Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 304 SUB-COHORT 12X4228 1228304 09/30/2029 01992 6.710000400 4,000.0000 111.83 02/28/2011 12X4228 1228304 09/30/2029 01993 6.900001200 3,000.0000 86.25 02/28/2011 12X4228 1228304 09/30/2029 01994 6.810001200 6,000.0000 170.25 02/28/2011 12X4228 1228304 09/30/2029 01995 6.509998800 12,000.0000 325.50 02/28/2011 12X4228 1228304 09/30/2029 01996 6.369998400 6,000.0000 159.25 02/28/2011 12X4228 1228304 09/30/2029 01997 6.120000000 500.0000 12.75 02/28/2011 12X4228 1228304 09/30/2030 02003 3.740000400 5,705,000.0000 88,902.93 02/28/2011 12X4228 1228304 09/30/2029 02005 4.309999200 13,800,000.0000 247,824.95 02/28/2011 12X4228 1228304 09/30/2030 02005 4.309999200 601,000.0000 0.00 02/28/2011 ------------------------ ---------------------- 20,137,500.0000 337,593.71 ======================== ====================== 20,137,500.0000 337,593.71 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00