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 334,492.36 04/30/2011 12X4219 1219307 09/30/2037 01992 6.789999600 2,860,000.0000 113,279.83 04/30/2011 12X4219 1219307 09/30/2025 01993 6.850000800 8,196,000.0000 327,498.54 04/30/2011 12X4219 1219307 09/30/2029 01993 6.850000800 1,200,000.0000 47,950.01 04/30/2011 12X4219 1219307 09/30/2030 01993 6.850000800 200,000.0000 7,991.67 04/30/2011 12X4219 1219307 09/30/2034 01993 6.850000800 90,000.0000 3,596.25 04/30/2011 12X4219 1219307 09/30/2037 01993 6.850000800 1,230,000.0000 49,148.76 04/30/2011 12X4219 1219307 09/30/2038 01993 6.850000800 28,000.0000 1,118.83 04/30/2011 12X4219 1219307 09/30/2025 01994 6.890000400 7,071,000.0000 284,195.29 04/30/2011 12X4219 1219307 09/30/2026 01994 6.890000400 5,000,000.0000 200,958.35 04/30/2011 12X4219 1219307 09/30/2027 01994 6.890000400 5,000,000.0000 200,958.35 04/30/2011 12X4219 1219307 09/30/2028 01994 6.890000400 2,800,000.0000 112,536.67 04/30/2011 12X4219 1219307 09/30/2029 01994 6.890000400 3,932,000.0000 158,033.64 04/30/2011 12X4219 1219307 09/30/2036 01994 6.890000400 120,000.0000 4,823.00 04/30/2011 12X4219 1219307 09/30/2037 01994 6.890000400 4,420,000.0000 177,647.18 04/30/2011 12X4219 1219307 09/30/2039 01994 6.890000400 1,000,000.0000 40,191.67 04/30/2011 12X4219 1219307 09/30/2027 01995 6.419998800 13,112,000.0000 491,044.31 04/30/2011 12X4219 1219307 09/30/2028 01995 6.419998800 6,000,000.0000 224,699.96 04/30/2011 12X4219 1219307 09/30/2029 01995 6.419998800 2,000,000.0000 74,899.99 04/30/2011 12X4219 1219307 09/30/2031 01995 6.419998800 2,000,000.0000 74,899.99 04/30/2011 12X4219 1219307 09/30/2033 01995 6.419998800 1,000,000.0000 37,449.99 04/30/2011 12X4219 1219307 09/30/2034 01995 6.419998800 110,000.0000 4,119.50 04/30/2011 12X4219 1219307 09/30/2036 01995 6.419998800 140,000.0000 5,243.00 04/30/2011 12X4219 1219307 09/30/2037 01995 6.419998800 4,750,000.0000 177,887.47 04/30/2011 12X4219 1219307 09/30/2039 01995 6.419998800 2,991,000.0000 112,012.93 04/30/2011 12X4219 1219307 09/30/2027 01996 6.109999200 5,549,000.0000 197,775.58 04/30/2011 12X4219 1219307 09/30/2028 01996 6.109999200 2,000,000.0000 71,283.32 04/30/2011 12X4219 1219307 09/30/2029 01996 6.109999200 1,000,000.0000 35,641.66 04/30/2011 12X4219 1219307 09/30/2032 01996 6.109999200 1,000,000.0000 35,641.66 04/30/2011 12X4219 1219307 09/30/2033 01996 6.109999200 1,000,000.0000 35,641.66 04/30/2011 12X4219 1219307 09/30/2034 01996 6.109999200 300,000.0000 10,692.50 04/30/2011 12X4219 1219307 09/30/2036 01996 6.109999200 298,000.0000 10,621.22 04/30/2011 12X4219 1219307 09/30/2037 01996 6.109999200 1,082,000.0000 38,564.28 04/30/2011 12X4219 1219307 09/30/2038 01996 6.109999200 