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 215,186.40 02/29/2012 12X4219 1219307 09/30/2037 01992 6.789999600 2,860,000.0000 80,914.16 02/29/2012 12X4219 1219307 09/30/2041 01992 6.789999600 87,000.0000 2,461.37 02/29/2012 12X4219 1219307 09/30/2025 01993 6.850000800 7,351,000.0000 209,809.82 02/29/2012 12X4219 1219307 09/30/2029 01993 6.850000800 1,200,000.0000 34,250.00 02/29/2012 12X4219 1219307 09/30/2030 01993 6.850000800 200,000.0000 5,708.33 02/29/2012 12X4219 1219307 09/30/2034 01993 6.850000800 90,000.0000 2,568.75 02/29/2012 12X4219 1219307 09/30/2037 01993 6.850000800 1,230,000.0000 35,106.25 02/29/2012 12X4219 1219307 09/30/2038 01993 6.850000800 28,000.0000 799.17 02/29/2012 12X4219 1219307 09/30/2041 01993 6.850000800 192,000.0000 5,480.00 02/29/2012 12X4219 1219307 09/30/2025 01994 6.890000400 3,289,000.0000 94,421.71 02/29/2012 12X4219 1219307 09/30/2026 01994 6.890000400 5,000,000.0000 143,541.68 02/29/2012 12X4219 1219307 09/30/2027 01994 6.890000400 5,000,000.0000 143,541.68 02/29/2012 12X4219 1219307 09/30/2028 01994 6.890000400 2,800,000.0000 80,383.34 02/29/2012 12X4219 1219307 09/30/2029 01994 6.890000400 3,932,000.0000 112,881.17 02/29/2012 12X4219 1219307 09/30/2036 01994 6.890000400 120,000.0000 3,445.00 02/29/2012 12X4219 1219307 09/30/2037 01994 6.890000400 4,420,000.0000 126,890.84 02/29/2012 12X4219 1219307 09/30/2039 01994 6.890000400 1,000,000.0000 28,708.34 02/29/2012 12X4219 1219307 09/30/2041 01994 6.890000400 346,000.0000 9,933.08 02/29/2012 12X4219 1219307 09/30/2027 01995 6.419998800 11,305,000.0000 302,408.69 02/29/2012 12X4219 1219307 09/30/2028 01995 6.419998800 6,000,000.0000 160,499.97 02/29/2012 12X4219 1219307 09/30/2029 01995 6.419998800 2,000,000.0000 53,499.99 02/29/2012 12X4219 1219307 09/30/2031 01995 6.419998800 2,000,000.0000 53,499.99 02/29/2012 12X4219 1219307 09/30/2033 01995 6.419998800 1,000,000.0000 26,750.00 02/29/2012 12X4219 1219307 09/30/2034 01995 6.419998800 110,000.0000 2,942.50 02/29/2012 12X4219 1219307 09/30/2036 01995 6.419998800 140,000.0000 3,745.00 02/29/2012 12X4219 1219307 09/30/2037 01995 6.419998800 4,750,000.0000 127,062.48 02/29/2012 12X4219 1219307 09/30/2039 01995 6.419998800 2,991,000.0000 80,009.24 02/29/2012 12X4219 1219307 09/30/2041 01995 6.419998800 74,000.0000 1,979.50 02/29/2012 12X4219 1219307 09/30/2027 01996 6.109999200 4,802,000.0000 122,250.90 02/29/2012 12X4219 1219307 09/30/2028 01996 6.109999200 2,000,000.0000 50,916.66 02/29/2012 12X4219 1219307 09/30/2029 01996 6.109999200 1,000,000.0000 25,458.33 02/29/2012 12X4219 1219307 09/30/2032 01996 6.109999200 1,000,000.0000 25,458.33 02/29/2012 12X4219 1219307 09/30/2033 01996 6.109999200 1,000,000.0000 25,458.33 02/29/2012 12X4219 1219307 09/30/2034 01996 6.109999200 300,000.0000 7,637.50 02/29/2012 12X4219 1219307 09/30/2036 01996 6.109999200 298,000.0000 7,586.58 02/29/2012 12X4219 1219307 09/30/2037 01996 6.109999200 1,082,000.0000 27,545.91 02/29/2012 12X4219 