Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 214 SUB-COHORT 12X4216 1216214 09/30/2040 02003 3.160000800 52,000.0000 1,369.33 07/31/2011 12X4216 1216214 09/30/2040 02007 4.520001600 217,000.0000 8,173.67 07/31/2011 ------------------------ ---------------------- 269,000.0000 9,543.00 204 SUB-COHORT 12X4216 1216204 09/30/2040 01992 7.130001600 6,500.0000 386.21 07/31/2011 12X4216 1216204 09/30/2040 01993 6.680001600 62,340.0000 3,470.26 07/31/2011 12X4216 1216204 09/30/2040 01994 6.860001600 254,000.0000 14,520.34 07/31/2011 12X4216 1216204 09/30/2040 01995 7.229998800 598,000.0000 36,029.49 07/31/2011 12X4216 1216204 09/30/2040 01996 6.789999600 1,188,000.0000 67,221.00 07/31/2011 12X4216 1216204 09/30/2040 01997 6.599998800 1,357,000.0000 74,634.99 07/31/2011 12X4216 1216204 09/30/2040 01998 5.929999200 952,777.0000 47,083.06 07/31/2011 12X4216 1216204 09/30/2040 01999 5.929999200 208,000.0000 10,278.67 07/31/2011 ------------------------ ---------------------- 4,626,617.0000 253,624.02 ======================== ====================== 4,895,617.0000 263,167.02 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 12X4216 1216204 09/30/2040 01992 06/24/2011 INT + 0.0000 35.65 432461 1216204 09/30/2040 01993 06/24/2011 INT + 0.0000 33.40 432463 1216204 09/30/2040 01994 06/24/2011 INT + 0.0000 377.30 432465 1216204 09/30/2040 01995 06/24/2011 INT + 0.0000 1,879.79 432467 1216204 09/30/2040 01996 06/24/2011 INT + 0.0000 3,802.39 432469 1216204 09/30/2040 01997 06/24/2011 INT + 0.0000 6,698.99 432471 1216204 09/30/2040 01998 06/24/2011 INT + 0.0000 29.64 432473 1216204 09/30/2040 01999 06/24/2011 INT + 0.0000 10,585.04 432475 1216214 09/30/2039 02003 06/24/2011 INT + 0.0000 1,943.40 432477 1216214 09/30/2039 02006 06/24/2011 INT + 0.0000 143.40 432481 1216214 09/30/2039 02007 06/24/2011 INT + 0.0000 2,147.00 432485 1216214 09/30/2039 02007 06/24/2011 INT + 0.0000 45.20 432487 1216214 09/30/2040 02003 06/24/2011 INT + 0.0000 837.40 432479 1216214 09/30/2040 02006 06/24/2011 INT + 0.0000 179.25 432483 1216214 09/30/2040 02007 06/24/2011 INT + 0.0000 519.80 432489 ------------------------ ---------------------- 0.0000 29,257.65 ======================== ====================== 0.0000 29,257.65