Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 216 SUB-COHORT 12X4269 1269216 09/30/2042 02006 4.330000800 118,200.0000 2,132.53 02/29/2012 12X4269 1269216 09/30/2041 02007 3.800001600 68,800.0000 1,089.33 02/29/2012 12X4269 1269216 09/30/2042 02007 3.800001600 1,288,000.0000 20,393.34 02/29/2012 12X4269 1269216 09/30/2044 02007 3.800001600 92,000.0000 1,456.67 02/29/2012 12X4269 1269216 09/30/2043 02008 5.050000800 2,787,000.0000 58,643.13 02/29/2012 12X4269 1269216 09/30/2044 02008 5.050000800 4,169,000.0000 87,722.72 02/29/2012 12X4269 1269216 09/30/2043 02009 4.759999200 3,043,000.0000 60,352.82 02/29/2012 12X4269 1269216 09/30/2044 02009 4.759999200 4,616,000.0000 91,550.65 02/29/2012 12X4269 1269216 09/30/2045 02009 4.759999200 40,000.0000 793.33 02/29/2012 12X4269 1269216 09/30/2043 02010 2.810001600 37,000.0000 433.21 02/29/2012 12X4269 1269216 09/30/2044 02010 2.810001600 1,266,000.0000 14,822.76 02/29/2012 12X4269 1269216 09/30/2045 02010 2.810001600 570,000.0000 6,673.75 02/29/2012 12X4269 1269216 09/30/2045 02011 2.810001600 125,000.0000 1,463.54 02/29/2012 12X4269 1269216 09/30/2045 02012 2.810001600 290,000.0000 3,395.42 02/29/2012 ------------------------ ---------------------- 18,510,000.0000 350,923.20 230 SUB-COHORT 12X4269 1269230 09/30/2040 02005 4.860000000 510,600.0000 10,339.65 02/29/2012 12X4269 1269230 09/30/2041 02005 4.860000000 707,000.0000 14,316.75 02/29/2012 12X4269 1269230 09/30/2042 02005 4.860000000 876,000.0000 17,739.00 02/29/2012 12X4269 1269230 09/30/2043 02005 4.860000000 630,000.0000 12,757.50 02/29/2012 12X4269 1269230 09/30/2044 02005 4.860000000 175,000.0000 3,543.75 02/29/2012 12X4269 1269230 09/30/2045 02005 4.860000000 445,000.0000 9,011.25 02/29/2012 12X4269 1269230 09/30/2041 02006 4.740001200 425,500.0000 8,403.63 02/29/2012 12X4269 1269230 09/30/2042 02006 4.740001200 1,269,000.0000 25,062.76 02/29/2012 12X4269 1269230 09/30/2043 02006 4.740001200 205,000.0000 4,048.75 02/29/2012 12X4269 1269230 09/30/2044 02006 4.740001200 701,000.0000 13,844.75 02/29/2012 12X4269 1269230 09/30/2045 02006 4.740001200 48,000.0000 948.00 02/29/2012 12X4269 1269230 09/30/2042 02007 5.140000800 77,000.0000 1,649.08 02/29/2012 12X4269 1269230 09/30/2043 02007 5.140000800 14,700.0000 314.83 02/29/2012 12X4269 1269230 09/30/2044 02007 5.140000800 815,000.0000 17,454.59 02/29/2012 12X4269 1269230 09/30/2042 02008 4.970001600 586,000.0000 12,135.09 02/29/2012 12X4269 1269230 09/30/2044 02008 4.970001600 426,000.0000 8,821.75 02/29/2012 12X4269 1269230 09/30/2043 02009 4.970001600 168,000.0000 3,479.00 02/29/2012 12X4269 1269230 09/30/2044 02009 4.970001600 235,000.0000 4,866.46 02/29/2012 12X4269 1269230 09/30/2045 02009 4.970001600 149,000.0000 3,085.54 02/29/2012 ------------------------ ---------------------- 8,462,800.0000 171,822.13 215 SUB-COHORT 12X4269 1269215 09/30/2058 02006 4.730000400 18,010,000.0000 354,947.11 02/29/2012 12X4269 1269215 