Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 216 SUB-COHORT 12X4269 1269216 09/30/2041 02006 3.909999600 8,200.0000 267.18 07/31/2011 12X4269 1269216 09/30/2042 02006 3.909999600 138,000.0000 4,496.50 07/31/2011 12X4269 1269216 09/30/2041 02007 3.800001600 348,800.0000 11,045.34 07/31/2011 12X4269 1269216 09/30/2042 02007 3.800001600 1,288,000.0000 40,786.68 07/31/2011 12X4269 1269216 09/30/2044 02007 3.800001600 92,000.0000 0.00 07/31/2011 12X4269 1269216 09/30/2043 02008 3.800001600 2,787,000.0000 88,255.04 07/31/2011 12X4269 1269216 09/30/2044 02008 3.800001600 3,369,000.0000 106,685.04 07/31/2011 12X4269 1269216 09/30/2043 02009 3.800001600 3,043,000.0000 96,361.71 07/31/2011 12X4269 1269216 09/30/2044 02009 3.800001600 2,616,000.0000 82,840.03 07/31/2011 12X4269 1269216 09/30/2043 02010 3.800001600 37,000.0000 1,171.67 07/31/2011 12X4269 1269216 09/30/2044 02010 3.800001600 766,000.0000 24,256.68 07/31/2011 ------------------------ ---------------------- 14,493,000.0000 456,165.87 230 SUB-COHORT 12X4269 1269230 09/30/2040 02005 4.899999600 510,600.0000 20,849.50 07/31/2011 12X4269 1269230 09/30/2041 02005 4.899999600 707,000.0000 28,869.16 07/31/2011 12X4269 1269230 09/30/2042 02005 4.899999600 876,000.0000 35,770.00 07/31/2011 12X4269 1269230 09/30/2043 02005 4.899999600 630,000.0000 25,725.00 07/31/2011 12X4269 1269230 09/30/2044 02005 4.899999600 36,000.0000 1,470.00 07/31/2011 12X4269 1269230 09/30/2041 02006 4.659998400 425,500.0000 16,523.58 07/31/2011 12X4269 1269230 09/30/2042 02006 4.659998400 1,269,000.0000 49,279.48 07/31/2011 12X4269 1269230 09/30/2043 02006 4.659998400 205,000.0000 7,960.83 07/31/2011 12X4269 1269230 09/30/2044 02006 4.659998400 501,000.0000 19,455.49 07/31/2011 12X4269 1269230 09/30/2042 02007 5.079999600 77,000.0000 3,259.67 07/31/2011 12X4269 1269230 09/30/2043 02007 5.079999600 14,700.0000 0.00 07/31/2011 12X4269 1269230 09/30/2044 02007 5.079999600 465,000.0000 19,685.00 07/31/2011 12X4269 1269230 09/30/2042 02008 4.910000400 586,000.0000 23,977.17 07/31/2011 12X4269 1269230 09/30/2044 02008 4.910000400 226,000.0000 0.00 07/31/2011 12X4269 1269230 09/30/2043 02009 4.910000400 168,000.0000 6,874.00 07/31/2011 12X4269 1269230 09/30/2044 02009 4.910000400 135,000.0000 5,523.75 07/31/2011 ------------------------ ---------------------- 6,831,800.0000 265,222.63 215 SUB-COHORT 12X4269 1269215 09/30/2058 02006 4.430001600 18,010,000.0000 664,869.41 07/31/2011 12X4269 1269215 09/30/2059 02006 4.430001600 4,549,000.0000 167,933.98 07/31/2011 12X4269 1269215 09/30/2060 02006 4.430001600 1,000,000.0000 0.00 07/31/2011 12X4269 1269215 09/30/2059 02007 3.859999200 27,285,000.0000 877,667.32 07/31/2011 12X4269 1269215 09/30/2060 02007 3.859999200 2,802,000.0000 90,130.98 07/31/2011 12X4269 1269215 09/30/2061 02007 3.859999200 1,428,000.0000 0.00 07/31/2011 12X4269 1269215 09/30/2060 02008 4.659998400 24,989,000.0000 970,405.83 07/31/2011 12X4269 1269215 09/30/2061 02008 4.659998400 23,209,000.0000 901,282.52 07/31/2011 12X4269 1269215 09/30/2060 02009 4.659998400 8,743,000.0000 339,519.72 07/31/2011 12X4269 1269215 09/30/2061 02009 4.659998400 15,139,000.0000 587,897.63 07/31/2011 12X4269 1269215 09/30/2061 02010 4.659998400 42,661,000.0000 1,656,668.26 07/31/2011 ------------------------ ---------------------- 169,815,000.0000 6,256,375.65 