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 8,106,000.0000 412,798.03 06/30/2011 12X4219 1219307 09/30/2037 01992 6.789999600 2,860,000.0000 145,645.49 06/30/2011 12X4219 1219307 09/30/2041 01992 6.789999600 87,000.0000 4,430.47 06/30/2011 12X4219 1219307 09/30/2025 01993 6.850000800 7,601,000.0000 390,501.42 06/30/2011 12X4219 1219307 09/30/2029 01993 6.850000800 1,200,000.0000 61,650.01 06/30/2011 12X4219 1219307 09/30/2030 01993 6.850000800 200,000.0000 10,275.00 06/30/2011 12X4219 1219307 09/30/2034 01993 6.850000800 90,000.0000 4,623.75 06/30/2011 12X4219 1219307 09/30/2037 01993 6.850000800 1,230,000.0000 63,191.26 06/30/2011 12X4219 1219307 09/30/2038 01993 6.850000800 28,000.0000 1,438.50 06/30/2011 12X4219 1219307 09/30/2041 01993 6.850000800 192,000.0000 9,864.00 06/30/2011 12X4219 1219307 09/30/2025 01994 6.890000400 6,089,000.0000 314,649.09 06/30/2011 12X4219 1219307 09/30/2026 01994 6.890000400 5,000,000.0000 258,375.02 06/30/2011 12X4219 1219307 09/30/2027 01994 6.890000400 5,000,000.0000 258,375.02 06/30/2011 12X4219 1219307 09/30/2028 01994 6.890000400 2,800,000.0000 144,690.01 06/30/2011 12X4219 1219307 09/30/2029 01994 6.890000400 3,932,000.0000 203,186.11 06/30/2011 12X4219 1219307 09/30/2036 01994 6.890000400 120,000.0000 6,201.00 06/30/2011 12X4219 1219307 09/30/2037 01994 6.890000400 4,420,000.0000 228,403.51 06/30/2011 12X4219 1219307 09/30/2039 01994 6.890000400 1,000,000.0000 51,675.00 06/30/2011 12X4219 1219307 09/30/2041 01994 6.890000400 346,000.0000 17,879.55 06/30/2011 12X4219 1219307 09/30/2027 01995 6.419998800 12,405,000.0000 597,300.64 06/30/2011 12X4219 1219307 09/30/2028 01995 6.419998800 6,000,000.0000 288,899.95 06/30/2011 12X4219 1219307 09/30/2029 01995 6.419998800 2,000,000.0000 96,299.98 06/30/2011 12X4219 1219307 09/30/2031 01995 6.419998800 2,000,000.0000 96,299.98 06/30/2011 12X4219 1219307 09/30/2033 01995 6.419998800 1,000,000.0000 48,149.99 06/30/2011 12X4219 1219307 09/30/2034 01995 6.419998800 110,000.0000 5,296.50 06/30/2011 12X4219 1219307 09/30/2036 01995 6.419998800 140,000.0000 6,741.00 06/30/2011 12X4219 1219307 09/30/2037 01995 6.419998800 4,750,000.0000 228,712.46 06/30/2011 12X4219 1219307 09/30/2039 01995 6.419998800 2,991,000.0000 144,016.62 06/30/2011 12X4219 1219307 09/30/2041 01995 6.419998800 74,000.0000 3,563.10 06/30/2011 12X4219 1219307 09/30/2027 01996 6.109999200 4,802,000.0000 220,051.62 06/30/2011 12X4219 1219307 09/30/2028 01996 6.109999200 2,000,000.0000 91,649.99 06/30/2011 12X4219 1219307 09/30/2029 01996 6.109999200 1,000,000.0000 45,824.99 06/30/2011 12X4219 1219307 09/30/2032 01996 6.109999200 1,000,000.0000 45,824.99 06/30/2011 12X4219 1219307 09/30/2033 01996 6.109999200 1,000,000.0000 45,824.99 06/30/2011 12X4219 1219307 09/30/2034 01996 6.109999200 300,000.0000 13,747.50 06/30/2011 12X4219 1219307 09/30/2036 01996 6.109999200 298,000.0000 13,655.85 06/30/2011 12X4219 1219307 09/30/2037 01996 6.109999200 1,082,000.0000 49,582.64 06/30/2011 12X4219 1219307 09/30/2038 01996 6.109999200 902,000.0000 41,334.14 