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 43,037.28 10/31/2011 12X4219 1219307 09/30/2037 01992 6.789999600 2,860,000.0000 16,182.83 10/31/2011 12X4219 1219307 09/30/2041 01992 6.789999600 87,000.0000 492.27 10/31/2011 12X4219 1219307 09/30/2025 01993 6.850000800 7,351,000.0000 41,961.96 10/31/2011 12X4219 1219307 09/30/2029 01993 6.850000800 1,200,000.0000 6,850.00 10/31/2011 12X4219 1219307 09/30/2030 01993 6.850000800 200,000.0000 1,141.67 10/31/2011 12X4219 1219307 09/30/2034 01993 6.850000800 90,000.0000 513.75 10/31/2011 12X4219 1219307 09/30/2037 01993 6.850000800 1,230,000.0000 7,021.25 10/31/2011 12X4219 1219307 09/30/2038 01993 6.850000800 28,000.0000 159.83 10/31/2011 12X4219 1219307 09/30/2041 01993 6.850000800 192,000.0000 1,096.00 10/31/2011 12X4219 1219307 09/30/2025 01994 6.890000400 3,289,000.0000 18,884.34 10/31/2011 12X4219 1219307 09/30/2026 01994 6.890000400 5,000,000.0000 28,708.34 10/31/2011 12X4219 1219307 09/30/2027 01994 6.890000400 5,000,000.0000 28,708.34 10/31/2011 12X4219 1219307 09/30/2028 01994 6.890000400 2,800,000.0000 16,076.67 10/31/2011 12X4219 1219307 09/30/2029 01994 6.890000400 3,932,000.0000 22,576.23 10/31/2011 12X4219 1219307 09/30/2036 01994 6.890000400 120,000.0000 689.00 10/31/2011 12X4219 1219307 09/30/2037 01994 6.890000400 4,420,000.0000 25,378.17 10/31/2011 12X4219 1219307 09/30/2039 01994 6.890000400 1,000,000.0000 5,741.67 10/31/2011 12X4219 1219307 09/30/2041 01994 6.890000400 346,000.0000 1,986.62 10/31/2011 12X4219 1219307 09/30/2027 01995 6.419998800 11,305,000.0000 60,481.74 10/31/2011 12X4219 1219307 09/30/2028 01995 6.419998800 6,000,000.0000 32,099.99 10/31/2011 12X4219 1219307 09/30/2029 01995 6.419998800 2,000,000.0000 10,700.00 10/31/2011 12X4219 1219307 09/30/2031 01995 6.419998800 2,000,000.0000 10,700.00 10/31/2011 12X4219 1219307 09/30/2033 01995 6.419998800 1,000,000.0000 5,350.00 10/31/2011 12X4219 1219307 09/30/2034 01995 6.419998800 110,000.0000 588.50 10/31/2011 12X4219 1219307 09/30/2036 01995 6.419998800 140,000.0000 749.00 10/31/2011 12X4219 1219307 09/30/2037 01995 6.419998800 4,750,000.0000 25,412.50 10/31/2011 12X4219 1219307 09/30/2039 01995 6.419998800 2,991,000.0000 16,001.85 10/31/2011 12X4219 1219307 09/30/2041 01995 6.419998800 74,000.0000 395.90 10/31/2011 12X4219 1219307 09/30/2027 01996 6.109999200 4,802,000.0000 24,450.18 10/31/2011 12X4219 1219307 09/30/2028 01996 6.109999200 2,000,000.0000 10,183.33 10/31/2011 12X4219 1219307 09/30/2029 01996 6.109999200 1,000,000.0000 5,091.67 10/31/2011 12X4219 1219307 09/30/2032 01996 6.109999200 1,000,000.0000 5,091.67 10/31/2011 12X4219 1219307 09/30/2033 01996 6.109999200 1,000,000.0000 5,091.67 10/31/2011 12X4219 1219307 09/30/2034 01996 6.109999200 300,000.0000 1,527.50 10/31/2011 12X4219 1219307 09/30/2036 01996 