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 86,074.56 11/30/2011 12X4219 1219307 09/30/2037 01992 6.789999600 2,860,000.0000 32,365.66 11/30/2011 12X4219 1219307 09/30/2041 01992 6.789999600 87,000.0000 984.55 11/30/2011 12X4219 1219307 09/30/2025 01993 6.850000800 7,351,000.0000 83,923.93 11/30/2011 12X4219 1219307 09/30/2029 01993 6.850000800 1,200,000.0000 13,700.00 11/30/2011 12X4219 1219307 09/30/2030 01993 6.850000800 200,000.0000 2,283.33 11/30/2011 12X4219 1219307 09/30/2034 01993 6.850000800 90,000.0000 1,027.50 11/30/2011 12X4219 1219307 09/30/2037 01993 6.850000800 1,230,000.0000 14,042.50 11/30/2011 12X4219 1219307 09/30/2038 01993 6.850000800 28,000.0000 319.67 11/30/2011 12X4219 1219307 09/30/2041 01993 6.850000800 192,000.0000 2,192.00 11/30/2011 12X4219 1219307 09/30/2025 01994 6.890000400 3,289,000.0000 37,768.69 11/30/2011 12X4219 1219307 09/30/2026 01994 6.890000400 5,000,000.0000 57,416.67 11/30/2011 12X4219 1219307 09/30/2027 01994 6.890000400 5,000,000.0000 57,416.67 11/30/2011 12X4219 1219307 09/30/2028 01994 6.890000400 2,800,000.0000 32,153.34 11/30/2011 12X4219 1219307 09/30/2029 01994 6.890000400 3,932,000.0000 45,152.47 11/30/2011 12X4219 1219307 09/30/2036 01994 6.890000400 120,000.0000 1,378.00 11/30/2011 12X4219 1219307 09/30/2037 01994 6.890000400 4,420,000.0000 50,756.34 11/30/2011 12X4219 1219307 09/30/2039 01994 6.890000400 1,000,000.0000 11,483.33 11/30/2011 12X4219 1219307 09/30/2041 01994 6.890000400 346,000.0000 3,973.23 11/30/2011 12X4219 1219307 09/30/2027 01995 6.419998800 11,305,000.0000 120,963.48 11/30/2011 12X4219 1219307 09/30/2028 01995 6.419998800 6,000,000.0000 64,199.99 11/30/2011 12X4219 1219307 09/30/2029 01995 6.419998800 2,000,000.0000 21,400.00 11/30/2011 12X4219 1219307 09/30/2031 01995 6.419998800 2,000,000.0000 21,400.00 11/30/2011 12X4219 1219307 09/30/2033 01995 6.419998800 1,000,000.0000 10,700.00 11/30/2011 12X4219 1219307 09/30/2034 01995 6.419998800 110,000.0000 1,177.00 11/30/2011 12X4219 1219307 09/30/2036 01995 6.419998800 140,000.0000 1,498.00 11/30/2011 12X4219 1219307 09/30/2037 01995 6.419998800 4,750,000.0000 50,824.99 11/30/2011 12X4219 1219307 09/30/2039 01995 6.419998800 2,991,000.0000 32,003.69 11/30/2011 12X4219 1219307 09/30/2041 01995 6.419998800 74,000.0000 791.80 11/30/2011 12X4219 1219307 09/30/2027 01996 6.109999200 4,802,000.0000 48,900.36 11/30/2011 12X4219 1219307 09/30/2028 01996 6.109999200 2,000,000.0000 20,366.66 11/30/2011 12X4219 1219307 09/30/2029 01996 6.109999200 1,000,000.0000 10,183.33 11/30/2011 12X4219 1219307 09/30/2032 01996 6.109999200 1,000,000.0000 10,183.33 11/30/2011 12X4219 1219307 09/30/2033 01996 6.109999200 1,000,000.0000 10,183.33 11/30/2011 12X4219 1219307 09/30/2034 01996 6.109999200 300,000.0000 3,055.00 11/30/2011 12X4219 1219307 09/30/2036 01996 6.109999200 298,000.0000 3,034.63 11/30/2011 