Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 830 SUB-COHORT 12X4210 1210830 09/30/2027 01992 6.710000400 2,597,609.9300 14,524.97 10/31/2011 12X4210 1210830 09/30/2028 01993 6.760000800 6,925,000.0000 39,010.84 10/31/2011 12X4210 1210830 09/30/2032 01993 6.760000800 118,300.0000 666.42 10/31/2011 12X4210 1210830 09/30/2034 01993 6.760000800 48,000.0000 270.40 10/31/2011 12X4210 1210830 09/30/2029 01994 6.159999600 16,305,000.0000 83,698.99 10/31/2011 12X4210 1210830 09/30/2031 01994 6.159999600 4,160,000.0000 21,354.67 10/31/2011 12X4210 1210830 09/30/2032 01994 6.159999600 100,000.0000 513.33 10/31/2011 12X4210 1210830 09/30/2034 01994 6.159999600 31,000.0000 159.13 10/31/2011 12X4210 1210830 09/30/2031 01995 5.529999600 6,989,000.0000 32,207.64 10/31/2011 12X4210 1210830 09/30/2032 01995 5.529999600 7,320,000.0000 33,733.00 10/31/2011 12X4210 1210830 09/30/2033 01995 5.529999600 120,000.0000 553.00 10/31/2011 12X4210 1210830 09/30/2034 01995 5.529999600 100,000.0000 460.83 10/31/2011 12X4210 1210830 09/30/2031 01996 5.500000800 3,651,000.0000 16,733.75 10/31/2011 12X4210 1210830 09/30/2032 01996 5.500000800 5,470,000.0000 25,070.84 10/31/2011 12X4210 1210830 09/30/2033 01996 5.500000800 322,000.0000 1,475.83 10/31/2011 12X4210 1210830 09/30/2034 01996 5.500000800 253,000.0000 1,159.58 10/31/2011 12X4210 1210830 09/30/2030 01997 5.230000800 6,456,000.0000 28,137.40 10/31/2011 12X4210 1210830 09/30/2031 01997 5.230000800 3,877,000.0000 16,897.26 10/31/2011 12X4210 1210830 09/30/2032 01997 5.230000800 2,899,000.0000 12,634.81 10/31/2011 12X4210 1210830 09/30/2033 01997 5.230000800 471,000.0000 2,052.78 10/31/2011 12X4210 1210830 09/30/2030 01998 5.079999600 20,097,000.0000 85,077.29 10/31/2011 12X4210 1210830 09/30/2031 01998 5.079999600 7,960,000.0000 33,697.33 10/31/2011 12X4210 1210830 09/30/2032 01998 5.079999600 2,268,000.0000 9,601.20 10/31/2011 12X4210 1210830 09/30/2033 01998 5.079999600 1,644,000.0000 6,959.60 10/31/2011 12X4210 1210830 09/30/2022 01999 4.820000400 18,126,000.0000 72,806.11 10/31/2011 12X4210 1210830 09/30/2031 01999 4.820000400 5,548,000.0000 22,284.47 10/31/2011 12X4210 1210830 09/30/2032 01999 4.820000400 5,210,000.0000 20,926.84 10/31/2011 12X4210 1210830 09/30/2033 01999 4.820000400 5,066,000.0000 20,348.44 10/31/2011 12X4210 1210830 09/30/2034 01999 4.820000400 262,000.0000 1,052.37 10/31/2011 12X4210 1210830 09/30/2021 02000 4.880001600 33,407,000.0000 135,855.18 10/31/2011 12X4210 1210830 09/30/2031 02000 4.880001600 5,131,000.0000 20,866.07 10/31/2011 12X4210 1210830 09/30/2032 02000 4.880001600 2,223,000.0000 9,040.20 10/31/2011 12X4210 1210830 09/30/2033 02000 4.880001600 926,000.0000 3,765.73 10/31/2011 12X4210 1210830 09/30/2034 02000 4.880001600 153,000.0000 622.20 10/31/2011 12X4210 1210830 09/30/2023 02001 5.249998800 21,525,000.0000 94,171.85 10/31/2011 12X4210 1210830 09/30/2031 02001 5.249998800 4,514,000.0000 19,748.75 10/31/2011 12X4210 1210830 09/30/2032 02001 5.249998800 3,233,000.0000 14,144.37 10/31/2011 12X4210 1210830 09/30/2033 02001 5.249998800 1,940,000.0000 8,487.50 10/31/2011 12X4210 1210830 09/30/2034 02001 5.249998800 234,000.0000 1,023.75 10/31/2011 12X4210 1210830 09/30/2021 02002 4.820000400 13,562,000.0000 54,474.04 10/31/2011 12X4210 1210830 09/30/2031 02002 4.820000400 3,211,000.0000 12,897.52 10/31/2011 12X4210 1210830 09/30/2032 02002 4.820000400 7,564,000.0000 30,382.07 10/31/2011 12X4210 1210830 09/30/2033 02002 4.820000400 7,861,000.0000 31,575.02 10/31/2011 12X4210 1210830 09/30/2034 02002 4.820000400 674,000.0000 2,707.23 10/31/2011 12X4210 1210830 09/30/2025 02003 4.359999600 6,701,000.0000 24,346.96 10/31/2011 12X4210 1210830 09/30/2031 02003 4.359999600 5,748,000.0000 20,884.40 10/31/2011 12X4210 1210830 09/30/2032 02003 4.359999600 10,647,000.0000 38,684.10 10/31/2011 12X4210 1210830 09/30/2033 02003 4.359999600 8,514,000.0000 30,934.20 10/31/2011 12X4210 1210830 09/30/2034 02003 4.359999600 12,189,000.0000 44,286.70 10/31/2011 12X4210 1210830 09/30/2035 02003 4.359999600 403,000.0000 1,464.23 10/31/2011 12X4210 1210830 09/30/2026 02004 4.029998400 23,823,200.0000 80,006.21 10/31/2011 12X4210 1210830 09/30/2031 02004 4.029998400 11,582,000.0000 38,896.20 10/31/2011 12X4210 1210830 09/30/2032 02004 4.029998400 5,497,000.0000 18,460.75 10/31/2011 12X4210 1210830 09/30/2033 02004 4.029998400 6,090,000.0000 20,452.24 10/31/2011 12X4210 1210830 09/30/2034 02004 4.029998400 3,411,000.0000 11,455.27 10/31/2011 12X4210 1210830 09/30/2027 02005 4.349998800 27,518,100.0000 99,753.08 10/31/2011 12X4210 1210830 09/30/2031 02005 4.349998800 22,576,000.0000 81,837.98 10/31/2011 12X4210 1210830 09/30/2032 02005 4.349998800 12,333,000.0000 44,707.11 10/31/2011 12X4210 1210830 09/30/2033 02005 4.349998800 2,878,000.0000 10,432.75 10/31/2011 12X4210 1210830 09/30/2034 02005 4.349998800 4,812,000.0000 17,443.50 10/31/2011 12X4210 1210830 09/30/2035 02005 4.349998800 1,189,000.0000 4,310.12 10/31/2011 ------------------------ ---------------------- 406,463,209.9300 1,632,186.40 ======================== ====================== 406,463,209.9300 1,632,186.40 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00