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 2,597,609.9300 0.00 09/30/2011 12X4210 1210830 09/30/2028 01993 6.760000800 6,925,000.0000 0.00 09/30/2011 12X4210 1210830 09/30/2032 01993 6.760000800 118,300.0000 0.00 09/30/2011 12X4210 1210830 09/30/2034 01993 6.760000800 48,000.0000 0.00 09/30/2011 12X4210 1210830 09/30/2029 01994 6.159999600 16,305,000.0000 0.00 09/30/2011 12X4210 1210830 09/30/2031 01994 6.159999600 4,160,000.0000 0.00 09/30/2011 12X4210 1210830 09/30/2032 01994 6.159999600 100,000.0000 0.00 09/30/2011 12X4210 1210830 09/30/2034 01994 6.159999600 31,000.0000 0.00 09/30/2011 12X4210 1210830 09/30/2031 01995 5.529999600 6,989,000.0000 0.00 09/30/2011 12X4210 1210830 09/30/2032 01995 5.529999600 7,320,000.0000 0.00 09/30/2011 12X4210 1210830 09/30/2033 01995 5.529999600 120,000.0000 0.00 09/30/2011 12X4210 1210830 09/30/2034 01995 5.529999600 100,000.0000 0.00 09/30/2011 12X4210 1210830 09/30/2031 01996 5.500000800 3,651,000.0000 0.00 09/30/2011 12X4210 1210830 09/30/2032 01996 5.500000800 5,470,000.0000 0.00 09/30/2011 12X4210 1210830 09/30/2033 01996 5.500000800 322,000.0000 0.00 09/30/2011 12X4210 1210830 09/30/2034 01996 5.500000800 253,000.0000 0.00 09/30/2011 12X4210 1210830 09/30/2030 01997 5.230000800 6,456,000.0000 0.00 09/30/2011 12X4210 1210830 09/30/2031 01997 5.230000800 3,877,000.0000 0.00 09/30/2011 12X4210 1210830 09/30/2032 01997 5.230000800 2,899,000.0000 0.00 09/30/2011 12X4210 1210830 09/30/2033 01997 5.230000800 471,000.0000 0.00 09/30/2011 12X4210 1210830 09/30/2030 01998 5.079999600 20,097,000.0000 0.00 09/30/2011 12X4210 1210830 09/30/2031 01998 5.079999600 7,960,000.0000 0.00 09/30/2011 12X4210 1210830 09/30/2032 01998 5.079999600 2,268,000.0000 0.00 09/30/2011 12X4210 1210830 09/30/2033 01998 5.079999600 1,644,000.0000 0.00 09/30/2011 12X4210 1210830 09/30/2022 01999 4.820000400 18,126,000.0000 0.00 09/30/2011 12X4210 1210830 09/30/2031 01999 4.820000400 5,548,000.0000 0.00 09/30/2011 12X4210 1210830 09/30/2032 01999 4.820000400 5,210,000.0000 0.00 09/30/2011 12X4210 1210830 09/30/2033 01999 4.820000400 5,066,000.0000 0.00 09/30/2011 12X4210 1210830 09/30/2034 01999 4.820000400 262,000.0000 0.00 09/30/2011 12X4210 1210830 09/30/2021 02000 4.880001600 33,407,000.0000 0.00 09/30/2011 12X4210 1210830 09/30/2031 02000 4.880001600 5,131,000.0000 0.00 09/30/2011 12X4210 1210830 09/30/2032 02000 4.880001600 2,223,000.0000 0.00 09/30/2011 12X4210 1210830 09/30/2033 02000 4.880001600 926,000.0000 0.00 09/30/2011 12X4210 1210830 09/30/2034 02000 4.880001600 153,000.0000 0.00 09/30/2011 12X4210 1210830 09/30/2023 02001 5.249998800 21,525,000.0000 0.00 09/30/2011 12X4210 1210830 09/30/2031 02001 5.249998800 4,514,000.0000 0.00 09/30/2011 12X4210 1210830 09/30/2032 02001 5.249998800 3,233,000.0000 0.00 09/30/2011 12X4210 1210830 09/30/2033 02001 5.249998800 1,940,000.0000 0.00 09/30/2011 12X4210 1210830 09/30/2034 02001 5.249998800 234,000.0000 0.00 09/30/2011 12X4210 1210830 09/30/2021 02002 4.820000400 13,562,000.0000 0.00 09/30/2011 12X4210 1210830 09/30/2031 02002 4.820000400 3,211,000.0000 0.00 09/30/2011 12X4210 1210830 09/30/2032 02002 4.820000400 7,564,000.0000 0.00 09/30/2011 12X4210 1210830 09/30/2033 02002 4.820000400 7,861,000.0000 0.00 09/30/2011 12X4210 1210830 09/30/2034 02002 4.820000400 674,000.0000 0.00 09/30/2011 12X4210 1210830 09/30/2025 02003 4.359999600 6,701,000.0000 0.00 09/30/2011 12X4210 1210830 09/30/2031 02003 4.359999600 5,748,000.0000 0.00 09/30/2011 12X4210 1210830 09/30/2032 02003 4.359999600 10,647,000.0000 0.00 09/30/2011 12X4210 1210830 09/30/2033 02003 4.359999600 8,514,000.0000 0.00 09/30/2011 12X4210 1210830 09/30/2034 02003 4.359999600 12,189,000.0000 0.00 09/30/2011 12X4210 1210830 09/30/2026 02004 4.029998400 23,823,200.0000 0.00 09/30/2011 12X4210 1210830 09/30/2031 02004 4.029998400 11,582,000.0000 0.00 09/30/2011 12X4210 1210830 09/30/2032 02004 4.029998400 5,497,000.0000 0.00 09/30/2011 12X4210 1210830 09/30/2033 02004 4.029998400 6,090,000.0000 0.00 09/30/2011 12X4210 1210830 09/30/2034 02004 4.029998400 3,411,000.0000 0.00 09/30/2011 12X4210 1210830 09/30/2027 02005 4.349998800 27,518,100.0000 0.00 09/30/2011 12X4210 1210830 09/30/2031 02005 4.349998800 22,576,000.0000 0.00 09/30/2011 12X4210 1210830 09/30/2032 02005 4.349998800 12,333,000.0000 0.00 09/30/2011 12X4210 1210830 09/30/2033 02005 4.349998800 2,878,000.0000 0.00 09/30/2011 12X4210 1210830 09/30/2034 02005 4.349998800 4,812,000.0000 0.00 09/30/2011 ------------------------ ---------------------- 404,871,209.9300 0.00 ======================== ====================== 404,871,209.9300 0.00 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00