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 458,664.47 07/31/2011 12X4219 1219307 09/30/2037 01992 6.789999600 2,860,000.0000 161,828.32 07/31/2011 12X4219 1219307 09/30/2041 01992 6.789999600 87,000.0000 4,922.75 07/31/2011 12X4219 1219307 09/30/2025 01993 6.850000800 7,601,000.0000 433,890.47 07/31/2011 12X4219 1219307 09/30/2029 01993 6.850000800 1,200,000.0000 68,500.01 07/31/2011 12X4219 1219307 09/30/2030 01993 6.850000800 200,000.0000 11,416.67 07/31/2011 12X4219 1219307 09/30/2034 01993 6.850000800 90,000.0000 5,137.50 07/31/2011 12X4219 1219307 09/30/2037 01993 6.850000800 1,230,000.0000 70,212.51 07/31/2011 12X4219 1219307 09/30/2038 01993 6.850000800 28,000.0000 1,598.33 07/31/2011 12X4219 1219307 09/30/2041 01993 6.850000800 192,000.0000 10,960.00 07/31/2011 12X4219 1219307 09/30/2025 01994 6.890000400 6,089,000.0000 349,610.10 07/31/2011 12X4219 1219307 09/30/2026 01994 6.890000400 5,000,000.0000 287,083.35 07/31/2011 12X4219 1219307 09/30/2027 01994 6.890000400 5,000,000.0000 287,083.35 07/31/2011 12X4219 1219307 09/30/2028 01994 6.890000400 2,800,000.0000 160,766.68 07/31/2011 12X4219 1219307 09/30/2029 01994 6.890000400 3,932,000.0000 225,762.35 07/31/2011 12X4219 1219307 09/30/2036 01994 6.890000400 120,000.0000 6,890.00 07/31/2011 12X4219 1219307 09/30/2037 01994 6.890000400 4,420,000.0000 253,781.68 07/31/2011 12X4219 1219307 09/30/2039 01994 6.890000400 1,000,000.0000 57,416.67 07/31/2011 12X4219 1219307 09/30/2041 01994 6.890000400 346,000.0000 19,866.17 07/31/2011 12X4219 1219307 09/30/2027 01995 6.419998800 12,405,000.0000 663,667.38 07/31/2011 12X4219 1219307 09/30/2028 01995 6.419998800 6,000,000.0000 320,999.94 07/31/2011 12X4219 1219307 09/30/2029 01995 6.419998800 2,000,000.0000 106,999.98 07/31/2011 12X4219 1219307 09/30/2031 01995 6.419998800 2,000,000.0000 106,999.98 07/31/2011 12X4219 1219307 09/30/2033 01995 6.419998800 1,000,000.0000 53,499.99 07/31/2011 12X4219 1219307 09/30/2034 01995 6.419998800 110,000.0000 5,885.00 07/31/2011 12X4219 1219307 09/30/2036 01995 6.419998800 140,000.0000 7,490.00 07/31/2011 12X4219 1219307 09/30/2037 01995 6.419998800 4,750,000.0000 254,124.95 07/31/2011 12X4219 1219307 09/30/2039 01995 6.419998800 2,991,000.0000 160,018.47 07/31/2011 12X4219 1219307 09/30/2041 01995 6.419998800 74,000.0000 3,959.00 07/31/2011 12X4219 1219307 09/30/2027 01996 6.109999200 4,802,000.0000 244,501.80 07/31/2011 12X4219 1219307 09/30/2028 01996 6.109999200 2,000,000.0000 101,833.32 07/31/2011 12X4219 1219307 09/30/2029 01996 6.109999200 1,000,000.0000 50,916.66 07/31/2011 12X4219 1219307 09/30/2032 01996 6.109999200 1,000,000.0000 50,916.66 07/31/2011 12X4219 1219307 09/30/2033 01996 6.109999200 1,000,000.0000 50,916.66 07/31/2011 12X4219 1219307 09/30/2034 01996 6.109999200 300,000.0000 15,275.00 07/31/2011 12X4219 