1219307 09/30/2038 01996 6.109999200 902,000.0000 22,963.41 02/29/2012 12X4219 1219307 09/30/2039 01996 6.109999200 575,000.0000 14,638.54 02/29/2012 12X4219 1219307 09/30/2040 01996 6.109999200 229,000.0000 5,829.96 02/29/2012 12X4219 1219307 09/30/2041 01996 6.109999200 32,000.0000 814.67 02/29/2012 12X4219 1219307 09/30/2042 01996 6.109999200 6,000.0000 152.75 02/29/2012 12X4219 1219307 09/30/2029 01997 5.960001600 5,557,000.0000 137,998.87 02/29/2012 12X4219 1219307 09/30/2031 01997 5.960001600 3,000,000.0000 74,500.02 02/29/2012 12X4219 1219307 09/30/2032 01997 5.960001600 1,000,000.0000 24,833.34 02/29/2012 12X4219 1219307 09/30/2033 01997 5.960001600 1,000,000.0000 24,833.34 02/29/2012 12X4219 1219307 09/30/2034 01997 5.960001600 310,000.0000 7,698.34 02/29/2012 12X4219 1219307 09/30/2035 01997 5.960001600 360,000.0000 8,940.00 02/29/2012 12X4219 1219307 09/30/2036 01997 5.960001600 418,000.0000 10,380.34 02/29/2012 12X4219 1219307 09/30/2037 01997 5.960001600 1,626,000.0000 40,379.01 02/29/2012 12X4219 1219307 09/30/2038 01997 5.960001600 211,000.0000 5,239.83 02/29/2012 12X4219 1219307 09/30/2041 01997 5.960001600 332,000.0000 8,244.67 02/29/2012 12X4219 1219307 09/30/2029 01998 5.900000400 114,000.0000 2,802.50 02/29/2012 12X4219 1219307 09/30/2030 01998 5.900000400 2,700,000.0000 66,375.00 02/29/2012 12X4219 1219307 09/30/2031 01998 5.900000400 3,000,000.0000 73,750.01 02/29/2012 12X4219 1219307 09/30/2032 01998 5.900000400 2,000,000.0000 49,166.67 02/29/2012 12X4219 1219307 09/30/2033 01998 5.900000400 1,500,000.0000 36,875.00 02/29/2012 12X4219 1219307 09/30/2034 01998 5.900000400 800,000.0000 19,666.67 02/29/2012 12X4219 1219307 09/30/2036 01998 5.900000400 168,000.0000 4,130.00 02/29/2012 12X4219 1219307 09/30/2037 01998 5.900000400 1,712,000.0000 42,086.67 02/29/2012 12X4219 1219307 09/30/2038 01998 5.900000400 208,000.0000 5,113.33 02/29/2012 12X4219 1219307 09/30/2039 01998 5.900000400 250,000.0000 6,145.83 02/29/2012 12X4219 1219307 09/30/2041 01998 5.900000400 107,000.0000 2,630.42 02/29/2012 12X4219 1219307 09/30/2030 01999 5.850000000 576,000.0000 14,040.00 02/29/2012 12X4219 1219307 09/30/2031 01999 5.850000000 4,000,000.0000 97,500.00 02/29/2012 12X4219 1219307 09/30/2032 01999 5.850000000 3,000,000.0000 73,125.00 02/29/2012 12X4219 1219307 09/30/2033 01999 5.850000000 1,000,000.0000 24,375.00 02/29/2012 12X4219 1219307 09/30/2034 01999 5.850000000 1,280,000.0000 31,200.00 02/29/2012 12X4219 1219307 09/30/2035 01999 5.850000000 818,000.0000 19,938.75 02/29/2012 12X4219 1219307 09/30/2036 01999 5.850000000 405,000.0000 9,871.88 02/29/2012 12X4219 1219307 09/30/2037 01999 5.850000000 1,654,000.0000 40,316.25 02/29/2012 12X4219 1219307 09/30/2038 01999 5.850000000 143,000.0000 3,485.63 02/29/2012 12X4219 1219307 09/30/2041 01999 5.850000000 30,000.0000 731.25 02/29/2012 12X4219 1219307 09/30/2031 02000 5.609998800 3,167,000.0000 74,028.61 02/29/2012 12X4219 1219307 09/30/2032 02000 5.609998800 