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 4,100,609.9300 91,716.98 01/31/2011 12X4210 1210830 09/30/2028 01993 6.770001600 10,148,000.0000 229,006.59 01/31/2011 12X4210 1210830 09/30/2032 01993 6.770001600 118,300.0000 2,669.64 01/31/2011 12X4210 1210830 09/30/2029 01994 6.159999600 22,280,000.0000 457,482.64 01/31/2011 12X4210 1210830 09/30/2031 01994 6.159999600 4,160,000.0000 85,418.66 01/31/2011 12X4210 1210830 09/30/2032 01994 6.159999600 100,000.0000 2,053.33 01/31/2011 12X4210 1210830 09/30/2030 01995 5.510001600 2,103,000.0000 38,625.11 01/31/2011 12X4210 1210830 09/30/2031 01995 5.510001600 10,813,000.0000 198,598.82 01/31/2011 12X4210 1210830 09/30/2032 01995 5.510001600 7,320,000.0000 134,444.04 01/31/2011 12X4210 1210830 09/30/2033 01995 5.510001600 120,000.0000 2,204.00 01/31/2011 12X4210 1210830 09/30/2034 01995 5.510001600 100,000.0000 1,836.67 01/31/2011 12X4210 1210830 09/30/2031 01996 5.490000000 7,331,000.0000 134,157.30 01/31/2011 12X4210 1210830 09/30/2032 01996 5.490000000 5,470,000.0000 100,101.00 01/31/2011 12X4210 1210830 09/30/2033 01996 5.490000000 322,000.0000 5,892.60 01/31/2011 12X4210 1210830 09/30/2030 01997 5.240001600 10,933,000.0000 190,963.12 01/31/2011 12X4210 1210830 09/30/2031 01997 5.240001600 3,877,000.0000 67,718.29 01/31/2011 12X4210 1210830 09/30/2032 01997 5.240001600 2,899,000.0000 50,635.88 01/31/2011 12X4210 1210830 09/30/2033 01997 5.240001600 471,000.0000 8,226.80 01/31/2011 12X4210 1210830 09/30/2030 01998 5.199998400 28,314,000.0000 490,775.85 01/31/2011 12X4210 1210830 09/30/2031 01998 5.199998400 7,960,000.0000 137,973.29 01/31/2011 12X4210 1210830 09/30/2032 01998 5.199998400 2,268,000.0000 39,311.99 01/31/2011 12X4210 1210830 09/30/2033 01998 5.199998400 1,644,000.0000 28,495.99 01/31/2011 12X4210 1210830 09/30/2022 01999 5.060001600 23,112,000.0000 389,822.52 01/31/2011 12X4210 1210830 09/30/2031 01999 5.060001600 5,548,000.0000 93,576.30 01/31/2011 12X4210 1210830 09/30/2032 01999 5.060001600 5,210,000.0000 87,875.36 01/31/2011 12X4210 1210830 09/30/2033 01999 5.060001600 5,066,000.0000 85,446.56 01/31/2011 12X4210 1210830 09/30/2021 02000 4.889998800 39,644,000.0000 646,197.04 01/31/2011 12X4210 1210830 09/30/2031 02000 4.889998800 5,131,000.0000 83,635.28 01/31/2011 12X4210 1210830 09/30/2032 02000 4.889998800 2,223,000.0000 36,234.89 01/31/2011 12X4210 1210830 09/30/2033 02000 4.889998800 926,000.0000 15,093.80 01/31/2011 12X4210 1210830 09/30/2034 02000 4.889998800 153,000.0000 0.00 01/31/2011 12X4210 1210830 09/30/2023 02001 5.259999600 26,050,000.0000 456,743.30 01/31/2011 12X4210 1210830 09/30/2031 02001 5.259999600 4,514,000.0000 79,145.46 01/31/2011 12X4210 1210830 09/30/2032 02001 5.259999600 3,233,000.0000 56,685.26 01/31/2011 12X4210 1210830 09/30/2033 02001 5.259999600 1,940,000.0000 34,014.66 01/31/2011 12X4210 1210830 09/30/2034 02001 5.259999600 234,000.0000 4,102.80 01/31/2011 12X4210 1210830 09/30/2021 02002 5.050000800 19,634,000.0000 330,505.72 01/31/2011 12X4210 1210830 09/30/2031 02002 5.050000800 3,211,000.0000 54,051.84 01/31/2011 12X4210 1210830 09/30/2032 02002 5.050000800 7,564,000.0000 127,327.35 01/31/2011 12X4210 1210830 09/30/2033 02002 5.050000800 7,861,000.0000 132,326.85 01/31/2011 12X4210 1210830 09/30/2025 02003 4.560001200 12,934,000.0000 196,596.85 01/31/2011 12X4210 1210830 09/30/2031 02003 4.560001200 5,748,000.0000 87,369.62 01/31/2011 12X4210 1210830 09/30/2032 02003 4.560001200 10,647,000.0000 161,834.44 01/31/2011 12X4210 1210830 09/30/2033 02003 4.560001200 8,514,000.0000 129,412.83 01/31/2011 12X4210 1210830 09/30/2034 02003 4.560001200 4,308,000.0000 65,481.62 01/31/2011 12X4210 1210830 09/30/2026 02004 4.169998800 36,344,200.0000 505,184.23 01/31/2011 12X4210 1210830 09/30/2031 02004 4.169998800 11,582,000.0000 160,989.75 01/31/2011 12X4210 1210830 09/30/2032 02004 4.169998800 5,497,000.0000 76,408.28 01/31/2011 12X4210 1210830 09/30/2033 02004 4.169998800 6,090,000.0000 84,650.98 01/31/2011 12X4210 1210830 09/30/2034 02004 4.169998800 962,000.0000 13,371.80 01/31/2011 12X4210 1210830 09/30/2027 02005 4.340001600 39,021,100.0000 564,505.45 01/31/2011 12X4210 1210830 09/30/2031 02005 4.340001600 22,576,000.0000 326,599.59 01/31/2011 12X4210 1210830 09/30/2032 02005 4.340001600 12,333,000.0000 178,417.47 01/31/2011 12X4210 1210830 09/30/2033 02005 4.340001600 2,878,000.0000 41,635.08 01/31/2011 12X4210 1210830 09/30/2034 02005 4.340001600 892,000.0000 0.00 01/31/2011 ------------------------ ---------------------- 474,432,209.9300 7,803,551.57 ======================== ====================== 474,432,209.9300 7,803,551.57 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00