Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 214 SUB-COHORT 12X4216 1216214 09/30/2041 02001 4.640000400 83,000.0000 1,283.73 01/31/2012 ------------------------ ---------------------- 83,000.0000 1,283.73 204 SUB-COHORT 12X4216 1216204 09/30/2040 01992 7.130001600 6,500.0000 154.48 01/31/2012 12X4216 1216204 09/30/2041 01992 7.130001600 25,600.0000 608.43 01/31/2012 12X4216 1216204 09/30/2040 01993 6.680001600 62,340.0000 1,388.10 01/31/2012 12X4216 1216204 09/30/2041 01993 6.680001600 95,000.0000 2,115.33 01/31/2012 12X4216 1216204 09/30/2040 01994 6.860001600 180,000.0000 4,116.00 01/31/2012 12X4216 1216204 09/30/2040 01995 7.229998800 503,500.0000 12,134.35 01/31/2012 12X4216 1216204 09/30/2040 01996 6.789999600 788,000.0000 17,835.07 01/31/2012 12X4216 1216204 09/30/2040 01997 6.599998800 1,357,000.0000 29,853.99 01/31/2012 12X4216 1216204 09/30/2041 01997 6.599998800 450,000.0000 9,900.00 01/31/2012 12X4216 1216204 09/30/2040 01998 5.929999200 952,777.0000 18,833.22 01/31/2012 12X4216 1216204 09/30/2041 01998 5.929999200 1,150,000.0000 22,731.66 01/31/2012 12X4216 1216204 09/30/2040 01999 5.929999200 208,000.0000 4,111.47 01/31/2012 12X4216 1216204 09/30/2041 01999 5.929999200 202,000.0000 3,992.87 01/31/2012 ------------------------ ---------------------- 5,980,717.0000 127,774.97 ======================== ====================== 6,063,717.0000 129,058.70 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00