09/30/2059 02006 4.730000400 4,549,000.0000 89,653.22 02/29/2012 12X4269 1269215 09/30/2060 02006 4.730000400 1,000,000.0000 19,708.34 02/29/2012 12X4269 1269215 09/30/2062 02006 4.730000400 85,000.0000 1,675.21 02/29/2012 12X4269 1269215 09/30/2059 02007 4.470001200 24,785,000.0000 461,620.75 02/29/2012 12X4269 1269215 09/30/2060 02007 4.470001200 2,802,000.0000 52,187.26 02/29/2012 12X4269 1269215 09/30/2061 02007 4.470001200 1,428,000.0000 26,596.51 02/29/2012 12X4269 1269215 09/30/2062 02007 4.470001200 608,000.0000 11,324.00 02/29/2012 12X4269 1269215 09/30/2060 02008 4.709998800 21,489,000.0000 421,721.52 02/29/2012 12X4269 1269215 09/30/2061 02008 4.709998800 23,209,000.0000 455,476.51 02/29/2012 12X4269 1269215 09/30/2062 02008 4.709998800 969,000.0000 19,016.62 02/29/2012 12X4269 1269215 09/30/2060 02009 4.780000800 5,743,000.0000 114,381.44 02/29/2012 12X4269 1269215 09/30/2061 02009 4.780000800 15,139,000.0000 301,518.47 02/29/2012 12X4269 1269215 09/30/2062 02009 4.780000800 2,371,000.0000 47,222.42 02/29/2012 12X4269 1269215 09/30/2061 02010 4.780000800 22,661,000.0000 451,331.66 02/29/2012 12X4269 1269215 09/30/2062 02010 4.780000800 11,339,000.0000 225,835.12 02/29/2012 12X4269 1269215 09/30/2061 02011 4.780000800 32,000,000.0000 637,333.44 02/29/2012 12X4269 1269215 09/30/2062 02011 4.780000800 11,292,000.0000 224,899.04 02/29/2012 ------------------------ ---------------------- 199,479,000.0000 3,916,448.64 217 SUB-COHORT 12X4269 1269217 09/30/2042 02006 4.960000800 1,787,900.0000 36,949.94 02/29/2012 12X4269 1269217 09/30/2044 02006 4.960000800 109,000.0000 2,252.67 02/29/2012 12X4269 1269217 09/30/2045 02006 4.960000800 19,000.0000 392.67 02/29/2012 12X4269 1269217 09/30/2042 02007 4.590000000 919,700.0000 17,589.26 02/29/2012 12X4269 1269217 09/30/2044 02007 4.590000000 230,000.0000 4,398.75 02/29/2012 12X4269 1269217 09/30/2043 02008 4.849999200 1,551,980.0000 31,362.92 02/29/2012 12X4269 1269217 09/30/2044 02008 4.849999200 3,160,000.0000 63,858.32 02/29/2012 12X4269 1269217 09/30/2045 02008 4.849999200 53,000.0000 1,071.04 02/29/2012 12X4269 1269217 09/30/2043 02009 4.970001600 264,000.0000 5,467.00 02/29/2012 12X4269 1269217 09/30/2044 02009 4.970001600 1,536,000.0000 31,808.01 02/29/2012 12X4269 1269217 09/30/2045 02009 4.970001600 55,000.0000 1,138.96 02/29/2012 12X4269 1269217 09/30/2043 02010 3.189999600 292,000.0000 3,881.17 02/29/2012 12X4269 1269217 09/30/2044 02010 3.189999600 3,561,000.0000 47,331.62 02/29/2012 12X4269 1269217 09/30/2045 02010 3.189999600 1,366,000.0000 18,156.41 02/29/2012 12X4269 1269217 09/30/2044 02011 3.189999600 2,413,000.0000 32,072.79 02/29/2012 12X4269 1269217 09/30/2045 02011 3.189999600 15,000.0000 199.37 02/29/2012 ------------------------ ---------------------- 17,332,580.0000 297,930.90 ======================== ====================== 243,784,380.0000 4,737,124.87 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00