06/30/2011 12X4219 1219307 09/30/2039 01996 6.109999200 575,000.0000 26,349.37 06/30/2011 12X4219 1219307 09/30/2040 01996 6.109999200 229,000.0000 10,493.92 06/30/2011 12X4219 1219307 09/30/2041 01996 6.109999200 32,000.0000 1,466.40 06/30/2011 12X4219 1219307 09/30/2029 01997 5.960001600 6,057,000.0000 270,747.97 06/30/2011 12X4219 1219307 09/30/2031 01997 5.960001600 3,000,000.0000 134,100.04 06/30/2011 12X4219 1219307 09/30/2032 01997 5.960001600 1,000,000.0000 44,700.01 06/30/2011 12X4219 1219307 09/30/2033 01997 5.960001600 1,000,000.0000 44,700.01 06/30/2011 12X4219 1219307 09/30/2034 01997 5.960001600 310,000.0000 13,857.00 06/30/2011 12X4219 1219307 09/30/2035 01997 5.960001600 360,000.0000 16,092.00 06/30/2011 12X4219 1219307 09/30/2036 01997 5.960001600 418,000.0000 18,684.61 06/30/2011 12X4219 1219307 09/30/2037 01997 5.960001600 1,626,000.0000 72,682.22 06/30/2011 12X4219 1219307 09/30/2038 01997 5.960001600 211,000.0000 9,431.70 06/30/2011 12X4219 1219307 09/30/2041 01997 5.960001600 332,000.0000 14,840.40 06/30/2011 12X4219 1219307 09/30/2029 01998 5.900000400 514,000.0000 22,744.50 06/30/2011 12X4219 1219307 09/30/2030 01998 5.900000400 2,700,000.0000 119,475.01 06/30/2011 12X4219 1219307 09/30/2031 01998 5.900000400 3,000,000.0000 132,750.01 06/30/2011 12X4219 1219307 09/30/2032 01998 5.900000400 2,000,000.0000 88,500.01 06/30/2011 12X4219 1219307 09/30/2033 01998 5.900000400 1,500,000.0000 66,375.00 06/30/2011 12X4219 1219307 09/30/2034 01998 5.900000400 800,000.0000 35,400.00 06/30/2011 12X4219 1219307 09/30/2036 01998 5.900000400 168,000.0000 7,434.00 06/30/2011 12X4219 1219307 09/30/2037 01998 5.900000400 1,712,000.0000 75,756.01 06/30/2011 12X4219 1219307 09/30/2038 01998 5.900000400 208,000.0000 9,204.00 06/30/2011 12X4219 1219307 09/30/2039 01998 5.900000400 250,000.0000 11,062.50 06/30/2011 12X4219 1219307 09/30/2041 01998 5.900000400 107,000.0000 4,734.75 06/30/2011 12X4219 1219307 09/30/2030 01999 5.850000000 1,276,000.0000 55,984.50 06/30/2011 12X4219 1219307 09/30/2031 01999 5.850000000 4,000,000.0000 175,500.00 06/30/2011 12X4219 1219307 09/30/2032 01999 5.850000000 3,000,000.0000 131,625.00 06/30/2011 12X4219 1219307 09/30/2033 01999 5.850000000 1,000,000.0000 43,875.00 06/30/2011 12X4219 1219307 09/30/2034 01999 5.850000000 1,280,000.0000 56,160.00 06/30/2011 12X4219 1219307 09/30/2035 01999 5.850000000 818,000.0000 35,889.75 06/30/2011 12X4219 1219307 09/30/2036 01999 5.850000000 405,000.0000 17,769.38 06/30/2011 12X4219 1219307 09/30/2037 01999 5.850000000 1,654,000.0000 72,569.25 06/30/2011 12X4219 1219307 09/30/2038 01999 5.850000000 143,000.0000 6,274.13 06/30/2011 12X4219 1219307 09/30/2041 01999 5.850000000 30,000.0000 1,316.25 06/30/2011 12X4219 1219307 09/30/2031 02000 5.609998800 3,667,000.0000 154,288.99 06/30/2011 12X4219 1219307 09/30/2032 02000 5.609998800 5,000,000.0000 210,374.96 06/30/2011 12X4219 1219307 09/30/2033 02000 5.609998800 3,000,000.0000 126,224.97 06/30/2011 12X4219 1219307 09/30/2034 02000 5.609998800 1,660,000.0000 69,844.49 06/30/2011 