902,000.0000 32,148.78 04/30/2011 12X4219 1219307 09/30/2039 01996 6.109999200 575,000.0000 20,493.96 04/30/2011 12X4219 1219307 09/30/2040 01996 6.109999200 229,000.0000 8,161.94 04/30/2011 12X4219 1219307 09/30/2029 01997 5.960001600 6,534,000.0000 227,165.46 04/30/2011 12X4219 1219307 09/30/2031 01997 5.960001600 3,000,000.0000 104,300.03 04/30/2011 12X4219 1219307 09/30/2032 01997 5.960001600 1,000,000.0000 34,766.68 04/30/2011 12X4219 1219307 09/30/2033 01997 5.960001600 1,000,000.0000 34,766.68 04/30/2011 12X4219 1219307 09/30/2034 01997 5.960001600 310,000.0000 10,777.67 04/30/2011 12X4219 1219307 09/30/2035 01997 5.960001600 360,000.0000 12,516.00 04/30/2011 12X4219 1219307 09/30/2036 01997 5.960001600 418,000.0000 14,532.47 04/30/2011 12X4219 1219307 09/30/2037 01997 5.960001600 1,626,000.0000 56,530.62 04/30/2011 12X4219 1219307 09/30/2038 01997 5.960001600 211,000.0000 7,335.77 04/30/2011 12X4219 1219307 09/30/2029 01998 5.900000400 760,000.0000 26,156.67 04/30/2011 12X4219 1219307 09/30/2030 01998 5.900000400 2,700,000.0000 92,925.01 04/30/2011 12X4219 1219307 09/30/2031 01998 5.900000400 3,000,000.0000 103,250.01 04/30/2011 12X4219 1219307 09/30/2032 01998 5.900000400 2,000,000.0000 68,833.34 04/30/2011 12X4219 1219307 09/30/2033 01998 5.900000400 1,500,000.0000 51,625.00 04/30/2011 12X4219 1219307 09/30/2034 01998 5.900000400 800,000.0000 27,533.34 04/30/2011 12X4219 1219307 09/30/2036 01998 5.900000400 168,000.0000 5,782.00 04/30/2011 12X4219 1219307 09/30/2037 01998 5.900000400 1,712,000.0000 58,921.34 04/30/2011 12X4219 1219307 09/30/2038 01998 5.900000400 208,000.0000 7,158.67 04/30/2011 12X4219 1219307 09/30/2039 01998 5.900000400 250,000.0000 8,604.17 04/30/2011 12X4219 1219307 09/30/2030 01999 5.850000000 1,757,000.0000 59,957.63 04/30/2011 12X4219 1219307 09/30/2031 01999 5.850000000 4,000,000.0000 136,500.00 04/30/2011 12X4219 1219307 09/30/2032 01999 5.850000000 3,000,000.0000 102,375.00 04/30/2011 12X4219 1219307 09/30/2033 01999 5.850000000 1,000,000.0000 34,125.00 04/30/2011 12X4219 1219307 09/30/2034 01999 5.850000000 1,280,000.0000 43,680.00 04/30/2011 12X4219 1219307 09/30/2035 01999 5.850000000 818,000.0000 27,914.25 04/30/2011 12X4219 1219307 09/30/2036 01999 5.850000000 405,000.0000 13,820.63 04/30/2011 12X4219 1219307 09/30/2037 01999 5.850000000 1,654,000.0000 56,442.75 04/30/2011 12X4219 1219307 09/30/2038 01999 5.850000000 143,000.0000 4,879.88 04/30/2011 12X4219 1219307 09/30/2031 02000 5.609998800 4,038,000.0000 132,143.52 04/30/2011 12X4219 1219307 09/30/2032 02000 5.609998800 5,000,000.0000 163,624.97 04/30/2011 12X4219 1219307 09/30/2033 02000 5.609998800 3,000,000.0000 98,174.98 04/30/2011 12X4219 1219307 09/30/2034 02000 