Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 303 SUB-COHORT 12X4225 1225303 09/30/2034 01992 6.890000400 439,000.0000 10,082.37 01/31/2012 12X4225 1225303 09/30/2035 01992 6.890000400 10,000,000.0000 229,666.68 01/31/2012 12X4225 1225303 09/30/2044 01992 6.890000400 530,000.0000 12,172.33 01/31/2012 12X4225 1225303 09/30/2045 01992 6.890000400 1,729,000.0000 39,709.37 01/31/2012 12X4225 1225303 09/30/2046 01992 6.890000400 700,000.0000 16,076.67 01/31/2012 12X4225 1225303 09/30/2047 01992 6.890000400 2,400,000.0000 55,120.00 01/31/2012 12X4225 1225303 09/30/2048 01992 6.890000400 525,000.0000 12,057.50 01/31/2012 12X4225 1225303 09/30/2036 01993 6.969999600 11,770,000.0000 273,456.32 01/31/2012 12X4225 1225303 09/30/2039 01993 6.969999600 4,000,000.0000 92,933.33 01/31/2012 12X4225 1225303 09/30/2044 01993 6.969999600 1,200,000.0000 27,880.00 01/31/2012 12X4225 1225303 09/30/2045 01993 6.969999600 1,035,900.0000 24,067.41 01/31/2012 12X4225 1225303 09/30/2046 01993 6.969999600 63,000.0000 1,463.70 01/31/2012 12X4225 1225303 09/30/2047 01993 6.969999600 3,670,000.0000 85,266.33 01/31/2012 12X4225 1225303 09/30/2048 01993 6.969999600 1,020,000.0000 23,698.00 01/31/2012 12X4225 1225303 09/30/2036 01994 6.969999600 22,843,000.0000 530,719.00 01/31/2012 12X4225 1225303 09/30/2038 01994 6.969999600 2,500,000.0000 58,083.33 01/31/2012 12X4225 1225303 09/30/2045 01994 6.969999600 59,000.0000 1,370.77 01/31/2012 12X4225 1225303 09/30/2046 01994 6.969999600 2,775,000.0000 64,472.50 01/31/2012 12X4225 1225303 09/30/2047 01994 6.969999600 5,000,000.0000 116,166.66 01/31/2012 12X4225 1225303 09/30/2048 01994 6.969999600 1,200,000.0000 27,880.00 01/31/2012 12X4225 1225303 09/30/2051 01994 6.969999600 625,000.0000 14,520.83 01/31/2012 12X4225 1225303 09/30/2037 01995 6.609999600 20,329,000.0000 447,915.61 01/31/2012 12X4225 1225303 09/30/2038 01995 6.609999600 16,500,000.0000 363,549.98 01/31/2012 12X4225 1225303 09/30/2040 01995 6.609999600 1,000,000.0000 22,033.33 01/31/2012 12X4225 1225303 09/30/2041 01995 6.609999600 2,000,000.0000 44,066.66 01/31/2012 12X4225 1225303 09/30/2042 01995 6.609999600 2,000,000.0000 44,066.66 01/31/2012 12X4225 1225303 09/30/2044 01995 6.609999600 2,106,000.0000 46,402.20 01/31/2012 12X4225 1225303 09/30/2045 01995 6.609999600 1,330,000.0000 29,304.33 01/31/2012 12X4225 1225303 09/30/2046 01995 6.609999600 2,075,000.0000 45,719.16 01/31/2012 12X4225 1225303 09/30/2047 01995 6.609999600 7,379,000.0000 162,583.96 01/31/2012 12X4225 1225303 09/30/2048 01995 6.609999600 1,905,000.0000 41,973.50 01/31/2012 12X4225 1225303 09/30/2038 01996 6.369998400 33,829,000.0000 718,302.25 01/31/2012 12X4225 1225303 09/30/2040 01996 6.369998400 8,000,000.0000 169,866.62 01/31/2012 12X4225 1225303 09/30/2041 01996 6.369998400 3,000,000.0000 63,699.98 01/31/2012 12X4225 1225303 09/30/2042 01996 6.369998400 2,000,000.0000 42,466.66 01/31/2012 12X4225 1225303 09/30/2043 01996 6.369998400 1,100,000.0000 23,356.66 01/31/2012 12X4225 1225303 09/30/2044 01996 6.369998400 3,525,000.0000 74,847.48 01/31/2012 12X4225 1225303 09/30/2045 01996 6.369998400 2,793,900.0000 59,323.80 01/31/2012 12X4225 1225303 09/30/2046 01996 6.369998400 4,437,000.0000 94,212.28 01/31/2012 12X4225 1225303 09/30/2047 01996 6.369998400 7,451,000.0000 