Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 830 SUB-COHORT 12X4210 1210830 09/30/2027 01992 6.710000400 2,597,609.9300 159,774.67 08/31/2011 12X4210 1210830 09/30/2028 01993 6.770001600 6,925,000.0000 429,754.06 08/31/2011 12X4210 1210830 09/30/2032 01993 6.770001600 118,300.0000 7,341.50 08/31/2011 12X4210 1210830 09/30/2034 01993 6.770001600 48,000.0000 2,978.80 08/31/2011 12X4210 1210830 09/30/2029 01994 6.159999600 16,305,000.0000 920,688.94 08/31/2011 12X4210 1210830 09/30/2031 01994 6.159999600 4,160,000.0000 234,901.32 08/31/2011 12X4210 1210830 09/30/2032 01994 6.159999600 100,000.0000 5,646.67 08/31/2011 12X4210 1210830 09/30/2034 01994 6.159999600 31,000.0000 1,750.47 08/31/2011 12X4210 1210830 09/30/2031 01995 5.510001600 6,989,000.0000 353,002.84 08/31/2011 12X4210 1210830 09/30/2032 01995 5.510001600 7,320,000.0000 369,721.11 08/31/2011 12X4210 1210830 09/30/2033 01995 5.510001600 120,000.0000 6,061.00 08/31/2011 12X4210 1210830 09/30/2034 01995 5.510001600 100,000.0000 5,050.83 08/31/2011 12X4210 1210830 09/30/2031 01996 5.490000000 3,651,000.0000 183,736.58 08/31/2011 12X4210 1210830 09/30/2032 01996 5.490000000 5,470,000.0000 275,277.75 08/31/2011 12X4210 1210830 09/30/2033 01996 5.490000000 322,000.0000 16,204.65 08/31/2011 12X4210 1210830 09/30/2034 01996 5.490000000 253,000.0000 12,732.23 08/31/2011 12X4210 1210830 09/30/2030 01997 5.240001600 6,456,000.0000 310,103.29 08/31/2011 12X4210 1210830 09/30/2031 01997 5.240001600 3,877,000.0000 186,225.29 08/31/2011 12X4210 1210830 09/30/2032 01997 5.240001600 2,899,000.0000 139,248.68 08/31/2011 12X4210 1210830 09/30/2033 01997 5.240001600 471,000.0000 22,623.71 08/31/2011 12X4210 1210830 09/30/2030 01998 5.199998400 20,097,000.0000 957,956.71 08/31/2011 12X4210 1210830 09/30/2031 01998 5.199998400 7,960,000.0000 379,426.55 08/31/2011 12X4210 1210830 09/30/2032 01998 5.199998400 2,268,000.0000 108,107.97 08/31/2011 12X4210 1210830 09/30/2033 01998 5.199998400 1,644,000.0000 78,363.98 08/31/2011 12X4210 1210830 09/30/2022 01999 5.060001600 18,126,000.0000 840,744.57 08/31/2011 12X4210 1210830 09/30/2031 01999 5.060001600 5,548,000.0000 257,334.81 08/31/2011 12X4210 1210830 09/30/2032 01999 5.060001600 5,210,000.0000 241,657.24 08/31/2011 12X4210 1210830 09/30/2033 01999 5.060001600 5,066,000.0000 234,978.04 08/31/2011 12X4210 1210830 09/30/2034 01999 5.060001600 262,000.0000 12,152.44 08/31/2011 12X4210 1210830 09/30/2021 02000 4.889998800 33,407,000.0000 1,497,468.41 08/31/2011 12X4210 1210830 09/30/2031 02000 4.889998800 5,131,000.0000 229,997.02 08/31/2011 12X4210 1210830 09/30/2032 02000 4.889998800 2,223,000.0000 99,645.95 08/31/2011 12X4210 1210830 09/30/2033 02000 4.889998800 926,000.0000 41,507.94 08/31/2011 12X4210 1210830 09/30/2034 02000 4.889998800 153,000.0000 0.00 08/31/2011 12X4210 1210830 09/30/2023 