Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 307 SUB-COHORT 12X4219 1219307 09/30/2025 01992 6.789999600 8,445,000.0000 191,138.49 01/31/2011 12X4219 1219307 09/30/2037 01992 6.789999600 2,860,000.0000 64,731.33 01/31/2011 12X4219 1219307 09/30/2025 01993 6.850000800 8,196,000.0000 187,142.02 01/31/2011 12X4219 1219307 09/30/2029 01993 6.850000800 1,200,000.0000 27,400.00 01/31/2011 12X4219 1219307 09/30/2030 01993 6.850000800 200,000.0000 4,566.67 01/31/2011 12X4219 1219307 09/30/2034 01993 6.850000800 90,000.0000 2,055.00 01/31/2011 12X4219 1219307 09/30/2037 01993 6.850000800 1,230,000.0000 28,085.00 01/31/2011 12X4219 1219307 09/30/2038 01993 6.850000800 28,000.0000 639.33 01/31/2011 12X4219 1219307 09/30/2025 01994 6.890000400 7,071,000.0000 162,397.31 01/31/2011 12X4219 1219307 09/30/2026 01994 6.890000400 5,000,000.0000 114,833.34 01/31/2011 12X4219 1219307 09/30/2027 01994 6.890000400 5,000,000.0000 114,833.34 01/31/2011 12X4219 1219307 09/30/2028 01994 6.890000400 2,800,000.0000 64,306.67 01/31/2011 12X4219 1219307 09/30/2029 01994 6.890000400 3,932,000.0000 90,304.94 01/31/2011 12X4219 1219307 09/30/2036 01994 6.890000400 120,000.0000 2,756.00 01/31/2011 12X4219 1219307 09/30/2037 01994 6.890000400 4,420,000.0000 101,512.67 01/31/2011 12X4219 1219307 09/30/2039 01994 6.890000400 1,000,000.0000 22,966.67 01/31/2011 12X4219 1219307 09/30/2027 01995 6.419998800 13,112,000.0000 280,596.75 01/31/2011 12X4219 1219307 09/30/2028 01995 6.419998800 6,000,000.0000 128,399.98 01/31/2011 12X4219 1219307 09/30/2029 01995 6.419998800 2,000,000.0000 42,799.99 01/31/2011 12X4219 1219307 09/30/2031 01995 6.419998800 2,000,000.0000 42,799.99 01/31/2011 12X4219 1219307 09/30/2033 01995 6.419998800 1,000,000.0000 21,400.00 01/31/2011 12X4219 1219307 09/30/2034 01995 6.419998800 110,000.0000 2,354.00 01/31/2011 12X4219 1219307 09/30/2036 01995 6.419998800 140,000.0000 2,996.00 01/31/2011 12X4219 1219307 09/30/2037 01995 6.419998800 4,750,000.0000 101,649.98 01/31/2011 12X4219 1219307 09/30/2039 01995 6.419998800 2,991,000.0000 64,007.39 01/31/2011 12X4219 1219307 09/30/2027 01996 6.109999200 5,549,000.0000 113,014.62 01/31/2011 12X4219 1219307 09/30/2028 01996 6.109999200 2,000,000.0000 40,733.33 01/31/2011 12X4219 1219307 09/30/2029 01996 6.109999200 1,000,000.0000 20,366.66 01/31/2011 12X4219 1219307 09/30/2032 01996 6.109999200 1,000,000.0000 20,366.66 01/31/2011 12X4219 1219307 09/30/2033 01996 6.109999200 1,000,000.0000 20,366.66 01/31/2011 12X4219 1219307 09/30/2034 01996 6.109999200 300,000.0000 6,110.00 01/31/2011 12X4219 1219307 09/30/2036 01996 6.109999200 298,000.0000 6,069.27 01/31/2011 12X4219 1219307 09/30/2037 01996 6.109999200 1,082,000.0000 22,036.73 01/31/2011 12X4219 1219307 09/30/2038 01996 6.109999200 902,000.0000 18,370.73 01/31/2011 12X4219 1219307 09/30/2039 01996 6.109999200 575,000.0000 11,710.83 01/31/2011 12X4219 1219307 09/30/2040 01996 6.109999200 229,000.0000 4,663.97 01/31/2011 12X4219 1219307 09/30/2029 01997 5.960001600 6,534,000.0000 129,808.83 01/31/2011 12X4219 1219307 09/30/2031 01997 5.960001600 3,000,000.0000 59,600.02 01/31/2011 12X4219 1219307 09/30/2032 01997 5.960001600 1,000,000.0000 19,866.67 01/31/2011 12X4219 1219307 09/30/2033 01997 5.960001600 1,000,000.0000 19,866.67 01/31/2011 12X4219 1219307 09/30/2034 01997 5.960001600 310,000.0000 6,158.67 01/31/2011 12X4219 1219307 09/30/2035 01997 5.960001600 360,000.0000 7,152.00 01/31/2011 12X4219 1219307 09/30/2036 01997 5.960001600 418,000.0000 8,304.27 01/31/2011 12X4219 1219307 09/30/2037 01997 5.960001600 1,626,000.0000 32,303.21 