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 1,279.52 12/31/2011 12X4269 1269216 09/30/2041 02007 3.800001600 68,800.0000 653.60 12/31/2011 12X4269 1269216 09/30/2042 02007 3.800001600 1,288,000.0000 12,236.01 12/31/2011 12X4269 1269216 09/30/2044 02007 3.800001600 92,000.0000 874.00 12/31/2011 12X4269 1269216 09/30/2043 02008 5.050000800 2,787,000.0000 35,185.88 12/31/2011 12X4269 1269216 09/30/2044 02008 5.050000800 4,169,000.0000 52,633.63 12/31/2011 12X4269 1269216 09/30/2043 02009 4.759999200 3,043,000.0000 36,211.69 12/31/2011 12X4269 1269216 09/30/2044 02009 4.759999200 4,616,000.0000 54,930.39 12/31/2011 12X4269 1269216 09/30/2045 02009 4.759999200 40,000.0000 476.00 12/31/2011 12X4269 1269216 09/30/2043 02010 2.810001600 37,000.0000 259.93 12/31/2011 12X4269 1269216 09/30/2044 02010 2.810001600 1,266,000.0000 8,893.66 12/31/2011 12X4269 1269216 09/30/2045 02010 2.810001600 417,000.0000 2,929.43 12/31/2011 12X4269 1269216 09/30/2045 02011 2.810001600 125,000.0000 878.13 12/31/2011 12X4269 1269216 09/30/2045 02012 2.810001600 290,000.0000 2,037.25 12/31/2011 ------------------------ ---------------------- 18,357,000.0000 209,479.12 230 SUB-COHORT 12X4269 1269230 09/30/2040 02005 4.860000000 510,600.0000 6,203.79 12/31/2011 12X4269 1269230 09/30/2041 02005 4.860000000 707,000.0000 8,590.05 12/31/2011 12X4269 1269230 09/30/2042 02005 4.860000000 876,000.0000 10,643.40 12/31/2011 12X4269 1269230 09/30/2043 02005 4.860000000 630,000.0000 7,654.50 12/31/2011 12X4269 1269230 09/30/2044 02005 4.860000000 175,000.0000 2,126.25 12/31/2011 12X4269 1269230 09/30/2045 02005 4.860000000 445,000.0000 5,406.75 12/31/2011 12X4269 1269230 09/30/2041 02006 4.740001200 425,500.0000 5,042.18 12/31/2011 12X4269 1269230 09/30/2042 02006 4.740001200 1,269,000.0000 15,037.65 12/31/2011 12X4269 1269230 09/30/2043 02006 4.740001200 205,000.0000 2,429.25 12/31/2011 12X4269 1269230 09/30/2044 02006 4.740001200 701,000.0000 8,306.85 12/31/2011 12X4269 1269230 09/30/2045 02006 4.740001200 48,000.0000 568.80 12/31/2011 12X4269 1269230 09/30/2042 02007 5.140000800 77,000.0000 989.45 12/31/2011 12X4269 1269230 09/30/2043 02007 5.140000800 14,700.0000 188.90 12/31/2011 12X4269 1269230 09/30/2044 02007 5.140000800 815,000.0000 10,472.75 12/31/2011 12X4269 1269230 09/30/2042 02008 4.970001600 586,000.0000 7,281.05 12/31/2011 12X4269 1269230 09/30/2044 02008 4.970001600 426,000.0000 5,293.05 12/31/2011 12X4269 1269230 09/30/2043 02009 4.970001600 168,000.0000 2,087.40 12/31/2011 12X4269 1269230 09/30/2044 02009 4.970001600 235,000.0000 2,919.88 12/31/2011 12X4269 1269230 09/30/2045 02009 4.970001600 149,000.0000 1,851.33 12/31/2011 ------------------------ ---------------------- 8,462,800.0000 103,093.28 215 SUB-COHORT 12X4269 1269215 09/30/2058 02006 4.730000400 18,010,000.0000 