Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 304 SUB-COHORT 12X4228 1228304 09/30/2029 01992 6.710000400 4,000.0000 134.20 03/31/2011 12X4228 1228304 09/30/2029 01993 6.900001200 3,000.0000 103.50 03/31/2011 12X4228 1228304 09/30/2029 01994 6.810001200 6,000.0000 204.30 03/31/2011 12X4228 1228304 09/30/2029 01995 6.509998800 12,000.0000 390.60 03/31/2011 12X4228 1228304 09/30/2029 01996 6.369998400 6,000.0000 191.10 03/31/2011 12X4228 1228304 09/30/2029 01997 6.120000000 500.0000 15.30 03/31/2011 12X4228 1228304 09/30/2030 02003 3.740000400 5,705,000.0000 106,683.51 03/31/2011 12X4228 1228304 09/30/2029 02005 4.309999200 13,800,000.0000 297,389.94 03/31/2011 12X4228 1228304 09/30/2030 02005 4.309999200 601,000.0000 0.00 03/31/2011 ------------------------ ---------------------- 20,137,500.0000 405,112.45 ======================== ====================== 20,137,500.0000 405,112.45 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00