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 382,276.98 05/31/2011 12X4219 1219307 09/30/2037 01992 6.789999600 2,860,000.0000 129,462.66 05/31/2011 12X4219 1219307 09/30/2025 01993 6.850000800 8,196,000.0000 374,284.04 05/31/2011 12X4219 1219307 09/30/2029 01993 6.850000800 1,200,000.0000 54,800.01 05/31/2011 12X4219 1219307 09/30/2030 01993 6.850000800 200,000.0000 9,133.33 05/31/2011 12X4219 1219307 09/30/2034 01993 6.850000800 90,000.0000 4,110.00 05/31/2011 12X4219 1219307 09/30/2037 01993 6.850000800 1,230,000.0000 56,170.01 05/31/2011 12X4219 1219307 09/30/2038 01993 6.850000800 28,000.0000 1,278.67 05/31/2011 12X4219 1219307 09/30/2025 01994 6.890000400 7,071,000.0000 324,794.62 05/31/2011 12X4219 1219307 09/30/2026 01994 6.890000400 5,000,000.0000 229,666.68 05/31/2011 12X4219 1219307 09/30/2027 01994 6.890000400 5,000,000.0000 229,666.68 05/31/2011 12X4219 1219307 09/30/2028 01994 6.890000400 2,800,000.0000 128,613.34 05/31/2011 12X4219 1219307 09/30/2029 01994 6.890000400 3,932,000.0000 180,609.88 05/31/2011 12X4219 1219307 09/30/2036 01994 6.890000400 120,000.0000 5,512.00 05/31/2011 12X4219 1219307 09/30/2037 01994 6.890000400 4,420,000.0000 203,025.35 05/31/2011 12X4219 1219307 09/30/2039 01994 6.890000400 1,000,000.0000 45,933.34 05/31/2011 12X4219 1219307 09/30/2027 01995 6.419998800 13,112,000.0000 561,193.50 05/31/2011 12X4219 1219307 09/30/2028 01995 6.419998800 6,000,000.0000 256,799.95 05/31/2011 12X4219 1219307 09/30/2029 01995 6.419998800 2,000,000.0000 85,599.98 05/31/2011 12X4219 1219307 09/30/2031 01995 6.419998800 2,000,000.0000 85,599.98 05/31/2011 12X4219 1219307 09/30/2033 01995 6.419998800 1,000,000.0000 42,799.99 05/31/2011 12X4219 1219307 09/30/2034 01995 6.419998800 110,000.0000 4,708.00 05/31/2011 12X4219 1219307 09/30/2036 01995 6.419998800 140,000.0000 5,992.00 05/31/2011 12X4219 1219307 09/30/2037 01995 6.419998800 4,750,000.0000 203,299.96 05/31/2011 12X4219 1219307 09/30/2039 01995 6.419998800 2,991,000.0000 128,014.78 05/31/2011 12X4219 1219307 09/30/2027 01996 6.109999200 5,549,000.0000 226,029.24 05/31/2011 12X4219 1219307 09/30/2028 01996 6.109999200 2,000,000.0000 81,466.66 05/31/2011 12X4219 1219307 09/30/2029 01996 6.109999200 1,000,000.0000 40,733.33 05/31/2011 12X4219 1219307 09/30/2032 01996 6.109999200 1,000,000.0000 40,733.33 05/31/2011 12X4219 1219307 09/30/2033 01996 6.109999200 1,000,000.0000 40,733.33 05/31/2011 12X4219 1219307 09/30/2034 01996 6.109999200 300,000.0000 12,220.00 05/31/2011 12X4219 1219307 09/30/2036 01996 6.109999200 298,000.0000 12,138.53 05/31/2011 12X4219 1219307 09/30/2037 01996 6.109999200 1,082,000.0000 44,073.46 05/31/2011 12X4219 1219307 09/30/2038 01996 6.109999200 