158,209.53 01/31/2012 12X4225 1225303 09/30/2048 01996 6.369998400 1,700,000.0000 36,096.66 01/31/2012 12X4225 1225303 09/30/2050 01996 6.369998400 2,000,000.0000 42,466.66 01/31/2012 12X4225 1225303 09/30/2051 01996 6.369998400 717,000.0000 15,224.30 01/31/2012 12X4225 1225303 09/30/2039 01997 6.009998400 27,903,000.0000 558,989.95 01/31/2012 12X4225 1225303 09/30/2040 01997 6.009998400 8,000,000.0000 160,266.62 01/31/2012 12X4225 1225303 09/30/2041 01997 6.009998400 6,000,000.0000 120,199.97 01/31/2012 12X4225 1225303 09/30/2042 01997 6.009998400 1,000,000.0000 20,033.33 01/31/2012 12X4225 1225303 09/30/2044 01997 6.009998400 1,022,000.0000 20,474.06 01/31/2012 12X4225 1225303 09/30/2045 01997 6.009998400 50,870.0000 1,019.10 01/31/2012 12X4225 1225303 09/30/2046 01997 6.009998400 970,000.0000 19,432.33 01/31/2012 12X4225 1225303 09/30/2047 01997 6.009998400 4,600,000.0000 92,153.31 01/31/2012 12X4225 1225303 09/30/2048 01997 6.009998400 900,000.0000 18,030.00 01/31/2012 12X4225 1225303 09/30/2051 01997 6.009998400 37,000.0000 741.23 01/31/2012 12X4225 1225303 09/30/2037 01998 5.919998400 275,000.0000 5,426.67 01/31/2012 12X4225 1225303 09/30/2040 01998 5.919998400 28,449,000.0000 561,393.45 01/31/2012 12X4225 1225303 09/30/2041 01998 5.919998400 25,000,000.0000 493,333.20 01/31/2012 12X4225 1225303 09/30/2042 01998 5.919998400 10,000,000.0000 197,333.28 01/31/2012 12X4225 1225303 09/30/2044 01998 5.919998400 600,000.0000 11,840.00 01/31/2012 12X4225 1225303 09/30/2045 01998 5.919998400 2,157,500.0000 42,574.66 01/31/2012 12X4225 1225303 09/30/2046 01998 5.919998400 3,746,000.0000 73,921.05 01/31/2012 12X4225 1225303 09/30/2047 01998 5.919998400 8,000,000.0000 157,866.62 01/31/2012 12X4225 1225303 09/30/2048 01998 5.919998400 500,000.0000 9,866.66 01/31/2012 12X4225 1225303 09/30/2051 01998 5.919998400 909,000.0000 17,937.60 01/31/2012 12X4225 1225303 09/30/2041 01999 5.889999600 39,190,000.0000 769,430.28 01/31/2012 12X4225 1225303 09/30/2042 01999 5.889999600 16,000,000.0000 314,133.31 01/31/2012 12X4225 1225303 09/30/2043 01999 5.889999600 8,000,000.0000 157,066.66 01/31/2012 12X4225 1225303 09/30/2044 01999 5.889999600 3,000,000.0000 58,900.00 01/31/2012 12X4225 1225303 09/30/2045 01999 5.889999600 2,000,000.0000 39,266.66 01/31/2012 12X4225 1225303 09/30/2046 01999 5.889999600 715,000.0000 14,037.83 01/31/2012 12X4225 1225303 09/30/2047 01999 5.889999600 7,100,000.0000 139,396.66 01/31/2012 12X4225 1225303 09/30/2048 01999 5.889999600 78,000.0000 1,531.40 01/31/2012 12X4225 1225303 09/30/2049 01999 5.889999600 863,000.0000 16,943.57 01/31/2012 12X4225 1225303 09/30/2041 02000 5.659999200 2,322,000.0000 43,808.39 01/31/2012 12X4225 1225303 09/30/2042 02000 5.659999200 59,500,000.0000 1,122,566.51 01/31/2012 12X4225 1225303 09/30/2043 02000 5.659999200 15,600,000.0000 294,319.96 01/31/2012 12X4225 1225303 09/30/2044 02000 5.659999200 4,500,000.0000 84,899.99 01/31/2012 12X4225 1225303 09/30/2045 02000 5.659999200 2,500,000.0000 47,166.66 01/31/2012 12X4225 1225303 09/30/2046 02000 5.659999200 4,046,000.0000 76,334.52 01/31/2012 12X4225 1225303 09/30/2047 02000 5.659999200 7,200,000.0000 135,839.98 01/31/2012 12X4225 1225303 09/30/2048 02000 5.659999200 3,800,000.0000 71,693.32 01/31/2012 12X4225 1225303 09/30/2049 