02001 5.259999600 21,525,000.0000 1,037,863.67 08/31/2011 12X4210 1210830 09/30/2031 02001 5.259999600 4,514,000.0000 217,650.02 08/31/2011 12X4210 1210830 09/30/2032 02001 5.259999600 3,233,000.0000 155,884.47 08/31/2011 12X4210 1210830 09/30/2033 02001 5.259999600 1,940,000.0000 93,540.33 08/31/2011 12X4210 1210830 09/30/2034 02001 5.259999600 234,000.0000 11,282.70 08/31/2011 12X4210 1210830 09/30/2021 02002 5.050000800 13,562,000.0000 627,807.68 08/31/2011 12X4210 1210830 09/30/2031 02002 5.050000800 3,211,000.0000 148,642.57 08/31/2011 12X4210 1210830 09/30/2032 02002 5.050000800 7,564,000.0000 350,150.22 08/31/2011 12X4210 1210830 09/30/2033 02002 5.050000800 7,861,000.0000 363,898.85 08/31/2011 12X4210 1210830 09/30/2034 02002 5.050000800 674,000.0000 31,200.59 08/31/2011 12X4210 1210830 09/30/2025 02003 4.560001200 6,701,000.0000 280,101.87 08/31/2011 12X4210 1210830 09/30/2031 02003 4.560001200 5,748,000.0000 240,266.46 08/31/2011 12X4210 1210830 09/30/2032 02003 4.560001200 10,647,000.0000 445,044.72 08/31/2011 12X4210 1210830 09/30/2033 02003 4.560001200 8,514,000.0000 355,885.29 08/31/2011 12X4210 1210830 09/30/2034 02003 4.560001200 12,189,000.0000 509,500.33 08/31/2011 12X4210 1210830 09/30/2026 02004 4.169998800 23,823,200.0000 910,641.56 08/31/2011 12X4210 1210830 09/30/2031 02004 4.169998800 11,582,000.0000 442,721.82 08/31/2011 12X4210 1210830 09/30/2032 02004 4.169998800 5,497,000.0000 210,122.76 08/31/2011 12X4210 1210830 09/30/2033 02004 4.169998800 6,090,000.0000 232,790.18 08/31/2011 12X4210 1210830 09/30/2034 02004 4.169998800 3,411,000.0000 130,385.44 08/31/2011 12X4210 1210830 09/30/2027 02005 4.340001600 27,518,100.0000 1,094,762.15 08/31/2011 12X4210 1210830 09/30/2031 02005 4.340001600 22,576,000.0000 898,148.86 08/31/2011 12X4210 1210830 09/30/2032 02005 4.340001600 12,333,000.0000 490,648.03 08/31/2011 12X4210 1210830 09/30/2033 02005 4.340001600 2,878,000.0000 114,496.48 08/31/2011 12X4210 1210830 09/30/2034 02005 4.340001600 4,612,000.0000 0.00 08/31/2011 ------------------------ ---------------------- 404,671,209.9300 18,015,603.07 ======================== ====================== 404,671,209.9300 18,015,603.07 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 12X4210 1210830 09/30/2021 02000 06/22/2011 INT + 0.0000 98,704.62 476535 1210830 09/30/2021 02000 08/26/2011 SELL -2,200,000.0000 0.00 476573 1210830 09/30/2021 02000 08/26/2011 INT + 0.0000 53,789.98 476574 1210830 09/30/2021 02002 06/22/2011 INT + 0.0000 105,343.01 476539 1210830 09/30/2021 02002 08/26/2011 SELL -1,693,000.0000 0.00 476577 1210830 09/30/2021 02002 08/26/2011 INT + 0.0000 42,748.25 476578 1210830 09/30/2021 02002 08/26/2011 SELL -207,000.0000 0.00 476579 1210830 09/30/2021 02002 08/26/2011 INT + 0.0000 5,226.75 476580 1210830 09/30/2022 01999 06/22/2011 INT + 0.0000 62,895.81 