902,000.0000 36,741.46 05/31/2011 12X4219 1219307 09/30/2039 01996 6.109999200 575,000.0000 23,421.66 05/31/2011 12X4219 1219307 09/30/2040 01996 6.109999200 229,000.0000 9,327.93 05/31/2011 12X4219 1219307 09/30/2029 01997 5.960001600 6,534,000.0000 259,617.67 05/31/2011 12X4219 1219307 09/30/2031 01997 5.960001600 3,000,000.0000 119,200.03 05/31/2011 12X4219 1219307 09/30/2032 01997 5.960001600 1,000,000.0000 39,733.34 05/31/2011 12X4219 1219307 09/30/2033 01997 5.960001600 1,000,000.0000 39,733.34 05/31/2011 12X4219 1219307 09/30/2034 01997 5.960001600 310,000.0000 12,317.34 05/31/2011 12X4219 1219307 09/30/2035 01997 5.960001600 360,000.0000 14,304.00 05/31/2011 12X4219 1219307 09/30/2036 01997 5.960001600 418,000.0000 16,608.54 05/31/2011 12X4219 1219307 09/30/2037 01997 5.960001600 1,626,000.0000 64,606.42 05/31/2011 12X4219 1219307 09/30/2038 01997 5.960001600 211,000.0000 8,383.74 05/31/2011 12X4219 1219307 09/30/2029 01998 5.900000400 760,000.0000 29,893.34 05/31/2011 12X4219 1219307 09/30/2030 01998 5.900000400 2,700,000.0000 106,200.01 05/31/2011 12X4219 1219307 09/30/2031 01998 5.900000400 3,000,000.0000 118,000.01 05/31/2011 12X4219 1219307 09/30/2032 01998 5.900000400 2,000,000.0000 78,666.67 05/31/2011 12X4219 1219307 09/30/2033 01998 5.900000400 1,500,000.0000 59,000.00 05/31/2011 12X4219 1219307 09/30/2034 01998 5.900000400 800,000.0000 31,466.67 05/31/2011 12X4219 1219307 09/30/2036 01998 5.900000400 168,000.0000 6,608.00 05/31/2011 12X4219 1219307 09/30/2037 01998 5.900000400 1,712,000.0000 67,338.67 05/31/2011 12X4219 1219307 09/30/2038 01998 5.900000400 208,000.0000 8,181.33 05/31/2011 12X4219 1219307 09/30/2039 01998 5.900000400 250,000.0000 9,833.33 05/31/2011 12X4219 1219307 09/30/2030 01999 5.850000000 1,757,000.0000 68,523.00 05/31/2011 12X4219 1219307 09/30/2031 01999 5.850000000 4,000,000.0000 156,000.00 05/31/2011 12X4219 1219307 09/30/2032 01999 5.850000000 3,000,000.0000 117,000.00 05/31/2011 12X4219 1219307 09/30/2033 01999 5.850000000 1,000,000.0000 39,000.00 05/31/2011 12X4219 1219307 09/30/2034 01999 5.850000000 1,280,000.0000 49,920.00 05/31/2011 12X4219 1219307 09/30/2035 01999 5.850000000 818,000.0000 31,902.00 05/31/2011 12X4219 1219307 09/30/2036 01999 5.850000000 405,000.0000 15,795.00 05/31/2011 12X4219 1219307 09/30/2037 01999 5.850000000 1,654,000.0000 64,506.00 05/31/2011 12X4219 1219307 09/30/2038 01999 5.850000000 143,000.0000 5,577.00 05/31/2011 12X4219 1219307 09/30/2031 02000 5.609998800 4,038,000.0000 151,021.17 05/31/2011 12X4219 1219307 09/30/2032 02000 5.609998800 5,000,000.0000 186,999.96 05/31/2011 12X4219 1219307 09/30/2033 02000 5.609998800 3,000,000.0000 112,199.98 05/31/2011 12X4219 1219307 09/30/2034 02000 