,536,000.0000 835,161.60 01/31/2012 12X4226 1226301 09/30/2045 02004 4.680000000 14,227,000.0000 221,941.20 01/31/2012 12X4226 1226301 09/30/2046 02004 4.680000000 16,508,000.0000 257,524.80 01/31/2012 12X4226 1226301 09/30/2047 02004 4.680000000 1,832,000.0000 28,579.20 01/31/2012 12X4226 1226301 09/30/2041 02005 4.600000800 71,452,000.0000 1,095,597.52 01/31/2012 12X4226 1226301 09/30/2042 02005 4.600000800 215,576,000.0000 3,305,499.24 01/31/2012 12X4226 1226301 09/30/2043 02005 4.600000800 176,866,000.0000 2,711,945.80 01/31/2012 12X4226 1226301 09/30/2044 02005 4.600000800 95,770,000.0000 1,468,473.59 01/31/2012 12X4226 1226301 09/30/2045 02005 4.600000800 104,436,000.0000 1,601,352.28 01/31/2012 12X4226 1226301 09/30/2046 02005 4.600000800 65,126,000.0000 998,598.84 01/31/2012 12X4226 1226301 09/30/2047 02005 4.600000800 9,374,000.0000 143,734.69 01/31/2012 12X4226 1226301 09/30/2042 02006 4.410000000 159,782,400.0000 2,348,801.28 01/31/2012 12X4226 1226301 09/30/2043 02006 4.410000000 290,126,000.0000 4,264,852.20 01/31/2012 12X4226 1226301 09/30/2044 02006 4.410000000 182,138,000.0000 2,677,428.60 01/31/2012 12X4226 1226301 09/30/2045 02006 4.410000000 112,058,000.0000 1,647,252.60 01/31/2012 12X4226 1226301 09/30/2046 02006 4.410000000 86,045,000.0000 1,264,861.50 01/31/2012 12X4226 1226301 09/30/2047 02006 4.410000000 15,592,000.0000 229,202.40 01/31/2012 12X4226 1226301 09/30/2042 02007 4.280000400 10,300,000.0000 146,946.68 01/31/2012 12X4226 1226301 09/30/2043 02007 4.280000400 186,664,000.0000 2,663,073.32 01/31/2012 12X4226 1226301 09/30/2044 02007 4.280000400 227,809,000.0000 3,250,075.37 01/31/2012 12X4226 1226301 09/30/2045 02007 4.280000400 197,431,000.0000 2,816,682.53 01/31/2012 12X4226 1226301 09/30/2046 02007 4.280000400 167,157,000.0000 2,384,773.42 01/31/2012 12X4226 1226301 09/30/2047 02007 4.280000400 21,387,000.0000 305,121.23 01/31/2012 12X4226 1226301 09/30/2044 02008 4.399999200 139,302,000.0000 2,043,095.63 01/31/2012 12X4226 1226301 09/30/2045 02008 4.399999200 296,256,000.0000 4,345,087.21 01/31/2012 12X4226 1226301 09/30/2046 02008 4.399999200 246,347,000.0000 3,613,088.68 01/31/2012 12X4226 1226301 09/30/2047 02008 4.399999200 62,774,000.0000 920,685.17 01/31/2012 12X4226 1226301 09/30/2044 02009 4.569998400 43,877,000.0000 668,392.73 01/31/2012 12X4226 1226301 09/30/2045 02009 4.569998400 155,633,968.0000 2,370,823.28 01/31/2012 12X4226 1226301 09/30/2046 02009 4.569998400 316,278,000.0000 4,817,966.51 01/31/2012 12X4226 1226301 09/30/2047 02009 4.569998400 101,530,000.0000 1,546,639.79 01/31/2012 12X4226 1226301 09/30/2045 02010 3.080001600 29,247,402.0000 300,273.48 01/31/2012 12X4226 1226301 09/30/2046 02010 3.080001600 334,942,000.0000 3,438,739.65 01/31/2012 12X4226 1226301 09/30/2047 02010 3.080001600 124,698,000.0000 1,280,233.47 01/31/2012 12X4226 1226301 09/30/2046 02011 4.410000000 18,529,000.0000 272,376.30 01/31/2012 12X4226 1226301 09/30/2047 02011 4.410000000 30,917,000.0000 454,479.90 01/31/2012 12X4226 1226301 09/30/2047 02012 4.410000000 10,000.0000 147.00 01/31/2012 ------------------------ ---------------------- 10,680,116,370.0000 178,730,063.11 ======================== ====================== 10,680,116,370.0000 178,730,063.11 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00