Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 307 SUB-COHORT 12X4219 1219307 09/30/2025 01992 6.789999600 7,606,000.0000 473,410.09 08/31/2011 12X4219 1219307 09/30/2037 01992 6.789999600 2,860,000.0000 178,011.16 08/31/2011 12X4219 1219307 09/30/2041 01992 6.789999600 87,000.0000 5,415.02 08/31/2011 12X4219 1219307 09/30/2025 01993 6.850000800 7,351,000.0000 461,581.60 08/31/2011 12X4219 1219307 09/30/2029 01993 6.850000800 1,200,000.0000 75,350.01 08/31/2011 12X4219 1219307 09/30/2030 01993 6.850000800 200,000.0000 12,558.33 08/31/2011 12X4219 1219307 09/30/2034 01993 6.850000800 90,000.0000 5,651.25 08/31/2011 12X4219 1219307 09/30/2037 01993 6.850000800 1,230,000.0000 77,233.76 08/31/2011 12X4219 1219307 09/30/2038 01993 6.850000800 28,000.0000 1,758.17 08/31/2011 12X4219 1219307 09/30/2041 01993 6.850000800 192,000.0000 12,056.00 08/31/2011 12X4219 1219307 09/30/2025 01994 6.890000400 3,289,000.0000 207,727.77 08/31/2011 12X4219 1219307 09/30/2026 01994 6.890000400 5,000,000.0000 315,791.69 08/31/2011 12X4219 1219307 09/30/2027 01994 6.890000400 5,000,000.0000 315,791.69 08/31/2011 12X4219 1219307 09/30/2028 01994 6.890000400 2,800,000.0000 176,843.34 08/31/2011 12X4219 1219307 09/30/2029 01994 6.890000400 3,932,000.0000 248,338.58 08/31/2011 12X4219 1219307 09/30/2036 01994 6.890000400 120,000.0000 7,579.00 08/31/2011 12X4219 1219307 09/30/2037 01994 6.890000400 4,420,000.0000 279,159.85 08/31/2011 12X4219 1219307 09/30/2039 01994 6.890000400 1,000,000.0000 63,158.34 08/31/2011 12X4219 1219307 09/30/2041 01994 6.890000400 346,000.0000 21,852.78 08/31/2011 12X4219 1219307 09/30/2027 01995 6.419998800 11,305,000.0000 665,299.13 08/31/2011 12X4219 1219307 09/30/2028 01995 6.419998800 6,000,000.0000 353,099.93 08/31/2011 12X4219 1219307 09/30/2029 01995 6.419998800 2,000,000.0000 117,699.98 08/31/2011 12X4219 1219307 09/30/2031 01995 6.419998800 2,000,000.0000 117,699.98 08/31/2011 12X4219 1219307 09/30/2033 01995 6.419998800 1,000,000.0000 58,849.99 08/31/2011 12X4219 1219307 09/30/2034 01995 6.419998800 110,000.0000 6,473.50 08/31/2011 12X4219 1219307 09/30/2036 01995 6.419998800 140,000.0000 8,239.00 08/31/2011 12X4219 1219307 09/30/2037 01995 6.419998800 4,750,000.0000 279,537.45 08/31/2011 12X4219 1219307 09/30/2039 01995 6.419998800 2,991,000.0000 176,020.32 08/31/2011 12X4219 1219307 09/30/2041 01995 6.419998800 74,000.0000 4,354.90 08/31/2011 12X4219 1219307 09/30/2027 01996 6.109999200 4,802,000.0000 268,951.98 08/31/2011 12X4219 1219307 09/30/2028 01996 6.109999200 2,000,000.0000 112,016.65 08/31/2011 12X4219 1219307 09/30/2029 01996 6.109999200 1,000,000.0000 56,008.33 08/31/2011 12X4219 1219307 09/30/2032 01996 6.109999200 1,000,000.0000 56,008.33 08/31/2011 12X4219 1219307 09/30/2033 01996 6.109999200 1,000,000.0000 56,008.33 08/31/2011 12X4219 1219307 09/30/2034 01996 6.109999200 300,000.0000 16,802.50 08/31/2011 12X4219 1219307 09/30/2036 01996 6.109999200 298,000.0000 16,690.48 08/31/2011 