12X4219 1219307 09/30/2037 01996 6.109999200 1,082,000.0000 11,018.37 11/30/2011 12X4219 1219307 09/30/2038 01996 6.109999200 902,000.0000 9,185.37 11/30/2011 12X4219 1219307 09/30/2039 01996 6.109999200 575,000.0000 5,855.42 11/30/2011 12X4219 1219307 09/30/2040 01996 6.109999200 229,000.0000 2,331.98 11/30/2011 12X4219 1219307 09/30/2041 01996 6.109999200 32,000.0000 325.87 11/30/2011 12X4219 1219307 09/30/2029 01997 5.960001600 5,557,000.0000 55,199.55 11/30/2011 12X4219 1219307 09/30/2031 01997 5.960001600 3,000,000.0000 29,800.01 11/30/2011 12X4219 1219307 09/30/2032 01997 5.960001600 1,000,000.0000 9,933.34 11/30/2011 12X4219 1219307 09/30/2033 01997 5.960001600 1,000,000.0000 9,933.34 11/30/2011 12X4219 1219307 09/30/2034 01997 5.960001600 310,000.0000 3,079.33 11/30/2011 12X4219 1219307 09/30/2035 01997 5.960001600 360,000.0000 3,576.00 11/30/2011 12X4219 1219307 09/30/2036 01997 5.960001600 418,000.0000 4,152.13 11/30/2011 12X4219 1219307 09/30/2037 01997 5.960001600 1,626,000.0000 16,151.60 11/30/2011 12X4219 1219307 09/30/2038 01997 5.960001600 211,000.0000 2,095.93 11/30/2011 12X4219 1219307 09/30/2041 01997 5.960001600 332,000.0000 3,297.87 11/30/2011 12X4219 1219307 09/30/2029 01998 5.900000400 114,000.0000 1,121.00 11/30/2011 12X4219 1219307 09/30/2030 01998 5.900000400 2,700,000.0000 26,550.00 11/30/2011 12X4219 1219307 09/30/2031 01998 5.900000400 3,000,000.0000 29,500.00 11/30/2011 12X4219 1219307 09/30/2032 01998 5.900000400 2,000,000.0000 19,666.67 11/30/2011 12X4219 1219307 09/30/2033 01998 5.900000400 1,500,000.0000 14,750.00 11/30/2011 12X4219 1219307 09/30/2034 01998 5.900000400 800,000.0000 7,866.67 11/30/2011 12X4219 1219307 09/30/2036 01998 5.900000400 168,000.0000 1,652.00 11/30/2011 12X4219 1219307 09/30/2037 01998 5.900000400 1,712,000.0000 16,834.67 11/30/2011 12X4219 1219307 09/30/2038 01998 5.900000400 208,000.0000 2,045.33 11/30/2011 12X4219 1219307 09/30/2039 01998 5.900000400 250,000.0000 2,458.33 11/30/2011 12X4219 1219307 09/30/2041 01998 5.900000400 107,000.0000 1,052.17 11/30/2011 12X4219 1219307 09/30/2030 01999 5.850000000 576,000.0000 5,616.00 11/30/2011 12X4219 1219307 09/30/2031 01999 5.850000000 4,000,000.0000 39,000.00 11/30/2011 12X4219 1219307 09/30/2032 01999 5.850000000 3,000,000.0000 29,250.00 11/30/2011 12X4219 1219307 09/30/2033 01999 5.850000000 1,000,000.0000 9,750.00 11/30/2011 12X4219 1219307 09/30/2034 01999 5.850000000 1,280,000.0000 12,480.00 11/30/2011 12X4219 1219307 09/30/2035 01999 5.850000000 818,000.0000 7,975.50 11/30/2011 12X4219 1219307 09/30/2036 01999 5.850000000 405,000.0000 3,948.75 11/30/2011 12X4219 1219307 09/30/2037 01999 5.850000000 1,654,000.0000 16,126.50 11/30/2011 12X4219 1219307 09/30/2038 01999 5.850000000 143,000.0000 1,394.25 11/30/2011 12X4219 1219307 09/30/2041 01999 5.850000000 30,000.0000 292.50 11/30/2011 12X4219 