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 238,923.11 02/28/2011 12X4219 1219307 09/30/2037 01992 6.789999600 2,860,000.0000 80,914.16 02/28/2011 12X4219 1219307 09/30/2025 01993 6.850000800 8,196,000.0000 233,927.53 02/28/2011 12X4219 1219307 09/30/2029 01993 6.850000800 1,200,000.0000 34,250.00 02/28/2011 12X4219 1219307 09/30/2030 01993 6.850000800 200,000.0000 5,708.33 02/28/2011 12X4219 1219307 09/30/2034 01993 6.850000800 90,000.0000 2,568.75 02/28/2011 12X4219 1219307 09/30/2037 01993 6.850000800 1,230,000.0000 35,106.25 02/28/2011 12X4219 1219307 09/30/2038 01993 6.850000800 28,000.0000 799.17 02/28/2011 12X4219 1219307 09/30/2025 01994 6.890000400 7,071,000.0000 202,996.64 02/28/2011 12X4219 1219307 09/30/2026 01994 6.890000400 5,000,000.0000 143,541.68 02/28/2011 12X4219 1219307 09/30/2027 01994 6.890000400 5,000,000.0000 143,541.68 02/28/2011 12X4219 1219307 09/30/2028 01994 6.890000400 2,800,000.0000 80,383.34 02/28/2011 12X4219 1219307 09/30/2029 01994 6.890000400 3,932,000.0000 112,881.17 02/28/2011 12X4219 1219307 09/30/2036 01994 6.890000400 120,000.0000 3,445.00 02/28/2011 12X4219 1219307 09/30/2037 01994 6.890000400 4,420,000.0000 126,890.84 02/28/2011 12X4219 1219307 09/30/2039 01994 6.890000400 1,000,000.0000 28,708.34 02/28/2011 12X4219 1219307 09/30/2027 01995 6.419998800 13,112,000.0000 350,745.93 02/28/2011 12X4219 1219307 09/30/2028 01995 6.419998800 6,000,000.0000 160,499.97 02/28/2011 12X4219 1219307 09/30/2029 01995 6.419998800 2,000,000.0000 53,499.99 02/28/2011 12X4219 1219307 09/30/2031 01995 6.419998800 2,000,000.0000 53,499.99 02/28/2011 12X4219 1219307 09/30/2033 01995 6.419998800 1,000,000.0000 26,750.00 02/28/2011 12X4219 1219307 09/30/2034 01995 6.419998800 110,000.0000 2,942.50 02/28/2011 12X4219 1219307 09/30/2036 01995 6.419998800 140,000.0000 3,745.00 02/28/2011 12X4219 1219307 09/30/2037 01995 6.419998800 4,750,000.0000 127,062.48 02/28/2011 12X4219 1219307 09/30/2039 01995 6.419998800 2,991,000.0000 80,009.24 02/28/2011 12X4219 1219307 09/30/2027 01996 6.109999200 5,549,000.0000 141,268.27 02/28/2011 12X4219 1219307 09/30/2028 01996 6.109999200 2,000,000.0000 50,916.66 02/28/2011 12X4219 1219307 09/30/2029 01996 6.109999200 1,000,000.0000 25,458.33 02/28/2011 12X4219 1219307 09/30/2032 01996 6.109999200 1,000,000.0000 25,458.33 02/28/2011 12X4219 1219307 09/30/2033 01996 6.109999200 1,000,000.0000 25,458.33 02/28/2011 12X4219 1219307 09/30/2034 01996 6.109999200 300,000.0000 7,637.50 02/28/2011 12X4219 1219307 09/30/2036 01996 6.109999200 298,000.0000 7,586.58 02/28/2011 12X4219 1219307 09/30/2037 01996 6.109999200 1,082,000.0000 27,545.91 02/28/2011 12X4219 1219307 09/30/2038 01996 6.109999200 902,000.0000 22,963.41 02/28/2011 12X4219 1219307 09/30/2039 01996 6.109999200 575,000.0000 14,638.54 02/28/2011 12X4219 1219307 09/30/2040 01996 6.109999200 229,000.0000 5,829.96 02/28/2011 12X4219 1219307 09/30/2029 01997 5.960001600 6,534,000.0000 162,261.04 02/28/2011 12X4219 1219307 09/30/2031 01997 5.960001600 3,000,000.0000 74,500.02 02/28/2011 12X4219 1219307 09/30/2032 01997 5.960001600 1,000,000.0000 24,833.34 02/28/2011 12X4219 1219307 09/30/2033 01997 5.960001600 1,000,000.0000 24,833.34 02/28/2011 12X4219 1219307 09/30/2034 01997 5.960001600 310,000.0000 7,698.34 02/28/2011 12X4219 1219307 09/30/2035 01997 5.960001600 360,000.0000 8,940.00 02/28/2011 12X4219 1219307 09/30/2036 01997 5.960001600 418,000.0000 10,380.34 02/28/2011 12X4219 1219307 09/30/2037 01997 5.960001600 1,626,000.0000 40,379.01 02/28/2011 12X4219 1219307 09/30/2038 01997 5.960001600 