Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 214 SUB-COHORT 12X4216 1216214 09/30/2041 02001 4.640000400 83,000.0000 1,604.67 02/29/2012 ------------------------ ---------------------- 83,000.0000 1,604.67 204 SUB-COHORT 12X4216 1216204 09/30/2040 01992 7.130001600 6,500.0000 193.10 02/29/2012 12X4216 1216204 09/30/2041 01992 7.130001600 25,600.0000 760.53 02/29/2012 12X4216 1216204 09/30/2040 01993 6.680001600 62,340.0000 1,735.13 02/29/2012 12X4216 1216204 09/30/2041 01993 6.680001600 95,000.0000 2,644.17 02/29/2012 12X4216 1216204 09/30/2040 01994 6.860001600 180,000.0000 5,145.00 02/29/2012 12X4216 1216204 09/30/2040 01995 7.229998800 503,500.0000 15,167.93 02/29/2012 12X4216 1216204 09/30/2040 01996 6.789999600 788,000.0000 22,293.83 02/29/2012 12X4216 1216204 09/30/2040 01997 6.599998800 1,357,000.0000 37,317.49 02/29/2012 12X4216 1216204 09/30/2041 01997 6.599998800 450,000.0000 12,375.00 02/29/2012 12X4216 1216204 09/30/2040 01998 5.929999200 952,777.0000 23,541.53 02/29/2012 12X4216 1216204 09/30/2041 01998 5.929999200 1,150,000.0000 28,414.58 02/29/2012 12X4216 1216204 09/30/2040 01999 5.929999200 208,000.0000 5,139.33 02/29/2012 12X4216 1216204 09/30/2041 01999 5.929999200 202,000.0000 4,991.08 02/29/2012 ------------------------ ---------------------- 5,980,717.0000 159,718.70 ======================== ====================== 6,063,717.0000 161,323.37 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00