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 1,706.02 01/31/2012 12X4269 1269216 09/30/2041 02007 3.800001600 68,800.0000 871.47 01/31/2012 12X4269 1269216 09/30/2042 02007 3.800001600 1,288,000.0000 16,314.67 01/31/2012 12X4269 1269216 09/30/2044 02007 3.800001600 92,000.0000 1,165.33 01/31/2012 12X4269 1269216 09/30/2043 02008 5.050000800 2,787,000.0000 46,914.51 01/31/2012 12X4269 1269216 09/30/2044 02008 5.050000800 4,169,000.0000 70,178.18 01/31/2012 12X4269 1269216 09/30/2043 02009 4.759999200 3,043,000.0000 48,282.26 01/31/2012 12X4269 1269216 09/30/2044 02009 4.759999200 4,616,000.0000 73,240.52 01/31/2012 12X4269 1269216 09/30/2045 02009 4.759999200 40,000.0000 634.67 01/31/2012 12X4269 1269216 09/30/2043 02010 2.810001600 37,000.0000 346.57 01/31/2012 12X4269 1269216 09/30/2044 02010 2.810001600 1,266,000.0000 11,858.21 01/31/2012 12X4269 1269216 09/30/2045 02010 2.810001600 459,000.0000 4,299.30 01/31/2012 12X4269 1269216 09/30/2045 02011 2.810001600 125,000.0000 1,170.83 01/31/2012 12X4269 1269216 09/30/2045 02012 2.810001600 290,000.0000 2,716.33 01/31/2012 ------------------------ ---------------------- 18,399,000.0000 279,698.87 230 SUB-COHORT 12X4269 1269230 09/30/2040 02005 4.860000000 510,600.0000 8,271.72 01/31/2012 12X4269 1269230 09/30/2041 02005 4.860000000 707,000.0000 11,453.40 01/31/2012 12X4269 1269230 09/30/2042 02005 4.860000000 876,000.0000 14,191.20 01/31/2012 12X4269 1269230 09/30/2043 02005 4.860000000 630,000.0000 10,206.00 01/31/2012 12X4269 1269230 09/30/2044 02005 4.860000000 175,000.0000 2,835.00 01/31/2012 12X4269 1269230 09/30/2045 02005 4.860000000 445,000.0000 7,209.00 01/31/2012 12X4269 1269230 09/30/2041 02006 4.740001200 425,500.0000 6,722.90 01/31/2012 12X4269 1269230 09/30/2042 02006 4.740001200 1,269,000.0000 20,050.21 01/31/2012 12X4269 1269230 09/30/2043 02006 4.740001200 205,000.0000 3,239.00 01/31/2012 12X4269 1269230 09/30/2044 02006 4.740001200 701,000.0000 11,075.80 01/31/2012 12X4269 1269230 09/30/2045 02006 4.740001200 48,000.0000 758.40 01/31/2012 12X4269 1269230 09/30/2042 02007 5.140000800 77,000.0000 1,319.27 01/31/2012 12X4269 1269230 09/30/2043 02007 5.140000800 14,700.0000 251.86 01/31/2012 12X4269 1269230 09/30/2044 02007 5.140000800 815,000.0000 13,963.67 01/31/2012 12X4269 1269230 09/30/2042 02008 4.970001600 586,000.0000 9,708.07 01/31/2012 12X4269 1269230 09/30/2044 02008 4.970001600 426,000.0000 7,057.40 01/31/2012 12X4269 1269230 09/30/2043 02009 4.970001600 168,000.0000 2,783.20 01/31/2012 12X4269 1269230 09/30/2044 02009 4.970001600 235,000.0000 3,893.17 01/31/2012 12X4269 1269230 09/30/2045 02009 4.970001600 149,000.0000 2,468.43 01/31/2012 ------------------------ ---------------------- 8,462,800.0000 137,457.70 215 SUB-COHORT 12X4269 1269215 09/30/2058 02006 4.730000400 18,010,000.0000 283,957.69 01/31/2012 12X4269 1269215 