211,000.0000 5,239.83 02/28/2011 12X4219 1219307 09/30/2029 01998 5.900000400 760,000.0000 18,683.33 02/28/2011 12X4219 1219307 09/30/2030 01998 5.900000400 2,700,000.0000 66,375.00 02/28/2011 12X4219 1219307 09/30/2031 01998 5.900000400 3,000,000.0000 73,750.01 02/28/2011 12X4219 1219307 09/30/2032 01998 5.900000400 2,000,000.0000 49,166.67 02/28/2011 12X4219 1219307 09/30/2033 01998 5.900000400 1,500,000.0000 36,875.00 02/28/2011 12X4219 1219307 09/30/2034 01998 5.900000400 800,000.0000 19,666.67 02/28/2011 12X4219 1219307 09/30/2036 01998 5.900000400 168,000.0000 4,130.00 02/28/2011 12X4219 1219307 09/30/2037 01998 5.900000400 1,712,000.0000 42,086.67 02/28/2011 12X4219 1219307 09/30/2038 01998 5.900000400 208,000.0000 5,113.33 02/28/2011 12X4219 1219307 09/30/2039 01998 5.900000400 250,000.0000 6,145.83 02/28/2011 12X4219 1219307 09/30/2030 01999 5.850000000 1,757,000.0000 42,826.88 02/28/2011 12X4219 1219307 09/30/2031 01999 5.850000000 4,000,000.0000 97,500.00 02/28/2011 12X4219 1219307 09/30/2032 01999 5.850000000 3,000,000.0000 73,125.00 02/28/2011 12X4219 1219307 09/30/2033 01999 5.850000000 1,000,000.0000 24,375.00 02/28/2011 12X4219 1219307 09/30/2034 01999 5.850000000 1,280,000.0000 31,200.00 02/28/2011 12X4219 1219307 09/30/2035 01999 5.850000000 818,000.0000 19,938.75 02/28/2011 12X4219 1219307 09/30/2036 01999 5.850000000 405,000.0000 9,871.88 02/28/2011 12X4219 1219307 09/30/2037 01999 5.850000000 1,654,000.0000 40,316.25 02/28/2011 12X4219 1219307 09/30/2038 01999 5.850000000 143,000.0000 3,485.63 02/28/2011 12X4219 1219307 09/30/2031 02000 5.609998800 4,038,000.0000 94,388.23 02/28/2011 12X4219 1219307 09/30/2032 02000 5.609998800 5,000,000.0000 116,874.98 02/28/2011 12X4219 1219307 09/30/2033 02000 5.609998800 3,000,000.0000 70,124.99 02/28/2011 12X4219 1219307 09/30/2034 02000 5.609998800 1,660,000.0000 38,802.49 02/28/2011 12X4219 1219307 09/30/2035 02000 5.609998800 1,300,000.0000 30,387.49 02/28/2011 12X4219 1219307 09/30/2036 02000 5.609998800 172,000.0000 4,020.50 02/28/2011 12X4219 1219307 09/30/2037 02000 5.609998800 2,206,000.0000 51,565.24 02/28/2011 12X4219 1219307 09/30/2038 02000 5.609998800 185,000.0000 4,324.37 02/28/2011 12X4219 1219307 09/30/2041 02000 5.609998800 57,000.0000 1,332.37 02/28/2011 12X4219 1219307 09/30/2032 02001 4.989999600 1,060,000.0000 22,039.16 02/28/2011 12X4219 1219307 09/30/2033 02001 4.989999600 3,000,000.0000 62,375.00 02/28/2011 12X4219 1219307 09/30/2034 02001 4.989999600 4,500,000.0000 93,562.49 02/28/2011 12X4219 1219307 09/30/2035 02001 4.989999600 2,000,000.0000 41,583.33 02/28/2011 12X4219 1219307 09/30/2036 02001 4.989999600 1,852,000.0000 38,506.16 02/28/2011 12X4219 1219307 09/30/2037 02001 4.989999600 2,464,000.0000 51,230.66 02/28/2011 12X4219 1219307 09/30/2038 02001 4.989999600 1,293,000.0000 26,883.62 02/28/2011 12X4219 1219307 09/30/2039 02001 4.989999600 1,266,000.0000 26,322.25 02/28/2011 12X4219 1219307 09/30/2040 02001 4.989999600 180,000.0000 3,742.50 02/28/2011 12X4219 1219307 09/30/2033 02002 4.809999600 1,615,000.0000 32,367.29 02/28/2011 12X4219 1219307 09/30/2034 02002 4.809999600 6,300,000.0000 126,262.49 02/28/2011 12X4219 1219307 09/30/2035 02002 4.809999600 2,135,000.0000 42,788.95 02/28/2011 12X4219 1219307 09/30/2036 02002 4.809999600 2,353,000.0000 47,158.04 02/28/2011 12X4219 1219307 09/30/2037 02002 4.809999600 2,050,000.0000 41,085.41 02/28/2011 12X4219 1219307 09/30/2038 02002 4.809999600 1,436,000.0000 28,779.83 02/28/2011 12X4219 1219307 09/30/2039 02002 4.809999600 808,000.0000 16,193.67 02/28/2011 12X4219 1219307 