Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 214 SUB-COHORT 12X4216 1216214 09/30/2041 02001 4.640000400 83,000.0000 3,530.27 08/31/2011 ------------------------ ---------------------- 83,000.0000 3,530.27 204 SUB-COHORT 12X4216 1216204 09/30/2040 01992 7.130001600 6,500.0000 424.83 08/31/2011 12X4216 1216204 09/30/2041 01992 7.130001600 8,500.0000 555.55 08/31/2011 12X4216 1216204 09/30/2040 01993 6.680001600 62,340.0000 3,817.29 08/31/2011 12X4216 1216204 09/30/2041 01993 6.680001600 95,000.0000 5,817.17 08/31/2011 12X4216 1216204 09/30/2040 01994 6.860001600 180,000.0000 11,319.00 08/31/2011 12X4216 1216204 09/30/2040 01995 7.229998800 503,500.0000 33,369.46 08/31/2011 12X4216 1216204 09/30/2040 01996 6.789999600 788,000.0000 49,046.43 08/31/2011 12X4216 1216204 09/30/2040 01997 6.599998800 1,357,000.0000 82,098.49 08/31/2011 12X4216 1216204 09/30/2041 01997 6.599998800 450,000.0000 27,225.00 08/31/2011 12X4216 1216204 09/30/2040 01998 5.929999200 952,777.0000 51,791.36 08/31/2011 12X4216 1216204 09/30/2041 01998 5.929999200 1,150,000.0000 62,512.07 08/31/2011 12X4216 1216204 09/30/2040 01999 5.929999200 208,000.0000 11,306.53 08/31/2011 12X4216 1216204 09/30/2041 01999 5.929999200 202,000.0000 10,980.38 08/31/2011 ------------------------ ---------------------- 5,963,617.0000 350,263.56 ======================== ====================== 6,046,617.0000 353,793.83 ============================================================================================================================ 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 01994 08/26/2011 SELL -74,000.0000 0.00 432495 1216204 09/30/2040 01994 08/26/2011 INT + 0.0000 2,538.20 432496 1216204 09/30/2040 01995 06/24/2011 INT + 0.0000 1,879.79 432467 1216204 09/30/2040 01995 08/26/2011 SELL -94,500.0000 0.00 432497 1216204 09/30/2040 01995 08/26/2011 INT + 0.0000 3,416.17 432498 1216204 09/30/2040 01996 06/24/2011 INT + 0.0000 3,802.39 432469 1216204 09/30/2040 01996 08/26/2011 SELL -400,000.0000 0.00 432499 1216204 09/30/2040 01996 08/26/2011 INT + 0.0000 13,579.99 432500 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 02003 08/25/2011 SELL -52,000.0000 0.00 432490 1216214 09/30/2040 02003 08/25/2011 INT + 0.0000 821.60 432491 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 1216214 09/30/2040 02007 08/25/2011 SELL -217,000.0000 0.00 432492 1216214 09/30/2040 02007 08/25/2011 INT + 0.0000 4,904.20 432493 ------------------------ ---------------------- -837,500.0000 54,517.81 ======================== ====================== -837,500.0000 54,517.81