217 SUB-COHORT 12X4269 1269217 09/30/2042 02006 4.870000800 1,787,900.0000 72,558.95 07/31/2011 12X4269 1269217 09/30/2044 02006 4.870000800 9,000.0000 365.25 07/31/2011 12X4269 1269217 09/30/2042 02007 4.640000400 919,700.0000 35,561.74 07/31/2011 12X4269 1269217 09/30/2043 02008 5.090000400 1,551,980.0000 65,829.82 07/31/2011 12X4269 1269217 09/30/2044 02008 5.090000400 1,660,000.0000 70,411.67 07/31/2011 12X4269 1269217 09/30/2043 02009 5.090000400 264,000.0000 11,198.00 07/31/2011 12X4269 1269217 09/30/2044 02009 5.090000400 436,000.0000 18,493.67 07/31/2011 12X4269 1269217 09/30/2043 02010 5.090000400 292,000.0000 12,385.67 07/31/2011 12X4269 1269217 09/30/2044 02010 5.090000400 1,961,000.0000 83,179.09 07/31/2011 ------------------------ ---------------------- 8,881,580.0000 369,983.86 217 SUB-COHORT 12X4269 1269217 09/30/2044 02007 4.640000400 170,000.0000 6,573.33 07/31/2011 12X4269 1269217 09/30/2044 02011 5.090000400 1,113,000.0000 47,209.75 07/31/2011 ------------------------ ---------------------- 1,283,000.0000 53,783.08 ======================== ====================== 201,304,380.0000 7,401,531.09 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 12X4269 1269215 09/30/2058 02006 06/24/2011 INT + 0.0000 50,324.81 476184 1269215 09/30/2059 02007 06/24/2011 INT + 0.0000 22,561.69 476186 1269215 09/30/2059 02008 06/24/2011 INT + 0.0000 55,384.08 476188 1269215 09/30/2060 02008 06/24/2011 INT + 0.0000 96,578.46 476190 1269215 09/30/2060 02009 06/24/2011 INT + 0.0000 105,152.86 476192 1269216 09/30/2040 02006 06/24/2011 INT + 0.0000 449.64 476232 1269216 09/30/2040 02006 06/24/2011 INT + 0.0000 23.45 476234 1269216 09/30/2041 02006 06/24/2011 INT + 0.0000 347.98 476236 1269216 09/30/2041 02007 06/24/2011 INT + 0.0000 5,263.00 476238 1269216 09/30/2043 02008 06/24/2011 INT + 0.0000 209.00 476240 1269216 09/30/2043 02009 06/24/2011 INT + 0.0000 34,941.01 476242 1269216 09/30/2043 02010 06/24/2011 INT + 0.0000 684.00 476244 1269217 09/30/2040 02006 06/24/2011 INT + 0.0000 4,918.70 476194 1269217 09/30/2040 02006 06/24/2011 INT + 0.0000 796.24 476196 1269217 09/30/2041 02006 06/24/2011 INT + 0.0000 808.42 476198 1269217 09/30/2041 02007 06/24/2011 INT + 0.0000 3,647.04 476202 1269217 09/30/2041 02007 06/24/2011 INT + 0.0000 150.80 476204 1269217 09/30/2041 02008 06/24/2011 INT + 0.0000 1,715.33 476208 1269217 09/30/2041 02008 06/24/2011 INT + 0.0000 40.21 476210 1269217 09/30/2042 02006 06/24/2011 INT + 0.0000 3,265.33 476200 1269217 09/30/2042 02007 06/24/2011 INT + 0.0000 15,898.96 476206 1269217 09/30/2042 02008 06/24/2011 INT + 0.0000 60,672.80 476212 1269217 09/30/2043 02008 06/24/2011 INT + 0.0000 61,462.26 476214 1269217 09/30/2043 02009 06/24/2011 INT + 0.0000 25,959.00 476216 1269217 09/30/2043 02010 06/24/2011 INT + 0.0000 19,520.15 476218 1269230 09/30/2039 02005 06/24/2011 INT + 0.0000 14.69 476220 1269230 09/30/2040 02005 06/24/2011 INT + 0.0000 5,032.29 476222 1269230 09/30/2041 02006 06/24/2011 INT + 0.0000 12,721.79 476224 1269230 09/30/2042 02007 06/24/2011 INT + 0.0000 4,140.19 476226 1269230 09/30/2042 02008 06/24/2011 INT + 0.0000 8,175.15 476228 1269230 09/30/2043 02009 06/24/2011 INT + 0.0000 3,240.60 476230 ------------------------ ---------------------- 0.0000 604,099.93 ======================== ====================== 0.0000 604,099.93