Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 845 SUB-COHORT 12X4208 1208845 09/30/2027 01992 6.729998400 31,826,000.0000 1,963,398.52 08/31/2011 12X4208 1208845 09/30/2044 01992 6.729998400 16,216,000.0000 1,000,391.83 08/31/2011 12X4208 1208845 09/30/2028 01993 6.599998800 24,589,000.0000 1,487,634.23 08/31/2011 12X4208 1208845 09/30/2042 01993 6.599998800 6,825,000.0000 412,912.42 08/31/2011 12X4208 1208845 09/30/2043 01993 6.599998800 533,000.0000 32,246.49 08/31/2011 12X4208 1208845 09/30/2044 01993 6.599998800 16,561,000.0000 1,001,940.32 08/31/2011 ------------------------ ---------------------- 96,550,000.0000 5,898,523.81 840 SUB-COHORT 12X4208 1208840 09/30/2027 01992 6.950001600 48,983,000.0000 3,120,626.01 08/31/2011 12X4208 1208840 09/30/2042 01992 6.950001600 585,000.0000 37,269.38 08/31/2011 12X4208 1208840 09/30/2044 01992 6.950001600 19,906,000.0000 0.00 08/31/2011 12X4208 1208840 09/30/2028 01993 6.990001200 45,243,300.0000 2,898,964.95 08/31/2011 12X4208 1208840 09/30/2042 01993 6.990001200 618,000.0000 39,598.36 08/31/2011 12X4208 1208840 09/30/2044 01993 6.990001200 69,500,000.0000 4,453,213.26 08/31/2011 ------------------------ ---------------------- 184,835,300.0000 10,549,671.96 850 SUB-COHORT 12X4208 1208850 09/30/2045 01992 7.040001600 7,450,000.0000 480,773.44 08/31/2011 12X4208 1208850 09/30/2045 01993 7.040001600 23,674,000.0000 1,527,762.48 08/31/2011 12X4208 1208850 09/30/2029 01994 7.040001600 28,795,500.0000 1,858,270.02 08/31/2011 12X4208 1208850 09/30/2042 01994 7.040001600 53,000.0000 3,420.27 08/31/2011 12X4208 1208850 09/30/2043 01994 7.040001600 850,000.0000 54,853.35 08/31/2011 12X4208 1208850 09/30/2045 01994 7.040001600 637,000.0000 41,107.74 08/31/2011 12X4208 1208850 09/30/2030 01995 6.680001600 24,906,000.0000 1,525,077.77 08/31/2011 12X4208 1208850 09/30/2042 01995 6.680001600 44,000.0000 2,694.27 08/31/2011 12X4208 1208850 09/30/2045 01995 6.680001600 906,000.0000 55,477.41 08/31/2011 12X4208 1208850 09/30/2031 01996 6.450001200 28,833,200.0000 1,704,763.27 08/31/2011 12X4208 1208850 09/30/2042 01996 6.450001200 36,000.0000 2,128.50 08/31/2011 12X4208 1208850 09/30/2043 01996 6.450001200 250,000.0000 14,781.25 08/31/2011 12X4208 1208850 09/30/2045 01996 6.450001200 524,000.0000 30,981.51 08/31/2011 12X4208 1208850 09/30/2032 01997 5.979999600 38,401,200.0000 2,105,025.64 08/31/2011 12X4208 1208850 09/30/2042 01997 5.979999600 4,200.0000 230.23 08/31/2011 12X4208 1208850 09/30/2043 01997 5.979999600 350,000.0000 19,185.83 08/31/2011 12X4208 1208850 09/30/2033 01998 6.000001200 62,290,756.3100 3,425,992.28 08/31/2011 12X4208 1208850 09/30/2042 01998 6.000001200 2,507,000.0000 137,885.03 08/31/2011 12X4208 1208850 09/30/2043 01998 6.000001200 250,000.0000 13,750.00 08/31/2011 12X4208 1208850 09/30/2034 01999 5.919998400 24,795,930.9100 1,345,592.15 08/31/2011 12X4208 1208850 09/30/2043 01999 5.919998400 650,000.0000 35,273.32 08/31/2011 12X4208 1208850 09/30/2035 02000 5.730001200 76,241,400.0000 4,004,580.37 08/31/2011 12X4208 1208850 09/30/2042 02000 5.730001200 20,000.0000 1,050.50 08/31/2011 12X4208 1208850 09/30/2043 02000 5.730001200 450,000.0000 23,636.25 08/31/2011 12X4208 1208850 09/30/2036 02001 5.000000400 82,522,000.0000 3,782,258.64 08/31/2011 12X4208 1208850 09/30/2043 02001 5.000000400 3,200,000.0000 146,666.68 08/31/2011 12X4208 1208850 09/30/2044 02001 5.000000400 2,000,000.0000 0.00 08/31/2011 12X4208 1208850 09/30/2037 02002 4.790001600 76,865,500.0000 3,375,037.12 08/31/2011 12X4208 1208850 09/30/2042 02002 4.790001600 4,701,000.0000 206,413.14 08/31/2011 12X4208 1208850 09/30/2043 02002 4.790001600 800,000.0000 35,126.68 08/31/2011 12X4208 1208850 09/30/2038 02003 4.709998800 81,761,000.0000 3,530,030.28 08/31/2011 12X4208 1208850 09/30/2042 02003 4.709998800 14,552,000.0000 628,282.44 08/31/2011 12X4208 1208850 09/30/2043 02003 4.709998800 3,345,000.0000 144,420.34 08/31/2011 12X4208 1208850 09/30/2045 02003 4.709998800 109,000.0000 4,706.07 08/31/2011 12X4208 1208850 09/30/2039 02004 4.690000800 159,475,000.0000 6,856,097.21 08/31/2011 12X4208 1208850 09/30/2042 02004 4.690000800 28,673,000.0000 1,232,700.27 08/31/2011 12X4208 1208850 09/30/2043 02004 4.690000800 12,153,000.0000 522,477.81 08/31/2011 12X4208 1208850 09/30/2044 02004 4.690000800 2,674,000.0000 114,959.74 08/31/2011 12X4208 1208850 09/30/2045 02004 4.690000800 456,000.0000 19,604.20 08/31/2011 12X4208 1208850 09/30/2040 02005 4.569998400 54,322,700.0000 2,275,667.64 08/31/2011 12X4208 1208850 09/30/2042 02005 4.569998400 24,581,000.0000 1,029,738.70 08/31/2011 12X4208 1208850 09/30/2043 02005 4.569998400 14,791,000.0000 619,619.42 08/31/2011 12X4208 1208850 09/30/2044 02005 4.569998400 15,935,000.0000 667,543.47 08/31/2011 12X4208 1208850 09/30/2045 02005 4.569998400 2,051,000.0000 85,919.78 08/31/2011 12X4208 1208850 09/30/2041 02006 4.659998400 17,082,000.0000 729,685.85 08/31/2011 12X4208 1208850 09/30/2042 02006 4.659998400 18,447,000.0000 787,994.08 08/31/2011 12X4208 1208850 09/30/2043 02006 4.659998400 20,276,000.0000 866,122.84 08/31/2011 12X4208 1208850 09/30/2044 02006 4.659998400 4,822,000.0000 205,979.70 08/31/2011 12X4208 1208850 09/30/2045 02006 4.659998400 99,000.0000 4,228.95 08/31/2011 12X4208 1208850 09/30/2042 02007 4.550000400 47,075,000.0000 1,963,419.96 08/31/2011 12X4208 1208850 09/30/2043 02007 4.550000400 19,802,000.0000 825,908.49 08/31/2011 12X4208 1208850 09/30/2044 02007 4.550000400 12,186,000.0000 508,257.79 08/31/2011 12X4208 1208850 09/30/2045 02007 4.550000400 2,944,000.0000 0.00 08/31/2011 12X4208 1208850 09/30/2043 02008 4.380001200 35,371,000.0000 1,420,146.04 08/31/2011 12X4208 1208850 09/30/2044 02008 4.380001200 20,387,000.0000 818,538.27 08/31/2011 12X4208 1208850 09/30/2045 02008 4.380001200 16,022,000.0000 643,283.48 08/31/2011 12X4208 1208850 09/30/2044 02009 4.820000400 11,845,000.0000 523,351.63 08/31/2011 12X4208 1208850 09/30/2045 02009 4.820000400 16,354,000.0000 0.00 08/31/2011 12X4208 1208850 09/30/2045 02010 4.820000400 7,636,000.0000 337,383.96 08/31/2011 12X4208 1208850 09/30/2045 02011 4.820000400 100,000.0000 4,418.33 08/31/2011 ------------------------ ---------------------- 1,158,334,387.2200 53,330,281.88 810 SUB-COHORT 12X4208 1208810 09/30/2029 01994 6.909998400 166,514,000.0000 10,547,271.84 08/31/2011 12X4208 1208810 09/30/2042 01994 6.909998400 13,700,000.0000 867,780.63 08/31/2011 12X4208 1208810 09/30/2030 01995 6.559999200 238,985,000.0000 14,370,962.91 08/31/2011 12X4208 1208810 09/30/2042 01995 6.559999200 15,300,000.0000 920,039.89 08/31/2011 12X4208 1208810 09/30/2031 01996 6.320001600 301,628,000.0000 17,474,319.89 08/31/2011 12X4208 1208810 09/30/2042 01996 6.320001600 9,000,000.0000 521,400.13 08/31/2011 12X4208 1208810 09/30/2043 01996 6.320001600 6,700,000.0000 388,153.43 08/31/2011 12X4208 1208810 09/30/2044 01996 6.320001600 1,850,000.0000 107,176.69 08/31/2011 12X4208 1208810 09/30/2032 01997 6.140001600 276,093,000.0000 15,539,438.40 08/31/2011 12X4208 1208810 