5,000,000.0000 116,874.98 02/29/2012 12X4219 1219307 09/30/2033 02000 5.609998800 3,000,000.0000 70,124.99 02/29/2012 12X4219 1219307 09/30/2034 02000 5.609998800 1,660,000.0000 38,802.49 02/29/2012 12X4219 1219307 09/30/2035 02000 5.609998800 1,300,000.0000 30,387.49 02/29/2012 12X4219 1219307 09/30/2036 02000 5.609998800 172,000.0000 4,020.50 02/29/2012 12X4219 1219307 09/30/2037 02000 5.609998800 2,206,000.0000 51,565.24 02/29/2012 12X4219 1219307 09/30/2038 02000 5.609998800 185,000.0000 4,324.37 02/29/2012 12X4219 1219307 09/30/2041 02000 5.609998800 140,000.0000 3,272.50 02/29/2012 12X4219 1219307 09/30/2033 02001 4.989999600 2,735,000.0000 56,865.20 02/29/2012 12X4219 1219307 09/30/2034 02001 4.989999600 4,500,000.0000 93,562.49 02/29/2012 12X4219 1219307 09/30/2035 02001 4.989999600 2,000,000.0000 41,583.33 02/29/2012 12X4219 1219307 09/30/2036 02001 4.989999600 1,852,000.0000 38,506.16 02/29/2012 12X4219 1219307 09/30/2037 02001 4.989999600 2,464,000.0000 51,230.66 02/29/2012 12X4219 1219307 09/30/2038 02001 4.989999600 1,293,000.0000 26,883.62 02/29/2012 12X4219 1219307 09/30/2039 02001 4.989999600 1,266,000.0000 26,322.25 02/29/2012 12X4219 1219307 09/30/2040 02001 4.989999600 180,000.0000 3,742.50 02/29/2012 12X4219 1219307 09/30/2041 02001 4.989999600 146,000.0000 3,035.58 02/29/2012 12X4219 1219307 09/30/2042 02001 4.989999600 62,000.0000 1,289.08 02/29/2012 12X4219 1219307 09/30/2033 02002 4.780000800 678,000.0000 13,503.50 02/29/2012 12X4219 1219307 09/30/2034 02002 4.780000800 6,300,000.0000 125,475.02 02/29/2012 12X4219 1219307 09/30/2035 02002 4.780000800 2,135,000.0000 42,522.09 02/29/2012 12X4219 1219307 09/30/2036 02002 4.780000800 2,353,000.0000 46,863.92 02/29/2012 12X4219 1219307 09/30/2037 02002 4.780000800 2,050,000.0000 40,829.17 02/29/2012 12X4219 1219307 09/30/2038 02002 4.780000800 1,436,000.0000 28,600.34 02/29/2012 12X4219 1219307 09/30/2039 02002 4.780000800 808,000.0000 16,092.67 02/29/2012 12X4219 1219307 09/30/2041 02002 4.780000800 265,000.0000 5,277.92 02/29/2012 12X4219 1219307 09/30/2034 02003 4.790001600 3,985,000.0000 79,533.98 02/29/2012 12X4219 1219307 09/30/2035 02003 4.790001600 5,035,000.0000 100,490.24 02/29/2012 12X4219 1219307 09/30/2036 02003 4.790001600 4,071,000.0000 81,250.40 02/29/2012 12X4219 1219307 09/30/2037 02003 4.790001600 4,095,000.0000 81,729.40 02/29/2012 12X4219 1219307 09/30/2038 02003 4.790001600 1,493,000.0000 29,797.80 02/29/2012 12X4219 1219307 09/30/2039 02003 4.790001600 1,179,000.0000 23,530.88 02/29/2012 12X4219 1219307 09/30/2040 02003 4.790001600 567,000.0000 11,316.38 02/29/2012 12X4219 1219307 09/30/2041 02003 4.790001600 359,000.0000 7,165.04 02/29/2012 12X4219 1219307 09/30/2042 02003 4.790001600 11,000.0000 219.54 02/29/2012 12X4219 1219307 09/30/2035 02004 4.700001600 4,975,000.0000 97,427.12 02/29/2012 12X4219 1219307 09/30/2036 02004 4.700001600 4,583,000.0000 89,750.45 02/29/2012 12X4219 1219307 09/30/2037 02004 4.700001600 4,142,000.0000 