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 183,433.96 05/31/2011 12X4210 1210830 09/30/2028 01993 6.770001600 10,148,000.0000 458,013.17 05/31/2011 12X4210 1210830 09/30/2032 01993 6.770001600 118,300.0000 5,339.27 05/31/2011 12X4210 1210830 09/30/2029 01994 6.159999600 22,280,000.0000 914,965.27 05/31/2011 12X4210 1210830 09/30/2031 01994 6.159999600 4,160,000.0000 170,837.32 05/31/2011 12X4210 1210830 09/30/2032 01994 6.159999600 100,000.0000 4,106.67 05/31/2011 12X4210 1210830 09/30/2030 01995 5.510001600 2,103,000.0000 77,250.22 05/31/2011 12X4210 1210830 09/30/2031 01995 5.510001600 10,813,000.0000 397,197.65 05/31/2011 12X4210 1210830 09/30/2032 01995 5.510001600 7,320,000.0000 268,888.08 05/31/2011 12X4210 1210830 09/30/2033 01995 5.510001600 120,000.0000 4,408.00 05/31/2011 12X4210 1210830 09/30/2034 01995 5.510001600 100,000.0000 3,673.33 05/31/2011 12X4210 1210830 09/30/2031 01996 5.490000000 7,331,000.0000 268,314.60 05/31/2011 12X4210 1210830 09/30/2032 01996 5.490000000 5,470,000.0000 200,202.00 05/31/2011 12X4210 1210830 09/30/2033 01996 5.490000000 322,000.0000 11,785.20 05/31/2011 12X4210 1210830 09/30/2034 01996 5.490000000 253,000.0000 9,259.80 05/31/2011 12X4210 1210830 09/30/2030 01997 5.240001600 10,933,000.0000 381,926.25 05/31/2011 12X4210 1210830 09/30/2031 01997 5.240001600 3,877,000.0000 135,436.57 05/31/2011 12X4210 1210830 09/30/2032 01997 5.240001600 2,899,000.0000 101,271.76 05/31/2011 12X4210 1210830 09/30/2033 01997 5.240001600 471,000.0000 16,453.61 05/31/2011 12X4210 1210830 09/30/2030 01998 5.199998400 28,314,000.0000 981,551.70 05/31/2011 12X4210 1210830 09/30/2031 01998 5.199998400 7,960,000.0000 275,946.58 05/31/2011 12X4210 1210830 09/30/2032 01998 5.199998400 2,268,000.0000 78,623.98 05/31/2011 12X4210 1210830 09/30/2033 01998 5.199998400 1,644,000.0000 56,991.98 05/31/2011 12X4210 1210830 09/30/2022 01999 5.060001600 23,112,000.0000 779,645.05 05/31/2011 12X4210 1210830 09/30/2031 01999 5.060001600 5,548,000.0000 187,152.59 05/31/2011 12X4210 1210830 09/30/2032 01999 5.060001600 5,210,000.0000 175,750.72 05/31/2011 12X4210 1210830 09/30/2033 01999 5.060001600 5,066,000.0000 170,893.12 05/31/2011 12X4210 1210830 09/30/2021 02000 4.889998800 39,644,000.0000 1,292,394.08 05/31/2011 12X4210 1210830 09/30/2031 02000 4.889998800 5,131,000.0000 167,270.56 05/31/2011 12X4210 1210830 09/30/2032 02000 4.889998800 2,223,000.0000 72,469.78 05/31/2011 12X4210 1210830 09/30/2033 02000 4.889998800 926,000.0000 30,187.59 05/31/2011 12X4210 1210830 09/30/2034 02000 4.889998800 153,000.0000 0.00 05/31/2011 12X4210 1210830 09/30/2023 02001 5.259999600 26,050,000.0000 913,486.60 05/31/2011 12X4210 1210830 09/30/2031 02001 5.259999600 4,514,000.0000 158,290.92 05/31/2011 12X4210 1210830 09/30/2032 02001 5.259999600 3,233,000.0000 113,370.52 05/31/2011 12X4210 1210830 09/30/2033 02001 5.259999600 1,940,000.0000 68,029.33 05/31/2011 12X4210 1210830 09/30/2034 02001 5.259999600 234,000.0000 8,205.60 05/31/2011 12X4210 1210830 09/30/2021 02002 5.050000800 19,634,000.0000 661,011.44 05/31/2011 12X4210 1210830 09/30/2031 02002 5.050000800 3,211,000.0000 108,103.68 05/31/2011 12X4210 1210830 09/30/2032 02002 5.050000800 7,564,000.0000 254,654.71 05/31/2011 12X4210 1210830 09/30/2033 02002 5.050000800 7,861,000.0000 264,653.71 05/31/2011 12X4210 1210830 09/30/2025 02003 4.560001200 12,934,000.0000 393,193.70 05/31/2011 12X4210 1210830 09/30/2031 02003 4.560001200 5,748,000.0000 174,739.25 05/31/2011 12X4210 1210830 09/30/2032 02003 4.560001200 10,647,000.0000 323,668.89 05/31/2011 12X4210 1210830 09/30/2033 02003 4.560001200 8,514,000.0000 258,825.67 05/31/2011 12X4210 1210830 09/30/2034 02003 4.560001200 8,042,000.0000 244,476.86 05/31/2011 12X4210 1210830 09/30/2026 02004 4.169998800 36,344,200.0000 1,010,368.47 05/31/2011 12X4210 1210830 09/30/2031 02004 4.169998800 11,582,000.0000 321,979.51 05/31/2011 12X4210 1210830 09/30/2032 02004 4.169998800 5,497,000.0000 152,816.56 05/31/2011 12X4210 1210830 09/30/2033 02004 4.169998800 6,090,000.0000 169,301.95 05/31/2011 12X4210 1210830 09/30/2034 02004 4.169998800 2,808,000.0000 78,062.38 05/31/2011 12X4210 1210830 09/30/2027 02005 4.340001600 39,021,100.0000 1,129,010.91 05/31/2011 12X4210 1210830 09/30/2031 02005 4.340001600 22,576,000.0000 653,199.17 05/31/2011 12X4210 1210830 09/30/2032 02005 4.340001600 12,333,000.0000 356,834.93 05/31/2011 12X4210 1210830 09/30/2033 02005 4.340001600 2,878,000.0000 83,270.16 05/31/2011 12X4210 1210830 09/30/2034 02005 4.340001600 2,060,000.0000 0.00 05/31/2011 ------------------------ ---------------------- 481,433,209.9300 15,781,195.38 ======================== ====================== 481,433,209.9300 15,781,195.38 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00