09/30/2042 01997 6.140001600 10,800,000.0000 607,860.16 08/31/2011 12X4208 1208810 09/30/2043 01997 6.140001600 4,400,000.0000 247,646.73 08/31/2011 12X4208 1208810 09/30/2044 01997 6.140001600 1,501,000.0000 84,481.31 08/31/2011 12X4208 1208810 09/30/2033 01998 5.919998400 322,928,000.0000 17,524,221.40 08/31/2011 12X4208 1208810 09/30/2042 01998 5.919998400 7,400,000.0000 401,573.22 08/31/2011 12X4208 1208810 09/30/2043 01998 5.919998400 8,450,000.0000 458,553.21 08/31/2011 12X4208 1208810 09/30/2044 01998 5.919998400 1,326,000.0000 71,957.58 08/31/2011 12X4208 1208810 09/30/2045 01998 5.919998400 244,000.0000 13,241.06 08/31/2011 12X4208 1208810 09/30/2034 01999 5.889999600 194,717,000.0000 10,513,094.64 08/31/2011 12X4208 1208810 09/30/2042 01999 5.889999600 2,400,000.0000 129,579.99 08/31/2011 12X4208 1208810 09/30/2043 01999 5.889999600 6,200,000.0000 334,748.31 08/31/2011 12X4208 1208810 09/30/2045 01999 5.889999600 2,498,000.0000 134,871.17 08/31/2011 12X4208 1208810 09/30/2035 02000 5.879998800 191,802,000.0000 10,338,125.69 08/31/2011 12X4208 1208810 09/30/2042 02000 5.879998800 7,100,000.0000 382,689.92 08/31/2011 12X4208 1208810 09/30/2043 02000 5.879998800 5,850,000.0000 315,314.94 08/31/2011 12X4208 1208810 09/30/2044 02000 5.879998800 2,273,000.0000 122,514.67 08/31/2011 12X4208 1208810 09/30/2045 02000 5.879998800 1,861,000.0000 100,307.88 08/31/2011 12X4208 1208810 09/30/2036 02001 5.150001600 195,891,000.0000 9,247,690.50 08/31/2011 12X4208 1208810 09/30/2042 02001 5.150001600 2,600,000.0000 122,741.70 08/31/2011 12X4208 1208810 09/30/2043 02001 5.150001600 6,900,000.0000 325,737.60 08/31/2011 12X4208 1208810 09/30/2044 02001 5.150001600 2,175,000.0000 102,678.16 08/31/2011 12X4208 1208810 09/30/2045 02001 5.150001600 721,000.0000 34,037.22 08/31/2011 12X4208 1208810 09/30/2037 02002 4.680000000 391,436,000.0000 16,792,604.40 08/31/2011 12X4208 1208810 09/30/2042 02002 4.680000000 5,601,000.0000 240,282.90 08/31/2011 12X4208 1208810 09/30/2044 02002 4.680000000 1,858,000.0000 79,708.20 08/31/2011 12X4208 1208810 09/30/2045 02002 4.680000000 589,000.0000 25,268.10 08/31/2011 12X4208 1208810 09/30/2038 02003 4.719999600 60,884,000.0000 2,634,247.51 08/31/2011 12X4208 1208810 09/30/2042 02003 4.719999600 8,241,000.0000 356,560.57 08/31/2011 12X4208 1208810 09/30/2043 02003 4.719999600 12,082,000.0000 522,747.82 08/31/2011 12X4208 1208810 09/30/2039 02004 4.579999200 359,375,000.0000 15,087,757.78 08/31/2011 12X4208 1208810 09/30/2042 02004 4.579999200 83,261,000.0000 3,495,573.71 08/31/2011 12X4208 1208810 09/30/2043 02004 4.579999200 77,198,000.0000 3,241,028.80 08/31/2011 12X4208 1208810 09/30/2044 02004 4.579999200 15,517,000.0000 651,455.27 08/31/2011 12X4208 1208810 09/30/2045 02004 4.579999200 2,565,000.0000 107,687.23 08/31/2011 12X4208 1208810 09/30/2040 02005 4.550000400 38,554,800.0000 1,608,056.59 08/31/2011 12X4208 1208810 09/30/2042 02005 4.550000400 21,472,000.0000 895,561.41 08/31/2011 12X4208 1208810 09/30/2043 02005 4.550000400 15,572,000.0000 649,482.22 08/31/2011 12X4208 1208810 09/30/2044 02005 4.550000400 8,770,000.0000 365,782.12 08/31/2011 12X4208 1208810 09/30/2045 02005 4.550000400 2,727,000.0000 113,738.63 08/31/2011 12X4208 1208810 09/30/2041 02006 4.579999200 34,907,000.0000 1,465,511.96 08/31/2011 12X4208 1208810 09/30/2042 02006 4.579999200 20,317,000.0000 852,975.23 08/31/2011 12X4208 1208810 09/30/2043 02006 4.579999200 12,982,000.0000 545,027.54 08/31/2011 12X4208 1208810 09/30/2044 02006 4.579999200 19,298,000.0000 810,194.23 08/31/2011 12X4208 1208810 09/30/2045 02006 4.579999200 1,336,000.0000 56,089.72 08/31/2011 12X4208 1208810 09/30/2042 02007 4.439998800 37,814,800.0000 1,539,061.94 08/31/2011 12X4208 1208810 09/30/2043 02007 4.439998800 27,018,000.0000 1,099,632.30 08/31/2011 12X4208 1208810 09/30/2044 02007 4.439998800 8,252,000.0000 335,856.31 08/31/2011 12X4208 1208810 09/30/2045 02007 4.439998800 14,224,000.0000 578,916.64 08/31/2011 ------------------------ ---------------------- 3,291,658,600.0000 166,501,020.00 855 SUB-COHORT 12X4208 1208855 09/30/2045 01992 6.440000400 429,000.0000 25,325.30 08/31/2011 12X4208 1208855 09/30/2045 01993 6.440000400 208,000.0000 12,278.93 08/31/2011 12X4208 1208855 09/30/2029 01994 6.440000400 11,012,200.0000 650,086.91 08/31/2011 12X4208 1208855 09/30/2042 01994 6.440000400 2,028,000.0000 119,719.61 08/31/2011 12X4208 1208855 09/30/2044 01994 6.440000400 146,000.0000 8,618.87 08/31/2011 12X4208 1208855 09/30/2045 01994 6.440000400 203,000.0000 11,983.77 08/31/2011 12X4208 1208855 09/30/2030 01995 6.009998400 13,205,000.0000 727,485.26 08/31/2011 12X4208 1208855 09/30/2042 01995 6.009998400 80,000.0000 4,407.33 08/31/2011 12X4208 1208855 09/30/2044 01995 6.009998400 1,168,000.0000 64,347.05 08/31/2011 12X4208 1208855 09/30/2045 01995 6.009998400 122,000.0000 6,721.18 08/31/2011 12X4208 1208855 09/30/2031 01996 6.009998400 16,877,000.0000 929,781.81 08/31/2011 12X4208 1208855 09/30/2042 01996 6.009998400 2,763,000.0000 152,218.23 08/31/2011 12X4208 1208855 09/30/2043 01996 6.009998400 349,000.0000 19,226.99 08/31/2011 12X4208 1208855 09/30/2044 01996 6.009998400 193,000.0000 10,632.69 08/31/2011 12X4208 1208855 09/30/2045 01996 6.009998400 48,000.0000 2,644.40 08/31/2011 12X4208 1208855 09/30/2032 01997 5.670000000 21,571,946.5100 1,121,201.92 08/31/2011 12X4208 1208855 09/30/2042 01997 5.670000000 1,138,000.0000 59,147.55 08/31/2011 12X4208 1208855 09/30/2044 01997 5.670000000 76,000.0000 3,950.10 08/31/2011 12X4208 1208855 09/30/2045 01997 5.670000000 91,000.0000 4,729.73 08/31/2011 12X4208 1208855 09/30/2033 01998 5.739998400 19,671,000.0000 1,035,022.16 08/31/2011 12X4208 1208855 09/30/2042 01998 5.739998400 3,509,000.0000 184,631.83 08/31/2011 12X4208 1208855 09/30/2044 01998 5.739998400 79,000.0000 4,156.72 08/31/2011 12X4208 1208855 09/30/2045 01998 5.739998400 31,000.0000 1,631.12 08/31/2011 12X4208 1208855 09/30/2034 01999 5.450000400 22,040,000.0000 1,101,081.75 08/31/2011 12X4208 1208855 09/30/2042 01999 5.450000400 2,094,000.0000 104,612.76 08/31/2011 12X4208 1208855 09/30/2043 01999 5.450000400 2,083,000.0000 104,063.22 08/31/2011 12X4208 1208855 09/30/2044 01999 5.450000400 254,000.0000 12,689.42 08/31/2011 12X4208 1208855 09/30/2045 01999 5.450000400 372,000.0000 0.00 08/31/2011 12X4208 1208855 09/30/2035 02000 4.939999200 21,623,000.0000 979,161.36 08/31/2011 12X4208 1208855 09/30/2042 02000 4.939999200 11,000.0000 498.12 08/31/2011 12X4208 1208855 09/30/2043 02000 4.939999200 29,000.0000 1,313.22 08/31/2011 12X4208 1208855 09/30/2044 02000 4.939999200 7,507,000.0000 339,941.93 08/31/2011 12X4208 1208855 09/30/2045 02000 4.939999200 392,000.0000 0.00 08/31/2011 12X4208 1208855 09/30/2036 02001 5.230000800 20,754,000.0000 994,981.50 08/31/2011 12X4208 1208855 09/30/2042 02001 5.230000800 1,503,000.0000 72,056.34 08/31/2011 12X4208 1208855 09/30/2043 02001 5.230000800 1,700,000.0000 81,500.85 08/31/2011 12X4208 1208855 09/30/2044 02001 5.230000800 501,000.0000 24,018.78 08/31/2011 