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 129,111.84 12/31/2011 12X4219 1219307 09/30/2037 01992 6.789999600 2,860,000.0000 48,548.50 12/31/2011 12X4219 1219307 09/30/2041 01992 6.789999600 87,000.0000 1,476.82 12/31/2011 12X4219 1219307 09/30/2025 01993 6.850000800 7,351,000.0000 125,885.89 12/31/2011 12X4219 1219307 09/30/2029 01993 6.850000800 1,200,000.0000 20,550.00 12/31/2011 12X4219 1219307 09/30/2030 01993 6.850000800 200,000.0000 3,425.00 12/31/2011 12X4219 1219307 09/30/2034 01993 6.850000800 90,000.0000 1,541.25 12/31/2011 12X4219 1219307 09/30/2037 01993 6.850000800 1,230,000.0000 21,063.75 12/31/2011 12X4219 1219307 09/30/2038 01993 6.850000800 28,000.0000 479.50 12/31/2011 12X4219 1219307 09/30/2041 01993 6.850000800 192,000.0000 3,288.00 12/31/2011 12X4219 1219307 09/30/2025 01994 6.890000400 3,289,000.0000 56,653.03 12/31/2011 12X4219 1219307 09/30/2026 01994 6.890000400 5,000,000.0000 86,125.01 12/31/2011 12X4219 1219307 09/30/2027 01994 6.890000400 5,000,000.0000 86,125.01 12/31/2011 12X4219 1219307 09/30/2028 01994 6.890000400 2,800,000.0000 48,230.00 12/31/2011 12X4219 1219307 09/30/2029 01994 6.890000400 3,932,000.0000 67,728.70 12/31/2011 12X4219 1219307 09/30/2036 01994 6.890000400 120,000.0000 2,067.00 12/31/2011 12X4219 1219307 09/30/2037 01994 6.890000400 4,420,000.0000 76,134.50 12/31/2011 12X4219 1219307 09/30/2039 01994 6.890000400 1,000,000.0000 17,225.00 12/31/2011 12X4219 1219307 09/30/2041 01994 6.890000400 346,000.0000 5,959.85 12/31/2011 12X4219 1219307 09/30/2027 01995 6.419998800 11,305,000.0000 181,445.22 12/31/2011 12X4219 1219307 09/30/2028 01995 6.419998800 6,000,000.0000 96,299.98 12/31/2011 12X4219 1219307 09/30/2029 01995 6.419998800 2,000,000.0000 32,099.99 12/31/2011 12X4219 1219307 09/30/2031 01995 6.419998800 2,000,000.0000 32,099.99 12/31/2011 12X4219 1219307 09/30/2033 01995 6.419998800 1,000,000.0000 16,050.00 12/31/2011 12X4219 1219307 09/30/2034 01995 6.419998800 110,000.0000 1,765.50 12/31/2011 12X4219 1219307 09/30/2036 01995 6.419998800 140,000.0000 2,247.00 12/31/2011 12X4219 1219307 09/30/2037 01995 6.419998800 4,750,000.0000 76,237.49 12/31/2011 12X4219 1219307 09/30/2039 01995 6.419998800 2,991,000.0000 48,005.54 12/31/2011 12X4219 1219307 09/30/2041 01995 6.419998800 74,000.0000 1,187.70 12/31/2011 12X4219 1219307 09/30/2027 01996 6.109999200 4,802,000.0000 73,350.54 12/31/2011 12X4219 1219307 09/30/2028 01996 6.109999200 2,000,000.0000 30,550.00 12/31/2011 12X4219 1219307 09/30/2029 01996 6.109999200 1,000,000.0000 15,275.00 12/31/2011 12X4219 1219307 09/30/2032 01996 6.109999200 1,000,000.0000 15,275.00 12/31/2011 12X4219 1219307 09/30/2033 01996 6.109999200 1,000,000.0000 15,275.00 12/31/2011 12X4219 1219307 09/30/2034 01996 6.109999200 300,000.0000 4,582.50 12/31/2011 12X4219 1219307 09/30/2036 01996 6.109999200 298,000.0000 4,551.95 12/31/2011 12X4219 1219307 09/30/2037 01996 