81,114.19 02/29/2012 12X4219 1219307 09/30/2038 02004 4.700001600 1,202,000.0000 23,539.17 02/29/2012 12X4219 1219307 09/30/2039 02004 4.700001600 969,000.0000 18,976.26 02/29/2012 12X4219 1219307 09/30/2040 02004 4.700001600 580,000.0000 11,358.34 02/29/2012 12X4219 1219307 09/30/2041 02004 4.700001600 476,000.0000 9,321.67 02/29/2012 12X4219 1219307 09/30/2042 02004 4.700001600 88,000.0000 1,723.33 02/29/2012 12X4219 1219307 09/30/2036 02005 4.759999200 5,081,000.0000 100,773.15 02/29/2012 12X4219 1219307 09/30/2037 02005 4.759999200 5,539,000.0000 109,856.81 02/29/2012 12X4219 1219307 09/30/2038 02005 4.759999200 2,340,000.0000 46,409.99 02/29/2012 12X4219 1219307 09/30/2039 02005 4.759999200 1,910,000.0000 37,881.66 02/29/2012 12X4219 1219307 09/30/2040 02005 4.759999200 1,244,000.0000 24,672.66 02/29/2012 12X4219 1219307 09/30/2041 02005 4.759999200 1,029,000.0000 20,408.50 02/29/2012 12X4219 1219307 09/30/2037 02006 4.690000800 4,054,000.0000 79,221.93 02/29/2012 12X4219 1219307 09/30/2038 02006 4.690000800 3,541,000.0000 69,197.05 02/29/2012 12X4219 1219307 09/30/2039 02006 4.690000800 5,528,000.0000 108,026.35 02/29/2012 12X4219 1219307 09/30/2040 02006 4.690000800 3,615,000.0000 70,643.14 02/29/2012 12X4219 1219307 09/30/2041 02006 4.690000800 1,372,000.0000 26,811.17 02/29/2012 12X4219 1219307 09/30/2042 02006 4.690000800 45,000.0000 879.38 02/29/2012 12X4219 1219307 09/30/2038 02007 4.470001200 7,304,000.0000 136,037.04 02/29/2012 12X4219 1219307 09/30/2039 02007 4.470001200 4,136,000.0000 77,033.02 02/29/2012 12X4219 1219307 09/30/2040 02007 4.470001200 4,483,000.0000 83,495.90 02/29/2012 12X4219 1219307 09/30/2041 02007 4.470001200 2,193,000.0000 40,844.64 02/29/2012 12X4219 1219307 09/30/2042 02007 4.470001200 384,000.0000 7,152.00 02/29/2012 12X4219 1219307 09/30/2039 02008 4.359999600 6,935,500.0000 125,994.91 02/29/2012 12X4219 1219307 09/30/2040 02008 4.359999600 5,423,000.0000 98,517.82 02/29/2012 12X4219 1219307 09/30/2041 02008 4.359999600 4,351,000.0000 79,043.16 02/29/2012 12X4219 1219307 09/30/2042 02008 4.359999600 491,000.0000 8,919.83 02/29/2012 12X4219 1219307 09/30/2040 02009 4.560001200 7,415,000.0000 140,885.04 02/29/2012 12X4219 1219307 09/30/2041 02009 4.560001200 4,146,000.0000 78,774.02 02/29/2012 12X4219 1219307 09/30/2042 02009 4.560001200 635,000.0000 12,065.00 02/29/2012 12X4219 1219307 09/30/2040 02010 3.009999600 766,000.0000 9,606.92 02/29/2012 12X4219 1219307 09/30/2041 02010 3.009999600 8,153,000.0000 102,252.19 02/29/2012 12X4219 1219307 09/30/2042 02010 3.009999600 2,137,000.0000 26,801.54 02/29/2012 12X4219 1219307 09/30/2041 02011 3.009999600 1,000,000.0000 12,541.67 02/29/2012 12X4219 1219307 09/30/2042 02011 3.009999600 702,000.0000 8,804.25 02/29/2012 ------------------------ ---------------------- 312,741,500.0000 6,998,895.54 ======================== ====================== 312,741,500.0000 6,998,895.54 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00