12X4208 1208855 09/30/2045 02001 5.230000800 119,000.0000 5,705.06 08/31/2011 12X4208 1208855 09/30/2037 02002 4.399999200 12,140,000.0000 489,646.58 08/31/2011 12X4208 1208855 09/30/2042 02002 4.399999200 9,997,000.0000 403,212.26 08/31/2011 12X4208 1208855 09/30/2043 02002 4.399999200 5,664,000.0000 228,447.96 08/31/2011 12X4208 1208855 09/30/2044 02002 4.399999200 4,340,000.0000 175,046.63 08/31/2011 12X4208 1208855 09/30/2045 02002 4.399999200 213,000.0000 8,591.00 08/31/2011 12X4208 1208855 09/30/2038 02003 4.230000000 20,498,300.0000 794,821.58 08/31/2011 12X4208 1208855 09/30/2042 02003 4.230000000 9,385,000.0000 363,903.38 08/31/2011 12X4208 1208855 09/30/2043 02003 4.230000000 4,516,000.0000 175,107.90 08/31/2011 12X4208 1208855 09/30/2044 02003 4.230000000 2,241,000.0000 86,894.78 08/31/2011 12X4208 1208855 09/30/2045 02003 4.230000000 175,000.0000 6,785.63 08/31/2011 12X4208 1208855 09/30/2039 02004 4.410000000 36,031,000.0000 1,456,553.18 08/31/2011 12X4208 1208855 09/30/2042 02004 4.410000000 6,767,000.0000 273,555.98 08/31/2011 12X4208 1208855 09/30/2043 02004 4.410000000 752,000.0000 30,399.60 08/31/2011 12X4208 1208855 09/30/2044 02004 4.410000000 6,433,000.0000 260,054.03 08/31/2011 12X4208 1208855 09/30/2045 02004 4.410000000 2,704,000.0000 109,309.20 08/31/2011 12X4208 1208855 09/30/2040 02005 4.510000800 38,904,000.0000 1,608,356.49 08/31/2011 12X4208 1208855 09/30/2042 02005 4.510000800 27,745,000.0000 1,147,024.75 08/31/2011 12X4208 1208855 09/30/2043 02005 4.510000800 9,090,000.0000 375,795.82 08/31/2011 12X4208 1208855 09/30/2044 02005 4.510000800 7,620,000.0000 315,023.56 08/31/2011 12X4208 1208855 09/30/2045 02005 4.510000800 3,813,000.0000 157,635.80 08/31/2011 12X4208 1208855 09/30/2041 02006 4.290001200 7,784,000.0000 306,105.89 08/31/2011 12X4208 1208855 09/30/2042 02006 4.290001200 36,134,000.0000 1,420,969.95 08/31/2011 12X4208 1208855 09/30/2043 02006 4.290001200 12,881,000.0000 506,545.47 08/31/2011 12X4208 1208855 09/30/2044 02006 4.290001200 19,119,000.0000 751,854.89 08/31/2011 12X4208 1208855 09/30/2045 02006 4.290001200 19,340,000.0000 760,545.71 08/31/2011 12X4208 1208855 09/30/2042 02007 4.290001200 14,259,100.0000 560,739.26 08/31/2011 12X4208 1208855 09/30/2043 02007 4.290001200 14,902,000.0000 586,021.31 08/31/2011 12X4208 1208855 09/30/2044 02007 4.290001200 13,252,000.0000 521,135.05 08/31/2011 12X4208 1208855 09/30/2045 02007 4.290001200 6,664,000.0000 262,061.87 08/31/2011 12X4208 1208855 09/30/2043 02008 4.830001200 8,105,400.0000 358,866.67 08/31/2011 12X4208 1208855 09/30/2044 02008 4.830001200 14,758,000.0000 653,410.61 08/31/2011 12X4208 1208855 09/30/2045 02008 4.830001200 14,657,000.0000 648,938.84 08/31/2011 12X4208 1208855 09/30/2043 02009 4.569998400 21,799,900.0000 913,233.82 08/31/2011 12X4208 1208855 09/30/2044 02009 4.569998400 6,330,000.0000 265,174.16 08/31/2011 12X4208 1208855 09/30/2045 02009 4.569998400 6,161,000.0000 258,094.47 08/31/2011 12X4208 1208855 09/30/2044 02010 2.279998800 14,352,000.0000 299,956.64 08/31/2011 12X4208 1208855 09/30/2045 02010 2.279998800 8,774,000.0000 0.00 08/31/2011 ------------------------ ---------------------- 624,280,846.5100 26,521,394.49 815 SUB-COHORT 12X4208 1208815 09/30/2029 01994 6.710000400 19,093,300.0000 1,174,397.13 08/31/2011 12X4208 1208815 09/30/2032 01994 6.710000400 500,000.0000 30,754.17 08/31/2011 12X4208 1208815 09/30/2030 01995 5.910001200 25,775,500.0000 1,396,388.00 08/31/2011 12X4208 1208815 09/30/2032 01995 5.910001200 1,990,000.0000 107,808.27 08/31/2011 12X4208 1208815 09/30/2033 01995 5.910001200 350,000.0000 18,961.25 08/31/2011 12X4208 1208815 09/30/2031 01996 6.090001200 15,859,000.0000 885,328.85 08/31/2011 12X4208 1208815 09/30/2032 01996 6.090001200 2,185,000.0000 121,977.65 08/31/2011 12X4208 1208815 09/30/2033 01996 6.090001200 1,000,000.0000 55,825.01 08/31/2011 12X4208 1208815 09/30/2034 01996 6.090001200 451,000.0000 25,177.08 08/31/2011 12X4208 1208815 09/30/2035 01996 6.090001200 24,000.0000 1,339.80 08/31/2011 12X4208 1208815 09/30/2032 01997 5.580000000 31,398,000.0000 1,606,007.70 08/31/2011 12X4208 1208815 09/30/2033 01997 5.580000000 1,723,000.0000 88,131.45 08/31/2011 12X4208 1208815 09/30/2032 01998 5.490000000 4,955,000.0000 249,360.38 08/31/2011 12X4208 1208815 09/30/2033 01998 5.490000000 57,720,000.0000 2,904,759.00 08/31/2011 12X4208 1208815 09/30/2034 01998 5.490000000 3,419,000.0000 172,061.18 08/31/2011 12X4208 1208815 09/30/2035 01998 5.490000000 1,019,000.0000 51,281.18 08/31/2011 12X4208 1208815 09/30/2032 01999 5.259999600 5,079,000.0000 244,892.43 08/31/2011 12X4208 1208815 09/30/2033 01999 5.259999600 2,371,000.0000 114,321.71 08/31/2011 12X4208 1208815 09/30/2034 01999 5.259999600 65,930,000.0000 3,178,924.59 08/31/2011 12X4208 1208815 09/30/2032 02000 4.950000000 25,447,000.0000 1,154,657.63 08/31/2011 12X4208 1208815 09/30/2033 02000 4.950000000 4,929,000.0000 223,653.38 08/31/2011 12X4208 1208815 09/30/2034 02000 4.950000000 5,200,000.0000 0.00 08/31/2011 12X4208 1208815 09/30/2035 02000 4.950000000 67,788,000.0000 3,075,880.50 08/31/2011 12X4208 1208815 09/30/2032 02001 4.550000400 23,543,000.0000 981,939.38 08/31/2011 12X4208 1208815 09/30/2033 02001 4.550000400 21,368,700.0000 891,252.94 08/31/2011 12X4208 1208815 09/30/2034 02001 4.550000400 16,929,000.0000 706,080.44 08/31/2011 12X4208 1208815 09/30/2035 02001 4.550000400 176,000.0000 7,340.67 08/31/2011 12X4208 1208815 09/30/2036 02001 4.550000400 60,269,000.0000 2,513,719.76 08/31/2011 12X4208 1208815 09/30/2032 02002 4.389998400 29,550,000.0000 1,189,140.82 08/31/2011 12X4208 1208815 09/30/2033 02002 4.389998400 16,198,000.0000 651,834.28 08/31/2011 12X4208 1208815 09/30/2034 02002 4.389998400 15,892,000.0000 639,520.33 08/31/2011 12X4208 1208815 09/30/2035 02002 4.389998400 7,141,000.0000 287,365.64 08/31/2011 12X4208 1208815 09/30/2037 02002 4.389998400 49,129,000.0000 1,977,032.12 08/31/2011 12X4208 1208815 09/30/2032 02003 4.259998800 21,833,000.0000 852,578.41 08/31/2011 12X4208 1208815 09/30/2033 02003 4.259998800 14,299,000.0000 558,375.79 08/31/2011 12X4208 1208815 09/30/2034 02003 4.259998800 8,895,000.0000 347,349.65 08/31/2011 12X4208 1208815 09/30/2035 02003 4.259998800 4,045,000.0000 157,957.21 08/31/2011 12X4208 1208815 09/30/2038 02003 4.259998800 56,552,000.0000 2,208,354.98 08/31/2011 12X4208 1208815 09/30/2032 02004 3.920000400 1,426,000.0000 51,240.94 08/31/2011 12X4208 1208815 09/30/2033 02004 3.920000400 553,000.0000 19,871.14 08/31/2011 12X4208 1208815 09/30/2034 02004 3.920000400 639,000.0000 22,961.40 08/31/2011 12X4208 1208815 09/30/2035 02004 3.920000400 272,000.0000 9,773.87 08/31/2011 12X4208 1208815 09/30/2039 02004 3.920000400 15,710,000.0000 564,512.72 08/31/2011 12X4208 1208815 09/30/2032 02005 4.399999200 39,012,000.0000 1,573,483.71 08/31/2011 12X4208 1208815 09/30/2033 02005 4.399999200 18,132,000.0000 731,323.87 08/31/2011 12X4208 1208815 09/30/2034 02005 4.399999200 2,741,000.0000 110,553.65 08/31/2011 12X4208 1208815 09/30/2040 