6.109999200 1,082,000.0000 16,527.55 12/31/2011 12X4219 1219307 09/30/2038 01996 6.109999200 902,000.0000 13,778.05 12/31/2011 12X4219 1219307 09/30/2039 01996 6.109999200 575,000.0000 8,783.12 12/31/2011 12X4219 1219307 09/30/2040 01996 6.109999200 229,000.0000 3,497.97 12/31/2011 12X4219 1219307 09/30/2041 01996 6.109999200 32,000.0000 488.80 12/31/2011 12X4219 1219307 09/30/2029 01997 5.960001600 5,557,000.0000 82,799.32 12/31/2011 12X4219 1219307 09/30/2031 01997 5.960001600 3,000,000.0000 44,700.01 12/31/2011 12X4219 1219307 09/30/2032 01997 5.960001600 1,000,000.0000 14,900.00 12/31/2011 12X4219 1219307 09/30/2033 01997 5.960001600 1,000,000.0000 14,900.00 12/31/2011 12X4219 1219307 09/30/2034 01997 5.960001600 310,000.0000 4,619.00 12/31/2011 12X4219 1219307 09/30/2035 01997 5.960001600 360,000.0000 5,364.00 12/31/2011 12X4219 1219307 09/30/2036 01997 5.960001600 418,000.0000 6,228.20 12/31/2011 12X4219 1219307 09/30/2037 01997 5.960001600 1,626,000.0000 24,227.41 12/31/2011 12X4219 1219307 09/30/2038 01997 5.960001600 211,000.0000 3,143.90 12/31/2011 12X4219 1219307 09/30/2041 01997 5.960001600 332,000.0000 4,946.80 12/31/2011 12X4219 1219307 09/30/2029 01998 5.900000400 114,000.0000 1,681.50 12/31/2011 12X4219 1219307 09/30/2030 01998 5.900000400 2,700,000.0000 39,825.00 12/31/2011 12X4219 1219307 09/30/2031 01998 5.900000400 3,000,000.0000 44,250.00 12/31/2011 12X4219 1219307 09/30/2032 01998 5.900000400 2,000,000.0000 29,500.00 12/31/2011 12X4219 1219307 09/30/2033 01998 5.900000400 1,500,000.0000 22,125.00 12/31/2011 12X4219 1219307 09/30/2034 01998 5.900000400 800,000.0000 11,800.00 12/31/2011 12X4219 1219307 09/30/2036 01998 5.900000400 168,000.0000 2,478.00 12/31/2011 12X4219 1219307 09/30/2037 01998 5.900000400 1,712,000.0000 25,252.00 12/31/2011 12X4219 1219307 09/30/2038 01998 5.900000400 208,000.0000 3,068.00 12/31/2011 12X4219 1219307 09/30/2039 01998 5.900000400 250,000.0000 3,687.50 12/31/2011 12X4219 1219307 09/30/2041 01998 5.900000400 107,000.0000 1,578.25 12/31/2011 12X4219 1219307 09/30/2030 01999 5.850000000 576,000.0000 8,424.00 12/31/2011 12X4219 1219307 09/30/2031 01999 5.850000000 4,000,000.0000 58,500.00 12/31/2011 12X4219 1219307 09/30/2032 01999 5.850000000 3,000,000.0000 43,875.00 12/31/2011 12X4219 1219307 09/30/2033 01999 5.850000000 1,000,000.0000 14,625.00 12/31/2011 12X4219 1219307 09/30/2034 01999 5.850000000 1,280,000.0000 18,720.00 12/31/2011 12X4219 1219307 09/30/2035 01999 5.850000000 818,000.0000 11,963.25 12/31/2011 12X4219 1219307 09/30/2036 01999 5.850000000 405,000.0000 5,923.13 12/31/2011 12X4219 1219307 09/30/2037 01999 5.850000000 1,654,000.0000 24,189.75 12/31/2011 12X4219 1219307 09/30/2038 01999 5.850000000 143,000.0000 2,091.38 12/31/2011 12X4219 1219307 09/30/2041 01999 5.850000000 30,000.0000 438.75 12/31/2011 12X4219 1219307 09/30/2031 02000 5.609998800 3,167,000.0000 44,417.17 12/31/2011 12X4219 