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 3,147,609.9300 176,003.87 07/31/2011 12X4210 1210830 09/30/2028 01993 6.770001600 7,875,000.0000 444,281.36 07/31/2011 12X4210 1210830 09/30/2032 01993 6.770001600 118,300.0000 6,674.09 07/31/2011 12X4210 1210830 09/30/2034 01993 6.770001600 48,000.0000 2,708.00 07/31/2011 12X4210 1210830 09/30/2029 01994 6.159999600 19,805,000.0000 1,016,656.60 07/31/2011 12X4210 1210830 09/30/2031 01994 6.159999600 4,160,000.0000 213,546.65 07/31/2011 12X4210 1210830 09/30/2032 01994 6.159999600 100,000.0000 5,133.33 07/31/2011 12X4210 1210830 09/30/2034 01994 6.159999600 31,000.0000 1,591.33 07/31/2011 12X4210 1210830 09/30/2031 01995 5.510001600 8,389,000.0000 385,195.03 07/31/2011 12X4210 1210830 09/30/2032 01995 5.510001600 7,320,000.0000 336,110.10 07/31/2011 12X4210 1210830 09/30/2033 01995 5.510001600 120,000.0000 5,510.00 07/31/2011 12X4210 1210830 09/30/2034 01995 5.510001600 100,000.0000 4,591.67 07/31/2011 12X4210 1210830 09/30/2031 01996 5.490000000 4,651,000.0000 212,783.25 07/31/2011 12X4210 1210830 09/30/2032 01996 5.490000000 5,470,000.0000 250,252.50 07/31/2011 12X4210 1210830 09/30/2033 01996 5.490000000 322,000.0000 14,731.50 07/31/2011 12X4210 1210830 09/30/2034 01996 5.490000000 253,000.0000 11,574.75 07/31/2011 12X4210 1210830 09/30/2030 01997 5.240001600 7,956,000.0000 347,412.11 07/31/2011 12X4210 1210830 09/30/2031 01997 5.240001600 3,877,000.0000 169,295.72 07/31/2011 12X4210 1210830 09/30/2032 01997 5.240001600 2,899,000.0000 126,589.71 07/31/2011 12X4210 1210830 09/30/2033 01997 5.240001600 471,000.0000 20,567.01 07/31/2011 12X4210 1210830 09/30/2030 01998 5.199998400 24,297,000.0000 1,052,869.68 07/31/2011 12X4210 1210830 09/30/2031 01998 5.199998400 7,960,000.0000 344,933.23 07/31/2011 12X4210 1210830 09/30/2032 01998 5.199998400 2,268,000.0000 98,279.97 07/31/2011 12X4210 1210830 09/30/2033 01998 5.199998400 1,644,000.0000 71,239.98 07/31/2011 12X4210 1210830 09/30/2022 01999 5.060001600 20,626,000.0000 869,729.94 07/31/2011 12X4210 1210830 09/30/2031 01999 5.060001600 5,548,000.0000 233,940.74 07/31/2011 12X4210 1210830 09/30/2032 01999 5.060001600 5,210,000.0000 219,688.40 07/31/2011 12X4210 1210830 09/30/2033 01999 5.060001600 5,066,000.0000 213,616.40 07/31/2011 12X4210 1210830 09/30/2034 01999 5.060001600 262,000.0000 11,047.67 07/31/2011 12X4210 1210830 09/30/2021 02000 4.889998800 35,607,000.0000 1,450,984.89 07/31/2011 12X4210 1210830 09/30/2031 02000 4.889998800 5,131,000.0000 209,088.20 07/31/2011 12X4210 1210830 09/30/2032 02000 4.889998800 2,223,000.0000 90,587.23 07/31/2011 12X4210 1210830 09/30/2033 02000 4.889998800 926,000.0000 37,734.49 07/31/2011 12X4210 1210830 09/30/2034 02000 4.889998800 153,000.0000 0.00 07/31/2011 12X4210 1210830 09/30/2023 02001 5.259999600 22,525,000.0000 987,345.76 07/31/2011 12X4210 1210830 09/30/2031 02001 5.259999600 4,514,000.0000 197,863.65 07/31/2011 12X4210 1210830 09/30/2032 02001 5.259999600 3,233,000.0000 141,713.16 07/31/2011 12X4210 1210830 09/30/2033 02001 5.259999600 