02000 5.659999200 87,000.0000 1,641.40 01/31/2012 12X4225 1225303 09/30/2051 02000 5.659999200 197,000.0000 3,716.73 01/31/2012 12X4225 1225303 09/30/2037 02001 4.880001600 4,129,000.0000 67,165.09 01/31/2012 12X4225 1225303 09/30/2043 02001 4.880001600 71,477,000.0000 1,162,692.91 01/31/2012 12X4225 1225303 09/30/2044 02001 4.880001600 46,000,000.0000 748,266.91 01/31/2012 12X4225 1225303 09/30/2045 02001 4.880001600 29,140,000.0000 474,010.82 01/31/2012 12X4225 1225303 09/30/2046 02001 4.880001600 13,195,000.0000 214,638.74 01/31/2012 12X4225 1225303 09/30/2047 02001 4.880001600 10,761,000.0000 175,045.66 01/31/2012 12X4225 1225303 09/30/2048 02001 4.880001600 607,000.0000 9,873.87 01/31/2012 12X4225 1225303 09/30/2049 02001 4.880001600 554,000.0000 9,011.74 01/31/2012 12X4225 1225303 09/30/2050 02001 4.880001600 1,811,000.0000 29,458.94 01/31/2012 12X4225 1225303 09/30/2051 02001 4.880001600 3,173,000.0000 51,614.15 01/31/2012 12X4225 1225303 09/30/2037 02002 4.759999200 5,803,000.0000 92,074.25 01/31/2012 12X4225 1225303 09/30/2043 02002 4.759999200 12,385,000.0000 196,508.63 01/31/2012 12X4225 1225303 09/30/2044 02002 4.759999200 82,000,000.0000 1,301,066.45 01/31/2012 12X4225 1225303 09/30/2045 02002 4.759999200 58,500,000.0000 928,199.84 01/31/2012 12X4225 1225303 09/30/2046 02002 4.759999200 55,382,000.0000 878,727.59 01/31/2012 12X4225 1225303 09/30/2047 02002 4.759999200 21,583,000.0000 342,450.21 01/31/2012 12X4225 1225303 09/30/2048 02002 4.759999200 13,785,000.0000 218,721.96 01/31/2012 12X4225 1225303 09/30/2049 02002 4.759999200 4,704,000.0000 74,636.79 01/31/2012 12X4225 1225303 09/30/2050 02002 4.759999200 236,000.0000 3,744.53 01/31/2012 12X4225 1225303 09/30/2051 02002 4.759999200 518,000.0000 8,218.93 01/31/2012 12X4225 1225303 09/30/2037 02003 4.740001200 2,001,000.0000 31,615.81 01/31/2012 12X4225 1225303 09/30/2044 02003 4.740001200 28,095,000.0000 443,901.11 01/31/2012 12X4225 1225303 09/30/2045 02003 4.740001200 71,647,000.0000 1,132,022.89 01/31/2012 12X4225 1225303 09/30/2046 02003 4.740001200 40,725,000.0000 643,455.16 01/31/2012 12X4225 1225303 09/30/2047 02003 4.740001200 23,052,000.0000 364,221.69 01/31/2012 12X4225 1225303 09/30/2048 02003 4.740001200 8,111,000.0000 128,153.83 01/31/2012 12X4225 1225303 09/30/2049 02003 4.740001200 303,000.0000 4,787.40 01/31/2012 12X4225 1225303 09/30/2050 02003 4.740001200 147,000.0000 2,322.60 01/31/2012 12X4225 1225303 09/30/2051 02003 4.740001200 2,262,000.0000 35,739.61 01/31/2012 12X4225 1225303 09/30/2052 02003 4.740001200 1,782,000.0000 28,155.61 01/31/2012 12X4225 1225303 09/30/2037 02004 4.659998400 20,508,000.0000 318,557.49 01/31/2012 12X4225 1225303 09/30/2045 02004 4.659998400 28,464,000.0000 442,140.65 01/31/2012 12X4225 1225303 09/30/2046 02004 4.659998400 128,384,000.0000 1,994,230.78 01/31/2012 12X4225 1225303 09/30/2047 02004 4.659998400 69,539,000.0000 1,080,172.10 01/31/2012 12X4225 1225303 09/30/2048 02004 4.659998400 62,273,000.0000 967,306.93 01/31/2012 12X4225 1225303 09/30/2049 02004 4.659998400 31,332,000.0000 486,690.23 01/31/2012 12X4225 1225303 09/30/2050 02004 4.659998400 6,634,000.0000 103,048.10 01/31/2012 12X4225 1225303 09/30/2051 02004 4.659998400 10,734,000.0000 166,734.74 01/31/2012 12X4225 1225303 09/30/2052 02004 