02005 4.399999200 83,731,000.0000 3,377,149.72 08/31/2011 12X4208 1208815 09/30/2032 02006 4.430001600 62,254,000.0000 2,528,032.10 08/31/2011 12X4208 1208815 09/30/2033 02006 4.430001600 33,139,000.0000 1,345,720.04 08/31/2011 12X4208 1208815 09/30/2034 02006 4.430001600 21,772,000.0000 884,124.95 08/31/2011 12X4208 1208815 09/30/2035 02006 4.430001600 10,521,000.0000 427,240.43 08/31/2011 12X4208 1208815 09/30/2041 02006 4.430001600 93,549,000.0000 3,798,870.35 08/31/2011 12X4208 1208815 09/30/2032 02007 4.470001200 18,373,000.0000 752,833.88 08/31/2011 12X4208 1208815 09/30/2033 02007 4.470001200 35,569,000.0000 1,457,440.17 08/31/2011 12X4208 1208815 09/30/2034 02007 4.470001200 36,973,000.0000 1,514,969.08 08/31/2011 12X4208 1208815 09/30/2035 02007 4.470001200 16,212,000.0000 664,286.88 08/31/2011 12X4208 1208815 09/30/2033 02008 4.140000000 68,919,500.0000 2,615,495.03 08/31/2011 12X4208 1208815 09/30/2034 02008 4.140000000 88,301,000.0000 3,351,022.95 08/31/2011 12X4208 1208815 09/30/2035 02008 4.140000000 55,444,000.0000 2,104,099.80 08/31/2011 12X4208 1208815 09/30/2033 02009 4.449999600 5,838,300.0000 238,153.97 08/31/2011 12X4208 1208815 09/30/2034 02009 4.449999600 47,180,000.0000 1,924,550.66 08/31/2011 12X4208 1208815 09/30/2035 02009 4.449999600 50,296,000.0000 2,051,657.48 08/31/2011 12X4208 1208815 09/30/2034 02010 2.900001600 3,913,500.0000 104,033.93 08/31/2011 12X4208 1208815 09/30/2035 02010 2.900001600 60,907,000.0000 1,619,111.98 08/31/2011 12X4208 1208815 09/30/2035 02011 2.900001600 2,641,000.0000 70,206.62 08/31/2011 ------------------------ ---------------------- 1,564,043,800.0000 64,764,452.08 870 SUB-COHORT 12X4208 1208870 09/30/2036 02001 5.109998400 427,087,000.0000 20,005,460.63 08/31/2011 12X4208 1208870 09/30/2040 02001 5.109998400 3,110,000.0000 145,677.54 08/31/2011 12X4208 1208870 09/30/2043 02001 5.109998400 340,000.0000 15,926.16 08/31/2011 12X4208 1208870 09/30/2037 02002 4.790001600 646,501,000.0000 28,386,790.89 08/31/2011 12X4208 1208870 09/30/2040 02002 4.790001600 3,538,000.0000 155,347.74 08/31/2011 12X4208 1208870 09/30/2042 02002 4.790001600 2,360,000.0000 103,623.70 08/31/2011 12X4208 1208870 09/30/2043 02002 4.790001600 1,353,000.0000 59,407.99 08/31/2011 12X4208 1208870 09/30/2038 02003 4.730000400 869,661,000.0000 37,707,054.71 08/31/2011 12X4208 1208870 09/30/2040 02003 4.730000400 176,784,000.0000 7,665,060.25 08/31/2011 12X4208 1208870 09/30/2041 02003 4.730000400 7,978,000.0000 345,912.81 08/31/2011 12X4208 1208870 09/30/2039 02004 4.629999600 697,923,000.0000 29,621,012.77 08/31/2011 12X4208 1208870 09/30/2040 02004 4.629999600 264,671,000.0000 11,233,077.39 08/31/2011 12X4208 1208870 09/30/2041 02004 4.629999600 104,748,000.0000 4,445,679.32 08/31/2011 12X4208 1208870 09/30/2042 02004 4.629999600 14,107,000.0000 598,724.54 08/31/2011 12X4208 1208870 09/30/2043 02004 4.629999600 10,501,000.0000 445,679.90 08/31/2011 12X4208 1208870 09/30/2040 02005 4.600000800 706,201,200.0000 29,778,155.78 08/31/2011 12X4208 1208870 09/30/2041 02005 4.600000800 164,058,000.0000 6,917,780.20 08/31/2011 12X4208 1208870 09/30/2042 02005 4.600000800 45,586,000.0000 1,922,210.00 08/31/2011 12X4208 1208870 09/30/2043 02005 4.600000800 18,549,000.0000 782,149.64 08/31/2011 12X4208 1208870 09/30/2040 02006 4.529998800 248,076,000.0000 10,301,353.17 08/31/2011 12X4208 1208870 09/30/2041 02006 4.529998800 547,793,000.0000 22,747,098.30 08/31/2011 12X4208 1208870 09/30/2042 02006 4.529998800 88,142,000.0000 3,660,095.58 08/31/2011 12X4208 1208870 09/30/2043 02006 4.529998800 54,238,000.0000 2,252,232.35 08/31/2011 12X4208 1208870 09/30/2040 02007 4.290001200 288,949,000.0000 11,362,922.60 08/31/2011 12X4208 1208870 09/30/2041 02007 4.290001200 419,484,000.0000 16,496,212.91 08/31/2011 12X4208 1208870 09/30/2042 02007 4.290001200 117,133,000.0000 4,606,256.51 08/31/2011 12X4208 1208870 09/30/2043 02007 4.290001200 80,433,000.0000 3,163,028.61 08/31/2011 ------------------------ ---------------------- 6,009,304,200.0000 254,923,931.99 820 SUB-COHORT 12X4208 1208820 09/30/2032 01997 5.749999200 145,000.0000 7,642.71 08/31/2011 12X4208 1208820 09/30/2042 01997 5.749999200 515,000.0000 27,144.79 08/31/2011 12X4208 1208820 09/30/2045 01997 5.749999200 168,000.0000 8,855.00 08/31/2011 12X4208 1208820 09/30/2043 02001 4.889998800 20,900,000.0000 936,842.27 08/31/2011 12X4208 1208820 09/30/2045 02001 4.889998800 2,248,000.0000 100,766.58 08/31/2011 12X4208 1208820 09/30/2043 02002 4.610001600 37,190,700.0000 1,571,617.54 08/31/2011 12X4208 1208820 09/30/2044 02002 4.610001600 57,000.0000 2,408.73 08/31/2011 12X4208 1208820 09/30/2038 02003 4.700001600 1,113,000.0000 47,951.77 08/31/2011 12X4208 1208820 09/30/2042 02003 4.700001600 1,303,000.0000 56,137.60 08/31/2011 12X4208 1208820 09/30/2043 02003 4.700001600 44,813,000.0000 1,930,694.07 08/31/2011 12X4208 1208820 09/30/2044 02003 4.700001600 759,000.0000 32,700.26 08/31/2011 12X4208 1208820 09/30/2045 02003 4.700001600 818,000.0000 35,242.18 08/31/2011 12X4208 1208820 09/30/2043 02004 4.610001600 26,476,000.0000 1,118,832.02 08/31/2011 12X4208 1208820 09/30/2044 02004 4.610001600 11,476,000.0000 484,956.80 08/31/2011 12X4208 1208820 09/30/2042 02005 4.560001200 3,491,302.0000 145,936.46 08/31/2011 12X4208 1208820 09/30/2043 02005 4.560001200 22,537,000.0000 942,046.85 08/31/2011 12X4208 1208820 09/30/2044 02005 4.560001200 26,259,000.0000 1,097,626.49 08/31/2011 12X4208 1208820 09/30/2045 02005 4.560001200 8,812,000.0000 368,341.70 08/31/2011 12X4208 1208820 09/30/2044 02010 2.919999600 2,600,000.0000 69,593.32 08/31/2011 12X4208 1208820 09/30/2045 02010 2.919999600 7,819,000.0000 209,288.54 08/31/2011 12X4208 1208820 09/30/2045 02011 2.919999600 1,455,000.0000 38,945.49 08/31/2011 ------------------------ ---------------------- 220,955,002.0000 9,233,571.17 825 SUB-COHORT 12X4208 1208825 09/30/2028 01993 6.810001200 690,000.0000 43,073.26 08/31/2011 12X4208 1208825 09/30/2045 01993 6.810001200 553,000.0000 34,521.03 08/31/2011 12X4208 1208825 09/30/2043 01995 6.069999600 127,000.0000 7,066.49 08/31/2011 12X4208 1208825 09/30/2045 01995 6.069999600 1,300,000.0000 72,334.16 08/31/2011 12X4208 1208825 09/30/2043 01996 6.050001600 500,000.0000 27,729.17 08/31/2011 12X4208 1208825 09/30/2045 01996 6.050001600 463,000.0000 25,677.22 08/31/2011 12X4208 1208825 09/30/2045 01998 4.820000400 226,000.0000 9,985.43 08/31/2011 12X4208 1208825 09/30/2043 01999 5.199998400 23,000.0000 1,096.33 08/31/2011 12X4208 1208825 09/30/2045 01999 5.199998400 371,000.0000 17,684.33 08/31/2011 12X4208 1208825 09/30/2045 02000 4.929998400 1,315,000.0000 59,427.02 08/31/2011 12X4208 1208825 09/30/2045 02001 4.410000000 714,000.0000 28,863.45 08/31/2011 12X4208 1208825 09/30/2045 02002 4.439998800 730,000.0000 29,710.99 08/31/2011 12X4208 1208825 09/30/2043 02004 4.169998800 41,000.0000 1,567.22 08/31/2011 12X4208 1208825 09/30/2044 02004 4.169998800 101,000.0000 3,860.72 08/31/2011 12X4208 1208825 09/30/2045 02004 4.169998800 