1219307 09/30/2031 02000 5.609998800 3,167,000.0000 29,611.44 11/30/2011 12X4219 1219307 09/30/2032 02000 5.609998800 5,000,000.0000 46,749.99 11/30/2011 12X4219 1219307 09/30/2033 02000 5.609998800 3,000,000.0000 28,049.99 11/30/2011 12X4219 1219307 09/30/2034 02000 5.609998800 1,660,000.0000 15,521.00 11/30/2011 12X4219 1219307 09/30/2035 02000 5.609998800 1,300,000.0000 12,155.00 11/30/2011 12X4219 1219307 09/30/2036 02000 5.609998800 172,000.0000 1,608.20 11/30/2011 12X4219 1219307 09/30/2037 02000 5.609998800 2,206,000.0000 20,626.10 11/30/2011 12X4219 1219307 09/30/2038 02000 5.609998800 185,000.0000 1,729.75 11/30/2011 12X4219 1219307 09/30/2041 02000 5.609998800 140,000.0000 1,309.00 11/30/2011 12X4219 1219307 09/30/2033 02001 4.989999600 2,735,000.0000 22,746.08 11/30/2011 12X4219 1219307 09/30/2034 02001 4.989999600 4,500,000.0000 37,425.00 11/30/2011 12X4219 1219307 09/30/2035 02001 4.989999600 2,000,000.0000 16,633.33 11/30/2011 12X4219 1219307 09/30/2036 02001 4.989999600 1,852,000.0000 15,402.47 11/30/2011 12X4219 1219307 09/30/2037 02001 4.989999600 2,464,000.0000 20,492.27 11/30/2011 12X4219 1219307 09/30/2038 02001 4.989999600 1,293,000.0000 10,753.45 11/30/2011 12X4219 1219307 09/30/2039 02001 4.989999600 1,266,000.0000 10,528.90 11/30/2011 12X4219 1219307 09/30/2040 02001 4.989999600 180,000.0000 1,497.00 11/30/2011 12X4219 1219307 09/30/2041 02001 4.989999600 146,000.0000 1,214.23 11/30/2011 12X4219 1219307 09/30/2033 02002 4.780000800 678,000.0000 5,401.40 11/30/2011 12X4219 1219307 09/30/2034 02002 4.780000800 6,300,000.0000 50,190.01 11/30/2011 12X4219 1219307 09/30/2035 02002 4.780000800 2,135,000.0000 17,008.84 11/30/2011 12X4219 1219307 09/30/2036 02002 4.780000800 2,353,000.0000 18,745.57 11/30/2011 12X4219 1219307 09/30/2037 02002 4.780000800 2,050,000.0000 16,331.67 11/30/2011 12X4219 1219307 09/30/2038 02002 4.780000800 1,436,000.0000 11,440.14 11/30/2011 12X4219 1219307 09/30/2039 02002 4.780000800 808,000.0000 6,437.07 11/30/2011 12X4219 1219307 09/30/2041 02002 4.780000800 265,000.0000 2,111.17 11/30/2011 12X4219 1219307 09/30/2034 02003 4.790001600 3,985,000.0000 31,813.59 11/30/2011 12X4219 1219307 09/30/2035 02003 4.790001600 5,035,000.0000 40,196.10 11/30/2011 12X4219 1219307 09/30/2036 02003 4.790001600 4,071,000.0000 32,500.16 11/30/2011 12X4219 1219307 09/30/2037 02003 4.790001600 4,095,000.0000 32,691.76 11/30/2011 12X4219 1219307 09/30/2038 02003 4.790001600 1,493,000.0000 11,919.12 11/30/2011 12X4219 1219307 09/30/2039 02003 4.790001600 1,179,000.0000 9,412.35 11/30/2011 12X4219 1219307 09/30/2040 02003 4.790001600 567,000.0000 4,526.55 11/30/2011 12X4219 1219307 09/30/2041 02003 4.790001600 359,000.0000 2,866.02 11/30/2011 12X4219 1219307 09/30/2035 02004 4.700001600 4,975,000.0000 38,970.85 11/30/2011 12X4219 1219307 09/30/2036 02004 4.700001600 4,583,000.0000 35,900.18 