5.609998800 1,660,000.0000 62,083.99 05/31/2011 12X4219 1219307 09/30/2035 02000 5.609998800 1,300,000.0000 48,619.99 05/31/2011 12X4219 1219307 09/30/2036 02000 5.609998800 172,000.0000 6,432.80 05/31/2011 12X4219 1219307 09/30/2037 02000 5.609998800 2,206,000.0000 82,504.38 05/31/2011 12X4219 1219307 09/30/2038 02000 5.609998800 185,000.0000 6,919.00 05/31/2011 12X4219 1219307 09/30/2041 02000 5.609998800 57,000.0000 2,131.80 05/31/2011 12X4219 1219307 09/30/2032 02001 4.989999600 1,060,000.0000 35,262.66 05/31/2011 12X4219 1219307 09/30/2033 02001 4.989999600 3,000,000.0000 99,799.99 05/31/2011 12X4219 1219307 09/30/2034 02001 4.989999600 4,500,000.0000 149,699.99 05/31/2011 12X4219 1219307 09/30/2035 02001 4.989999600 2,000,000.0000 66,533.33 05/31/2011 12X4219 1219307 09/30/2036 02001 4.989999600 1,852,000.0000 61,609.86 05/31/2011 12X4219 1219307 09/30/2037 02001 4.989999600 2,464,000.0000 81,969.06 05/31/2011 12X4219 1219307 09/30/2038 02001 4.989999600 1,293,000.0000 43,013.80 05/31/2011 12X4219 1219307 09/30/2039 02001 4.989999600 1,266,000.0000 42,115.60 05/31/2011 12X4219 1219307 09/30/2040 02001 4.989999600 180,000.0000 5,988.00 05/31/2011 12X4219 1219307 09/30/2033 02002 4.809999600 1,615,000.0000 51,787.66 05/31/2011 12X4219 1219307 09/30/2034 02002 4.809999600 6,300,000.0000 202,019.98 05/31/2011 12X4219 1219307 09/30/2035 02002 4.809999600 2,135,000.0000 68,462.33 05/31/2011 12X4219 1219307 09/30/2036 02002 4.809999600 2,353,000.0000 75,452.86 05/31/2011 12X4219 1219307 09/30/2037 02002 4.809999600 2,050,000.0000 65,736.66 05/31/2011 12X4219 1219307 09/30/2038 02002 4.809999600 1,436,000.0000 46,047.73 05/31/2011 12X4219 1219307 09/30/2039 02002 4.809999600 808,000.0000 25,909.86 05/31/2011 12X4219 1219307 09/30/2041 02002 4.809999600 18,000.0000 577.20 05/31/2011 12X4219 1219307 09/30/2034 02003 4.830001200 5,285,000.0000 170,177.04 05/31/2011 12X4219 1219307 09/30/2035 02003 4.830001200 5,035,000.0000 162,127.04 05/31/2011 12X4219 1219307 09/30/2036 02003 4.830001200 4,071,000.0000 131,086.23 05/31/2011 12X4219 1219307 09/30/2037 02003 4.830001200 4,095,000.0000 131,859.03 05/31/2011 12X4219 1219307 09/30/2038 02003 4.830001200 1,493,000.0000 48,074.61 05/31/2011 12X4219 1219307 09/30/2039 02003 4.830001200 1,179,000.0000 37,963.81 05/31/2011 12X4219 1219307 09/30/2040 02003 4.830001200 567,000.0000 18,257.40 05/31/2011 12X4219 1219307 09/30/2041 02003 4.830001200 76,000.0000 2,447.20 05/31/2011 12X4219 1219307 09/30/2034 02004 4.730000400 426,000.0000 13,433.20 05/31/2011 12X4219 1219307 09/30/2035 02004 4.730000400 6,100,000.0000 192,353.35 05/31/2011 12X4219 1219307 09/30/2036 02004 4.730000400 4,583,000.0000 144,517.28 05/31/2011 12X4219 