1219307 09/30/2032 02000 5.609998800 5,000,000.0000 70,124.99 12/31/2011 12X4219 1219307 09/30/2033 02000 5.609998800 3,000,000.0000 42,074.99 12/31/2011 12X4219 1219307 09/30/2034 02000 5.609998800 1,660,000.0000 23,281.50 12/31/2011 12X4219 1219307 09/30/2035 02000 5.609998800 1,300,000.0000 18,232.50 12/31/2011 12X4219 1219307 09/30/2036 02000 5.609998800 172,000.0000 2,412.30 12/31/2011 12X4219 1219307 09/30/2037 02000 5.609998800 2,206,000.0000 30,939.14 12/31/2011 12X4219 1219307 09/30/2038 02000 5.609998800 185,000.0000 2,594.62 12/31/2011 12X4219 1219307 09/30/2041 02000 5.609998800 140,000.0000 1,963.50 12/31/2011 12X4219 1219307 09/30/2033 02001 4.989999600 2,735,000.0000 34,119.12 12/31/2011 12X4219 1219307 09/30/2034 02001 4.989999600 4,500,000.0000 56,137.50 12/31/2011 12X4219 1219307 09/30/2035 02001 4.989999600 2,000,000.0000 24,950.00 12/31/2011 12X4219 1219307 09/30/2036 02001 4.989999600 1,852,000.0000 23,103.70 12/31/2011 12X4219 1219307 09/30/2037 02001 4.989999600 2,464,000.0000 30,738.40 12/31/2011 12X4219 1219307 09/30/2038 02001 4.989999600 1,293,000.0000 16,130.17 12/31/2011 12X4219 1219307 09/30/2039 02001 4.989999600 1,266,000.0000 15,793.35 12/31/2011 12X4219 1219307 09/30/2040 02001 4.989999600 180,000.0000 2,245.50 12/31/2011 12X4219 1219307 09/30/2041 02001 4.989999600 146,000.0000 1,821.35 12/31/2011 12X4219 1219307 09/30/2042 02001 4.989999600 62,000.0000 773.45 12/31/2011 12X4219 1219307 09/30/2033 02002 4.780000800 678,000.0000 8,102.10 12/31/2011 12X4219 1219307 09/30/2034 02002 4.780000800 6,300,000.0000 75,285.01 12/31/2011 12X4219 1219307 09/30/2035 02002 4.780000800 2,135,000.0000 25,513.25 12/31/2011 12X4219 1219307 09/30/2036 02002 4.780000800 2,353,000.0000 28,118.35 12/31/2011 12X4219 1219307 09/30/2037 02002 4.780000800 2,050,000.0000 24,497.50 12/31/2011 12X4219 1219307 09/30/2038 02002 4.780000800 1,436,000.0000 17,160.20 12/31/2011 12X4219 1219307 09/30/2039 02002 4.780000800 808,000.0000 9,655.60 12/31/2011 12X4219 1219307 09/30/2041 02002 4.780000800 265,000.0000 3,166.75 12/31/2011 12X4219 1219307 09/30/2034 02003 4.790001600 3,985,000.0000 47,720.39 12/31/2011 12X4219 1219307 09/30/2035 02003 4.790001600 5,035,000.0000 60,294.15 12/31/2011 12X4219 1219307 09/30/2036 02003 4.790001600 4,071,000.0000 48,750.24 12/31/2011 12X4219 1219307 09/30/2037 02003 4.790001600 4,095,000.0000 49,037.64 12/31/2011 12X4219 1219307 09/30/2038 02003 4.790001600 1,493,000.0000 17,878.68 12/31/2011 12X4219 1219307 09/30/2039 02003 4.790001600 1,179,000.0000 14,118.53 12/31/2011 12X4219 1219307 09/30/2040 02003 4.790001600 567,000.0000 6,789.83 12/31/2011 12X4219 1219307 09/30/2041 02003 4.790001600 359,000.0000 4,299.03 12/31/2011 12X4219 1219307 09/30/2035 02004 4.700001600 4,975,000.0000 58,456.27 12/31/2011 12X4219 1219307 09/30/2036 02004 4.700001600 4,583,000.0000 53,850.27 12/31/2011 12X4219 1219307 09/30/2037 