Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 216 SUB-COHORT 12X4269 1269216 09/30/2040 02006 3.909999600 24,200.0000 630.81 05/31/2011 12X4269 1269216 09/30/2041 02006 3.909999600 26,000.0000 677.73 05/31/2011 12X4269 1269216 09/30/2042 02006 3.909999600 138,000.0000 3,597.20 05/31/2011 12X4269 1269216 09/30/2041 02007 3.800001600 625,800.0000 15,853.61 05/31/2011 12X4269 1269216 09/30/2042 02007 3.800001600 1,288,000.0000 32,629.35 05/31/2011 12X4269 1269216 09/30/2044 02007 3.800001600 92,000.0000 0.00 05/31/2011 12X4269 1269216 09/30/2043 02008 3.800001600 2,798,000.0000 70,882.70 05/31/2011 12X4269 1269216 09/30/2044 02008 3.800001600 2,042,000.0000 51,730.69 05/31/2011 12X4269 1269216 09/30/2043 02009 3.800001600 4,882,000.0000 123,677.39 05/31/2011 12X4269 1269216 09/30/2044 02009 3.800001600 2,582,000.0000 65,410.69 05/31/2011 12X4269 1269216 09/30/2043 02010 3.800001600 73,000.0000 1,849.33 05/31/2011 12X4269 1269216 09/30/2044 02010 3.800001600 645,000.0000 16,340.01 05/31/2011 ------------------------ ---------------------- 15,216,000.0000 383,279.51 230 SUB-COHORT 12X4269 1269230 09/30/2039 02005 4.899999600 600.0000 19.60 05/31/2011 12X4269 1269230 09/30/2040 02005 4.899999600 716,000.0000 23,389.33 05/31/2011 12X4269 1269230 09/30/2041 02005 4.899999600 707,000.0000 23,095.33 05/31/2011 12X4269 1269230 09/30/2042 02005 4.899999600 876,000.0000 28,616.00 05/31/2011 12X4269 1269230 09/30/2043 02005 4.899999600 630,000.0000 20,580.00 05/31/2011 12X4269 1269230 09/30/2041 02006 4.659998400 971,500.0000 30,181.26 05/31/2011 12X4269 1269230 09/30/2042 02006 4.659998400 1,269,000.0000 39,423.59 05/31/2011 12X4269 1269230 09/30/2043 02006 4.659998400 205,000.0000 6,368.66 05/31/2011 12X4269 1269230 09/30/2044 02006 4.659998400 501,000.0000 15,564.39 05/31/2011 12X4269 1269230 09/30/2042 02007 5.079999600 240,000.0000 8,128.00 05/31/2011 12X4269 1269230 09/30/2043 02007 5.079999600 14,700.0000 0.00 05/31/2011 12X4269 1269230 09/30/2044 02007 5.079999600 264,000.0000 8,940.80 05/31/2011 12X4269 1269230 09/30/2042 02008 4.910000400 919,000.0000 30,081.94 05/31/2011 12X4269 1269230 09/30/2044 02008 4.910000400 226,000.0000 0.00 05/31/2011 12X4269 1269230 09/30/2043 02009 4.910000400 300,000.0000 9,820.00 05/31/2011 12X4269 1269230 09/30/2044 02009 4.910000400 135,000.0000 4,419.00 05/31/2011 ------------------------ ---------------------- 7,974,800.0000 248,627.90 215 SUB-COHORT 12X4269 1269215 09/30/2058 02006 4.430001600 20,282,000.0000 598,995.28 05/31/2011 12X4269 1269215 09/30/2059 02006 4.430001600 4,549,000.0000 134,347.18 05/31/2011 12X4269 1269215 09/30/2060 02006 4.430001600 1,000,000.0000 0.00 05/31/2011 12X4269 1269215 09/30/2059 02007 3.859999200 28,454,000.0000 732,216.11 05/31/2011 12X4269 1269215 09/30/2060 02007 3.859999200 2,802,000.0000 72,104.79 05/31/2011 12X4269 1269215 09/30/2061 02007 3.859999200 1,428,000.0000 0.00 05/31/2011 12X4269 1269215 09/30/2059 02008 4.659998400 2,377,000.0000 73,845.44 05/31/2011 12X4269 1269215 09/30/2060 02008 4.659998400 29,134,000.0000 905,095.96 05/31/2011 12X4269 1269215 09/30/2061 02008 4.659998400 18,109,000.0000 562,586.07 05/31/2011 12X4269 1269215 09/30/2060 02009 4.659998400 13,256,000.0000 411,819.59 05/31/2011 12X4269 1269215 09/30/2061 02009 4.659998400 13,414,000.0000 416,728.12 05/31/2011 12X4269 1269215 09/30/2061 02010 4.659998400 32,408,000.0000 1,006,808.19 05/31/2011 ------------------------ ---------------------- 167,213,000.0000 4,914,546.73 217 SUB-COHORT 12X4269 1269217 09/30/2040 02006 4.870000800 234,700.0000 7,619.93 05/31/2011 12X4269 1269217 09/30/2041 02006 4.870000800 33,200.0000 1,077.89 05/31/2011 12X4269 1269217 09/30/2042 02006 4.870000800 1,922,000.0000 62,400.94 05/31/2011 12X4269 1269217 09/30/2044 02006 4.870000800 9,000.0000 292.20 05/31/2011 12X4269 1269217 09/30/2041 02007 4.640000400 163,700.0000 5,063.79 05/31/2011 12X4269 1269217 09/30/2042 02007 4.640000400 1,605,000.0000 49,648.00 05/31/2011 12X4269 1269217 09/30/2041 02008 5.090000400 68,980.0000 2,340.72 05/31/2011 12X4269 1269217 09/30/2042 02008 5.090000400 2,384,000.0000 80,897.07 05/31/2011 12X4269 1269217 09/30/2043 02008 5.090000400 3,967,000.0000 134,613.54 05/31/2011 12X4269 1269217 09/30/2044 02008 5.090000400 448,000.0000 15,202.13 05/31/2011 12X4269 1269217 09/30/2043 02009 5.090000400 1,284,000.0000 43,570.40 05/31/2011 12X4269 1269217 09/30/2044 02009 5.090000400 125,000.0000 4,241.67 05/31/2011 12X4269 1269217 09/30/2043 02010 5.090000400 1,059,000.0000 35,935.40 05/31/2011 12X4269 1269217 09/30/2044 02010 5.090000400 1,324,000.0000 44,927.74 05/31/2011 ------------------------ ---------------------- 14,627,580.0000 487,831.42 217 SUB-COHORT 12X4269 1269217 09/30/2044 02007 4.640000400 7,000.0000 216.53 05/31/2011 12X4269 1269217 09/30/2044 02011 5.090000400 1,113,000.0000 37,767.80 05/31/2011 ------------------------ ---------------------- 1,120,000.0000 37,984.33 ======================== ====================== 206,151,380.0000 6,072,269.89 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00