5.609998800 1,660,000.0000 54,323.49 04/30/2011 12X4219 1219307 09/30/2035 02000 5.609998800 1,300,000.0000 42,542.49 04/30/2011 12X4219 1219307 09/30/2036 02000 5.609998800 172,000.0000 5,628.70 04/30/2011 12X4219 1219307 09/30/2037 02000 5.609998800 2,206,000.0000 72,191.33 04/30/2011 12X4219 1219307 09/30/2038 02000 5.609998800 185,000.0000 6,054.12 04/30/2011 12X4219 1219307 09/30/2041 02000 5.609998800 57,000.0000 1,865.32 04/30/2011 12X4219 1219307 09/30/2032 02001 4.989999600 1,060,000.0000 30,854.83 04/30/2011 12X4219 1219307 09/30/2033 02001 4.989999600 3,000,000.0000 87,324.99 04/30/2011 12X4219 1219307 09/30/2034 02001 4.989999600 4,500,000.0000 130,987.49 04/30/2011 12X4219 1219307 09/30/2035 02001 4.989999600 2,000,000.0000 58,216.66 04/30/2011 12X4219 1219307 09/30/2036 02001 4.989999600 1,852,000.0000 53,908.63 04/30/2011 12X4219 1219307 09/30/2037 02001 4.989999600 2,464,000.0000 71,722.93 04/30/2011 12X4219 1219307 09/30/2038 02001 4.989999600 1,293,000.0000 37,637.07 04/30/2011 12X4219 1219307 09/30/2039 02001 4.989999600 1,266,000.0000 36,851.15 04/30/2011 12X4219 1219307 09/30/2040 02001 4.989999600 180,000.0000 5,239.50 04/30/2011 12X4219 1219307 09/30/2033 02002 4.809999600 1,615,000.0000 45,314.20 04/30/2011 12X4219 1219307 09/30/2034 02002 4.809999600 6,300,000.0000 176,767.49 04/30/2011 12X4219 1219307 09/30/2035 02002 4.809999600 2,135,000.0000 59,904.54 04/30/2011 12X4219 1219307 09/30/2036 02002 4.809999600 2,353,000.0000 66,021.25 04/30/2011 12X4219 1219307 09/30/2037 02002 4.809999600 2,050,000.0000 57,519.58 04/30/2011 12X4219 1219307 09/30/2038 02002 4.809999600 1,436,000.0000 40,291.76 04/30/2011 12X4219 1219307 09/30/2039 02002 4.809999600 808,000.0000 22,671.13 04/30/2011 12X4219 1219307 09/30/2041 02002 4.809999600 18,000.0000 505.05 04/30/2011 12X4219 1219307 09/30/2034 02003 4.830001200 5,285,000.0000 148,904.91 04/30/2011 12X4219 1219307 09/30/2035 02003 4.830001200 5,035,000.0000 141,861.16 04/30/2011 12X4219 1219307 09/30/2036 02003 4.830001200 4,071,000.0000 114,700.45 04/30/2011 12X4219 1219307 09/30/2037 02003 4.830001200 4,095,000.0000 115,376.65 04/30/2011 12X4219 1219307 09/30/2038 02003 4.830001200 1,493,000.0000 42,065.29 04/30/2011 12X4219 1219307 09/30/2039 02003 4.830001200 1,179,000.0000 33,218.33 04/30/2011 12X4219 1219307 09/30/2040 02003 4.830001200 567,000.0000 15,975.23 04/30/2011 12X4219 1219307 09/30/2041 02003 4.830001200 76,000.0000 2,141.30 04/30/2011 12X4219 1219307 09/30/2034 02004 4.730000400 426,000.0000 11,754.05 04/30/2011 12X4219 1219307 09/30/2035 02004 4.730000400 6,100,000.0000 168,309.18 04/30/2011 12X4219 1219307 09/30/2036 02004 4.730000400 4,583,000.0000 126,452.62 04/30/2011 12X4219 