6.109999200 298,000.0000 1,517.32 10/31/2011 12X4219 1219307 09/30/2037 01996 6.109999200 1,082,000.0000 5,509.18 10/31/2011 12X4219 1219307 09/30/2038 01996 6.109999200 902,000.0000 4,592.68 10/31/2011 12X4219 1219307 09/30/2039 01996 6.109999200 575,000.0000 2,927.71 10/31/2011 12X4219 1219307 09/30/2040 01996 6.109999200 229,000.0000 1,165.99 10/31/2011 12X4219 1219307 09/30/2041 01996 6.109999200 32,000.0000 162.93 10/31/2011 12X4219 1219307 09/30/2029 01997 5.960001600 5,557,000.0000 27,599.77 10/31/2011 12X4219 1219307 09/30/2031 01997 5.960001600 3,000,000.0000 14,900.00 10/31/2011 12X4219 1219307 09/30/2032 01997 5.960001600 1,000,000.0000 4,966.67 10/31/2011 12X4219 1219307 09/30/2033 01997 5.960001600 1,000,000.0000 4,966.67 10/31/2011 12X4219 1219307 09/30/2034 01997 5.960001600 310,000.0000 1,539.67 10/31/2011 12X4219 1219307 09/30/2035 01997 5.960001600 360,000.0000 1,788.00 10/31/2011 12X4219 1219307 09/30/2036 01997 5.960001600 418,000.0000 2,076.07 10/31/2011 12X4219 1219307 09/30/2037 01997 5.960001600 1,626,000.0000 8,075.80 10/31/2011 12X4219 1219307 09/30/2038 01997 5.960001600 211,000.0000 1,047.97 10/31/2011 12X4219 1219307 09/30/2041 01997 5.960001600 332,000.0000 1,648.93 10/31/2011 12X4219 1219307 09/30/2029 01998 5.900000400 114,000.0000 560.50 10/31/2011 12X4219 1219307 09/30/2030 01998 5.900000400 2,700,000.0000 13,275.00 10/31/2011 12X4219 1219307 09/30/2031 01998 5.900000400 3,000,000.0000 14,750.00 10/31/2011 12X4219 1219307 09/30/2032 01998 5.900000400 2,000,000.0000 9,833.33 10/31/2011 12X4219 1219307 09/30/2033 01998 5.900000400 1,500,000.0000 7,375.00 10/31/2011 12X4219 1219307 09/30/2034 01998 5.900000400 800,000.0000 3,933.33 10/31/2011 12X4219 1219307 09/30/2036 01998 5.900000400 168,000.0000 826.00 10/31/2011 12X4219 1219307 09/30/2037 01998 5.900000400 1,712,000.0000 8,417.33 10/31/2011 12X4219 1219307 09/30/2038 01998 5.900000400 208,000.0000 1,022.67 10/31/2011 12X4219 1219307 09/30/2039 01998 5.900000400 250,000.0000 1,229.17 10/31/2011 12X4219 1219307 09/30/2041 01998 5.900000400 107,000.0000 526.08 10/31/2011 12X4219 1219307 09/30/2030 01999 5.850000000 576,000.0000 2,808.00 10/31/2011 12X4219 1219307 09/30/2031 01999 5.850000000 4,000,000.0000 19,500.00 10/31/2011 12X4219 1219307 09/30/2032 01999 5.850000000 3,000,000.0000 14,625.00 10/31/2011 12X4219 1219307 09/30/2033 01999 5.850000000 1,000,000.0000 4,875.00 10/31/2011 12X4219 1219307 09/30/2034 01999 5.850000000 1,280,000.0000 6,240.00 10/31/2011 12X4219 1219307 09/30/2035 01999 5.850000000 818,000.0000 3,987.75 10/31/2011 12X4219 1219307 09/30/2036 01999 5.850000000 405,000.0000 1,974.38 10/31/2011 12X4219 1219307 09/30/2037 01999 5.850000000 1,654,000.0000 8,063.25 10/31/2011 12X4219 1219307 09/30/2038 01999 5.850000000 143,000.0000 697.13 10/31/2011 12X4219 