12X4219 1219307 09/30/2037 01996 6.109999200 1,082,000.0000 60,601.01 08/31/2011 12X4219 1219307 09/30/2038 01996 6.109999200 902,000.0000 50,519.51 08/31/2011 12X4219 1219307 09/30/2039 01996 6.109999200 575,000.0000 32,204.79 08/31/2011 12X4219 1219307 09/30/2040 01996 6.109999200 229,000.0000 12,825.91 08/31/2011 12X4219 1219307 09/30/2041 01996 6.109999200 32,000.0000 1,792.27 08/31/2011 12X4219 1219307 09/30/2029 01997 5.960001600 5,557,000.0000 303,597.51 08/31/2011 12X4219 1219307 09/30/2031 01997 5.960001600 3,000,000.0000 163,900.04 08/31/2011 12X4219 1219307 09/30/2032 01997 5.960001600 1,000,000.0000 54,633.35 08/31/2011 12X4219 1219307 09/30/2033 01997 5.960001600 1,000,000.0000 54,633.35 08/31/2011 12X4219 1219307 09/30/2034 01997 5.960001600 310,000.0000 16,936.34 08/31/2011 12X4219 1219307 09/30/2035 01997 5.960001600 360,000.0000 19,668.01 08/31/2011 12X4219 1219307 09/30/2036 01997 5.960001600 418,000.0000 22,836.74 08/31/2011 12X4219 1219307 09/30/2037 01997 5.960001600 1,626,000.0000 88,833.82 08/31/2011 12X4219 1219307 09/30/2038 01997 5.960001600 211,000.0000 11,527.64 08/31/2011 12X4219 1219307 09/30/2041 01997 5.960001600 332,000.0000 18,138.27 08/31/2011 12X4219 1219307 09/30/2029 01998 5.900000400 114,000.0000 6,165.50 08/31/2011 12X4219 1219307 09/30/2030 01998 5.900000400 2,700,000.0000 146,025.01 08/31/2011 12X4219 1219307 09/30/2031 01998 5.900000400 3,000,000.0000 162,250.01 08/31/2011 12X4219 1219307 09/30/2032 01998 5.900000400 2,000,000.0000 108,166.67 08/31/2011 12X4219 1219307 09/30/2033 01998 5.900000400 1,500,000.0000 81,125.01 08/31/2011 12X4219 1219307 09/30/2034 01998 5.900000400 800,000.0000 43,266.67 08/31/2011 12X4219 1219307 09/30/2036 01998 5.900000400 168,000.0000 9,086.00 08/31/2011 12X4219 1219307 09/30/2037 01998 5.900000400 1,712,000.0000 92,590.67 08/31/2011 12X4219 1219307 09/30/2038 01998 5.900000400 208,000.0000 11,249.33 08/31/2011 12X4219 1219307 09/30/2039 01998 5.900000400 250,000.0000 13,520.83 08/31/2011 12X4219 1219307 09/30/2041 01998 5.900000400 107,000.0000 5,786.92 08/31/2011 12X4219 1219307 09/30/2030 01999 5.850000000 576,000.0000 30,888.00 08/31/2011 12X4219 1219307 09/30/2031 01999 5.850000000 4,000,000.0000 214,500.00 08/31/2011 12X4219 1219307 09/30/2032 01999 5.850000000 3,000,000.0000 160,875.00 08/31/2011 12X4219 1219307 09/30/2033 01999 5.850000000 1,000,000.0000 53,625.00 08/31/2011 12X4219 1219307 09/30/2034 01999 5.850000000 1,280,000.0000 68,640.00 08/31/2011 12X4219 1219307 09/30/2035 01999 5.850000000 818,000.0000 43,865.25 08/31/2011 12X4219 1219307 09/30/2036 01999 5.850000000 405,000.0000 21,718.13 08/31/2011 12X4219 1219307 09/30/2037 01999 5.850000000 1,654,000.0000 88,695.75 08/31/2011 12X4219 1219307 09/30/2038 01999 5.850000000 143,000.0000 7,668.38 08/31/2011 12X4219 1219307 09/30/2041 01999 5.850000000 30,000.0000 1,608.75 08/31/2011 12X4219 1219307 09/30/2031 02000 5.609998800 3,167,000.0000 162,862.94 08/31/2011 12X4219 