09/30/2059 02006 4.730000400 4,549,000.0000 71,722.57 01/31/2012 12X4269 1269215 09/30/2060 02006 4.730000400 1,000,000.0000 15,766.67 01/31/2012 12X4269 1269215 09/30/2062 02006 4.730000400 85,000.0000 1,340.17 01/31/2012 12X4269 1269215 09/30/2059 02007 4.470001200 24,785,000.0000 369,296.60 01/31/2012 12X4269 1269215 09/30/2060 02007 4.470001200 2,802,000.0000 41,749.81 01/31/2012 12X4269 1269215 09/30/2061 02007 4.470001200 1,428,000.0000 21,277.21 01/31/2012 12X4269 1269215 09/30/2062 02007 4.470001200 608,000.0000 9,059.20 01/31/2012 12X4269 1269215 09/30/2060 02008 4.709998800 21,489,000.0000 337,377.21 01/31/2012 12X4269 1269215 09/30/2061 02008 4.709998800 23,209,000.0000 364,381.21 01/31/2012 12X4269 1269215 09/30/2062 02008 4.709998800 969,000.0000 15,213.30 01/31/2012 12X4269 1269215 09/30/2060 02009 4.780000800 5,743,000.0000 91,505.15 01/31/2012 12X4269 1269215 09/30/2061 02009 4.780000800 15,139,000.0000 241,214.77 01/31/2012 12X4269 1269215 09/30/2062 02009 4.780000800 1,831,000.0000 29,173.94 01/31/2012 12X4269 1269215 09/30/2061 02010 4.780000800 22,661,000.0000 361,065.33 01/31/2012 12X4269 1269215 09/30/2062 02010 4.780000800 8,121,000.0000 129,394.62 01/31/2012 12X4269 1269215 09/30/2061 02011 4.780000800 32,000,000.0000 509,866.75 01/31/2012 12X4269 1269215 09/30/2062 02011 4.780000800 11,292,000.0000 179,919.23 01/31/2012 ------------------------ ---------------------- 195,721,000.0000 3,073,281.43 217 SUB-COHORT 12X4269 1269217 09/30/2042 02006 4.960000800 1,787,900.0000 29,559.95 01/31/2012 12X4269 1269217 09/30/2044 02006 4.960000800 109,000.0000 1,802.13 01/31/2012 12X4269 1269217 09/30/2045 02006 4.960000800 13,000.0000 214.93 01/31/2012 12X4269 1269217 09/30/2042 02007 4.590000000 919,700.0000 14,071.41 01/31/2012 12X4269 1269217 09/30/2044 02007 4.590000000 230,000.0000 3,519.00 01/31/2012 12X4269 1269217 09/30/2043 02008 4.849999200 1,551,980.0000 25,090.34 01/31/2012 12X4269 1269217 09/30/2044 02008 4.849999200 3,160,000.0000 51,086.66 01/31/2012 12X4269 1269217 09/30/2045 02008 4.849999200 34,000.0000 549.67 01/31/2012 12X4269 1269217 09/30/2043 02009 4.970001600 264,000.0000 4,373.60 01/31/2012 12X4269 1269217 09/30/2044 02009 4.970001600 1,536,000.0000 25,446.41 01/31/2012 12X4269 1269217 09/30/2043 02010 3.189999600 292,000.0000 3,104.93 01/31/2012 12X4269 1269217 09/30/2044 02010 3.189999600 3,561,000.0000 37,865.30 01/31/2012 12X4269 1269217 09/30/2045 02010 3.189999600 1,127,000.0000 11,983.77 01/31/2012 12X4269 1269217 09/30/2044 02011 3.189999600 2,413,000.0000 25,658.23 01/31/2012 12X4269 1269217 09/30/2045 02011 3.189999600 15,000.0000 159.50 01/31/2012 ------------------------ ---------------------- 17,013,580.0000 234,485.83 ======================== ====================== 239,596,380.0000 3,724,923.83 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00