1,940,000.0000 85,036.66 07/31/2011 12X4210 1210830 09/30/2034 02001 5.259999600 234,000.0000 10,257.00 07/31/2011 12X4210 1210830 09/30/2021 02002 5.050000800 15,462,000.0000 650,692.60 07/31/2011 12X4210 1210830 09/30/2031 02002 5.050000800 3,211,000.0000 135,129.60 07/31/2011 12X4210 1210830 09/30/2032 02002 5.050000800 7,564,000.0000 318,318.38 07/31/2011 12X4210 1210830 09/30/2033 02002 5.050000800 7,861,000.0000 330,817.14 07/31/2011 12X4210 1210830 09/30/2034 02002 5.050000800 674,000.0000 28,364.17 07/31/2011 12X4210 1210830 09/30/2025 02003 4.560001200 8,201,000.0000 311,638.08 07/31/2011 12X4210 1210830 09/30/2031 02003 4.560001200 5,748,000.0000 218,424.06 07/31/2011 12X4210 1210830 09/30/2032 02003 4.560001200 10,647,000.0000 404,586.11 07/31/2011 12X4210 1210830 09/30/2033 02003 4.560001200 8,514,000.0000 323,532.09 07/31/2011 12X4210 1210830 09/30/2034 02003 4.560001200 9,189,000.0000 349,182.09 07/31/2011 12X4210 1210830 09/30/2026 02004 4.169998800 28,223,200.0000 980,755.92 07/31/2011 12X4210 1210830 09/30/2031 02004 4.169998800 11,582,000.0000 402,474.38 07/31/2011 12X4210 1210830 09/30/2032 02004 4.169998800 5,497,000.0000 191,020.70 07/31/2011 12X4210 1210830 09/30/2033 02004 4.169998800 6,090,000.0000 211,627.44 07/31/2011 12X4210 1210830 09/30/2034 02004 4.169998800 3,411,000.0000 118,532.22 07/31/2011 12X4210 1210830 09/30/2027 02005 4.340001600 30,518,100.0000 1,103,738.36 07/31/2011 12X4210 1210830 09/30/2031 02005 4.340001600 22,576,000.0000 816,498.97 07/31/2011 12X4210 1210830 09/30/2032 02005 4.340001600 12,333,000.0000 446,043.66 07/31/2011 12X4210 1210830 09/30/2033 02005 4.340001600 2,878,000.0000 104,087.71 07/31/2011 12X4210 1210830 09/30/2034 02005 4.340001600 4,612,000.0000 0.00 07/31/2011 ------------------------ ---------------------- 431,271,209.9300 17,522,629.31 ======================== ====================== 431,271,209.9300 17,522,629.31 ============================================================================================================================ 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 02002 06/22/2011 INT + 0.0000 105,343.01 476539 1210830 09/30/2022 01999 06/22/2011 INT + 0.0000 62,895.81 476533 1210830 09/30/2023 02001 06/22/2011 INT + 0.0000 92,707.49 476537 1210830 09/30/2025 02003 06/22/2011 INT + 0.0000 107,912.42 476541 1210830 09/30/2026 02004 06/22/2011 INT + 0.0000 169,322.80 476543 1210830 09/30/2027 01992 06/22/2011 INT + 0.0000 31,973.15 476517 1210830 09/30/2027 02005 06/22/2011 INT + 0.0000 184,515.16 476545 1210830 09/30/2028 01993 06/22/2011 INT + 0.0000 76,941.06 476519 1210830 09/30/2029 01994 06/22/2011 INT + 0.0000 76,229.99 476521 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 01998 06/22/2011 INT + 0.0000 104,441.96 476531 1210830 09/30/2031 01995 06/22/2011 INT + 0.0000 66,781.21 476525 1210830 09/30/2031 01996 06/22/2011 INT + 0.0000 73,566.00 476527 ------------------------ ---------------------- 0.0000 1,387,269.76 ======================== ====================== 0.0000 1,387,269.76