1219307 09/30/2037 02004 4.730000400 4,142,000.0000 130,611.08 05/31/2011 12X4219 1219307 09/30/2038 02004 4.730000400 1,202,000.0000 37,903.07 05/31/2011 12X4219 1219307 09/30/2039 02004 4.730000400 969,000.0000 30,555.80 05/31/2011 12X4219 1219307 09/30/2040 02004 4.730000400 580,000.0000 18,289.33 05/31/2011 12X4219 1219307 09/30/2041 02004 4.730000400 42,000.0000 1,324.40 05/31/2011 12X4219 1219307 09/30/2035 02005 4.849999200 93,000.0000 3,007.00 05/31/2011 12X4219 1219307 09/30/2036 02005 4.849999200 6,156,000.0000 199,043.97 05/31/2011 12X4219 1219307 09/30/2037 02005 4.849999200 5,539,000.0000 179,094.30 05/31/2011 12X4219 1219307 09/30/2038 02005 4.849999200 2,340,000.0000 75,659.99 05/31/2011 12X4219 1219307 09/30/2039 02005 4.849999200 1,910,000.0000 61,756.66 05/31/2011 12X4219 1219307 09/30/2040 02005 4.849999200 1,244,000.0000 40,222.66 05/31/2011 12X4219 1219307 09/30/2041 02005 4.849999200 174,000.0000 5,626.00 05/31/2011 12X4219 1219307 09/30/2037 02006 4.780000800 5,228,000.0000 166,598.96 05/31/2011 12X4219 1219307 09/30/2038 02006 4.780000800 3,541,000.0000 112,839.89 05/31/2011 12X4219 1219307 09/30/2039 02006 4.780000800 5,528,000.0000 176,158.96 05/31/2011 12X4219 1219307 09/30/2040 02006 4.780000800 3,615,000.0000 115,198.02 05/31/2011 12X4219 1219307 09/30/2041 02006 4.780000800 674,000.0000 21,478.14 05/31/2011 12X4219 1219307 09/30/2037 02007 4.669999200 1,070,000.0000 33,312.66 05/31/2011 12X4219 1219307 09/30/2038 02007 4.669999200 7,874,000.0000 245,143.82 05/31/2011 12X4219 1219307 09/30/2039 02007 4.669999200 4,136,000.0000 128,767.44 05/31/2011 12X4219 1219307 09/30/2040 02007 4.669999200 4,483,000.0000 139,570.71 05/31/2011 12X4219 1219307 09/30/2041 02007 4.669999200 629,000.0000 19,582.86 05/31/2011 12X4219 1219307 09/30/2038 02008 4.569998400 919,500.0000 28,014.09 05/31/2011 12X4219 1219307 09/30/2039 02008 4.569998400 7,491,000.0000 228,225.72 05/31/2011 12X4219 1219307 09/30/2040 02008 4.569998400 5,423,000.0000 165,220.68 05/31/2011 12X4219 1219307 09/30/2041 02008 4.569998400 1,764,000.0000 53,743.18 05/31/2011 12X4219 1219307 09/30/2039 02009 4.960000800 878,000.0000 29,032.54 05/31/2011 12X4219 1219307 09/30/2040 02009 4.960000800 8,805,000.0000 291,152.05 05/31/2011 12X4219 1219307 09/30/2041 02009 4.960000800 1,624,000.0000 53,700.28 05/31/2011 12X4219 1219307 09/30/2040 02010 4.960000800 2,300,000.0000 76,053.35 05/31/2011 12X4219 1219307 09/30/2041 02010 4.960000800 4,032,000.0000 133,324.82 05/31/2011 ------------------------ ---------------------- 318,507,500.0000 11,772,288.37 ======================== ====================== 318,507,500.0000 11,772,288.37 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00