1219307 09/30/2032 02000 5.609998800 5,000,000.0000 257,124.95 08/31/2011 12X4219 1219307 09/30/2033 02000 5.609998800 3,000,000.0000 154,274.97 08/31/2011 12X4219 1219307 09/30/2034 02000 5.609998800 1,660,000.0000 85,365.48 08/31/2011 12X4219 1219307 09/30/2035 02000 5.609998800 1,300,000.0000 66,852.49 08/31/2011 12X4219 1219307 09/30/2036 02000 5.609998800 172,000.0000 8,845.10 08/31/2011 12X4219 1219307 09/30/2037 02000 5.609998800 2,206,000.0000 113,443.53 08/31/2011 12X4219 1219307 09/30/2038 02000 5.609998800 185,000.0000 9,513.62 08/31/2011 12X4219 1219307 09/30/2041 02000 5.609998800 140,000.0000 7,199.50 08/31/2011 12X4219 1219307 09/30/2033 02001 4.989999600 2,735,000.0000 125,103.45 08/31/2011 12X4219 1219307 09/30/2034 02001 4.989999600 4,500,000.0000 205,837.48 08/31/2011 12X4219 1219307 09/30/2035 02001 4.989999600 2,000,000.0000 91,483.33 08/31/2011 12X4219 1219307 09/30/2036 02001 4.989999600 1,852,000.0000 84,713.56 08/31/2011 12X4219 1219307 09/30/2037 02001 4.989999600 2,464,000.0000 112,707.46 08/31/2011 12X4219 1219307 09/30/2038 02001 4.989999600 1,293,000.0000 59,143.97 08/31/2011 12X4219 1219307 09/30/2039 02001 4.989999600 1,266,000.0000 57,908.95 08/31/2011 12X4219 1219307 09/30/2040 02001 4.989999600 180,000.0000 8,233.50 08/31/2011 12X4219 1219307 09/30/2041 02001 4.989999600 146,000.0000 6,678.28 08/31/2011 12X4219 1219307 09/30/2033 02002 4.809999600 678,000.0000 29,894.15 08/31/2011 12X4219 1219307 09/30/2034 02002 4.809999600 6,300,000.0000 277,777.48 08/31/2011 12X4219 1219307 09/30/2035 02002 4.809999600 2,135,000.0000 94,135.70 08/31/2011 12X4219 1219307 09/30/2036 02002 4.809999600 2,353,000.0000 103,747.68 08/31/2011 12X4219 1219307 09/30/2037 02002 4.809999600 2,050,000.0000 90,387.91 08/31/2011 12X4219 1219307 09/30/2038 02002 4.809999600 1,436,000.0000 63,315.63 08/31/2011 12X4219 1219307 09/30/2039 02002 4.809999600 808,000.0000 35,626.06 08/31/2011 12X4219 1219307 09/30/2041 02002 4.809999600 265,000.0000 11,684.29 08/31/2011 12X4219 1219307 09/30/2034 02003 4.830001200 3,985,000.0000 176,435.92 08/31/2011 12X4219 1219307 09/30/2035 02003 4.830001200 5,035,000.0000 222,924.68 08/31/2011 12X4219 1219307 09/30/2036 02003 4.830001200 4,071,000.0000 180,243.57 08/31/2011 12X4219 1219307 09/30/2037 02003 4.830001200 4,095,000.0000 181,306.17 08/31/2011 12X4219 1219307 09/30/2038 02003 4.830001200 1,493,000.0000 66,102.59 08/31/2011 12X4219 1219307 09/30/2039 02003 4.830001200 1,179,000.0000 52,200.24 08/31/2011 12X4219 1219307 09/30/2040 02003 4.830001200 567,000.0000 25,103.93 08/31/2011 12X4219 1219307 09/30/2041 02003 4.830001200 359,000.0000 15,894.73 08/31/2011 12X4219 1219307 09/30/2035 02004 4.730000400 4,975,000.0000 215,707.73 08/31/2011 12X4219 1219307 09/30/2036 02004 4.730000400 4,583,000.0000 198,711.26 08/31/2011 12X4219 1219307 09/30/2037 02004 4.730000400 4,142,000.0000 179,590.23 08/31/2011 12X4219 1219307 09/30/2038 02004 4.730000400 1,202,000.0000 52,116.72 