1219307 09/30/2036 01996 6.109999200 298,000.0000 15,173.16 07/31/2011 12X4219 1219307 09/30/2037 01996 6.109999200 1,082,000.0000 55,091.83 07/31/2011 12X4219 1219307 09/30/2038 01996 6.109999200 902,000.0000 45,926.83 07/31/2011 12X4219 1219307 09/30/2039 01996 6.109999200 575,000.0000 29,277.08 07/31/2011 12X4219 1219307 09/30/2040 01996 6.109999200 229,000.0000 11,659.92 07/31/2011 12X4219 1219307 09/30/2041 01996 6.109999200 32,000.0000 1,629.33 07/31/2011 12X4219 1219307 09/30/2029 01997 5.960001600 6,057,000.0000 300,831.08 07/31/2011 12X4219 1219307 09/30/2031 01997 5.960001600 3,000,000.0000 149,000.04 07/31/2011 12X4219 1219307 09/30/2032 01997 5.960001600 1,000,000.0000 49,666.68 07/31/2011 12X4219 1219307 09/30/2033 01997 5.960001600 1,000,000.0000 49,666.68 07/31/2011 12X4219 1219307 09/30/2034 01997 5.960001600 310,000.0000 15,396.67 07/31/2011 12X4219 1219307 09/30/2035 01997 5.960001600 360,000.0000 17,880.00 07/31/2011 12X4219 1219307 09/30/2036 01997 5.960001600 418,000.0000 20,760.67 07/31/2011 12X4219 1219307 09/30/2037 01997 5.960001600 1,626,000.0000 80,758.02 07/31/2011 12X4219 1219307 09/30/2038 01997 5.960001600 211,000.0000 10,479.67 07/31/2011 12X4219 1219307 09/30/2041 01997 5.960001600 332,000.0000 16,489.34 07/31/2011 12X4219 1219307 09/30/2029 01998 5.900000400 514,000.0000 25,271.67 07/31/2011 12X4219 1219307 09/30/2030 01998 5.900000400 2,700,000.0000 132,750.01 07/31/2011 12X4219 1219307 09/30/2031 01998 5.900000400 3,000,000.0000 147,500.01 07/31/2011 12X4219 1219307 09/30/2032 01998 5.900000400 2,000,000.0000 98,333.34 07/31/2011 12X4219 1219307 09/30/2033 01998 5.900000400 1,500,000.0000 73,750.01 07/31/2011 12X4219 1219307 09/30/2034 01998 5.900000400 800,000.0000 39,333.34 07/31/2011 12X4219 1219307 09/30/2036 01998 5.900000400 168,000.0000 8,260.00 07/31/2011 12X4219 1219307 09/30/2037 01998 5.900000400 1,712,000.0000 84,173.34 07/31/2011 12X4219 1219307 09/30/2038 01998 5.900000400 208,000.0000 10,226.67 07/31/2011 12X4219 1219307 09/30/2039 01998 5.900000400 250,000.0000 12,291.67 07/31/2011 12X4219 1219307 09/30/2041 01998 5.900000400 107,000.0000 5,260.83 07/31/2011 12X4219 1219307 09/30/2030 01999 5.850000000 1,276,000.0000 62,205.00 07/31/2011 12X4219 1219307 09/30/2031 01999 5.850000000 4,000,000.0000 195,000.00 07/31/2011 12X4219 1219307 09/30/2032 01999 5.850000000 3,000,000.0000 146,250.00 07/31/2011 12X4219 1219307 09/30/2033 01999 5.850000000 1,000,000.0000 48,750.00 07/31/2011 12X4219 1219307 09/30/2034 01999 5.850000000 1,280,000.0000 62,400.00 07/31/2011 12X4219 1219307 09/30/2035 01999 5.850000000 818,000.0000 39,877.50 07/31/2011 12X4219 1219307 09/30/2036 01999 5.850000000 405,000.0000 19,743.75 07/31/2011 12X4219 1219307 09/30/2037 01999 5.850000000 1,654,000.0000 80,632.50 07/31/2011 12X4219 1219307 09/30/2038 