212,968.27 12/31/2011 12X4269 1269215 09/30/2059 02006 4.730000400 4,549,000.0000 53,791.93 12/31/2011 12X4269 1269215 09/30/2060 02006 4.730000400 1,000,000.0000 11,825.00 12/31/2011 12X4269 1269215 09/30/2062 02006 4.730000400 85,000.0000 1,005.13 12/31/2011 12X4269 1269215 09/30/2059 02007 4.470001200 24,785,000.0000 276,972.45 12/31/2011 12X4269 1269215 09/30/2060 02007 4.470001200 2,802,000.0000 31,312.36 12/31/2011 12X4269 1269215 09/30/2061 02007 4.470001200 1,428,000.0000 15,957.90 12/31/2011 12X4269 1269215 09/30/2062 02007 4.470001200 608,000.0000 6,794.40 12/31/2011 12X4269 1269215 09/30/2060 02008 4.709998800 21,489,000.0000 253,032.91 12/31/2011 12X4269 1269215 09/30/2061 02008 4.709998800 23,209,000.0000 273,285.91 12/31/2011 12X4269 1269215 09/30/2060 02009 4.780000800 5,743,000.0000 68,628.86 12/31/2011 12X4269 1269215 09/30/2061 02009 4.780000800 15,139,000.0000 180,911.08 12/31/2011 12X4269 1269215 09/30/2062 02009 4.780000800 867,000.0000 10,360.65 12/31/2011 12X4269 1269215 09/30/2061 02010 4.780000800 22,661,000.0000 270,799.00 12/31/2011 12X4269 1269215 09/30/2062 02010 4.780000800 8,121,000.0000 97,045.97 12/31/2011 12X4269 1269215 09/30/2061 02011 4.780000800 32,000,000.0000 382,400.06 12/31/2011 12X4269 1269215 09/30/2062 02011 4.780000800 290,000.0000 3,465.50 12/31/2011 ------------------------ ---------------------- 182,786,000.0000 2,150,557.38 217 SUB-COHORT 12X4269 1269217 09/30/2042 02006 4.960000800 1,787,900.0000 22,169.96 12/31/2011 12X4269 1269217 09/30/2044 02006 4.960000800 109,000.0000 1,351.60 12/31/2011 12X4269 1269217 09/30/2045 02006 4.960000800 6,000.0000 74.40 12/31/2011 12X4269 1269217 09/30/2042 02007 4.590000000 919,700.0000 10,553.56 12/31/2011 12X4269 1269217 09/30/2044 02007 4.590000000 230,000.0000 2,639.25 12/31/2011 12X4269 1269217 09/30/2043 02008 4.849999200 1,551,980.0000 18,817.75 12/31/2011 12X4269 1269217 09/30/2044 02008 4.849999200 3,160,000.0000 38,314.99 12/31/2011 12X4269 1269217 09/30/2045 02008 4.849999200 21,000.0000 254.62 12/31/2011 12X4269 1269217 09/30/2043 02009 4.970001600 264,000.0000 3,280.20 12/31/2011 12X4269 1269217 09/30/2044 02009 4.970001600 1,536,000.0000 19,084.81 12/31/2011 12X4269 1269217 09/30/2043 02010 3.189999600 292,000.0000 2,328.70 12/31/2011 12X4269 1269217 09/30/2044 02010 3.189999600 3,561,000.0000 28,398.97 12/31/2011 12X4269 1269217 09/30/2045 02010 3.189999600 1,110,000.0000 8,852.25 12/31/2011 12X4269 1269217 09/30/2044 02011 3.189999600 2,413,000.0000 19,243.67 12/31/2011 12X4269 1269217 09/30/2045 02011 3.189999600 15,000.0000 119.62 12/31/2011 ------------------------ ---------------------- 16,976,580.0000 175,484.35 ======================== ====================== 226,582,380.0000 2,638,614.13 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00