1219307 09/30/2041 01999 5.850000000 30,000.0000 146.25 10/31/2011 12X4219 1219307 09/30/2031 02000 5.609998800 3,167,000.0000 14,805.72 10/31/2011 12X4219 1219307 09/30/2032 02000 5.609998800 5,000,000.0000 23,375.00 10/31/2011 12X4219 1219307 09/30/2033 02000 5.609998800 3,000,000.0000 14,025.00 10/31/2011 12X4219 1219307 09/30/2034 02000 5.609998800 1,660,000.0000 7,760.50 10/31/2011 12X4219 1219307 09/30/2035 02000 5.609998800 1,300,000.0000 6,077.50 10/31/2011 12X4219 1219307 09/30/2036 02000 5.609998800 172,000.0000 804.10 10/31/2011 12X4219 1219307 09/30/2037 02000 5.609998800 2,206,000.0000 10,313.05 10/31/2011 12X4219 1219307 09/30/2038 02000 5.609998800 185,000.0000 864.87 10/31/2011 12X4219 1219307 09/30/2041 02000 5.609998800 140,000.0000 654.50 10/31/2011 12X4219 1219307 09/30/2033 02001 4.989999600 2,735,000.0000 11,373.04 10/31/2011 12X4219 1219307 09/30/2034 02001 4.989999600 4,500,000.0000 18,712.50 10/31/2011 12X4219 1219307 09/30/2035 02001 4.989999600 2,000,000.0000 8,316.67 10/31/2011 12X4219 1219307 09/30/2036 02001 4.989999600 1,852,000.0000 7,701.23 10/31/2011 12X4219 1219307 09/30/2037 02001 4.989999600 2,464,000.0000 10,246.13 10/31/2011 12X4219 1219307 09/30/2038 02001 4.989999600 1,293,000.0000 5,376.72 10/31/2011 12X4219 1219307 09/30/2039 02001 4.989999600 1,266,000.0000 5,264.45 10/31/2011 12X4219 1219307 09/30/2040 02001 4.989999600 180,000.0000 748.50 10/31/2011 12X4219 1219307 09/30/2041 02001 4.989999600 146,000.0000 607.12 10/31/2011 12X4219 1219307 09/30/2033 02002 4.780000800 678,000.0000 2,700.70 10/31/2011 12X4219 1219307 09/30/2034 02002 4.780000800 6,300,000.0000 25,095.00 10/31/2011 12X4219 1219307 09/30/2035 02002 4.780000800 2,135,000.0000 8,504.42 10/31/2011 12X4219 1219307 09/30/2036 02002 4.780000800 2,353,000.0000 9,372.78 10/31/2011 12X4219 1219307 09/30/2037 02002 4.780000800 2,050,000.0000 8,165.83 10/31/2011 12X4219 1219307 09/30/2038 02002 4.780000800 1,436,000.0000 5,720.07 10/31/2011 12X4219 1219307 09/30/2039 02002 4.780000800 808,000.0000 3,218.53 10/31/2011 12X4219 1219307 09/30/2041 02002 4.780000800 265,000.0000 1,055.58 10/31/2011 12X4219 1219307 09/30/2034 02003 4.790001600 3,985,000.0000 15,906.80 10/31/2011 12X4219 1219307 09/30/2035 02003 4.790001600 5,035,000.0000 20,098.05 10/31/2011 12X4219 1219307 09/30/2036 02003 4.790001600 4,071,000.0000 16,250.08 10/31/2011 12X4219 1219307 09/30/2037 02003 4.790001600 4,095,000.0000 16,345.88 10/31/2011 12X4219 1219307 09/30/2038 02003 4.790001600 1,493,000.0000 5,959.56 10/31/2011 12X4219 1219307 09/30/2039 02003 4.790001600 1,179,000.0000 4,706.18 10/31/2011 12X4219 1219307 09/30/2040 02003 4.790001600 567,000.0000 2,263.28 10/31/2011 12X4219 1219307 09/30/2041 02003 4.790001600 359,000.0000 1,433.01 10/31/2011 12X4219 1219307 09/30/2035 02004 