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 29,049.94 11/30/2011 12X4210 1210830 09/30/2028 01993 6.760000800 6,925,000.0000 78,021.68 11/30/2011 12X4210 1210830 09/30/2032 01993 6.760000800 118,300.0000 1,332.85 11/30/2011 12X4210 1210830 09/30/2034 01993 6.760000800 48,000.0000 540.80 11/30/2011 12X4210 1210830 09/30/2029 01994 6.159999600 16,305,000.0000 167,397.99 11/30/2011 12X4210 1210830 09/30/2031 01994 6.159999600 4,160,000.0000 42,709.33 11/30/2011 12X4210 1210830 09/30/2032 01994 6.159999600 100,000.0000 1,026.67 11/30/2011 12X4210 1210830 09/30/2034 01994 6.159999600 31,000.0000 318.27 11/30/2011 12X4210 1210830 09/30/2031 01995 5.529999600 6,989,000.0000 64,415.28 11/30/2011 12X4210 1210830 09/30/2032 01995 5.529999600 7,320,000.0000 67,466.00 11/30/2011 12X4210 1210830 09/30/2033 01995 5.529999600 120,000.0000 1,106.00 11/30/2011 12X4210 1210830 09/30/2034 01995 5.529999600 100,000.0000 921.67 11/30/2011 12X4210 1210830 09/30/2031 01996 5.500000800 3,651,000.0000 33,467.50 11/30/2011 12X4210 1210830 09/30/2032 01996 5.500000800 5,470,000.0000 50,141.67 11/30/2011 12X4210 1210830 09/30/2033 01996 5.500000800 322,000.0000 2,951.67 11/30/2011 12X4210 1210830 09/30/2034 01996 5.500000800 253,000.0000 2,319.17 11/30/2011 12X4210 1210830 09/30/2030 01997 5.230000800 6,456,000.0000 56,274.81 11/30/2011 12X4210 1210830 09/30/2031 01997 5.230000800 3,877,000.0000 33,794.52 11/30/2011 12X4210 1210830 09/30/2032 01997 5.230000800 2,899,000.0000 25,269.62 11/30/2011 12X4210 1210830 09/30/2033 01997 5.230000800 471,000.0000 4,105.55 11/30/2011 12X4210 1210830 09/30/2030 01998 5.079999600 20,097,000.0000 170,154.59 11/30/2011 12X4210 1210830 09/30/2031 01998 5.079999600 7,960,000.0000 67,394.66 11/30/2011 12X4210 1210830 09/30/2032 01998 5.079999600 2,268,000.0000 19,202.40 11/30/2011 12X4210 1210830 09/30/2033 01998 5.079999600 1,644,000.0000 13,919.20 11/30/2011 12X4210 1210830 09/30/2022 01999 4.820000400 18,126,000.0000 145,612.21 11/30/2011 12X4210 1210830 09/30/2031 01999 4.820000400 5,548,000.0000 44,568.94 11/30/2011 12X4210 1210830 09/30/2032 01999 4.820000400 5,210,000.0000 41,853.67 11/30/2011 12X4210 1210830 09/30/2033 01999 4.820000400 5,066,000.0000 40,696.87 11/30/2011 12X4210 1210830 09/30/2034 01999 4.820000400 262,000.0000 2,104.73 11/30/2011 12X4210 1210830 09/30/2021 02000 4.880001600 33,407,000.0000 271,710.36 11/30/2011 12X4210 1210830 09/30/2031 02000 4.880001600 5,131,000.0000 41,732.15 11/30/2011 12X4210 1210830 09/30/2032 02000 4.880001600 2,223,000.0000 18,080.41 11/30/2011 12X4210 1210830 09/30/2033 02000 4.880001600 926,000.0000 7,531.47 11/30/2011 12X4210 1210830 09/30/2034 02000 4.880001600 153,000.0000 1,244.40 11/30/2011 12X4210 1210830 09/30/2023 02001 5.249998800 21,525,000.0000 188,343.71 11/30/2011 12X4210 1210830 09/30/2031 02001 5.249998800 4,514,000.0000 39,497.49 11/30/2011 12X4210 1210830 09/30/2032 02001 5.249998800 3,233,000.0000 28,288.74 11/30/2011 12X4210 1210830 09/30/2033 02001 5.249998800 1,940,000.0000 16,975.00 11/30/2011 12X4210 1210830 09/30/2034 02001 5.249998800 234,000.0000 2,047.50 11/30/2011 12X4210 1210830 09/30/2021 02002 4.820000400 13,562,000.0000 108,948.08 11/30/2011 12X4210 1210830 09/30/2031 02002 4.820000400 3,211,000.0000 25,795.04 11/30/2011 12X4210 1210830 09/30/2032 02002 4.820000400 7,564,000.0000 60,764.14 11/30/2011 12X4210 1210830 09/30/2033 02002 4.820000400 7,861,000.0000 63,150.04 11/30/2011 12X4210 1210830 09/30/2034 02002 4.820000400 674,000.0000 5,414.47 11/30/2011 12X4210 1210830 09/30/2025 02003 4.359999600 6,701,000.0000 48,693.93 11/30/2011 12X4210 1210830 09/30/2031 02003 4.359999600 5,748,000.0000 41,768.80 11/30/2011 12X4210 1210830 09/30/2032 02003 4.359999600 10,647,000.0000 77,368.19 11/30/2011 12X4210 1210830 09/30/2033 02003 4.359999600 8,514,000.0000 61,868.39 11/30/2011 12X4210 1210830 09/30/2034 02003 4.359999600 12,189,000.0000 88,573.39 11/30/2011 12X4210 1210830 09/30/2035 02003 4.359999600 1,378,000.0000 10,013.47 11/30/2011 12X4210 1210830 09/30/2026 02004 4.029998400 23,823,200.0000 160,012.43 11/30/2011 12X4210 1210830 09/30/2031 02004 4.029998400 11,582,000.0000 77,792.40 11/30/2011 12X4210 1210830 09/30/2032 02004 4.029998400 5,497,000.0000 36,921.50 11/30/2011 12X4210 1210830 09/30/2033 02004 4.029998400 6,090,000.0000 40,904.48 11/30/2011 12X4210 1210830 09/30/2034 02004 4.029998400 3,411,000.0000 22,910.54 11/30/2011 12X4210 1210830 09/30/2027 02005 4.349998800 27,518,100.0000 199,506.17 11/30/2011 12X4210 1210830 09/30/2031 02005 4.349998800 22,576,000.0000 163,675.95 11/30/2011 12X4210 1210830 09/30/2032 02005 4.349998800 12,333,000.0000 89,414.23 11/30/2011 12X4210 1210830 09/30/2033 02005 4.349998800 2,878,000.0000 20,865.49 11/30/2011 12X4210 1210830 09/30/2034 02005 4.349998800 4,812,000.0000 34,886.99 11/30/2011 12X4210 1210830 09/30/2035 02005 4.349998800 1,323,000.0000 9,591.75 11/30/2011 ------------------------ ---------------------- 407,572,209.9300 3,272,429.36 ======================== ====================== 407,572,209.9300 3,272,429.36 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00