01/31/2011 12X4219 1219307 09/30/2038 01997 5.960001600 211,000.0000 4,191.87 01/31/2011 12X4219 1219307 09/30/2029 01998 5.900000400 760,000.0000 14,946.67 01/31/2011 12X4219 1219307 09/30/2030 01998 5.900000400 2,700,000.0000 53,100.00 01/31/2011 12X4219 1219307 09/30/2031 01998 5.900000400 3,000,000.0000 59,000.00 01/31/2011 12X4219 1219307 09/30/2032 01998 5.900000400 2,000,000.0000 39,333.34 01/31/2011 12X4219 1219307 09/30/2033 01998 5.900000400 1,500,000.0000 29,500.00 01/31/2011 12X4219 1219307 09/30/2034 01998 5.900000400 800,000.0000 15,733.33 01/31/2011 12X4219 1219307 09/30/2036 01998 5.900000400 168,000.0000 3,304.00 01/31/2011 12X4219 1219307 09/30/2037 01998 5.900000400 1,712,000.0000 33,669.34 01/31/2011 12X4219 1219307 09/30/2038 01998 5.900000400 208,000.0000 4,090.67 01/31/2011 12X4219 1219307 09/30/2039 01998 5.900000400 250,000.0000 4,916.67 01/31/2011 12X4219 1219307 09/30/2030 01999 5.850000000 1,757,000.0000 34,261.50 01/31/2011 12X4219 1219307 09/30/2031 01999 5.850000000 4,000,000.0000 78,000.00 01/31/2011 12X4219 1219307 09/30/2032 01999 5.850000000 3,000,000.0000 58,500.00 01/31/2011 12X4219 1219307 09/30/2033 01999 5.850000000 1,000,000.0000 19,500.00 01/31/2011 12X4219 1219307 09/30/2034 01999 5.850000000 1,280,000.0000 24,960.00 01/31/2011 12X4219 1219307 09/30/2035 01999 5.850000000 818,000.0000 15,951.00 01/31/2011 12X4219 1219307 09/30/2036 01999 5.850000000 405,000.0000 7,897.50 01/31/2011 12X4219 1219307 09/30/2037 01999 5.850000000 1,654,000.0000 32,253.00 01/31/2011 12X4219 1219307 09/30/2038 01999 5.850000000 143,000.0000 2,788.50 01/31/2011 12X4219 1219307 09/30/2031 02000 5.609998800 4,038,000.0000 75,510.58 01/31/2011 12X4219 1219307 09/30/2032 02000 5.609998800 5,000,000.0000 93,499.98 01/31/2011 12X4219 1219307 09/30/2033 02000 5.609998800 3,000,000.0000 56,099.99 01/31/2011 12X4219 1219307 09/30/2034 02000 5.609998800 1,660,000.0000 31,041.99 01/31/2011 12X4219 1219307 09/30/2035 02000 5.609998800 1,300,000.0000 24,309.99 01/31/2011 12X4219 1219307 09/30/2036 02000 5.609998800 172,000.0000 3,216.40 01/31/2011 12X4219 1219307 09/30/2037 02000 5.609998800 2,206,000.0000 41,252.19 01/31/2011 12X4219 1219307 09/30/2038 02000 5.609998800 185,000.0000 3,459.50 01/31/2011 12X4219 1219307 09/30/2041 02000 5.609998800 57,000.0000 1,065.90 01/31/2011 12X4219 1219307 09/30/2032 02001 4.989999600 1,060,000.0000 17,631.33 01/31/2011 12X4219 1219307 09/30/2033 02001 4.989999600 3,000,000.0000 49,900.00 01/31/2011 12X4219 1219307 09/30/2034 02001 4.989999600 4,500,000.0000 74,849.99 01/31/2011 12X4219 1219307 09/30/2035 02001 4.989999600 2,000,000.0000 33,266.66 01/31/2011 12X4219 1219307 09/30/2036 02001 4.989999600 1,852,000.0000 30,804.93 01/31/2011 12X4219 1219307 09/30/2037 02001 4.989999600 2,464,000.0000 40,984.53 01/31/2011 12X4219 1219307 09/30/2038 02001 4.989999600 1,293,000.0000 21,506.90 01/31/2011 12X4219 1219307 09/30/2039 02001 4.989999600 1,266,000.0000 21,057.80 01/31/2011 12X4219 1219307 09/30/2040 02001 4.989999600 180,000.0000 2,994.00 01/31/2011 12X4219 1219307 09/30/2033 02002 4.809999600 1,615,000.0000 25,893.83 01/31/2011 12X4219 1219307 09/30/2034 02002 4.809999600 6,300,000.0000 101,009.99 01/31/2011 12X4219 1219307 09/30/2035 02002 4.809999600 2,135,000.0000 34,231.16 01/31/2011 12X4219 1219307 09/30/2036 02002 4.809999600 2,353,000.0000 37,726.43 01/31/2011 12X4219 1219307 09/30/2037 02002 4.809999600 2,050,000.0000 32,868.33 01/31/2011 12X4219 1219307 09/30/2038 02002 4.809999600 1,436,000.0000 23,023.86 01/31/2011 12X4219 1219307 09/30/2039 02002 4.809999600 808,000.0000 