12X4219 1219307 09/30/2035 02000 5.609998800 1,300,000.0000 54,697.49 06/30/2011 12X4219 1219307 09/30/2036 02000 5.609998800 172,000.0000 7,236.90 06/30/2011 12X4219 1219307 09/30/2037 02000 5.609998800 2,206,000.0000 92,817.43 06/30/2011 12X4219 1219307 09/30/2038 02000 5.609998800 185,000.0000 7,783.87 06/30/2011 12X4219 1219307 09/30/2041 02000 5.609998800 140,000.0000 5,890.50 06/30/2011 12X4219 1219307 09/30/2032 02001 4.989999600 485,000.0000 18,151.12 06/30/2011 12X4219 1219307 09/30/2033 02001 4.989999600 3,000,000.0000 112,274.99 06/30/2011 12X4219 1219307 09/30/2034 02001 4.989999600 4,500,000.0000 168,412.49 06/30/2011 12X4219 1219307 09/30/2035 02001 4.989999600 2,000,000.0000 74,849.99 06/30/2011 12X4219 1219307 09/30/2036 02001 4.989999600 1,852,000.0000 69,311.09 06/30/2011 12X4219 1219307 09/30/2037 02001 4.989999600 2,464,000.0000 92,215.19 06/30/2011 12X4219 1219307 09/30/2038 02001 4.989999600 1,293,000.0000 48,390.52 06/30/2011 12X4219 1219307 09/30/2039 02001 4.989999600 1,266,000.0000 47,380.05 06/30/2011 12X4219 1219307 09/30/2040 02001 4.989999600 180,000.0000 6,736.50 06/30/2011 12X4219 1219307 09/30/2041 02001 4.989999600 146,000.0000 5,464.05 06/30/2011 12X4219 1219307 09/30/2033 02002 4.809999600 828,000.0000 29,870.10 06/30/2011 12X4219 1219307 09/30/2034 02002 4.809999600 6,300,000.0000 227,272.48 06/30/2011 12X4219 1219307 09/30/2035 02002 4.809999600 2,135,000.0000 77,020.12 06/30/2011 12X4219 1219307 09/30/2036 02002 4.809999600 2,353,000.0000 84,884.47 06/30/2011 12X4219 1219307 09/30/2037 02002 4.809999600 2,050,000.0000 73,953.74 06/30/2011 12X4219 1219307 09/30/2038 02002 4.809999600 1,436,000.0000 51,803.70 06/30/2011 12X4219 1219307 09/30/2039 02002 4.809999600 808,000.0000 29,148.60 06/30/2011 12X4219 1219307 09/30/2041 02002 4.809999600 265,000.0000 9,559.87 06/30/2011 12X4219 1219307 09/30/2034 02003 4.830001200 4,185,000.0000 151,601.66 06/30/2011 12X4219 1219307 09/30/2035 02003 4.830001200 5,035,000.0000 182,392.92 06/30/2011 12X4219 1219307 09/30/2036 02003 4.830001200 4,071,000.0000 147,472.01 06/30/2011 12X4219 1219307 09/30/2037 02003 4.830001200 4,095,000.0000 148,341.41 06/30/2011 12X4219 1219307 09/30/2038 02003 4.830001200 1,493,000.0000 54,083.94 06/30/2011 12X4219 1219307 09/30/2039 02003 4.830001200 1,179,000.0000 42,709.29 06/30/2011 12X4219 1219307 09/30/2040 02003 4.830001200 567,000.0000 20,539.58 06/30/2011 12X4219 1219307 09/30/2041 02003 4.830001200 359,000.0000 13,004.78 06/30/2011 12X4219 1219307 09/30/2035 02004 4.730000400 5,225,000.0000 185,356.89 06/30/2011 12X4219 1219307 09/30/2036 02004 4.730000400 4,583,000.0000 162,581.94 06/30/2011 12X4219 1219307 09/30/2037 02004 4.730000400 4,142,000.0000 146,937.46 06/30/2011 12X4219 1219307 09/30/2038 02004 4.730000400 1,202,000.0000 42,640.95 06/30/2011 12X4219 1219307 09/30/2039 02004 4.730000400 969,000.0000 34,375.28 06/30/2011 12X4219 1219307 09/30/2040 02004 4.730000400 580,000.0000 20,575.50 06/30/2011 12X4219 1219307 09/30/2041 02004 4.730000400 476,000.0000 16,886.10 