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 315.41 01/31/2011 12X4269 1269216 09/30/2041 02006 3.909999600 26,000.0000 338.87 01/31/2011 12X4269 1269216 09/30/2042 02006 3.909999600 138,000.0000 1,798.60 01/31/2011 12X4269 1269216 09/30/2041 02007 3.800001600 625,800.0000 7,926.80 01/31/2011 12X4269 1269216 09/30/2042 02007 3.800001600 1,288,000.0000 16,314.67 01/31/2011 12X4269 1269216 09/30/2044 02007 3.800001600 92,000.0000 0.00 01/31/2011 12X4269 1269216 09/30/2043 02008 3.800001600 2,798,000.0000 35,441.35 01/31/2011 12X4269 1269216 09/30/2044 02008 3.800001600 2,042,000.0000 25,865.34 01/31/2011 12X4269 1269216 09/30/2043 02009 3.800001600 4,882,000.0000 61,838.69 01/31/2011 12X4269 1269216 09/30/2044 02009 3.800001600 2,410,000.0000 30,526.68 01/31/2011 12X4269 1269216 09/30/2043 02010 3.800001600 73,000.0000 924.67 01/31/2011 ------------------------ ---------------------- 14,399,000.0000 181,291.08 230 SUB-COHORT 12X4269 1269230 09/30/2039 02005 4.899999600 600.0000 9.80 01/31/2011 12X4269 1269230 09/30/2040 02005 4.899999600 716,000.0000 11,694.67 01/31/2011 12X4269 1269230 09/30/2041 02005 4.899999600 707,000.0000 11,547.67 01/31/2011 12X4269 1269230 09/30/2042 02005 4.899999600 876,000.0000 14,308.00 01/31/2011 12X4269 1269230 09/30/2043 02005 4.899999600 630,000.0000 10,290.00 01/31/2011 12X4269 1269230 09/30/2041 02006 4.659998400 971,500.0000 15,090.63 01/31/2011 12X4269 1269230 09/30/2042 02006 4.659998400 1,269,000.0000 19,711.79 01/31/2011 12X4269 1269230 09/30/2043 02006 4.659998400 205,000.0000 3,184.33 01/31/2011 12X4269 1269230 09/30/2044 02006 4.659998400 501,000.0000 7,782.20 01/31/2011 12X4269 1269230 09/30/2042 02007 5.079999600 240,000.0000 4,064.00 01/31/2011 12X4269 1269230 09/30/2043 02007 5.079999600 14,700.0000 0.00 01/31/2011 12X4269 1269230 09/30/2044 02007 5.079999600 141,000.0000 2,387.60 01/31/2011 12X4269 1269230 09/30/2042 02008 4.910000400 919,000.0000 15,040.97 01/31/2011 12X4269 1269230 09/30/2044 02008 4.910000400 226,000.0000 0.00 01/31/2011 12X4269 1269230 09/30/2043 02009 4.910000400 300,000.0000 4,910.00 01/31/2011 ------------------------ ---------------------- 7,716,800.0000 120,021.66 215 SUB-COHORT 12X4269 1269215 09/30/2058 02006 4.430001600 20,282,000.0000 299,497.64 01/31/2011 12X4269 1269215 09/30/2059 02006 4.430001600 4,549,000.0000 67,173.59 01/31/2011 12X4269 1269215 09/30/2060 02006 4.430001600 1,000,000.0000 0.00 01/31/2011 12X4269 1269215 09/30/2059 02007 3.859999200 28,454,000.0000 366,108.06 01/31/2011 12X4269 1269215 09/30/2060 02007 3.859999200 2,802,000.0000 36,052.39 01/31/2011 12X4269 1269215 09/30/2061 02007 3.859999200 654,000.0000 0.00 01/31/2011 12X4269 1269215 09/30/2059 02008 4.659998400 2,377,000.0000 36,922.72 01/31/2011 12X4269 1269215 09/30/2060 02008 4.659998400 29,134,000.0000 452,547.98 01/31/2011 12X4269 1269215 09/30/2061 02008 4.659998400 15,057,000.0000 233,885.32 01/31/2011 12X4269 1269215 09/30/2060 02009 4.659998400 13,256,000.0000 205,909.80 01/31/2011 12X4269 1269215 09/30/2061 02009 4.659998400 10,650,000.0000 165,429.94 01/31/2011 12X4269 1269215 09/30/2061 02010 4.659998400 13,536,000.0000 210,259.13 01/31/2011 ------------------------ ---------------------- 141,751,000.0000 2,073,786.57 217 SUB-COHORT 12X4269 1269217 09/30/2040 02006 4.870000800 234,700.0000 3,809.96 01/31/2011 12X4269 1269217 09/30/2041 02006 4.870000800 33,200.0000 538.95 01/31/2011 12X4269 1269217 09/30/2042 02006 4.870000800 1,922,000.0000 31,200.47 01/31/2011 12X4269 1269217 09/30/2044 02006 4.870000800 9,000.0000 146.10 01/31/2011 12X4269 1269217 09/30/2041 02007 4.640000400 163,700.0000 2,531.89 01/31/2011 12X4269 1269217 09/30/2042 02007 4.640000400 1,605,000.0000 24,824.00 01/31/2011 12X4269 1269217 09/30/2041 02008 5.090000400 68,980.0000 1,170.36 01/31/2011 12X4269 1269217 09/30/2042 02008 5.090000400 2,384,000.0000 40,448.54 01/31/2011 12X4269 1269217 09/30/2043 02008 5.090000400 3,967,000.0000 67,306.77 01/31/2011 12X4269 1269217 09/30/2044 02008 5.090000400 171,000.0000 2,901.30 01/31/2011 12X4269 1269217 09/30/2043 02009 5.090000400 1,284,000.0000 21,785.20 01/31/2011 12X4269 1269217 09/30/2044 02009 5.090000400 81,000.0000 1,374.30 01/31/2011 12X4269 1269217 09/30/2043 02010 5.090000400 1,059,000.0000 17,967.70 01/31/2011 12X4269 1269217 09/30/2044 02010 5.090000400 393,000.0000 6,667.90 01/31/2011 ------------------------ ---------------------- 13,375,580.0000 222,673.44 217 SUB-COHORT 12X4269 1269217 09/30/2044 02007 4.640000400 7,000.0000 108.27 01/31/2011 12X4269 1269217 09/30/2044 02011 5.090000400 1,113,000.0000 18,883.90 01/31/2011 ------------------------ ---------------------- 1,120,000.0000 18,992.17 ======================== ====================== 178,362,380.0000 2,616,764.92 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00