12,954.93 01/31/2011 12X4219 1219307 09/30/2034 02003 4.830001200 5,285,000.0000 85,088.52 01/31/2011 12X4219 1219307 09/30/2035 02003 4.830001200 5,035,000.0000 81,063.52 01/31/2011 12X4219 1219307 09/30/2036 02003 4.830001200 4,071,000.0000 65,543.12 01/31/2011 12X4219 1219307 09/30/2037 02003 4.830001200 4,095,000.0000 65,929.52 01/31/2011 12X4219 1219307 09/30/2038 02003 4.830001200 1,493,000.0000 24,037.31 01/31/2011 12X4219 1219307 09/30/2039 02003 4.830001200 1,179,000.0000 18,981.90 01/31/2011 12X4219 1219307 09/30/2040 02003 4.830001200 567,000.0000 9,128.70 01/31/2011 12X4219 1219307 09/30/2041 02003 4.830001200 76,000.0000 1,223.60 01/31/2011 12X4219 1219307 09/30/2034 02004 4.730000400 426,000.0000 6,716.60 01/31/2011 12X4219 1219307 09/30/2035 02004 4.730000400 6,100,000.0000 96,176.67 01/31/2011 12X4219 1219307 09/30/2036 02004 4.730000400 4,583,000.0000 72,258.64 01/31/2011 12X4219 1219307 09/30/2037 02004 4.730000400 4,142,000.0000 65,305.54 01/31/2011 12X4219 1219307 09/30/2038 02004 4.730000400 1,202,000.0000 18,951.53 01/31/2011 12X4219 1219307 09/30/2039 02004 4.730000400 969,000.0000 15,277.90 01/31/2011 12X4219 1219307 09/30/2040 02004 4.730000400 580,000.0000 9,144.67 01/31/2011 12X4219 1219307 09/30/2041 02004 4.730000400 42,000.0000 662.20 01/31/2011 12X4219 1219307 09/30/2035 02005 4.849999200 93,000.0000 1,503.50 01/31/2011 12X4219 1219307 09/30/2036 02005 4.849999200 6,156,000.0000 99,521.98 01/31/2011 12X4219 1219307 09/30/2037 02005 4.849999200 5,539,000.0000 89,547.15 01/31/2011 12X4219 1219307 09/30/2038 02005 4.849999200 2,340,000.0000 37,829.99 01/31/2011 12X4219 1219307 09/30/2039 02005 4.849999200 1,910,000.0000 30,878.33 01/31/2011 12X4219 1219307 09/30/2040 02005 4.849999200 1,244,000.0000 20,111.33 01/31/2011 12X4219 1219307 09/30/2041 02005 4.849999200 161,000.0000 2,602.83 01/31/2011 12X4219 1219307 09/30/2037 02006 4.780000800 5,228,000.0000 83,299.48 01/31/2011 12X4219 1219307 09/30/2038 02006 4.780000800 3,541,000.0000 56,419.94 01/31/2011 12X4219 1219307 09/30/2039 02006 4.780000800 5,528,000.0000 88,079.48 01/31/2011 12X4219 1219307 09/30/2040 02006 4.780000800 3,615,000.0000 57,599.01 01/31/2011 12X4219 1219307 09/30/2041 02006 4.780000800 622,000.0000 9,910.53 01/31/2011 12X4219 1219307 09/30/2037 02007 4.669999200 1,070,000.0000 16,656.33 01/31/2011 12X4219 1219307 09/30/2038 02007 4.669999200 7,874,000.0000 122,571.91 01/31/2011 12X4219 1219307 09/30/2039 02007 4.669999200 4,136,000.0000 64,383.72 01/31/2011 12X4219 1219307 09/30/2040 02007 4.669999200 4,483,000.0000 69,785.35 01/31/2011 12X4219 1219307 09/30/2041 02007 4.669999200 119,000.0000 1,852.43 01/31/2011 12X4219 1219307 09/30/2038 02008 4.569998400 919,500.0000 14,007.05 01/31/2011 12X4219 1219307 09/30/2039 02008 4.569998400 7,491,000.0000 114,112.86 01/31/2011 12X4219 1219307 09/30/2040 02008 4.569998400 5,423,000.0000 82,610.34 01/31/2011 12X4219 1219307 09/30/2041 02008 4.569998400 884,000.0000 13,466.26 01/31/2011 12X4219 1219307 09/30/2039 02009 4.960000800 878,000.0000 14,516.27 01/31/2011 12X4219 1219307 09/30/2040 02009 4.960000800 8,805,000.0000 145,576.02 01/31/2011 12X4219 1219307 09/30/2041 02009 4.960000800 804,000.0000 13,292.80 01/31/2011 12X4219 1219307 09/30/2040 02010 4.960000800 2,300,000.0000 38,026.67 01/31/2011 12X4219 1219307 09/30/2041 02010 4.960000800 1,698,000.0000 28,073.60 01/31/2011 ------------------------ ---------------------- 313,880,500.0000 5,811,326.34 ======================== ====================== 313,880,500.0000 5,811,326.34 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00