09/30/2034 02003 4.830001200 5,285,000.0000 106,360.65 02/28/2011 12X4219 1219307 09/30/2035 02003 4.830001200 5,035,000.0000 101,329.40 02/28/2011 12X4219 1219307 09/30/2036 02003 4.830001200 4,071,000.0000 81,928.90 02/28/2011 12X4219 1219307 09/30/2037 02003 4.830001200 4,095,000.0000 82,411.90 02/28/2011 12X4219 1219307 09/30/2038 02003 4.830001200 1,493,000.0000 30,046.63 02/28/2011 12X4219 1219307 09/30/2039 02003 4.830001200 1,179,000.0000 23,727.38 02/28/2011 12X4219 1219307 09/30/2040 02003 4.830001200 567,000.0000 11,410.88 02/28/2011 12X4219 1219307 09/30/2041 02003 4.830001200 76,000.0000 1,529.50 02/28/2011 12X4219 1219307 09/30/2034 02004 4.730000400 426,000.0000 8,395.75 02/28/2011 12X4219 1219307 09/30/2035 02004 4.730000400 6,100,000.0000 120,220.84 02/28/2011 12X4219 1219307 09/30/2036 02004 4.730000400 4,583,000.0000 90,323.30 02/28/2011 12X4219 1219307 09/30/2037 02004 4.730000400 4,142,000.0000 81,631.92 02/28/2011 12X4219 1219307 09/30/2038 02004 4.730000400 1,202,000.0000 23,689.42 02/28/2011 12X4219 1219307 09/30/2039 02004 4.730000400 969,000.0000 19,097.38 02/28/2011 12X4219 1219307 09/30/2040 02004 4.730000400 580,000.0000 11,430.83 02/28/2011 12X4219 1219307 09/30/2041 02004 4.730000400 42,000.0000 827.75 02/28/2011 12X4219 1219307 09/30/2035 02005 4.849999200 93,000.0000 1,879.37 02/28/2011 12X4219 1219307 09/30/2036 02005 4.849999200 6,156,000.0000 124,402.48 02/28/2011 12X4219 1219307 09/30/2037 02005 4.849999200 5,539,000.0000 111,933.94 02/28/2011 12X4219 1219307 09/30/2038 02005 4.849999200 2,340,000.0000 47,287.49 02/28/2011 12X4219 1219307 09/30/2039 02005 4.849999200 1,910,000.0000 38,597.91 02/28/2011 12X4219 1219307 09/30/2040 02005 4.849999200 1,244,000.0000 25,139.16 02/28/2011 12X4219 1219307 09/30/2041 02005 4.849999200 174,000.0000 3,516.25 02/28/2011 12X4219 1219307 09/30/2037 02006 4.780000800 5,228,000.0000 104,124.35 02/28/2011 12X4219 1219307 09/30/2038 02006 4.780000800 3,541,000.0000 70,524.93 02/28/2011 12X4219 1219307 09/30/2039 02006 4.780000800 5,528,000.0000 110,099.35 02/28/2011 12X4219 1219307 09/30/2040 02006 4.780000800 3,615,000.0000 71,998.76 02/28/2011 12X4219 1219307 09/30/2041 02006 4.780000800 674,000.0000 13,423.84 02/28/2011 12X4219 1219307 09/30/2037 02007 4.669999200 1,070,000.0000 20,820.41 02/28/2011 12X4219 1219307 09/30/2038 02007 4.669999200 7,874,000.0000 153,214.89 02/28/2011 12X4219 1219307 09/30/2039 02007 4.669999200 4,136,000.0000 80,479.65 02/28/2011 12X4219 1219307 09/30/2040 02007 4.669999200 4,483,000.0000 87,231.69 02/28/2011 12X4219 1219307 09/30/2041 02007 4.669999200 217,000.0000 4,222.46 02/28/2011 12X4219 1219307 09/30/2038 02008 4.569998400 919,500.0000 17,508.81 02/28/2011 12X4219 1219307 09/30/2039 02008 4.569998400 7,491,000.0000 142,641.08 02/28/2011 12X4219 1219307 09/30/2040 02008 4.569998400 5,423,000.0000 103,262.92 02/28/2011 12X4219 1219307 09/30/2041 02008 4.569998400 1,129,000.0000 21,498.03 02/28/2011 12X4219 1219307 09/30/2039 02009 4.960000800 878,000.0000 18,145.34 02/28/2011 12X4219 1219307 09/30/2040 02009 4.960000800 8,805,000.0000 181,970.03 02/28/2011 12X4219 1219307 09/30/2041 02009 4.960000800 1,068,000.0000 22,072.00 02/28/2011 12X4219 1219307 09/30/2040 02010 4.960000800 2,300,000.0000 47,533.34 02/28/2011 12X4219 1219307 09/30/2041 02010 4.960000800 2,225,000.0000 45,983.34 02/28/2011 ------------------------ ---------------------- 315,079,500.0000 7,288,375.83 ======================== ====================== 315,079,500.0000 7,288,375.83 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00