1,764,000.0000 67,428.88 08/31/2011 12X4208 1208825 09/30/2040 02005 4.269999600 229,500.0000 8,983.01 08/31/2011 12X4208 1208825 09/30/2042 02005 4.269999600 52,000.0000 2,035.37 08/31/2011 12X4208 1208825 09/30/2043 02005 4.269999600 2,088,000.0000 81,727.79 08/31/2011 12X4208 1208825 09/30/2044 02005 4.269999600 30,000.0000 1,174.25 08/31/2011 12X4208 1208825 09/30/2045 02005 4.269999600 720,000.0000 28,182.00 08/31/2011 12X4208 1208825 09/30/2043 02006 4.250001600 673,000.0000 26,218.97 08/31/2011 12X4208 1208825 09/30/2044 02006 4.250001600 157,000.0000 6,116.46 08/31/2011 12X4208 1208825 09/30/2045 02006 4.250001600 1,597,000.0000 62,216.48 08/31/2011 12X4208 1208825 09/30/2044 02010 2.679998400 109,700.0000 2,694.96 08/31/2011 12X4208 1208825 09/30/2045 02010 2.679998400 592,000.0000 14,543.46 08/31/2011 12X4208 1208825 09/30/2045 02011 2.679998400 1,420,000.0000 34,884.65 08/31/2011 ------------------------ ---------------------- 16,586,200.0000 698,803.10 881 SUB-COHORT 12X4208 1208881 09/30/2044 02007 4.880001600 34,940,000.0000 1,562,983.18 08/31/2011 12X4208 1208881 09/30/2045 02007 4.880001600 1,000,000.0000 0.00 08/31/2011 12X4208 1208881-0 09/30/2042 02007 4.880001600 17,984,579.7900 804,510.47 08/31/2011 12X4208 1208881-N 09/30/2042 02007 4.880001600 41,441,126.7000 1,853,800.34 08/31/2011 12X4208 1208881 09/30/2044 02009 3.510000000 19,269,874.7300 620,008.22 08/31/2011 12X4208 1208881 09/30/2045 02009 3.510000000 25,000,000.0000 804,375.00 08/31/2011 ------------------------ ---------------------- 139,635,581.2200 5,645,677.21 871 SUB-COHORT 12X4208 1208871 09/30/2045 02005 4.759999200 12,955,000.0000 565,269.74 08/31/2011 12X4208 1208871 09/30/2045 02006 4.899999600 27,431,000.0000 1,232,108.98 08/31/2011 12X4208 1208871 09/30/2044 02008 4.479998400 4,000,000.0000 164,266.61 08/31/2011 12X4208 1208871 09/30/2045 02008 4.479998400 5,383,000.0000 221,061.79 08/31/2011 12X4208 1208871 09/30/2045 02010 4.309999200 2,785,000.0000 110,030.69 08/31/2011 ------------------------ ---------------------- 52,554,000.0000 2,292,737.81 880 SUB-COHORT 12X4208 1208880 09/30/2041 02006 4.849999200 17,582,735.0000 781,698.96 08/31/2011 12X4208 1208880 09/30/2042 02006 4.849999200 1,007,000.0000 44,769.53 08/31/2011 12X4208 1208880 09/30/2043 02006 4.849999200 250,000.0000 11,114.58 08/31/2011 12X4208 1208880 09/30/2044 02006 4.849999200 750,000.0000 33,343.74 08/31/2011 ------------------------ ---------------------- 19,589,735.0000 870,926.81 ======================== ====================== 13,378,327,651.9500 601,230,992.31 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 12X4208 INTADJUST 08/31/2011 INT - 0.0000 -63,345.01 483251 INTADJUST 08/31/2011 INT - 0.0000 -25,184.25 483252 1208810 09/30/2029 01994 06/21/2011 INT + 0.0000 692,036.33 482758 1208810 09/30/2029 01994 08/30/2011 SELL -4,900,000.0000 0.00 483130 1208810 09/30/2029 01994 08/30/2011 INT + 0.0000 169,294.96 483131 1208810 09/30/2030 01995 06/21/2011 INT + 0.0000 93,906.38 482760 1208810 09/30/2030 01995 08/30/2011 SELL -11,000,000.0000 0.00 483132 1208810 09/30/2030 01995 08/30/2011 INT + 0.0000 360,799.95 483133 1208810 09/30/2031 01996 06/21/2011 INT + 0.0000 153,196.83 482762 1208810 09/30/2031 01996 08/30/2011 SELL -16,500,000.0000 0.00 483134 1208810 09/30/2031 01996 08/30/2011 INT + 0.0000 521,400.13 483135 1208810 09/30/2032 01997 06/21/2011 INT + 0.0000 131,856.53 482764 1208810 09/30/2032 01997 08/30/2011 SELL -10,500,000.0000 0.00 483136 1208810 09/30/2032 01997 08/30/2011 INT + 0.0000 322,350.08 483137 1208810 09/30/2033 01998 06/21/2011 INT + 0.0000 139,238.36 482766 1208810 09/30/2033 01998 08/30/2011 SELL -16,000,000.0000 0.00 483138 1208810 09/30/2033 01998 08/30/2011 INT + 0.0000 473,599.87 483139 1208810 09/30/2034 01999 06/21/2011 INT + 0.0000 565,469.41 482768 1208810 09/30/2034 01999 08/30/2011 SELL -3,500,000.0000 0.00 483140 1208810 09/30/2034 01999 08/30/2011 INT + 0.0000 103,074.99 483141 1208810 09/30/2035 02000 06/21/2011 INT + 0.0000 121,216.17 482770 1208810 09/30/2035 02000 08/30/2011 SELL -3,500,000.0000 0.00 483142 1208810 09/30/2035 02000 08/30/2011 INT + 0.0000 102,899.97 483143 1208810 09/30/2036 02001 06/21/2011 INT + 0.0000 138,020.04 482772 1208810 09/30/2036 02001 08/30/2011 SELL -3,400,000.0000 0.00 483144 1208810 09/30/2036 02001 08/30/2011 INT + 0.0000 87,550.02 483145 1208810 09/30/2037 02002 06/21/2011 INT + 0.0000 93,997.80 482774 1208810 09/30/2037 02002 08/30/2011 SELL -10,000,000.0000 0.00 483146 1208810 09/30/2037 02002 08/30/2011 INT + 0.0000 234,000.00 483147 1208810 09/30/2038 02003 06/21/2011 INT + 0.0000 284,757.57 482776 1208810 09/30/2038 02003 08/30/2011 SELL -1,500,000.0000 0.00 483148 1208810 09/30/2038 02003 08/30/2011 INT + 0.0000 35,399.99 483149 1208810 09/30/2039 02004 06/21/2011 INT + 0.0000 594,025.89 482778 1208810 09/30/2039 02004 08/30/2011 SELL -8,400,000.0000 0.00 483150 1208810 09/30/2039 02004 08/30/2011 INT + 0.0000 192,359.96 483151 1208810 09/30/2040 02005 06/21/2011 INT + 0.0000 101,578.75 482780 1208810 09/30/2040 02005 08/30/2011 SELL -700,000.0000 0.00 483152 1208810 09/30/2040 02005 08/30/2011 INT + 0.0000 15,925.00 483153 1208810 09/30/2041 02006 06/21/2011 INT + 0.0000 46,990.79 482782 1208810 09/30/2041 02006 08/30/2011 SELL -1,900,000.0000 0.00 483154 1208810 09/30/2041 02006 08/30/2011 INT + 0.0000 43,509.99 483155 1208810 09/30/2042 02007 06/21/2011 INT + 0.0000 68,420.38 482784 1208815 09/30/2029 01994 06/21/2011 INT + 0.0000 89,981.10 482724 1208815 09/30/2029 01994 08/30/2011 SELL -3,700,000.0000 0.00 483184 1208815 09/30/2029 01994 08/30/2011 INT + 0.0000 124,135.00 483185 1208815 09/30/2030 01995 06/21/2011 INT + 0.0000 115,363.22 482726 1208815 09/30/2030 01995 08/30/2011 SELL -4,700,000.0000 0.00 483186 1208815 09/30/2030 01995 08/30/2011 INT + 0.0000 138,885.02 483187 1208815 09/30/2031 01996 06/21/2011 INT + 0.0000 121,860.92 482728 1208815 09/30/2031 01996 08/30/2011 SELL -5,500,000.0000 0.00 483188 1208815 09/30/2031 01996 08/30/2011 INT + 0.0000 167,475.03 483189 1208815 09/30/2032 01997 06/21/2011 INT + 0.0000 47,960.10 482730 1208815 09/30/2032 01997 08/30/2011 SELL -7,500,000.0000 0.00 483190 1208815 09/30/2032 01997 08/30/2011 INT + 0.0000 209,250.00 483191 1208815 09/30/2032 02007 06/21/2011 INT + 0.0000 72,145.81 482750 1208815 09/30/2033 01998 06/21/2011 INT + 0.0000 29,398.95 482732 1208815 09/30/2033 01998 08/30/2011 SELL -9,300,000.0000 0.00 483192 1208815 09/30/2033 01998 08/30/2011 INT + 0.0000 255,285.00 483193 1208815 09/30/2033 02008 06/21/2011 INT + 0.0000 132,003.90 482752 1208815 09/30/2033 02009 06/21/2011 INT + 0.0000 3,960.49 482754 1208815 09/30/2034 01999 06/21/2011 INT + 0.0000 60,279.59 482734 1208815 09/30/2034 01999 08/30/2011 SELL -6,400,000.0000 0.00 483194 1208815 09/30/2034 01999 08/30/2011 INT + 0.0000 168,319.98 483195 1208815 09/30/2034 02010 06/21/2011 INT + 0.0000 913.50 482756 1208815 09/30/2035 02000 06/21/2011 INT + 0.0000 20,790.00 482736 1208815 09/30/2035 02000 08/30/2011 SELL -9,000,000.0000 0.00 483196 1208815 09/30/2035 02000 08/30/2011 INT + 0.0000 222,750.00 483197 1208815 09/30/2036 02001 06/21/2011 INT + 0.0000 117,913.26 482738 1208815 09/30/2036 02001 08/30/2011 SELL -15,000,000.0000 0.00 483198 1208815 09/30/2036 02001 08/30/2011 INT + 0.0000 341,250.03 483199 1208815 09/30/2037 02002 06/21/2011 INT + 0.0000 33,737.13 482740 1208815 09/30/2037 02002 08/30/2011 SELL -8,300,000.0000 0.00 483200 1208815 09/30/2037 02002 08/30/2011 INT + 0.0000 182,184.93 483201 1208815 09/30/2038 02003 06/21/2011 INT + 0.0000 170,421.25 482742 1208815 09/30/2038 02003 08/30/2011 SELL -14,900,000.0000 0.00 483202 1208815 09/30/2038 02003 08/30/2011 INT + 0.0000 317,369.91 483203 1208815 09/30/2039 02004 06/21/2011 INT + 0.0000 67,737.60 482744 1208815 09/30/2039 02004 08/30/2011 SELL -4,000,000.0000 0.00 483204 1208815 09/30/2039 02004 08/30/2011 INT + 0.0000 78,400.00 483205 1208815 09/30/2040 02005 06/21/2011 INT + 0.0000 54,581.99 482746 1208815 09/30/2040 02005 08/30/2011 SELL -12,300,000.0000 0.00 483206 1208815 09/30/2040 02005 08/30/2011 INT + 0.0000 270,599.95 483207 1208815 09/30/2041 02006 06/21/2011 INT + 0.0000 71,101.52 482748 1208815 09/30/2041 02006 08/30/2011 SELL -6,000,000.0000 0.00 483208 1208815 09/30/2041 02006 08/30/2011 INT + 0.0000 132,900.04 483209 1208820 09/30/2032 01997 08/25/2011 SELL -1,445,000.0000 0.00 482946 1208820 09/30/2032 01997 08/25/2011 INT + 0.0000 41,543.74 482947 1208820 09/30/2032 01997 08/25/2011 SELL -1,500,000.0000 0.00 482948 1208820 09/30/2032 01997 08/25/2011 INT + 0.0000 43,124.99 482949 1208820 09/30/2032 01997 08/25/2011 SELL -355,000.0000 0.00 482950 1208820 09/30/2032 01997 08/25/2011 INT + 0.0000 10,206.24 482951 1208820 09/30/2038 02003 08/25/2011 SELL -2,480,000.0000 0.00 482964 1208820 09/30/2038 02003 08/25/2011 INT + 0.0000 58,280.01 482965 1208820 09/30/2038 02003 08/25/2011 SELL -2,072,000.0000 0.00 482966 1208820 09/30/2038 02003 08/25/2011 INT + 0.0000 48,692.01 482967 1208820 09/30/2038 02003 08/25/2011 SELL -470,000.0000 0.00 482968 1208820 09/30/2038 02003 08/25/2011 INT + 0.0000 11,045.00 482969 1208820 09/30/2038 02003 08/25/2011 SELL -8,856,000.0000 0.00 482970 1208820 09/30/2038 02003 08/25/2011 INT + 0.0000 208,116.07 482971 1208820 09/30/2038 02003 08/25/2011 SELL -3,122,000.0000 0.00 482972 1208820 09/30/2038 02003 08/25/2011 INT + 0.0000 73,367.02 482973 1208820 09/30/2039 02004 08/25/2011 SELL -5,943,000.0000 0.00 482974 1208820 09/30/2039 02004 08/25/2011 INT + 0.0000 136,986.19 482975 1208820 09/30/2039 02004 08/25/2011 SELL -80,000.0000 0.00 482976 1208820 09/30/2039 02004 08/25/2011 INT + 0.0000 1,844.00 482977 1208820 09/30/2039 02004 08/25/2011 SELL -6,134,000.0000 0.00 482978 1208820 09/30/2039 02004 08/25/2011 INT + 0.0000 141,388.74 482979 1208820 09/30/2039 02004 08/25/2011 SELL -5,889,000.0000 0.00 482980 1208820 09/30/2039 02004 08/25/2011 INT + 0.0000 135,741.49 482981 1208820 09/30/2039 02004 08/25/2011 SELL -600,000.0000 0.00 482982 1208820 09/30/2039 02004 08/25/2011 INT + 0.0000 13,830.00 482983 1208820 09/30/2040 02005 08/25/2011 SELL -9,275,302.0000 0.00 482988 1208820 09/30/2040 02005 08/25/2011 INT + 0.0000 211,476.94 482989 1208820 09/30/2040 02005 08/25/2011 SELL -15,151,000.0000 0.00 482990 1208820 09/30/2040 02005 08/25/2011 INT + 0.0000 345,442.89 482991 1208820 09/30/2042 02004 08/25/2011 SELL -2,043,000.0000 0.00 482984 1208820 09/30/2042 02004 08/25/2011 INT + 0.0000 47,091.16 482985 1208820 09/30/2042 02005 08/25/2011 SELL -6,973,698.0000 0.00 482992 1208820 09/30/2042 02005 08/25/2011 INT + 0.0000 159,000.35 482993 1208820 09/30/2043 01993 08/25/2011 SELL -2,578,410.0000 0.00 482930 1208820 09/30/2043 01993 08/25/2011 INT + 0.0000 85,732.12 482931 1208820 09/30/2043 01994 08/25/2011 SELL -1,750,000.0000 0.00 482934 1208820 09/30/2043 01994 08/25/2011 INT + 0.0000 51,625.00 482935 1208820 09/30/2043 01995 08/25/2011 SELL -2,700,000.0000 0.00 482938 1208820 09/30/2043 01995 08/25/2011 INT + 0.0000 80,865.00 482939 1208820 09/30/2043 01998 08/25/2011 SELL -2,050,000.0000 0.00 482952 1208820 09/30/2043 01998 08/25/2011 INT + 0.0000 59,449.99 482953 1208820 09/30/2043 02001 08/25/2011 SELL -12,500,000.0000 0.00 482960 1208820 09/30/2043 02001 08/25/2011 INT + 0.0000 305,624.92 482961 1208820 09/30/2043 02002 08/25/2011 SELL -12,000,000.0000 0.00 482962 1208820 09/30/2043 02002 08/25/2011 INT + 0.0000 276,600.09 482963 1208820 09/30/2043 02004 08/25/2011 SELL -3,311,000.0000 0.00 482986 1208820 09/30/2043 02004 08/25/2011 INT + 0.0000 76,318.57 482987 1208820 09/30/2043 02009 08/25/2011 SELL -2,713,000.0000 0.00 483000 1208820 09/30/2043 02009 08/25/2011 INT + 0.0000 63,755.52 483001 1208820 09/30/2044 01996 08/25/2011 SELL -1,500,000.0000 0.00 482942 1208820 09/30/2044 01996 08/25/2011 INT + 0.0000 44,625.00 482943 1208820 09/30/2044 02009 08/25/2011 SELL -38,354,000.0000 0.00 483002 1208820 09/30/2044 02009 08/25/2011 INT + 0.0000 901,319.30 483003 1208820 09/30/2045 01993 08/25/2011 SELL -348,000.0000 0.00 482932 1208820 09/30/2045 01993 08/25/2011 INT + 0.0000 11,570.99 482933 1208820 09/30/2045 01994 08/25/2011 SELL -827,000.0000 0.00 482936 1208820 09/30/2045 01994 08/25/2011 INT + 0.0000 24,396.50 482937 1208820 09/30/2045 01995 08/25/2011 SELL -698,000.0000 0.00 482940 1208820 09/30/2045 01995 08/25/2011 INT + 0.0000 20,905.10 482941 1208820 09/30/2045 01996 08/25/2011 SELL -470,000.0000 0.00 482944 1208820 09/30/2045 01996 08/25/2011 INT + 0.0000 13,982.50 482945 1208820 09/30/2045 01998 08/25/2011 SELL -857,000.0000 0.00 482954 1208820 09/30/2045 01998 08/25/2011 INT + 0.0000 24,852.99 482955 1208820 09/30/2045 01999 08/25/2011 SELL -5,704,000.0000 0.00 482956 1208820 09/30/2045 01999 08/25/2011 INT + 0.0000 164,845.64 482957 1208820 09/30/2045 02000 08/25/2011 SELL -6,489,000.0000 0.00 482958 1208820 09/30/2045 02000 08/25/2011 INT + 0.0000 178,123.05 482959 1208820 09/30/2045 02006 08/25/2011 SELL -33,988,000.0000 0.00 482994 1208820 09/30/2045 02006 08/25/2011 INT + 0.0000 774,926.60 482995 1208820 09/30/2045 02007 08/25/2011 SELL -44,739,000.0000 0.00 482996 1208820 09/30/2045 02007 08/25/2011 INT + 0.0000 1,020,049.46 482997 1208820 09/30/2045 02008 08/25/2011 SELL -4,549,000.0000 0.00 482998 1208820 09/30/2045 02008 08/25/2011 INT + 0.0000 103,717.22 482999 1208820 09/30/2045 02009 08/25/2011 SELL -19,654,000.0000 0.00 483004 1208820 09/30/2045 02009 08/25/2011 INT + 0.0000 461,869.15 483005 1208825 09/30/2028 01993 08/26/2011 SELL -1,700,000.0000 0.00 483035 1208825 09/30/2028 01993 08/26/2011 INT + 0.0000 57,885.01 483036 1208825 09/30/2039 02004 08/26/2011 SELL -991,000.0000 0.00 483073 1208825 09/30/2039 02004 08/26/2011 INT + 0.0000 20,662.34 483074 1208825 09/30/2040 02005 08/26/2011 SELL -1,600,000.0000 0.00 483079 1208825 09/30/2040 02005 08/26/2011 INT + 0.0000 34,159.99 483080 1208825 09/30/2041 02006 08/26/2011 SELL -699,000.0000 0.00 483081 1208825 09/30/2041 02006 08/26/2011 INT + 0.0000 14,853.75 483082 1208825 09/30/2042 02004 