11/30/2011 12X4219 1219307 09/30/2037 02004 4.700001600 4,142,000.0000 32,445.68 11/30/2011 12X4219 1219307 09/30/2038 02004 4.700001600 1,202,000.0000 9,415.67 11/30/2011 12X4219 1219307 09/30/2039 02004 4.700001600 969,000.0000 7,590.50 11/30/2011 12X4219 1219307 09/30/2040 02004 4.700001600 580,000.0000 4,543.33 11/30/2011 12X4219 1219307 09/30/2041 02004 4.700001600 476,000.0000 3,728.67 11/30/2011 12X4219 1219307 09/30/2036 02005 4.759999200 5,081,000.0000 40,309.26 11/30/2011 12X4219 1219307 09/30/2037 02005 4.759999200 5,539,000.0000 43,942.73 11/30/2011 12X4219 1219307 09/30/2038 02005 4.759999200 2,340,000.0000 18,564.00 11/30/2011 12X4219 1219307 09/30/2039 02005 4.759999200 1,910,000.0000 15,152.66 11/30/2011 12X4219 1219307 09/30/2040 02005 4.759999200 1,244,000.0000 9,869.07 11/30/2011 12X4219 1219307 09/30/2041 02005 4.759999200 1,029,000.0000 8,163.40 11/30/2011 12X4219 1219307 09/30/2037 02006 4.690000800 4,054,000.0000 31,688.77 11/30/2011 12X4219 1219307 09/30/2038 02006 4.690000800 3,541,000.0000 27,678.82 11/30/2011 12X4219 1219307 09/30/2039 02006 4.690000800 5,528,000.0000 43,210.54 11/30/2011 12X4219 1219307 09/30/2040 02006 4.690000800 3,615,000.0000 28,257.25 11/30/2011 12X4219 1219307 09/30/2041 02006 4.690000800 1,372,000.0000 10,724.47 11/30/2011 12X4219 1219307 09/30/2042 02006 4.690000800 45,000.0000 351.75 11/30/2011 12X4219 1219307 09/30/2038 02007 4.470001200 7,304,000.0000 54,414.81 11/30/2011 12X4219 1219307 09/30/2039 02007 4.470001200 4,136,000.0000 30,813.21 11/30/2011 12X4219 1219307 09/30/2040 02007 4.470001200 4,483,000.0000 33,398.36 11/30/2011 12X4219 1219307 09/30/2041 02007 4.470001200 2,193,000.0000 16,337.85 11/30/2011 12X4219 1219307 09/30/2042 02007 4.470001200 77,000.0000 573.65 11/30/2011 12X4219 1219307 09/30/2039 02008 4.359999600 6,935,500.0000 50,397.96 11/30/2011 12X4219 1219307 09/30/2040 02008 4.359999600 5,423,000.0000 39,407.13 11/30/2011 12X4219 1219307 09/30/2041 02008 4.359999600 4,351,000.0000 31,617.26 11/30/2011 12X4219 1219307 09/30/2042 02008 4.359999600 255,000.0000 1,853.00 11/30/2011 12X4219 1219307 09/30/2040 02009 4.560001200 7,415,000.0000 56,354.01 11/30/2011 12X4219 1219307 09/30/2041 02009 4.560001200 4,146,000.0000 31,509.61 11/30/2011 12X4219 1219307 09/30/2042 02009 4.560001200 190,000.0000 1,444.00 11/30/2011 12X4219 1219307 09/30/2040 02010 3.009999600 766,000.0000 3,842.77 11/30/2011 12X4219 1219307 09/30/2041 02010 3.009999600 8,153,000.0000 40,900.88 11/30/2011 12X4219 1219307 09/30/2042 02010 3.009999600 836,000.0000 4,193.93 11/30/2011 12X4219 1219307 09/30/2041 02011 3.009999600 1,000,000.0000 5,016.67 11/30/2011 ------------------------ ---------------------- 309,583,500.0000 2,780,771.90 ======================== ====================== 309,583,500.0000 2,780,771.90 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00