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 72,624.85 02/29/2012 12X4210 1210830 09/30/2028 01993 6.760000800 6,925,000.0000 195,054.19 02/29/2012 12X4210 1210830 09/30/2032 01993 6.760000800 118,300.0000 3,332.12 02/29/2012 12X4210 1210830 09/30/2034 01993 6.760000800 48,000.0000 1,352.00 02/29/2012 12X4210 1210830 09/30/2029 01994 6.159999600 16,305,000.0000 418,494.97 02/29/2012 12X4210 1210830 09/30/2031 01994 6.159999600 4,160,000.0000 106,773.33 02/29/2012 12X4210 1210830 09/30/2032 01994 6.159999600 100,000.0000 2,566.67 02/29/2012 12X4210 1210830 09/30/2034 01994 6.159999600 31,000.0000 795.67 02/29/2012 12X4210 1210830 09/30/2031 01995 5.529999600 6,989,000.0000 161,038.20 02/29/2012 12X4210 1210830 09/30/2032 01995 5.529999600 7,320,000.0000 168,664.99 02/29/2012 12X4210 1210830 09/30/2033 01995 5.529999600 120,000.0000 2,765.00 02/29/2012 12X4210 1210830 09/30/2034 01995 5.529999600 100,000.0000 2,304.17 02/29/2012 12X4210 1210830 09/30/2031 01996 5.500000800 3,651,000.0000 83,668.76 02/29/2012 12X4210 1210830 09/30/2032 01996 5.500000800 5,470,000.0000 125,354.18 02/29/2012 12X4210 1210830 09/30/2033 01996 5.500000800 322,000.0000 7,379.17 02/29/2012 12X4210 1210830 09/30/2034 01996 5.500000800 253,000.0000 5,797.92 02/29/2012 12X4210 1210830 09/30/2030 01997 5.230000800 6,456,000.0000 140,687.02 02/29/2012 12X4210 1210830 09/30/2031 01997 5.230000800 3,877,000.0000 84,486.30 02/29/2012 12X4210 1210830 09/30/2032 01997 5.230000800 2,899,000.0000 63,174.05 02/29/2012 12X4210 1210830 09/30/2033 01997 5.230000800 471,000.0000 10,263.88 02/29/2012 12X4210 1210830 09/30/2030 01998 5.079999600 20,097,000.0000 425,386.47 02/29/2012 12X4210 1210830 09/30/2031 01998 5.079999600 7,960,000.0000 168,486.65 02/29/2012 12X4210 1210830 09/30/2032 01998 5.079999600 2,268,000.0000 48,006.00 02/29/2012 12X4210 1210830 09/30/2033 01998 5.079999600 1,644,000.0000 34,798.00 02/29/2012 12X4210 1210830 09/30/2022 01999 4.820000400 18,126,000.0000 364,030.53 02/29/2012 12X4210 1210830 09/30/2031 01999 4.820000400 5,548,000.0000 111,422.34 02/29/2012 12X4210 1210830 09/30/2032 01999 4.820000400 5,210,000.0000 104,634.18 02/29/2012 12X4210 1210830 09/30/2033 01999 4.820000400 5,066,000.0000 101,742.18 02/29/2012 12X4210 1210830 09/30/2034 01999 4.820000400 262,000.0000 5,261.83 02/29/2012 12X4210 1210830 09/30/2021 02000 4.880001600 33,407,000.0000 679,275.89 02/29/2012 12X4210 1210830 09/30/2031 02000 4.880001600 5,131,000.0000 104,330.37 02/29/2012 12X4210 1210830 09/30/2032 02000 4.880001600 2,223,000.0000 45,201.01 02/29/2012 12X4210 1210830 09/30/2033 02000 4.880001600 926,000.0000 18,828.67 02/29/2012 12X4210 1210830 09/30/2034 02000 4.880001600 153,000.0000 3,111.00 02/29/2012 12X4210 1210830 09/30/2023 02001 5.249998800 21,525,000.0000 470,859.27 02/29/2012 12X4210 1210830 09/30/2031 02001 5.249998800 4,514,000.0000 98,743.73 02/29/2012 12X4210 1210830 09/30/2032 02001 5.249998800 3,233,000.0000 70,721.86 02/29/2012 12X4210 1210830 09/30/2033 02001 5.249998800 1,940,000.0000 42,437.49 02/29/2012 12X4210 1210830 09/30/2034 02001 5.249998800 234,000.0000 5,118.75 02/29/2012 12X4210 1210830 09/30/2021 02002 4.820000400 13,562,000.0000 272,370.19 02/29/2012 12X4210 1210830 09/30/2031 02002 4.820000400 3,211,000.0000 64,487.59 02/29/2012 12X4210 1210830 09/30/2032 02002 4.820000400 7,564,000.0000 151,910.35 02/29/2012 12X4210 1210830 09/30/2033 02002 4.820000400 7,861,000.0000 157,875.10 02/29/2012 12X4210 1210830 09/30/2034 02002 4.820000400 674,000.0000 13,536.17 02/29/2012 12X4210 1210830 09/30/2035 02002 4.820000400 2,058,000.0000 41,331.50 02/29/2012 12X4210 1210830 09/30/2025 02003 4.359999600 6,701,000.0000 121,734.82 02/29/2012 12X4210 1210830 09/30/2031 02003 4.359999600 5,748,000.0000 104,421.99 02/29/2012 12X4210 1210830 09/30/2032 02003 4.359999600 10,647,000.0000 193,420.48 02/29/2012 12X4210 1210830 09/30/2033 02003 4.359999600 8,514,000.0000 154,670.99 02/29/2012 12X4210 1210830 09/30/2034 02003 4.359999600 12,189,000.0000 221,433.48 02/29/2012 12X4210 1210830 09/30/2035 02003 4.359999600 1,923,000.0000 34,934.50 02/29/2012 12X4210 1210830 09/30/2026 02004 4.029998400 23,823,200.0000 400,031.07 02/29/2012 12X4210 1210830 09/30/2031 02004 4.029998400 11,582,000.0000 194,481.01 02/29/2012 12X4210 1210830 09/30/2032 02004 4.029998400 5,497,000.0000 92,303.76 02/29/2012 12X4210 1210830 09/30/2033 02004 4.029998400 6,090,000.0000 102,261.21 02/29/2012 12X4210 1210830 09/30/2034 02004 4.029998400 3,411,000.0000 57,276.35 02/29/2012 12X4210 1210830 09/30/2027 02005 4.349998800 27,518,100.0000 498,765.42 02/29/2012 12X4210 1210830 09/30/2031 02005 4.349998800 22,576,000.0000 409,189.89 02/29/2012 12X4210 1210830 09/30/2032 02005 4.349998800 12,333,000.0000 223,535.56 02/29/2012 12X4210 1210830 09/30/2033 02005 4.349998800 2,878,000.0000 52,163.74 02/29/2012 12X4210 1210830 09/30/2034 02005 4.349998800 4,812,000.0000 87,217.48 02/29/2012 12X4210 1210830 09/30/2035 02005 4.349998800 1,524,000.0000 27,622.49 02/29/2012 ------------------------ ---------------------- 410,376,209.9300 8,235,948.80 ======================== ====================== 410,376,209.9300 8,235,948.80 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00