08/26/2011 SELL -438,000.0000 0.00 483075 1208825 09/30/2042 02004 08/26/2011 INT + 0.0000 9,132.29 483076 1208825 09/30/2042 02006 08/26/2011 SELL -490,000.0000 0.00 483083 1208825 09/30/2042 02006 08/26/2011 INT + 0.0000 10,412.50 483084 1208825 09/30/2042 02007 08/26/2011 SELL -33,000.0000 0.00 483087 1208825 09/30/2042 02007 08/26/2011 INT + 0.0000 734.24 483088 1208825 09/30/2043 01995 08/26/2011 SELL -1,500,000.0000 0.00 483039 1208825 09/30/2043 01995 08/26/2011 INT + 0.0000 45,524.99 483040 1208825 09/30/2043 01996 08/26/2011 SELL -1,600,000.0000 0.00 483041 1208825 09/30/2043 01996 08/26/2011 INT + 0.0000 48,400.01 483042 1208825 09/30/2043 01997 08/26/2011 SELL -850,000.0000 0.00 483043 1208825 09/30/2043 01997 08/26/2011 INT + 0.0000 20,485.00 483044 1208825 09/30/2043 01999 08/26/2011 SELL -750,000.0000 0.00 483049 1208825 09/30/2043 01999 08/26/2011 INT + 0.0000 19,499.99 483050 1208825 09/30/2043 02000 08/26/2011 SELL -1,400,000.0000 0.00 483051 1208825 09/30/2043 02000 08/26/2011 INT + 0.0000 34,509.98 483052 1208825 09/30/2043 02001 08/26/2011 SELL -850,000.0000 0.00 483055 1208825 09/30/2043 02001 08/26/2011 INT + 0.0000 18,742.50 483056 1208825 09/30/2043 02002 08/26/2011 SELL -1,400,000.0000 0.00 483061 1208825 09/30/2043 02002 08/26/2011 INT + 0.0000 31,079.99 483062 1208825 09/30/2043 02003 08/26/2011 SELL -1,794,000.0000 0.00 483067 1208825 09/30/2043 02003 08/26/2011 INT + 0.0000 38,660.69 483068 1208825 09/30/2043 02004 08/26/2011 SELL -1,571,000.0000 0.00 483077 1208825 09/30/2043 02004 08/26/2011 INT + 0.0000 32,755.34 483078 1208825 09/30/2043 02006 08/26/2011 SELL -911,000.0000 0.00 483085 1208825 09/30/2043 02006 08/26/2011 INT + 0.0000 19,358.75 483086 1208825 09/30/2043 02007 08/26/2011 SELL -31,000.0000 0.00 483089 1208825 09/30/2043 02007 08/26/2011 INT + 0.0000 689.74 483090 1208825 09/30/2043 02008 08/26/2011 SELL -60,000.0000 0.00 483095 1208825 09/30/2043 02008 08/26/2011 INT + 0.0000 1,292.99 483096 1208825 09/30/2043 02009 08/26/2011 SELL -45,000.0000 0.00 483099 1208825 09/30/2043 02009 08/26/2011 INT + 0.0000 969.74 483100 1208825 09/30/2044 02001 08/26/2011 SELL -150,000.0000 0.00 483057 1208825 09/30/2044 02001 08/26/2011 INT + 0.0000 3,307.50 483058 1208825 09/30/2044 02002 08/26/2011 SELL -5,000.0000 0.00 483063 1208825 09/30/2044 02002 08/26/2011 INT + 0.0000 110.99 483064 1208825 09/30/2044 02003 08/26/2011 SELL -7,000.0000 0.00 483069 1208825 09/30/2044 02003 08/26/2011 INT + 0.0000 150.84 483070 1208825 09/30/2044 02007 08/26/2011 SELL -112,000.0000 0.00 483091 1208825 09/30/2044 02007 08/26/2011 INT + 0.0000 2,491.99 483092 1208825 09/30/2044 02009 08/26/2011 SELL -865,000.0000 0.00 483101 1208825 09/30/2044 02009 08/26/2011 INT + 0.0000 18,640.74 483102 1208825 09/30/2045 01992 08/26/2011 SELL -413,000.0000 0.00 483033 1208825 09/30/2045 01992 08/26/2011 INT + 0.0000 14,062.65 483034 1208825 09/30/2045 01994 08/26/2011 SELL -856,000.0000 0.00 483037 1208825 09/30/2045 01994 08/26/2011 INT + 0.0000 29,146.80 483038 1208825 09/30/2045 01997 08/26/2011 SELL -366,000.0000 0.00 483045 1208825 09/30/2045 01997 08/26/2011 INT + 0.0000 8,820.60 483046 1208825 09/30/2045 01998 08/26/2011 SELL -30,000.0000 0.00 483047 1208825 09/30/2045 01998 08/26/2011 INT + 0.0000 723.00 483048 1208825 09/30/2045 02000 08/26/2011 SELL -300,000.0000 0.00 483053 1208825 09/30/2045 02000 08/26/2011 INT + 0.0000 7,394.99 483054 1208825 09/30/2045 02001 08/26/2011 SELL -2,000,000.0000 0.00 483059 1208825 09/30/2045 02001 08/26/2011 INT + 0.0000 44,100.00 483060 1208825 09/30/2045 02002 08/26/2011 SELL -295,000.0000 0.00 483065 1208825 09/30/2045 02002 08/26/2011 INT + 0.0000 6,548.99 483066 1208825 09/30/2045 02003 08/26/2011 SELL -1,410,000.0000 0.00 483071 1208825 09/30/2045 02003 08/26/2011 INT + 0.0000 30,385.49 483072 1208825 09/30/2045 02007 08/26/2011 SELL -208,000.0000 0.00 483093 1208825 09/30/2045 02007 08/26/2011 INT + 0.0000 4,627.99 483094 1208825 09/30/2045 02008 08/26/2011 SELL -2,211,000.0000 0.00 483097 1208825 09/30/2045 02008 08/26/2011 INT + 0.0000 47,647.04 483098 1208825 09/30/2045 02009 08/26/2011 SELL -346,000.0000 0.00 483103 1208825 09/30/2045 02009 08/26/2011 INT + 0.0000 7,456.29 483104 1208840 09/30/2027 01992 06/21/2011 INT + 0.0000 3,551,485.56 482686 1208840 09/30/2027 01992 08/30/2011 SELL -125,000,000.0000 0.00 483156 1208840 09/30/2027 01992 08/30/2011 INT + 0.0000 4,343,751.00 483157 1208840 09/30/2028 01993 06/21/2011 INT + 0.0000 7,772,986.18 482688 1208840 09/30/2028 01993 08/30/2011 SELL -126,000,000.0000 0.00 483158 1208840 09/30/2028 01993 08/30/2011 INT + 0.0000 4,403,700.75 483159 1208845 09/30/2026 01992 08/30/2011 SELL -3,590,000.0000 0.00 483210 1208845 09/30/2026 01992 08/30/2011 INT + 0.0000 120,803.47 483211 1208845 09/30/2027 01992 06/21/2011 INT + 0.0000 590,018.95 482786 1208845 09/30/2027 01992 08/30/2011 SELL -3,610,000.0000 0.00 483238 1208845 09/30/2027 01992 08/30/2011 INT + 0.0000 121,476.47 483239 1208845 09/30/2027 01993 06/21/2011 INT + 0.0000 174,371.96 482790 1208845 09/30/2028 01993 06/21/2011 INT + 0.0000 484,175.91 482788 1208845 09/30/2028 01993 08/30/2011 SELL -9,000,000.0000 0.00 483212 1208845 09/30/2028 01993 08/30/2011 INT + 0.0000 296,999.94 483213 1208850 09/30/2029 01994 06/21/2011 INT + 0.0000 206,870.44 482690 1208850 09/30/2029 01994 08/30/2011 SELL -26,000,000.0000 0.00 483160 1208850 09/30/2029 01994 08/30/2011 INT + 0.0000 915,200.20 483161 1208850 09/30/2030 01995 06/21/2011 INT + 0.0000 385,770.09 482692 1208850 09/30/2030 01995 08/30/2011 SELL -4,000,000.0000 0.00 483162 1208850 09/30/2030 01995 08/30/2011 INT + 0.0000 133,600.03 483163 1208850 09/30/2031 01996 06/21/2011 INT + 0.0000 283,380.80 482694 1208850 09/30/2031 01996 08/30/2011 SELL -20,000,000.0000 0.00 483164 1208850 09/30/2031 01996 08/30/2011 INT + 0.0000 645,000.12 483165 1208850 09/30/2032 01997 06/21/2011 INT + 0.0000 175,512.98 482696 1208850 09/30/2032 01997 08/30/2011 SELL -7,000,000.0000 0.00 483166 1208850 09/30/2032 01997 08/30/2011 INT + 0.0000 209,299.98 483167 1208850 09/30/2033 01998 06/21/2011 INT + 0.0000 105,000.02 482698 1208850 09/30/2033 01998 08/30/2011 SELL -19,000,000.0000 0.00 483168 1208850 09/30/2033 01998 08/30/2011 INT + 0.0000 570,000.11 483169 1208850 09/30/2034 01999 06/21/2011 INT + 0.0000 113,545.56 482700 1208850 09/30/2034 01999 08/30/2011 SELL -29,000,000.0000 0.00 483170 1208850 09/30/2034 01999 08/30/2011 INT + 0.0000 858,399.76 483171 1208850 09/30/2035 02000 06/21/2011 INT + 0.0000 101,478.32 482702 1208850 09/30/2035 02000 08/30/2011 SELL -20,000,000.0000 0.00 483172 1208850 09/30/2035 02000 08/30/2011 INT + 0.0000 573,000.12 483173 1208850 09/30/2036 02001 06/21/2011 INT + 0.0000 87,025.00 482704 1208850 09/30/2036 02001 08/30/2011 SELL -10,000,000.0000 0.00 483174 1208850 09/30/2036 02001 08/30/2011 INT + 0.0000 250,000.02 483175 1208850 09/30/2037 02002 06/21/2011 INT + 0.0000 87,345.67 482706 1208850 09/30/2037 02002 08/30/2011 SELL -35,000,000.0000 0.00 483176 1208850 09/30/2037 