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 160,504.72 04/30/2011 12X4210 1210830 09/30/2028 01993 6.770001600 10,148,000.0000 400,761.53 04/30/2011 12X4210 1210830 09/30/2032 01993 6.770001600 118,300.0000 4,671.87 04/30/2011 12X4210 1210830 09/30/2029 01994 6.159999600 22,280,000.0000 800,594.61 04/30/2011 12X4210 1210830 09/30/2031 01994 6.159999600 4,160,000.0000 149,482.66 04/30/2011 12X4210 1210830 09/30/2032 01994 6.159999600 100,000.0000 3,593.33 04/30/2011 12X4210 1210830 09/30/2030 01995 5.510001600 2,103,000.0000 67,593.94 04/30/2011 12X4210 1210830 09/30/2031 01995 5.510001600 10,813,000.0000 347,547.94 04/30/2011 12X4210 1210830 09/30/2032 01995 5.510001600 7,320,000.0000 235,277.07 04/30/2011 12X4210 1210830 09/30/2033 01995 5.510001600 120,000.0000 3,857.00 04/30/2011 12X4210 1210830 09/30/2034 01995 5.510001600 100,000.0000 3,214.17 04/30/2011 12X4210 1210830 09/30/2031 01996 5.490000000 7,331,000.0000 234,775.28 04/30/2011 12X4210 1210830 09/30/2032 01996 5.490000000 5,470,000.0000 175,176.75 04/30/2011 12X4210 1210830 09/30/2033 01996 5.490000000 322,000.0000 10,312.05 04/30/2011 12X4210 1210830 09/30/2030 01997 5.240001600 10,933,000.0000 334,185.47 04/30/2011 12X4210 1210830 09/30/2031 01997 5.240001600 3,877,000.0000 118,507.00 04/30/2011 12X4210 1210830 09/30/2032 01997 5.240001600 2,899,000.0000 88,612.79 04/30/2011 12X4210 1210830 09/30/2033 01997 5.240001600 471,000.0000 14,396.90 04/30/2011 12X4210 1210830 09/30/2030 01998 5.199998400 28,314,000.0000 858,857.74 04/30/2011 12X4210 1210830 09/30/2031 01998 5.199998400 7,960,000.0000 241,453.26 04/30/2011 12X4210 1210830 09/30/2032 01998 5.199998400 2,268,000.0000 68,795.98 04/30/2011 12X4210 1210830 09/30/2033 01998 5.199998400 1,644,000.0000 49,867.98 04/30/2011 12X4210 1210830 09/30/2022 01999 5.060001600 23,112,000.0000 682,189.42 04/30/2011 12X4210 1210830 09/30/2031 01999 5.060001600 5,548,000.0000 163,758.52 04/30/2011 12X4210 1210830 09/30/2032 01999 5.060001600 5,210,000.0000 153,781.88 04/30/2011 12X4210 1210830 09/30/2033 01999 5.060001600 5,066,000.0000 149,531.48 04/30/2011 12X4210 1210830 09/30/2021 02000 4.889998800 39,644,000.0000 1,130,844.82 04/30/2011 12X4210 1210830 09/30/2031 02000 4.889998800 5,131,000.0000 146,361.74 04/30/2011 12X4210 1210830 09/30/2032 02000 4.889998800 2,223,000.0000 63,411.06 04/30/2011 12X4210 1210830 09/30/2033 02000 4.889998800 926,000.0000 26,414.14 04/30/2011 12X4210 1210830 09/30/2034 02000 4.889998800 153,000.0000 0.00 04/30/2011 12X4210 1210830 09/30/2023 02001 5.259999600 26,050,000.0000 799,300.77 04/30/2011 12X4210 1210830 09/30/2031 02001 5.259999600 4,514,000.0000 138,504.56 04/30/2011 12X4210 1210830 09/30/2032 02001 5.259999600 3,233,000.0000 99,199.21 04/30/2011 12X4210 1210830 09/30/2033 02001 5.259999600 1,940,000.0000 59,525.66 04/30/2011 12X4210 1210830 09/30/2034 02001 5.259999600 234,000.0000 7,179.90 04/30/2011 12X4210 1210830 09/30/2021 02002 5.050000800 19,634,000.0000 578,385.01 04/30/2011 12X4210 1210830 09/30/2031 02002 5.050000800 3,211,000.0000 94,590.72 04/30/2011 12X4210 1210830 09/30/2032 02002 5.050000800 7,564,000.0000 222,822.87 04/30/2011 12X4210 1210830 09/30/2033 02002 5.050000800 7,861,000.0000 231,572.00 04/30/2011 12X4210 1210830 09/30/2025 02003 4.560001200 12,934,000.0000 344,044.49 04/30/2011 12X4210 1210830 09/30/2031 02003 4.560001200 5,748,000.0000 152,896.84 04/30/2011 12X4210 1210830 09/30/2032 02003 4.560001200 10,647,000.0000 283,210.27 04/30/2011 12X4210 1210830 09/30/2033 02003 4.560001200 8,514,000.0000 226,472.46 04/30/2011 12X4210 1210830 09/30/2034 02003 4.560001200 8,042,000.0000 213,917.26 04/30/2011 12X4210 1210830 09/30/2026 02004 4.169998800 36,344,200.0000 884,072.41 04/30/2011 12X4210 1210830 09/30/2031 02004 4.169998800 11,582,000.0000 281,732.07 04/30/2011 12X4210 1210830 09/30/2032 02004 4.169998800 5,497,000.0000 133,714.49 04/30/2011 12X4210 1210830 09/30/2033 02004 4.169998800 6,090,000.0000 148,139.21 04/30/2011 12X4210 1210830 09/30/2034 02004 4.169998800 2,448,000.0000 59,547.58 04/30/2011 12X4210 1210830 09/30/2027 02005 4.340001600 39,021,100.0000 987,884.55 04/30/2011 12X4210 1210830 09/30/2031 02005 4.340001600 22,576,000.0000 571,549.28 04/30/2011 12X4210 1210830 09/30/2032 02005 4.340001600 12,333,000.0000 312,230.57 04/30/2011 12X4210 1210830 09/30/2033 02005 4.340001600 2,878,000.0000 72,861.39 04/30/2011 12X4210 1210830 09/30/2034 02005 4.340001600 1,804,000.0000 0.00 04/30/2011 ------------------------ ---------------------- 480,564,209.9300 13,791,686.67 ======================== ====================== 480,564,209.9300 13,791,686.67 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00