1219307 09/30/2037 02004 4.730000400 4,142,000.0000 114,284.69 04/30/2011 12X4219 1219307 09/30/2038 02004 4.730000400 1,202,000.0000 33,165.19 04/30/2011 12X4219 1219307 09/30/2039 02004 4.730000400 969,000.0000 26,736.33 04/30/2011 12X4219 1219307 09/30/2040 02004 4.730000400 580,000.0000 16,003.17 04/30/2011 12X4219 1219307 09/30/2041 02004 4.730000400 42,000.0000 1,158.85 04/30/2011 12X4219 1219307 09/30/2035 02005 4.849999200 93,000.0000 2,631.12 04/30/2011 12X4219 1219307 09/30/2036 02005 4.849999200 6,156,000.0000 174,163.47 04/30/2011 12X4219 1219307 09/30/2037 02005 4.849999200 5,539,000.0000 156,707.52 04/30/2011 12X4219 1219307 09/30/2038 02005 4.849999200 2,340,000.0000 66,202.49 04/30/2011 12X4219 1219307 09/30/2039 02005 4.849999200 1,910,000.0000 54,037.07 04/30/2011 12X4219 1219307 09/30/2040 02005 4.849999200 1,244,000.0000 35,194.83 04/30/2011 12X4219 1219307 09/30/2041 02005 4.849999200 174,000.0000 4,922.75 04/30/2011 12X4219 1219307 09/30/2037 02006 4.780000800 5,228,000.0000 145,774.09 04/30/2011 12X4219 1219307 09/30/2038 02006 4.780000800 3,541,000.0000 98,734.90 04/30/2011 12X4219 1219307 09/30/2039 02006 4.780000800 5,528,000.0000 154,139.09 04/30/2011 12X4219 1219307 09/30/2040 02006 4.780000800 3,615,000.0000 100,798.27 04/30/2011 12X4219 1219307 09/30/2041 02006 4.780000800 674,000.0000 18,793.37 04/30/2011 12X4219 1219307 09/30/2037 02007 4.669999200 1,070,000.0000 29,148.58 04/30/2011 12X4219 1219307 09/30/2038 02007 4.669999200 7,874,000.0000 214,500.85 04/30/2011 12X4219 1219307 09/30/2039 02007 4.669999200 4,136,000.0000 112,671.51 04/30/2011 12X4219 1219307 09/30/2040 02007 4.669999200 4,483,000.0000 122,124.37 04/30/2011 12X4219 1219307 09/30/2041 02007 4.669999200 481,000.0000 13,103.24 04/30/2011 12X4219 1219307 09/30/2038 02008 4.569998400 919,500.0000 24,512.33 04/30/2011 12X4219 1219307 09/30/2039 02008 4.569998400 7,491,000.0000 199,697.51 04/30/2011 12X4219 1219307 09/30/2040 02008 4.569998400 5,423,000.0000 144,568.09 04/30/2011 12X4219 1219307 09/30/2041 02008 4.569998400 1,502,000.0000 40,040.80 04/30/2011 12X4219 1219307 09/30/2039 02009 4.960000800 878,000.0000 25,403.47 04/30/2011 12X4219 1219307 09/30/2040 02009 4.960000800 8,805,000.0000 254,758.04 04/30/2011 12X4219 1219307 09/30/2041 02009 4.960000800 1,532,000.0000 44,325.87 04/30/2011 12X4219 1219307 09/30/2040 02010 4.960000800 2,300,000.0000 66,546.68 04/30/2011 12X4219 1219307 09/30/2041 02010 4.960000800 3,227,000.0000 93,367.88 04/30/2011 ------------------------ ---------------------- 317,200,500.0000 10,263,782.93 ======================== ====================== 317,200,500.0000 10,263,782.93 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00