08/31/2011 12X4219 1219307 09/30/2039 02004 4.730000400 969,000.0000 42,014.23 08/31/2011 12X4219 1219307 09/30/2040 02004 4.730000400 580,000.0000 25,147.84 08/31/2011 12X4219 1219307 09/30/2041 02004 4.730000400 476,000.0000 20,638.57 08/31/2011 12X4219 1219307 09/30/2036 02005 4.849999200 5,081,000.0000 225,892.75 08/31/2011 12X4219 1219307 09/30/2037 02005 4.849999200 5,539,000.0000 246,254.67 08/31/2011 12X4219 1219307 09/30/2038 02005 4.849999200 2,340,000.0000 104,032.48 08/31/2011 12X4219 1219307 09/30/2039 02005 4.849999200 1,910,000.0000 84,915.40 08/31/2011 12X4219 1219307 09/30/2040 02005 4.849999200 1,244,000.0000 55,306.16 08/31/2011 12X4219 1219307 09/30/2041 02005 4.849999200 1,029,000.0000 45,747.62 08/31/2011 12X4219 1219307 09/30/2037 02006 4.780000800 4,054,000.0000 177,632.80 08/31/2011 12X4219 1219307 09/30/2038 02006 4.780000800 3,541,000.0000 155,154.84 08/31/2011 12X4219 1219307 09/30/2039 02006 4.780000800 5,528,000.0000 242,218.57 08/31/2011 12X4219 1219307 09/30/2040 02006 4.780000800 3,615,000.0000 158,397.28 08/31/2011 12X4219 1219307 09/30/2041 02006 4.780000800 1,372,000.0000 60,116.48 08/31/2011 12X4219 1219307 09/30/2038 02007 4.669999200 7,304,000.0000 312,672.01 08/31/2011 12X4219 1219307 09/30/2039 02007 4.669999200 4,136,000.0000 177,055.24 08/31/2011 12X4219 1219307 09/30/2040 02007 4.669999200 4,483,000.0000 191,909.73 08/31/2011 12X4219 1219307 09/30/2041 02007 4.669999200 2,193,000.0000 93,878.66 08/31/2011 12X4219 1219307 09/30/2039 02008 4.569998400 6,935,500.0000 290,539.55 08/31/2011 12X4219 1219307 09/30/2040 02008 4.569998400 5,423,000.0000 227,178.43 08/31/2011 12X4219 1219307 09/30/2041 02008 4.569998400 4,351,000.0000 182,270.58 08/31/2011 12X4219 1219307 09/30/2040 02009 4.960000800 7,415,000.0000 337,135.39 08/31/2011 12X4219 1219307 09/30/2041 02009 4.960000800 4,146,000.0000 188,504.83 08/31/2011 12X4219 1219307 09/30/2040 02010 4.960000800 766,000.0000 34,827.47 08/31/2011 12X4219 1219307 09/30/2041 02010 4.960000800 8,153,000.0000 370,689.79 08/31/2011 12X4219 1219307 09/30/2041 02011 4.960000800 1,000,000.0000 45,466.67 08/31/2011 ------------------------ ---------------------- 308,180,500.0000 15,578,791.92 ======================== ====================== 308,180,500.0000 15,578,791.92 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 12X4219 1219307 09/30/2025 01992 06/22/2011 INT + 0.0000 11,509.04 476914 1219307 09/30/2025 01992 08/30/2011 SELL -500,000.0000 0.00 476985 1219307 09/30/2025 01992 08/30/2011 INT + 0.0000 16,974.99 476986 1219307 09/30/2025 01993 06/22/2011 INT + 0.0000 20,378.75 476916 1219307 09/30/2025 01993 08/30/2011 SELL -250,000.0000 0.00 476987 1219307 09/30/2025 01993 08/30/2011 INT + 0.0000 8,562.50 476988 1219307 09/30/2025 01994 06/22/2011 INT + 0.0000 33,829.90 476918 1219307 09/30/2025 01994 08/30/2011 SELL -2,800,000.0000 0.00 476989 1219307 09/30/2025 01994 08/30/2011 INT + 0.0000 96,460.00 476990 1219307 09/30/2027 01995 