476533 1210830 09/30/2022 01999 08/26/2011 SELL -2,500,000.0000 0.00 476571 1210830 09/30/2022 01999 08/26/2011 INT + 0.0000 63,250.02 476572 1210830 09/30/2023 02001 06/22/2011 INT + 0.0000 92,707.49 476537 1210830 09/30/2023 02001 08/26/2011 SELL -1,000,000.0000 0.00 476575 1210830 09/30/2023 02001 08/26/2011 INT + 0.0000 26,299.99 476576 1210830 09/30/2025 02003 06/22/2011 INT + 0.0000 107,912.42 476541 1210830 09/30/2025 02003 08/26/2011 SELL -1,500,000.0000 0.00 476581 1210830 09/30/2025 02003 08/26/2011 INT + 0.0000 34,200.00 476582 1210830 09/30/2026 02004 06/22/2011 INT + 0.0000 169,322.80 476543 1210830 09/30/2026 02004 08/26/2011 SELL -4,400,000.0000 0.00 476583 1210830 09/30/2026 02004 08/26/2011 INT + 0.0000 91,739.97 476584 1210830 09/30/2027 01992 06/22/2011 INT + 0.0000 31,973.15 476517 1210830 09/30/2027 01992 08/26/2011 SELL -550,000.0000 0.00 476553 1210830 09/30/2027 01992 08/26/2011 INT + 0.0000 18,452.50 476554 1210830 09/30/2027 02005 06/22/2011 INT + 0.0000 184,515.16 476545 1210830 09/30/2027 02005 08/26/2011 SELL -3,000,000.0000 0.00 476585 1210830 09/30/2027 02005 08/26/2011 INT + 0.0000 65,100.02 476586 1210830 09/30/2028 01993 06/22/2011 INT + 0.0000 76,941.06 476519 1210830 09/30/2028 01993 08/26/2011 SELL -950,000.0000 0.00 476555 1210830 09/30/2028 01993 08/26/2011 INT + 0.0000 32,157.50 476556 1210830 09/30/2029 01994 06/22/2011 INT + 0.0000 76,229.99 476521 1210830 09/30/2029 01994 08/26/2011 SELL -947,000.0000 0.00 476557 1210830 09/30/2029 01994 08/26/2011 INT + 0.0000 29,167.59 476558 1210830 09/30/2029 01994 08/26/2011 SELL -2,553,000.0000 0.00 476559 1210830 09/30/2029 01994 08/26/2011 INT + 0.0000 78,632.39 476560 1210830 09/30/2030 01995 06/22/2011 INT + 0.0000 57,937.66 476523 1210830 09/30/2030 01997 06/22/2011 INT + 0.0000 77,997.42 476529 1210830 09/30/2030 01997 08/26/2011 SELL -1,500,000.0000 0.00 476565 1210830 09/30/2030 01997 08/26/2011 INT + 0.0000 39,300.01 476566 1210830 09/30/2030 01998 06/22/2011 INT + 0.0000 104,441.96 476531 1210830 09/30/2030 01998 08/26/2011 SELL -2,976,000.0000 0.00 476567 1210830 09/30/2030 01998 08/26/2011 INT + 0.0000 77,375.97 476568 1210830 09/30/2030 01998 08/26/2011 SELL -1,224,000.0000 0.00 476569 1210830 09/30/2030 01998 08/26/2011 INT + 0.0000 31,823.99 476570 1210830 09/30/2031 01995 06/22/2011 INT + 0.0000 66,781.21 476525 1210830 09/30/2031 01995 08/26/2011 SELL -1,400,000.0000 0.00 476561 1210830 09/30/2031 01995 08/26/2011 INT + 0.0000 38,570.01 476562 1210830 09/30/2031 01996 06/22/2011 INT + 0.0000 73,566.00 476527 1210830 09/30/2031 01996 08/26/2011 SELL -1,000,000.0000 0.00 476563 1210830 09/30/2031 01996 08/26/2011 INT + 0.0000 27,450.00 476564 ------------------------ ---------------------- -29,600,000.0000 2,142,554.70 ======================== ====================== -29,600,000.0000 2,142,554.70