06/30/2011 12X4219 1219307 09/30/2036 02005 4.849999200 5,231,000.0000 190,277.59 06/30/2011 12X4219 1219307 09/30/2037 02005 4.849999200 5,539,000.0000 201,481.09 06/30/2011 12X4219 1219307 09/30/2038 02005 4.849999200 2,340,000.0000 85,117.49 06/30/2011 12X4219 1219307 09/30/2039 02005 4.849999200 1,910,000.0000 69,476.24 06/30/2011 12X4219 1219307 09/30/2040 02005 4.849999200 1,244,000.0000 45,250.49 06/30/2011 12X4219 1219307 09/30/2041 02005 4.849999200 1,029,000.0000 37,429.87 06/30/2011 12X4219 1219307 09/30/2037 02006 4.780000800 4,054,000.0000 145,335.92 06/30/2011 12X4219 1219307 09/30/2038 02006 4.780000800 3,541,000.0000 126,944.87 06/30/2011 12X4219 1219307 09/30/2039 02006 4.780000800 5,528,000.0000 198,178.83 06/30/2011 12X4219 1219307 09/30/2040 02006 4.780000800 3,615,000.0000 129,597.77 06/30/2011 12X4219 1219307 09/30/2041 02006 4.780000800 1,372,000.0000 49,186.21 06/30/2011 12X4219 1219307 09/30/2038 02007 4.669999200 7,304,000.0000 255,822.56 06/30/2011 12X4219 1219307 09/30/2039 02007 4.669999200 4,136,000.0000 144,863.38 06/30/2011 12X4219 1219307 09/30/2040 02007 4.669999200 4,483,000.0000 157,017.05 06/30/2011 12X4219 1219307 09/30/2041 02007 4.669999200 1,393,000.0000 48,789.82 06/30/2011 12X4219 1219307 09/30/2039 02008 4.569998400 6,935,500.0000 237,714.18 06/30/2011 12X4219 1219307 09/30/2040 02008 4.569998400 5,423,000.0000 185,873.26 06/30/2011 12X4219 1219307 09/30/2041 02008 4.569998400 2,751,000.0000 94,290.49 06/30/2011 12X4219 1219307 09/30/2040 02009 4.960000800 7,415,000.0000 275,838.04 06/30/2011 12X4219 1219307 09/30/2041 02009 4.960000800 2,546,000.0000 94,711.22 06/30/2011 12X4219 1219307 09/30/2040 02010 4.960000800 766,000.0000 28,495.20 06/30/2011 12X4219 1219307 09/30/2041 02010 4.960000800 5,153,000.0000 191,691.63 06/30/2011 ------------------------ ---------------------- 308,430,500.0000 12,837,915.45 ======================== ====================== 308,430,500.0000 12,837,915.45 ============================================================================================================================ 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 01993 06/22/2011 INT + 0.0000 20,378.75 476916 1219307 09/30/2025 01994 06/22/2011 INT + 0.0000 33,829.90 476918 1219307 09/30/2027 01995 06/22/2011 INT + 0.0000 22,694.69 476920 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 01998 06/22/2011 INT + 0.0000 7,257.00 476926 1219307 09/30/2030 01999 06/22/2011 INT + 0.0000 14,069.25 476928 1219307 09/30/2031 02000 06/22/2011 INT + 0.0000 10,406.54 476930 1219307 09/30/2032 02001 06/22/2011 INT + 0.0000 14,346.24 476932 1219307 09/30/2033 02002 06/22/2011 INT + 0.0000 18,927.34 476934 1219307 09/30/2034 02003 06/22/2011 INT + 0.0000 26,565.00 476936 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 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 09/30/2037 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 ------------------------ ---------------------- 0.0000 466,820.23 ======================== ====================== 0.0000 466,820.23