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 114,646.23 02/28/2011 12X4210 1210830 09/30/2028 01993 6.770001600 10,148,000.0000 286,258.23 02/28/2011 12X4210 1210830 09/30/2032 01993 6.770001600 118,300.0000 3,337.05 02/28/2011 12X4210 1210830 09/30/2029 01994 6.159999600 22,280,000.0000 571,853.30 02/28/2011 12X4210 1210830 09/30/2031 01994 6.159999600 4,160,000.0000 106,773.33 02/28/2011 12X4210 1210830 09/30/2032 01994 6.159999600 100,000.0000 2,566.67 02/28/2011 12X4210 1210830 09/30/2030 01995 5.510001600 2,103,000.0000 48,281.39 02/28/2011 12X4210 1210830 09/30/2031 01995 5.510001600 10,813,000.0000 248,248.53 02/28/2011 12X4210 1210830 09/30/2032 01995 5.510001600 7,320,000.0000 168,055.05 02/28/2011 12X4210 1210830 09/30/2033 01995 5.510001600 120,000.0000 2,755.00 02/28/2011 12X4210 1210830 09/30/2034 01995 5.510001600 100,000.0000 2,295.83 02/28/2011 12X4210 1210830 09/30/2031 01996 5.490000000 7,331,000.0000 167,696.63 02/28/2011 12X4210 1210830 09/30/2032 01996 5.490000000 5,470,000.0000 125,126.25 02/28/2011 12X4210 1210830 09/30/2033 01996 5.490000000 322,000.0000 7,365.75 02/28/2011 12X4210 1210830 09/30/2030 01997 5.240001600 10,933,000.0000 238,703.91 02/28/2011 12X4210 1210830 09/30/2031 01997 5.240001600 3,877,000.0000 84,647.86 02/28/2011 12X4210 1210830 09/30/2032 01997 5.240001600 2,899,000.0000 63,294.85 02/28/2011 12X4210 1210830 09/30/2033 01997 5.240001600 471,000.0000 10,283.50 02/28/2011 12X4210 1210830 09/30/2030 01998 5.199998400 28,314,000.0000 613,469.81 02/28/2011 12X4210 1210830 09/30/2031 01998 5.199998400 7,960,000.0000 172,466.61 02/28/2011 12X4210 1210830 09/30/2032 01998 5.199998400 2,268,000.0000 49,139.98 02/28/2011 12X4210 1210830 09/30/2033 01998 5.199998400 1,644,000.0000 35,619.99 02/28/2011 12X4210 1210830 09/30/2022 01999 5.060001600 23,112,000.0000 487,278.15 02/28/2011 12X4210 1210830 09/30/2031 01999 5.060001600 5,548,000.0000 116,970.37 02/28/2011 12X4210 1210830 09/30/2032 01999 5.060001600 5,210,000.0000 109,844.20 02/28/2011 12X4210 1210830 09/30/2033 01999 5.060001600 5,066,000.0000 106,808.20 02/28/2011 12X4210 1210830 09/30/2021 02000 4.889998800 39,644,000.0000 807,746.30 02/28/2011 12X4210 1210830 09/30/2031 02000 4.889998800 5,131,000.0000 104,544.10 02/28/2011 12X4210 1210830 09/30/2032 02000 4.889998800 2,223,000.0000 45,293.61 02/28/2011 12X4210 1210830 09/30/2033 02000 4.889998800 926,000.0000 18,867.25 02/28/2011 12X4210 1210830 09/30/2034 02000 4.889998800 153,000.0000 0.00 02/28/2011 12X4210 1210830 09/30/2023 02001 5.259999600 26,050,000.0000 570,929.12 02/28/2011 12X4210 1210830 09/30/2031 02001 5.259999600 4,514,000.0000 98,931.83 02/28/2011 12X4210 1210830 09/30/2032 02001 5.259999600 3,233,000.0000 70,856.58 02/28/2011 12X4210 1210830 09/30/2033 02001 5.259999600 1,940,000.0000 42,518.33 02/28/2011 12X4210 1210830 09/30/2034 02001 5.259999600 234,000.0000 5,128.50 02/28/2011 12X4210 1210830 09/30/2021 02002 5.050000800 19,634,000.0000 413,132.15 02/28/2011 12X4210 1210830 09/30/2031 02002 5.050000800 3,211,000.0000 67,564.80 02/28/2011 12X4210 1210830 09/30/2032 02002 5.050000800 7,564,000.0000 159,159.19 02/28/2011 12X4210 1210830 09/30/2033 02002 5.050000800 7,861,000.0000 165,408.57 02/28/2011 12X4210 1210830 09/30/2025 02003 4.560001200 12,934,000.0000 245,746.06 02/28/2011 12X4210 1210830 09/30/2031 02003 4.560001200 5,748,000.0000 109,212.03 02/28/2011 12X4210 1210830 09/30/2032 02003 4.560001200 10,647,000.0000 202,293.05 02/28/2011 12X4210 1210830 09/30/2033 02003 4.560001200 8,514,000.0000 161,766.04 02/28/2011 12X4210 1210830 09/30/2034 02003 4.560001200 4,540,000.0000 86,260.02 02/28/2011 12X4210 1210830 09/30/2026 02004 4.169998800 36,344,200.0000 631,480.29 02/28/2011 12X4210 1210830 09/30/2031 02004 4.169998800 11,582,000.0000 201,237.19 02/28/2011 12X4210 1210830 09/30/2032 02004 4.169998800 5,497,000.0000 95,510.35 02/28/2011 12X4210 1210830 09/30/2033 02004 4.169998800 6,090,000.0000 105,813.72 02/28/2011 12X4210 1210830 09/30/2034 02004 4.169998800 1,408,000.0000 24,463.99 02/28/2011 12X4210 1210830 09/30/2027 02005 4.340001600 39,021,100.0000 705,631.82 02/28/2011 12X4210 1210830 09/30/2031 02005 4.340001600 22,576,000.0000 408,249.48 02/28/2011 12X4210 1210830 09/30/2032 02005 4.340001600 12,333,000.0000 223,021.83 02/28/2011 12X4210 1210830 09/30/2033 02005 4.340001600 2,878,000.0000 52,043.85 02/28/2011 12X4210 1210830 09/30/2034 02005 4.340001600 1,704,000.0000 0.00 02/28/2011 ------------------------ ---------------------- 475,922,209.9300 9,766,596.72 ======================== ====================== 475,922,209.9300 9,766,596.72 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00