06/22/2011 INT + 0.0000 22,694.69 476920 1219307 09/30/2027 01995 08/30/2011 SELL -1,100,000.0000 0.00 476991 1219307 09/30/2027 01995 08/30/2011 INT + 0.0000 35,309.99 476992 1219307 09/30/2027 01996 06/22/2011 INT + 0.0000 22,820.84 476922 1219307 09/30/2029 01997 06/22/2011 INT + 0.0000 14,214.60 476924 1219307 09/30/2029 01997 08/30/2011 SELL -500,000.0000 0.00 476993 1219307 09/30/2029 01997 08/30/2011 INT + 0.0000 14,900.00 476994 1219307 09/30/2029 01998 06/22/2011 INT + 0.0000 7,257.00 476926 1219307 09/30/2029 01998 08/30/2011 SELL -400,000.0000 0.00 476995 1219307 09/30/2029 01998 08/30/2011 INT + 0.0000 11,800.00 476996 1219307 09/30/2030 01999 06/22/2011 INT + 0.0000 14,069.25 476928 1219307 09/30/2030 01999 08/30/2011 SELL -700,000.0000 0.00 476997 1219307 09/30/2030 01999 08/30/2011 INT + 0.0000 20,475.00 476998 1219307 09/30/2031 02000 06/22/2011 INT + 0.0000 10,406.54 476930 1219307 09/30/2031 02000 08/30/2011 SELL -500,000.0000 0.00 476999 1219307 09/30/2031 02000 08/30/2011 INT + 0.0000 14,024.99 477000 1219307 09/30/2032 02001 06/22/2011 INT + 0.0000 14,346.24 476932 1219307 09/30/2032 02001 08/30/2011 SELL -485,000.0000 0.00 477001 1219307 09/30/2032 02001 08/30/2011 INT + 0.0000 12,100.74 477002 1219307 09/30/2033 02001 08/30/2011 SELL -265,000.0000 0.00 477003 1219307 09/30/2033 02001 08/30/2011 INT + 0.0000 6,611.74 477004 1219307 09/30/2033 02002 06/22/2011 INT + 0.0000 18,927.34 476934 1219307 09/30/2033 02002 08/30/2011 SELL -150,000.0000 0.00 477005 1219307 09/30/2033 02002 08/30/2011 INT + 0.0000 3,607.49 477006 1219307 09/30/2034 02003 06/22/2011 INT + 0.0000 26,565.00 476936 1219307 09/30/2034 02003 08/30/2011 SELL -200,000.0000 0.00 477007 1219307 09/30/2034 02003 08/30/2011 INT + 0.0000 4,830.00 477008 1219307 09/30/2034 02004 06/22/2011 INT + 0.0000 10,074.90 476938 1219307 09/30/2035 02004 06/22/2011 INT + 0.0000 20,693.75 476940 1219307 09/30/2035 02004 08/30/2011 SELL -250,000.0000 0.00 477009 1219307 09/30/2035 02004 08/30/2011 INT + 0.0000 5,912.50 477010 1219307 09/30/2035 02005 06/22/2011 INT + 0.0000 2,255.24 476942 1219307 09/30/2036 02005 06/22/2011 INT + 0.0000 22,431.24 476944 1219307 09/30/2036 02005 08/30/2011 SELL -150,000.0000 0.00 477011 1219307 09/30/2036 02005 08/30/2011 INT + 0.0000 3,637.49 477012 1219307 09/30/2037 02006 06/22/2011 INT + 0.0000 28,058.60 476946 1219307 09/30/2037 02007 06/22/2011 INT + 0.0000 24,984.49 476948 1219307 09/30/2038 02007 06/22/2011 INT + 0.0000 13,309.49 476950 1219307 09/30/2038 02008 06/22/2011 INT + 0.0000 21,010.56 476952 1219307 09/30/2039 02008 06/22/2011 INT + 0.0000 12,693.17 476954 1219307 09/30/2039 02009 06/22/2011 INT + 0.0000 21,774.40 476956 1219307 09/30/2040 02009 06/22/2011 INT + 0.0000 34,472.00 476958 1219307 09/30/2040 02010 06/22/2011 INT + 0.0000 38,043.20 476960 ------------------------ ---------------------- -8,250,000.0000 722,027.66 ======================== ====================== -8,250,000.0000 722,027.66