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 137,575.47 03/31/2011 12X4210 1210830 09/30/2028 01993 6.770001600 10,148,000.0000 343,509.88 03/31/2011 12X4210 1210830 09/30/2032 01993 6.770001600 118,300.0000 4,004.46 03/31/2011 12X4210 1210830 09/30/2029 01994 6.159999600 22,280,000.0000 686,223.96 03/31/2011 12X4210 1210830 09/30/2031 01994 6.159999600 4,160,000.0000 128,127.99 03/31/2011 12X4210 1210830 09/30/2032 01994 6.159999600 100,000.0000 3,080.00 03/31/2011 12X4210 1210830 09/30/2030 01995 5.510001600 2,103,000.0000 57,937.67 03/31/2011 12X4210 1210830 09/30/2031 01995 5.510001600 10,813,000.0000 297,898.24 03/31/2011 12X4210 1210830 09/30/2032 01995 5.510001600 7,320,000.0000 201,666.06 03/31/2011 12X4210 1210830 09/30/2033 01995 5.510001600 120,000.0000 3,306.00 03/31/2011 12X4210 1210830 09/30/2034 01995 5.510001600 100,000.0000 2,755.00 03/31/2011 12X4210 1210830 09/30/2031 01996 5.490000000 7,331,000.0000 201,235.95 03/31/2011 12X4210 1210830 09/30/2032 01996 5.490000000 5,470,000.0000 150,151.50 03/31/2011 12X4210 1210830 09/30/2033 01996 5.490000000 322,000.0000 8,838.90 03/31/2011 12X4210 1210830 09/30/2030 01997 5.240001600 10,933,000.0000 286,444.69 03/31/2011 12X4210 1210830 09/30/2031 01997 5.240001600 3,877,000.0000 101,577.43 03/31/2011 12X4210 1210830 09/30/2032 01997 5.240001600 2,899,000.0000 75,953.82 03/31/2011 12X4210 1210830 09/30/2033 01997 5.240001600 471,000.0000 12,340.20 03/31/2011 12X4210 1210830 09/30/2030 01998 5.199998400 28,314,000.0000 736,163.77 03/31/2011 12X4210 1210830 09/30/2031 01998 5.199998400 7,960,000.0000 206,959.94 03/31/2011 12X4210 1210830 09/30/2032 01998 5.199998400 2,268,000.0000 58,967.98 03/31/2011 12X4210 1210830 09/30/2033 01998 5.199998400 1,644,000.0000 42,743.99 03/31/2011 12X4210 1210830 09/30/2022 01999 5.060001600 23,112,000.0000 584,733.78 03/31/2011 12X4210 1210830 09/30/2031 01999 5.060001600 5,548,000.0000 140,364.44 03/31/2011 12X4210 1210830 09/30/2032 01999 5.060001600 5,210,000.0000 131,813.04 03/31/2011 12X4210 1210830 09/30/2033 01999 5.060001600 5,066,000.0000 128,169.84 03/31/2011 12X4210 1210830 09/30/2021 02000 4.889998800 39,644,000.0000 969,295.56 03/31/2011 12X4210 1210830 09/30/2031 02000 4.889998800 5,131,000.0000 125,452.92 03/31/2011 12X4210 1210830 09/30/2032 02000 4.889998800 2,223,000.0000 54,352.34 03/31/2011 12X4210 1210830 09/30/2033 02000 4.889998800 926,000.0000 22,640.69 03/31/2011 12X4210 1210830 09/30/2034 02000 4.889998800 153,000.0000 0.00 03/31/2011 12X4210 1210830 09/30/2023 02001 5.259999600 26,050,000.0000 685,114.95 03/31/2011 12X4210 1210830 09/30/2031 02001 5.259999600 4,514,000.0000 118,718.19 03/31/2011 12X4210 1210830 09/30/2032 02001 5.259999600 3,233,000.0000 85,027.89 03/31/2011 12X4210 1210830 09/30/2033 02001 5.259999600 1,940,000.0000 51,022.00 03/31/2011 12X4210 1210830 09/30/2034 02001 5.259999600 234,000.0000 6,154.20 03/31/2011 12X4210 1210830 09/30/2021 02002 5.050000800 19,634,000.0000 495,758.58 03/31/2011 12X4210 1210830 09/30/2031 02002 5.050000800 3,211,000.0000 81,077.76 03/31/2011 12X4210 1210830 09/30/2032 02002 5.050000800 7,564,000.0000 190,991.03 03/31/2011 12X4210 1210830 09/30/2033 02002 5.050000800 7,861,000.0000 198,490.28 03/31/2011 12X4210 1210830 09/30/2025 02003 4.560001200 12,934,000.0000 294,895.28 03/31/2011 12X4210 1210830 09/30/2031 02003 4.560001200 5,748,000.0000 131,054.43 03/31/2011 12X4210 1210830 09/30/2032 02003 4.560001200 10,647,000.0000 242,751.66 03/31/2011 12X4210 1210830 09/30/2033 02003 4.560001200 8,514,000.0000 194,119.25 03/31/2011 12X4210 1210830 09/30/2034 02003 4.560001200 5,334,000.0000 121,615.23 03/31/2011 12X4210 1210830 09/30/2026 02004 4.169998800 36,344,200.0000 757,776.35 03/31/2011 12X4210 1210830 09/30/2031 02004 4.169998800 11,582,000.0000 241,484.63 03/31/2011 12X4210 1210830 09/30/2032 02004 4.169998800 5,497,000.0000 114,612.42 03/31/2011 12X4210 1210830 09/30/2033 02004 4.169998800 6,090,000.0000 126,976.46 03/31/2011 12X4210 1210830 09/30/2034 02004 4.169998800 2,448,000.0000 51,040.79 03/31/2011 12X4210 1210830 09/30/2027 02005 4.340001600 39,021,100.0000 846,758.18 03/31/2011 12X4210 1210830 09/30/2031 02005 4.340001600 22,576,000.0000 489,899.38 03/31/2011 12X4210 1210830 09/30/2032 02005 4.340001600 12,333,000.0000 267,626.20 03/31/2011 12X4210 1210830 09/30/2033 02005 4.340001600 2,878,000.0000 62,452.62 03/31/2011 12X4210 1210830 09/30/2034 02005 4.340001600 1,704,000.0000 0.00 03/31/2011 ------------------------ ---------------------- 477,756,209.9300 11,759,703.27 ======================== ====================== 477,756,209.9300 11,759,703.27 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00