4.659998400 202,000.0000 3,137.73 01/31/2012 12X4225 1225303 09/30/2037 02005 4.640000400 53,926,000.0000 834,055.54 01/31/2012 12X4225 1225303 09/30/2046 02005 4.640000400 67,657,500.0000 1,046,436.09 01/31/2012 12X4225 1225303 09/30/2047 02005 4.640000400 152,531,000.0000 2,359,146.34 01/31/2012 12X4225 1225303 09/30/2048 02005 4.640000400 108,826,000.0000 1,683,175.61 01/31/2012 12X4225 1225303 09/30/2049 02005 4.640000400 80,885,665.0000 1,251,031.73 01/31/2012 12X4225 1225303 09/30/2050 02005 4.640000400 35,351,000.0000 546,762.18 01/31/2012 12X4225 1225303 09/30/2051 02005 4.640000400 30,352,000.0000 469,444.31 01/31/2012 12X4225 1225303 09/30/2052 02005 4.640000400 12,888,000.0000 199,334.42 01/31/2012 12X4225 1225303 09/30/2037 02006 4.550000400 13,212,000.0000 200,382.02 01/31/2012 12X4225 1225303 09/30/2047 02006 4.550000400 88,307,000.0000 1,339,322.95 01/31/2012 12X4225 1225303 09/30/2048 02006 4.550000400 117,793,000.0000 1,786,527.32 01/31/2012 12X4225 1225303 09/30/2049 02006 4.550000400 47,745,000.0000 724,132.56 01/31/2012 12X4225 1225303 09/30/2050 02006 4.550000400 13,858,000.0000 210,179.69 01/31/2012 12X4225 1225303 09/30/2051 02006 4.550000400 7,539,000.0000 114,341.51 01/31/2012 12X4225 1225303 09/30/2052 02006 4.550000400 2,329,000.0000 35,323.17 01/31/2012 12X4225 1225303 09/30/2047 02007 4.240000800 3,848,400.0000 54,390.73 01/31/2012 12X4225 1225303 09/30/2048 02007 4.240000800 103,642,000.0000 1,464,807.21 01/31/2012 12X4225 1225303 09/30/2049 02007 4.240000800 90,623,000.0000 1,280,805.31 01/31/2012 12X4225 1225303 09/30/2050 02007 4.240000800 58,123,000.0000 821,471.89 01/31/2012 12X4225 1225303 09/30/2051 02007 4.240000800 14,075,000.0000 198,926.70 01/31/2012 12X4225 1225303 09/30/2052 02007 4.240000800 3,775,000.0000 53,353.34 01/31/2012 12X4225 1225303 09/30/2048 02008 4.420000800 23,175,800.0000 341,456.85 01/31/2012 12X4225 1225303 09/30/2049 02008 4.420000800 99,892,000.0000 1,471,742.40 01/31/2012 12X4225 1225303 09/30/2050 02008 4.420000800 68,556,000.0000 1,010,058.58 01/31/2012 12X4225 1225303 09/30/2051 02008 4.420000800 82,135,000.0000 1,210,122.55 01/31/2012 12X4225 1225303 09/30/2052 02008 4.420000800 9,438,000.0000 139,053.23 01/31/2012 12X4225 1225303 09/30/2049 02009 4.460000400 64,386,000.0000 957,205.29 01/31/2012 12X4225 1225303 09/30/2050 02009 4.460000400 147,181,000.0000 2,188,091.06 01/31/2012 12X4225 1225303 09/30/2051 02009 4.460000400 135,024,000.0000 2,007,356.98 01/31/2012 12X4225 1225303 09/30/2052 02009 4.460000400 38,111,000.0000 566,583.58 01/31/2012 12X4225 1225303 09/30/2050 02010 2.949998400 84,747,713.0000 833,352.06 01/31/2012 12X4225 1225303 09/30/2051 02010 2.949998400 407,023,000.0000 4,002,390.66 01/31/2012 12X4225 1225303 09/30/2052 02010 2.949998400 112,629,000.0000 1,107,517.90 01/31/2012 12X4225 1225303 09/30/2051 02011 2.949998400 33,266,750.0000 327,122.86 01/31/2012 12X4225 1225303 09/30/2052 02011 2.949998400 33,781,000.0000 332,179.65 01/31/2012 12X4225 1225303 09/30/2052 02012 2.949998400 1,443,000.0000 14,189.49 01/31/2012 ------------------------ ---------------------- 3,928,091,998.0000 58,982,374.52 ======================== ====================== 3,928,091,998.0000 58,982,374.52 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00