Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 320 SUB-COHORT 12X4176 1276320 09/30/2016 01995 6.699999600 1,000.0000 44.67 05/31/2011 12X4176 1276320 09/30/2019 01997 5.889999600 78,000.0000 3,062.80 05/31/2011 12X4176 1276320 09/30/2019 01998 5.760000000 302,800.0000 11,627.52 05/31/2011 12X4176 1276320 09/30/2020 01998 5.760000000 60,000.0000 2,304.00 05/31/2011 12X4176 1276320 09/30/2011 01999 6.069999600 38,500.0000 1,557.97 05/31/2011 12X4176 1276320 09/30/2012 01999 6.069999600 300,000.0000 12,140.00 05/31/2011 12X4176 1276320 09/30/2014 01999 6.069999600 113,000.0000 4,572.73 05/31/2011 12X4176 1276320 09/30/2015 01999 6.069999600 105,900.0000 4,285.42 05/31/2011 12X4176 1276320 09/30/2016 01999 6.069999600 65,000.0000 2,630.33 05/31/2011 12X4176 1276320 09/30/2017 01999 6.068998800 77,000.0000 3,115.42 05/31/2011 12X4176 1276320 09/30/2019 01999 6.069999600 433,000.0000 17,522.07 05/31/2011 12X4176 1276320 09/30/2012 02000 5.730001200 307,000.0000 11,727.40 05/31/2011 12X4176 1276320 09/30/2013 02000 5.730001200 300,000.0000 11,460.00 05/31/2011 12X4176 1276320 09/30/2014 02000 5.730001200 400,000.0000 15,280.00 05/31/2011 12X4176 1276320 09/30/2015 02000 5.730001200 132,800.0000 5,072.96 05/31/2011 12X4176 1276320 09/30/2016 02000 5.730001200 132,000.0000 5,042.40 05/31/2011 12X4176 1276320 09/30/2017 02000 5.730001200 160,000.0000 6,112.00 05/31/2011 12X4176 1276320 09/30/2019 02000 5.730001200 157,000.0000 5,997.40 05/31/2011 12X4176 1276320 09/30/2012 02001 4.500000000 811,900.0000 24,357.00 05/31/2011 12X4176 1276320 09/30/2013 02001 4.500000000 2,000,000.0000 60,000.00 05/31/2011 12X4176 1276320 09/30/2014 02001 4.500000000 516,000.0000 15,480.00 05/31/2011 12X4176 1276320 09/30/2015 02001 4.500000000 65,300.0000 1,959.00 05/31/2011 12X4176 1276320 09/30/2016 02001 4.500000000 615,000.0000 18,450.00 05/31/2011 12X4176 1276320 09/30/2017 02001 4.500000000 10,000.0000 300.00 05/31/2011 12X4176 1276320 09/30/2012 02002 3.809998800 587,500.0000 14,922.50 05/31/2011 12X4176 1276320 09/30/2013 02002 3.809998800 300,000.0000 7,620.00 05/31/2011 12X4176 1276320 09/30/2014 02002 3.809998800 2,700,000.0000 68,579.98 05/31/2011 12X4176 1276320 09/30/2015 02002 3.809998800 419,300.0000 10,650.22 05/31/2011 12X4176 1276320 09/30/2016 02002 3.809998800 43,000.0000 1,092.20 05/31/2011 12X4176 1276320 09/30/2017 02002 3.809998800 670,000.0000 17,017.99 05/31/2011 12X4176 1276320 09/30/2014 02003 3.660001200 1,934,500.0000 47,201.82 05/31/2011 12X4176 1276320 09/30/2015 02003 3.660001200 851,000.0000 20,764.41 05/31/2011 12X4176 1276320 09/30/2016 02003 3.660001200 500,000.0000 12,200.00 05/31/2011 12X4176 1276320 09/30/2017 02003 3.660001200 2,510,000.0000 61,244.02 05/31/2011 12X4176 1276320 09/30/2015 02004 4.050000000 2,996,500.0000 80,905.50 05/31/2011 12X4176 1276320 09/30/2016 02004 4.050000000 2,652,000.0000 71,604.00 05/31/2011 12X4176 1276320 09/30/2018 02004 4.050000000 489,000.0000 13,203.00 05/31/2011 12X4176 1276320 09/30/2020 02004 4.050000000 180,000.0000 4,860.00 05/31/2011 12X4176 1276320 09/30/2016 02005 4.619998800 10,188,500.0000 313,805.72 05/31/2011 12X4176 1276320 09/30/2017 02005 4.619998800 2,386,000.0000 73,488.78 05/31/2011 12X4176 1276320 09/30/2020 02005 4.619998800 1,395,000.0000 42,965.99 05/31/2011 12X4176 1276320 09/30/2016 02006 4.569998400 999,600.0000 30,454.47 05/31/2011 12X4176 1276320 09/30/2017 02006 4.569998400 8,242,000.0000 251,106.18 05/31/2011 12X4176 1276320 09/30/2018 02006 4.569998400 2,571,000.0000 78,329.77 05/31/2011 12X4176 1276320 09/30/2020 02006 4.569998400 429,000.0000 13,070.20 05/31/2011 12X4176 1276320 09/30/2021 02006 4.569998400 401,000.0000 0.00 05/31/2011 12X4176 1276320 09/30/2017 02007 3.800001600 3,000,600.0000 76,015.23 05/31/2011 12X4176 1276320 09/30/2018 02007 3.800001600 14,491,000.0000 367,105.49 05/31/2011 12X4176 1276320 09/30/2019 02007 3.800001600 2,702,000.0000 68,450.70 05/31/2011 12X4176 1276320 09/30/2020 02007 3.800001600 40,000.0000 1,013.33 05/31/2011 12X4176 1276320 09/30/2018 02008 3.399998400 6,405,200.0000 145,184.47 05/31/2011 12X4176 1276320 09/30/2019 02008 3.399998400 11,924,000.0000 270,277.21 05/31/2011 12X4176 1276320 09/30/2020 02008 3.399998400 7,062,000.0000 160,071.92 05/31/2011 12X4176 1276320 09/30/2021 02008 3.399998400 384,000.0000 8,704.00 05/31/2011 12X4176 1276320 09/30/2019 02009 4.190000400 6,477,900.0000 180,949.36 05/31/2011 12X4176 1276320 09/30/2020 02009 4.190000400 11,898,000.0000 332,350.83 05/31/2011 12X4176 1276320 09/30/2021 02009 4.190000400 3,381,000.0000 94,442.61 05/31/2011 12X4176 1276320 09/30/2020 02010 4.190000400 1,727,000.0000 48,240.87 05/31/2011 12X4176 1276320 09/30/2021 02010 4.190000400 11,167,000.0000 311,931.56 05/31/2011 12X4176 1276320 09/30/2021 02011 4.190000400 608,000.0000 16,983.47 05/31/2011 ------------------------ ---------------------- 131,893,800.0000 3,560,908.89 ======================== ====================== 131,893,800.0000 3,560,908.89 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00