02002 08/30/2011 INT + 0.0000 838,250.28 483177 1208850 09/30/2038 02003 06/21/2011 INT + 0.0000 293,880.37 482708 1208850 09/30/2038 02003 08/30/2011 SELL -10,000,000.0000 0.00 483178 1208850 09/30/2038 02003 08/30/2011 INT + 0.0000 235,499.94 483179 1208850 09/30/2039 02004 06/21/2011 INT + 0.0000 154,254.12 482710 1208850 09/30/2039 02004 08/30/2011 SELL -31,000,000.0000 0.00 483180 1208850 09/30/2039 02004 08/30/2011 INT + 0.0000 726,950.12 483181 1208850 09/30/2040 02005 06/21/2011 INT + 0.0000 342,110.08 482712 1208850 09/30/2041 02006 06/21/2011 INT + 0.0000 160,560.24 482714 1208850 09/30/2041 02006 08/30/2011 SELL -25,000,000.0000 0.00 483182 1208850 09/30/2041 02006 08/30/2011 INT + 0.0000 582,499.80 483183 1208850 09/30/2042 02007 06/21/2011 INT + 0.0000 182,000.01 482716 1208850 09/30/2043 02008 06/21/2011 INT + 0.0000 178,025.14 482718 1208850 09/30/2043 02009 06/21/2011 INT + 0.0000 126,043.01 482720 1208850 09/30/2044 02009 06/21/2011 INT + 0.0000 66,901.60 482722 1208855 09/30/2029 01994 06/21/2011 INT + 0.0000 118,946.80 482792 1208855 09/30/2029 01994 08/30/2011 SELL -1,600,000.0000 0.00 483214 1208855 09/30/2029 01994 08/30/2011 INT + 0.0000 51,520.00 483215 1208855 09/30/2029 01995 08/30/2011 SELL -370,000.0000 0.00 483216 1208855 09/30/2029 01995 08/30/2011 INT + 0.0000 11,118.49 483217 1208855 09/30/2029 01996 08/30/2011 SELL -499,000.0000 0.00 483218 1208855 09/30/2029 01996 08/30/2011 INT + 0.0000 14,994.94 483219 1208855 09/30/2029 02000 08/30/2011 SELL -666,000.0000 0.00 483226 1208855 09/30/2029 02000 08/30/2011 INT + 0.0000 16,450.19 483227 1208855 09/30/2030 01995 06/21/2011 INT + 0.0000 118,817.66 482794 1208855 09/30/2030 01995 08/30/2011 SELL -1,030,000.0000 0.00 483240 1208855 09/30/2030 01995 08/30/2011 INT + 0.0000 30,951.49 483241 1208855 09/30/2031 01996 06/21/2011 INT + 0.0000 111,455.42 482796 1208855 09/30/2031 01996 08/30/2011 SELL -2,101,000.0000 0.00 483242 1208855 09/30/2031 01996 08/30/2011 INT + 0.0000 63,135.03 483243 1208855 09/30/2032 01997 06/21/2011 INT + 0.0000 73,880.10 482798 1208855 09/30/2032 01997 08/30/2011 SELL -2,400,000.0000 0.00 483220 1208855 09/30/2032 01997 08/30/2011 INT + 0.0000 68,040.00 483221 1208855 09/30/2033 01998 06/21/2011 INT + 0.0000 92,643.57 482800 1208855 09/30/2033 01998 08/30/2011 SELL -3,200,000.0000 0.00 483222 1208855 09/30/2033 01998 08/30/2011 INT + 0.0000 91,839.97 483223 1208855 09/30/2034 01999 06/21/2011 INT + 0.0000 114,531.75 482802 1208855 09/30/2034 01999 08/30/2011 SELL -3,400,000.0000 0.00 483224 1208855 09/30/2034 01999 08/30/2011 INT + 0.0000 92,650.00 483225 1208855 09/30/2035 02000 06/21/2011 INT + 0.0000 114,410.38 482804 1208855 09/30/2035 02000 08/30/2011 SELL -2,534,000.0000 0.00 483244 1208855 09/30/2035 02000 08/30/2011 INT + 0.0000 62,589.78 483245 1208855 09/30/2036 02001 06/21/2011 INT + 0.0000 94,087.71 482806 1208855 09/30/2036 02001 08/30/2011 SELL -1,500,000.0000 0.00 483228 1208855 09/30/2036 02001 08/30/2011 INT + 0.0000 39,225.00 483229 1208855 09/30/2037 02002 06/21/2011 INT + 0.0000 90,947.98 482808 1208855 09/30/2037 02002 08/30/2011 SELL -2,200,000.0000 0.00 483230 1208855 09/30/2037 02002 08/30/2011 INT + 0.0000 48,399.99 483231 1208855 09/30/2038 02003 06/21/2011 INT + 0.0000 92,404.35 482810 1208855 09/30/2038 02003 08/30/2011 SELL -3,000,000.0000 0.00 483232 1208855 09/30/2038 02003 08/30/2011 INT + 0.0000 63,450.00 483233 1208855 09/30/2039 02004 06/21/2011 INT + 0.0000 42,225.75 482812 1208855 09/30/2039 02004 08/30/2011 SELL -2,200,000.0000 0.00 483234 1208855 09/30/2039 02004 08/30/2011 INT + 0.0000 48,510.00 483235 1208855 09/30/2040 02005 06/21/2011 INT + 0.0000 142,583.67 482814 1208855 09/30/2040 02005 08/30/2011 SELL -3,000,000.0000 0.00 483236 1208855 09/30/2040 02005 08/30/2011 INT + 0.0000 67,650.01 483237 1208855 09/30/2041 02006 06/21/2011 INT + 0.0000 115,615.53 482816 1208855 09/30/2042 02007 06/21/2011 INT + 0.0000 78,292.52 482818 1208855 09/30/2042 02008 06/21/2011 INT + 0.0000 5,684.91 482820 1208855 09/30/2043 02008 06/21/2011 INT + 0.0000 19,310.34 482822 1208855 09/30/2043 02009 06/21/2011 INT + 0.0000 66,470.62 482824 1208855 09/30/2044 02010 06/21/2011 INT + 0.0000 65,675.36 482826 1208870 09/30/2036 02001 06/21/2011 INT + 0.0000 166,074.94 482828 1208870 09/30/2036 02001 08/26/2011 SELL -8,800,000.0000 0.00 483021 1208870 09/30/2036 02001 08/26/2011 INT + 0.0000 224,839.92 483022 1208870 09/30/2037 02002 06/21/2011 INT + 0.0000 280,358.79 482830 1208870 09/30/2037 02002 08/26/2011 SELL -13,000,000.0000 0.00 483023 1208870 09/30/2037 02002 08/26/2011 INT + 0.0000 311,350.10 483024 1208870 09/30/2038 02003 06/21/2011 INT + 0.0000 490,950.39 482832 1208870 09/30/2038 02003 08/26/2011 SELL -21,000,000.0000 0.00 483025 1208870 09/30/2038 02003 08/26/2011 INT + 0.0000 496,650.04 483026 1208870 09/30/2039 02004 06/21/2011 INT + 0.0000 946,834.91 482834 1208870 09/30/2039 02004 08/26/2011 SELL -19,000,000.0000 0.00 483027 1208870 09/30/2039 02004 08/26/2011 INT + 0.0000 439,849.96 483028 1208870 09/30/2040 02005 06/21/2011 INT + 0.0000 617,205.10 482836 1208870 09/30/2040 02005 08/26/2011 SELL -6,000,000.0000 0.00 483029 1208870 09/30/2040 02005 08/26/2011 INT + 0.0000 138,000.02 483030 1208870 09/30/2040 02007 06/21/2011 INT + 0.0000 1,498,304.36 482842 1208870 09/30/2041 02006 06/21/2011 INT + 0.0000 746,385.25 482838 1208870 09/30/2042 02007 06/21/2011 INT + 0.0000 198,669.95 482840 1208871 09/30/2043 02005 08/26/2011 SELL -4,650,000.0000 0.00 483008 1208871 09/30/2043 02005 08/26/2011 INT + 0.0000 110,669.98 483009 1208871 09/30/2043 02006 08/26/2011 SELL -7,200,000.0000 0.00 483012 1208871 09/30/2043 02006 08/26/2011 INT + 0.0000 176,399.98 483013 1208871 09/30/2044 02008 08/26/2011 SELL -6,000,000.0000 0.00 483016 1208871 09/30/2044 02008 08/26/2011 INT + 0.0000 134,399.95 483017 1208871 09/30/2045 02005 08/26/2011 SELL -6,350,000.0000 0.00 483010 1208871 09/30/2045 02005 08/26/2011 INT + 0.0000 151,129.97 483011 1208871 09/30/2045 02006 08/26/2011 SELL -10,800,000.0000 0.00 483014 1208871 09/30/2045 02006 08/26/2011 INT + 0.0000 264,599.97 483015 1208880 09/30/2041 02006 06/22/2011 INT + 0.0000 11,567.24 482844 1208880 09/30/2041 02006 08/26/2011 SELL -700,000.0000 0.00 483019 1208880 09/30/2041 02006 08/26/2011 INT + 0.0000 16,974.99 483020 1208881 09/30/2042 02007 08/30/2011 INT + 0.0000 63,345.01 483127 1208881 09/30/2044 02007 08/31/2011 SELL -2,460,000.0000 0.00 483246 1208881 09/30/2044 02007 08/31/2011 INT + 0.0000 60,024.01 483247 1208881 09/30/2044 02009 08/30/2011 SELL -1,435,000.0000 0.00 483128 1208881 09/30/2044 02009 08/30/2011 INT + 0.0000 25,184.25 483129 1208881 09/30/2044 02009 08/31/2011 SELL -1,435,000.0000 0.00 483248 1208881 09/30/2044 02009 08/31/2011 INT + 0.0000 25,184.25 483249 1208881 09/30/2044 02009 08/31/2011 BUYIK 1,435,000.0000 0.00 483250 ------------------------ ---------------------- -1,137,150,410.0000 58,105,696.14 ======================== ====================== -1,137,150,410.0000 58,105,696.14