01999 5.850000000 143,000.0000 6,971.25 07/31/2011 12X4219 1219307 09/30/2041 01999 5.850000000 30,000.0000 1,462.50 07/31/2011 12X4219 1219307 09/30/2031 02000 5.609998800 3,667,000.0000 171,432.21 07/31/2011 12X4219 1219307 09/30/2032 02000 5.609998800 5,000,000.0000 233,749.95 07/31/2011 12X4219 1219307 09/30/2033 02000 5.609998800 3,000,000.0000 140,249.97 07/31/2011 12X4219 1219307 09/30/2034 02000 5.609998800 1,660,000.0000 77,604.98 07/31/2011 12X4219 1219307 09/30/2035 02000 5.609998800 1,300,000.0000 60,774.99 07/31/2011 12X4219 1219307 09/30/2036 02000 5.609998800 172,000.0000 8,041.00 07/31/2011 12X4219 1219307 09/30/2037 02000 5.609998800 2,206,000.0000 103,130.48 07/31/2011 12X4219 1219307 09/30/2038 02000 5.609998800 185,000.0000 8,648.75 07/31/2011 12X4219 1219307 09/30/2041 02000 5.609998800 140,000.0000 6,545.00 07/31/2011 12X4219 1219307 09/30/2032 02001 4.989999600 485,000.0000 20,167.92 07/31/2011 12X4219 1219307 09/30/2033 02001 4.989999600 3,000,000.0000 124,749.99 07/31/2011 12X4219 1219307 09/30/2034 02001 4.989999600 4,500,000.0000 187,124.99 07/31/2011 12X4219 1219307 09/30/2035 02001 4.989999600 2,000,000.0000 83,166.66 07/31/2011 12X4219 1219307 09/30/2036 02001 4.989999600 1,852,000.0000 77,012.33 07/31/2011 12X4219 1219307 09/30/2037 02001 4.989999600 2,464,000.0000 102,461.33 07/31/2011 12X4219 1219307 09/30/2038 02001 4.989999600 1,293,000.0000 53,767.25 07/31/2011 12X4219 1219307 09/30/2039 02001 4.989999600 1,266,000.0000 52,644.50 07/31/2011 12X4219 1219307 09/30/2040 02001 4.989999600 180,000.0000 7,485.00 07/31/2011 12X4219 1219307 09/30/2041 02001 4.989999600 146,000.0000 6,071.17 07/31/2011 12X4219 1219307 09/30/2033 02002 4.809999600 828,000.0000 33,189.00 07/31/2011 12X4219 1219307 09/30/2034 02002 4.809999600 6,300,000.0000 252,524.98 07/31/2011 12X4219 1219307 09/30/2035 02002 4.809999600 2,135,000.0000 85,577.91 07/31/2011 12X4219 1219307 09/30/2036 02002 4.809999600 2,353,000.0000 94,316.08 07/31/2011 12X4219 1219307 09/30/2037 02002 4.809999600 2,050,000.0000 82,170.83 07/31/2011 12X4219 1219307 09/30/2038 02002 4.809999600 1,436,000.0000 57,559.66 07/31/2011 12X4219 1219307 09/30/2039 02002 4.809999600 808,000.0000 32,387.33 07/31/2011 12X4219 1219307 09/30/2041 02002 4.809999600 265,000.0000 10,622.08 07/31/2011 12X4219 1219307 09/30/2034 02003 4.830001200 4,185,000.0000 168,446.29 07/31/2011 12X4219 1219307 09/30/2035 02003 4.830001200 5,035,000.0000 202,658.80 07/31/2011 12X4219 1219307 09/30/2036 02003 4.830001200 4,071,000.0000 163,857.79 07/31/2011 12X4219 1219307 09/30/2037 02003 4.830001200 4,095,000.0000 164,823.79 07/31/2011 12X4219 1219307 09/30/2038 02003 4.830001200 1,493,000.0000 60,093.26 07/31/2011 12X4219 1219307 09/30/2039 02003 4.830001200 1,179,000.0000 47,454.76 07/31/2011 12X4219 1219307 09/30/2040 02003 