02004 4.700001600 4,142,000.0000 48,668.52 12/31/2011 12X4219 1219307 09/30/2038 02004 4.700001600 1,202,000.0000 14,123.50 12/31/2011 12X4219 1219307 09/30/2039 02004 4.700001600 969,000.0000 11,385.75 12/31/2011 12X4219 1219307 09/30/2040 02004 4.700001600 580,000.0000 6,815.00 12/31/2011 12X4219 1219307 09/30/2041 02004 4.700001600 476,000.0000 5,593.00 12/31/2011 12X4219 1219307 09/30/2036 02005 4.759999200 5,081,000.0000 60,463.89 12/31/2011 12X4219 1219307 09/30/2037 02005 4.759999200 5,539,000.0000 65,914.09 12/31/2011 12X4219 1219307 09/30/2038 02005 4.759999200 2,340,000.0000 27,846.00 12/31/2011 12X4219 1219307 09/30/2039 02005 4.759999200 1,910,000.0000 22,729.00 12/31/2011 12X4219 1219307 09/30/2040 02005 4.759999200 1,244,000.0000 14,803.60 12/31/2011 12X4219 1219307 09/30/2041 02005 4.759999200 1,029,000.0000 12,245.10 12/31/2011 12X4219 1219307 09/30/2037 02006 4.690000800 4,054,000.0000 47,533.16 12/31/2011 12X4219 1219307 09/30/2038 02006 4.690000800 3,541,000.0000 41,518.23 12/31/2011 12X4219 1219307 09/30/2039 02006 4.690000800 5,528,000.0000 64,815.81 12/31/2011 12X4219 1219307 09/30/2040 02006 4.690000800 3,615,000.0000 42,385.88 12/31/2011 12X4219 1219307 09/30/2041 02006 4.690000800 1,372,000.0000 16,086.70 12/31/2011 12X4219 1219307 09/30/2042 02006 4.690000800 45,000.0000 527.63 12/31/2011 12X4219 1219307 09/30/2038 02007 4.470001200 7,304,000.0000 81,622.22 12/31/2011 12X4219 1219307 09/30/2039 02007 4.470001200 4,136,000.0000 46,219.81 12/31/2011 12X4219 1219307 09/30/2040 02007 4.470001200 4,483,000.0000 50,097.54 12/31/2011 12X4219 1219307 09/30/2041 02007 4.470001200 2,193,000.0000 24,506.78 12/31/2011 12X4219 1219307 09/30/2042 02007 4.470001200 234,000.0000 2,614.95 12/31/2011 12X4219 1219307 09/30/2039 02008 4.359999600 6,935,500.0000 75,596.94 12/31/2011 12X4219 1219307 09/30/2040 02008 4.359999600 5,423,000.0000 59,110.69 12/31/2011 12X4219 1219307 09/30/2041 02008 4.359999600 4,351,000.0000 47,425.90 12/31/2011 12X4219 1219307 09/30/2042 02008 4.359999600 324,000.0000 3,531.60 12/31/2011 12X4219 1219307 09/30/2040 02009 4.560001200 7,415,000.0000 84,531.02 12/31/2011 12X4219 1219307 09/30/2041 02009 4.560001200 4,146,000.0000 47,264.41 12/31/2011 12X4219 1219307 09/30/2042 02009 4.560001200 399,000.0000 4,548.60 12/31/2011 12X4219 1219307 09/30/2040 02010 3.009999600 766,000.0000 5,764.15 12/31/2011 12X4219 1219307 09/30/2041 02010 3.009999600 8,153,000.0000 61,351.32 12/31/2011 12X4219 1219307 09/30/2042 02010 3.009999600 1,551,000.0000 11,671.27 12/31/2011 12X4219 1219307 09/30/2041 02011 3.009999600 1,000,000.0000 7,525.00 12/31/2011 12X4219 1219307 09/30/2042 02011 3.009999600 223,000.0000 1,678.07 12/31/2011 ------------------------ ---------------------- 311,018,500.0000 4,183,878.86 ======================== ====================== 311,018,500.0000 4,183,878.86 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00