4.700001600 4,975,000.0000 19,485.42 10/31/2011 12X4219 1219307 09/30/2036 02004 4.700001600 4,583,000.0000 17,950.09 10/31/2011 12X4219 1219307 09/30/2037 02004 4.700001600 4,142,000.0000 16,222.84 10/31/2011 12X4219 1219307 09/30/2038 02004 4.700001600 1,202,000.0000 4,707.83 10/31/2011 12X4219 1219307 09/30/2039 02004 4.700001600 969,000.0000 3,795.25 10/31/2011 12X4219 1219307 09/30/2040 02004 4.700001600 580,000.0000 2,271.67 10/31/2011 12X4219 1219307 09/30/2041 02004 4.700001600 476,000.0000 1,864.33 10/31/2011 12X4219 1219307 09/30/2036 02005 4.759999200 5,081,000.0000 20,154.63 10/31/2011 12X4219 1219307 09/30/2037 02005 4.759999200 5,539,000.0000 21,971.36 10/31/2011 12X4219 1219307 09/30/2038 02005 4.759999200 2,340,000.0000 9,282.00 10/31/2011 12X4219 1219307 09/30/2039 02005 4.759999200 1,910,000.0000 7,576.33 10/31/2011 12X4219 1219307 09/30/2040 02005 4.759999200 1,244,000.0000 4,934.53 10/31/2011 12X4219 1219307 09/30/2041 02005 4.759999200 1,029,000.0000 4,081.70 10/31/2011 12X4219 1219307 09/30/2037 02006 4.690000800 4,054,000.0000 15,844.39 10/31/2011 12X4219 1219307 09/30/2038 02006 4.690000800 3,541,000.0000 13,839.41 10/31/2011 12X4219 1219307 09/30/2039 02006 4.690000800 5,528,000.0000 21,605.27 10/31/2011 12X4219 1219307 09/30/2040 02006 4.690000800 3,615,000.0000 14,128.63 10/31/2011 12X4219 1219307 09/30/2041 02006 4.690000800 1,372,000.0000 5,362.23 10/31/2011 12X4219 1219307 09/30/2038 02007 4.470001200 7,304,000.0000 27,207.41 10/31/2011 12X4219 1219307 09/30/2039 02007 4.470001200 4,136,000.0000 15,406.60 10/31/2011 12X4219 1219307 09/30/2040 02007 4.470001200 4,483,000.0000 16,699.18 10/31/2011 12X4219 1219307 09/30/2041 02007 4.470001200 2,193,000.0000 8,168.93 10/31/2011 12X4219 1219307 09/30/2039 02008 4.359999600 6,935,500.0000 25,198.98 10/31/2011 12X4219 1219307 09/30/2040 02008 4.359999600 5,423,000.0000 19,703.56 10/31/2011 12X4219 1219307 09/30/2041 02008 4.359999600 4,351,000.0000 15,808.63 10/31/2011 12X4219 1219307 09/30/2042 02008 4.359999600 6,000.0000 21.80 10/31/2011 12X4219 1219307 09/30/2040 02009 4.560001200 7,415,000.0000 28,177.01 10/31/2011 12X4219 1219307 09/30/2041 02009 4.560001200 4,146,000.0000 15,754.80 10/31/2011 12X4219 1219307 09/30/2042 02009 4.560001200 53,000.0000 201.40 10/31/2011 12X4219 1219307 09/30/2040 02010 3.009999600 766,000.0000 1,921.38 10/31/2011 12X4219 1219307 09/30/2041 02010 3.009999600 8,153,000.0000 20,450.44 10/31/2011 12X4219 1219307 09/30/2042 02010 3.009999600 295,000.0000 739.96 10/31/2011 12X4219 1219307 09/30/2041 02011 3.009999600 1,000,000.0000 2,508.33 10/31/2011 ------------------------ ---------------------- 308,534,500.0000 1,387,140.92 ======================== ====================== 308,534,500.0000 1,387,140.92 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00