Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 216 SUB-COHORT 12X4269 1269216 09/30/2040 02006 3.909999600 24,200.0000 473.11 03/31/2011 12X4269 1269216 09/30/2041 02006 3.909999600 26,000.0000 508.30 03/31/2011 12X4269 1269216 09/30/2042 02006 3.909999600 138,000.0000 2,697.90 03/31/2011 12X4269 1269216 09/30/2041 02007 3.800001600 625,800.0000 11,890.21 03/31/2011 12X4269 1269216 09/30/2042 02007 3.800001600 1,288,000.0000 24,472.01 03/31/2011 12X4269 1269216 09/30/2044 02007 3.800001600 92,000.0000 0.00 03/31/2011 12X4269 1269216 09/30/2043 02008 3.800001600 2,798,000.0000 53,162.02 03/31/2011 12X4269 1269216 09/30/2044 02008 3.800001600 2,042,000.0000 38,798.02 03/31/2011 12X4269 1269216 09/30/2043 02009 3.800001600 4,882,000.0000 92,758.04 03/31/2011 12X4269 1269216 09/30/2044 02009 3.800001600 2,539,000.0000 48,241.02 03/31/2011 12X4269 1269216 09/30/2043 02010 3.800001600 73,000.0000 1,387.00 03/31/2011 12X4269 1269216 09/30/2044 02010 3.800001600 88,000.0000 1,672.00 03/31/2011 ------------------------ ---------------------- 14,616,000.0000 276,059.63 230 SUB-COHORT 12X4269 1269230 09/30/2039 02005 4.899999600 600.0000 14.70 03/31/2011 12X4269 1269230 09/30/2040 02005 4.899999600 716,000.0000 17,542.00 03/31/2011 12X4269 1269230 09/30/2041 02005 4.899999600 707,000.0000 17,321.50 03/31/2011 12X4269 1269230 09/30/2042 02005 4.899999600 876,000.0000 21,462.00 03/31/2011 12X4269 1269230 09/30/2043 02005 4.899999600 630,000.0000 15,435.00 03/31/2011 12X4269 1269230 09/30/2041 02006 4.659998400 971,500.0000 22,635.94 03/31/2011 12X4269 1269230 09/30/2042 02006 4.659998400 1,269,000.0000 29,567.69 03/31/2011 12X4269 1269230 09/30/2043 02006 4.659998400 205,000.0000 4,776.50 03/31/2011 12X4269 1269230 09/30/2044 02006 4.659998400 501,000.0000 11,673.30 03/31/2011 12X4269 1269230 09/30/2042 02007 5.079999600 240,000.0000 6,096.00 03/31/2011 12X4269 1269230 09/30/2043 02007 5.079999600 14,700.0000 0.00 03/31/2011 12X4269 1269230 09/30/2044 02007 5.079999600 141,000.0000 3,581.40 03/31/2011 12X4269 1269230 09/30/2042 02008 4.910000400 919,000.0000 22,561.45 03/31/2011 12X4269 1269230 09/30/2044 02008 4.910000400 226,000.0000 0.00 03/31/2011 12X4269 1269230 09/30/2043 02009 4.910000400 300,000.0000 7,365.00 03/31/2011 12X4269 1269230 09/30/2044 02009 4.910000400 135,000.0000 3,314.25 03/31/2011 ------------------------ ---------------------- 7,851,800.0000 183,346.73 215 SUB-COHORT 12X4269 1269215 09/30/2058 02006 4.430001600 20,282,000.0000 449,246.46 03/31/2011 12X4269 1269215 09/30/2059 02006 4.430001600 4,549,000.0000 100,760.39 03/31/2011 12X4269 1269215 09/30/2060 02006 4.430001600 1,000,000.0000 0.00 03/31/2011 12X4269 1269215 09/30/2059 02007 3.859999200 28,454,000.0000 549,162.09 03/31/2011 12X4269 1269215 09/30/2060 02007 3.859999200 2,802,000.0000 54,078.59 03/31/2011 12X4269 1269215 09/30/2061 02007 3.859999200 757,000.0000 0.00 03/31/2011 12X4269 1269215 09/30/2059 02008 4.659998400 2,377,000.0000 55,384.08 03/31/2011 12X4269 1269215 09/30/2060 02008 4.659998400 29,134,000.0000 678,821.97 03/31/2011 12X4269 1269215 09/30/2061 02008 4.659998400 15,413,000.0000 359,122.78 03/31/2011 12X4269 1269215 09/30/2060 02009 4.659998400 13,256,000.0000 308,864.69 03/31/2011 12X4269 1269215 09/30/2061 02009 4.659998400 12,473,000.0000 290,620.80 03/31/2011 12X4269 1269215 09/30/2061 02010 4.659998400 18,644,000.0000 434,405.05 03/31/2011 ------------------------ ---------------------- 149,141,000.0000 3,280,466.90 217 SUB-COHORT 12X4269 1269217 09/30/2040 02006 4.870000800 234,700.0000 5,714.95 03/31/2011 12X4269 1269217 09/30/2041 02006 4.870000800 33,200.0000 808.42 03/31/2011 12X4269 1269217 09/30/2042 02006 4.870000800 1,922,000.0000 46,800.71 03/31/2011 12X4269 1269217 09/30/2044 02006 4.870000800 9,000.0000 219.15 03/31/2011 12X4269 1269217 09/30/2041 02007 4.640000400 163,700.0000 3,797.84 03/31/2011 12X4269 1269217 09/30/2042 02007 4.640000400 1,605,000.0000 37,236.00 03/31/2011 12X4269 1269217 09/30/2041 02008 5.090000400 68,980.0000 1,755.54 03/31/2011 12X4269 1269217 09/30/2042 02008 5.090000400 2,384,000.0000 60,672.80 03/31/2011 12X4269 1269217 09/30/2043 02008 5.090000400 3,967,000.0000 100,960.16 03/31/2011 12X4269 1269217 09/30/2044 02008 5.090000400 273,000.0000 6,947.85 03/31/2011 12X4269 1269217 09/30/2043 02009 5.090000400 1,284,000.0000 32,677.80 03/31/2011 12X4269 1269217 09/30/2044 02009 5.090000400 107,000.0000 2,723.15 03/31/2011 12X4269 1269217 09/30/2043 02010 5.090000400 1,059,000.0000 26,951.55 03/31/2011 12X4269 1269217 09/30/2044 02010 5.090000400 939,000.0000 23,897.55 03/31/2011 ------------------------ ---------------------- 14,049,580.0000 351,163.47 217 SUB-COHORT 12X4269 1269217 09/30/2044 02007 4.640000400 7,000.0000 162.40 03/31/2011 12X4269 1269217 09/30/2044 02011 5.090000400 1,113,000.0000 28,325.85 03/31/2011 ------------------------ ---------------------- 1,120,000.0000 28,488.25 ======================== ====================== 186,778,380.0000 4,119,524.98 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00