4.830001200 567,000.0000 22,821.76 07/31/2011 12X4219 1219307 09/30/2041 02003 4.830001200 359,000.0000 14,449.75 07/31/2011 12X4219 1219307 09/30/2035 02004 4.730000400 5,225,000.0000 205,952.10 07/31/2011 12X4219 1219307 09/30/2036 02004 4.730000400 4,583,000.0000 180,646.60 07/31/2011 12X4219 1219307 09/30/2037 02004 4.730000400 4,142,000.0000 163,263.85 07/31/2011 12X4219 1219307 09/30/2038 02004 4.730000400 1,202,000.0000 47,378.84 07/31/2011 12X4219 1219307 09/30/2039 02004 4.730000400 969,000.0000 38,194.75 07/31/2011 12X4219 1219307 09/30/2040 02004 4.730000400 580,000.0000 22,861.67 07/31/2011 12X4219 1219307 09/30/2041 02004 4.730000400 476,000.0000 18,762.33 07/31/2011 12X4219 1219307 09/30/2036 02005 4.849999200 5,231,000.0000 211,419.55 07/31/2011 12X4219 1219307 09/30/2037 02005 4.849999200 5,539,000.0000 223,867.88 07/31/2011 12X4219 1219307 09/30/2038 02005 4.849999200 2,340,000.0000 94,574.98 07/31/2011 12X4219 1219307 09/30/2039 02005 4.849999200 1,910,000.0000 77,195.82 07/31/2011 12X4219 1219307 09/30/2040 02005 4.849999200 1,244,000.0000 50,278.33 07/31/2011 12X4219 1219307 09/30/2041 02005 4.849999200 1,029,000.0000 41,588.74 07/31/2011 12X4219 1219307 09/30/2037 02006 4.780000800 4,054,000.0000 161,484.36 07/31/2011 12X4219 1219307 09/30/2038 02006 4.780000800 3,541,000.0000 141,049.86 07/31/2011 12X4219 1219307 09/30/2039 02006 4.780000800 5,528,000.0000 220,198.70 07/31/2011 12X4219 1219307 09/30/2040 02006 4.780000800 3,615,000.0000 143,997.52 07/31/2011 12X4219 1219307 09/30/2041 02006 4.780000800 1,372,000.0000 54,651.34 07/31/2011 12X4219 1219307 09/30/2038 02007 4.669999200 7,304,000.0000 284,247.28 07/31/2011 12X4219 1219307 09/30/2039 02007 4.669999200 4,136,000.0000 160,959.31 07/31/2011 12X4219 1219307 09/30/2040 02007 4.669999200 4,483,000.0000 174,463.39 07/31/2011 12X4219 1219307 09/30/2041 02007 4.669999200 1,393,000.0000 54,210.91 07/31/2011 12X4219 1219307 09/30/2039 02008 4.569998400 6,935,500.0000 264,126.87 07/31/2011 12X4219 1219307 09/30/2040 02008 4.569998400 5,423,000.0000 206,525.84 07/31/2011 12X4219 1219307 09/30/2041 02008 4.569998400 2,751,000.0000 104,767.21 07/31/2011 12X4219 1219307 09/30/2040 02009 4.960000800 7,415,000.0000 306,486.72 07/31/2011 12X4219 1219307 09/30/2041 02009 4.960000800 2,546,000.0000 105,234.68 07/31/2011 12X4219 1219307 09/30/2040 02010 4.960000800 766,000.0000 31,661.34 07/31/2011 12X4219 1219307 09/30/2041 02010 4.960000800 5,153,000.0000 212,990.70 07/31/2011 ------------------------ ---------------------- 308,430,500.0000 14,264,350.57 ======================== ====================== 308,430,500.0000 14,264,350.57 ============================================================================================================================ 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