Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- N/A SUB-COHORT 12X4158 1258 09/30/2011 02000 5.420001600 44,468.4200 602.55 12/31/2010 12X4158 1258 09/30/2011 02001 4.449999600 998,835.1100 11,112.04 12/31/2010 12X4158 1258 09/30/2012 02004 3.579998400 7,642,754.0100 68,402.62 12/31/2010 12X4158 1258 09/30/2013 02005 4.389998400 17,364,684.4200 190,577.34 12/31/2010 12X4158 1258 09/30/2014 02006 4.740001200 42,545,248.3700 504,161.32 12/31/2010 12X4158 1258 09/30/2015 02007 3.769999200 79,056,040.5200 745,103.02 12/31/2010 12X4158 1258 09/30/2016 02008 2.499998400 100,976,792.6800 631,104.55 12/31/2010 12X4158 1258 09/30/2017 02009 2.199999600 155,740,664.0800 856,573.50 12/31/2010 12X4158 1258 09/30/2018 02010 2.469999600 364,361,722.4600 2,249,933.27 12/31/2010 12X4158 1258 09/30/2019 02011 2.469999600 306,050,442.0000 1,889,861.17 12/31/2010 ------------------------ ---------------------- 1,074,781,652.0700 7,147,431.38 ======================== ====================== 1,074,781,652.0700 7,147,431.38 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 12X4158 1258 09/30/2011 02000 12/21/2010 INT + 0.0000 1,355.00 476842 1258 09/30/2011 02001 12/21/2010 INT + 0.0000 0.11 476844 1258 09/30/2011 02002 12/21/2010 INT + 0.0000 17.20 476846 1258 09/30/2011 02003 12/21/2010 INT + 0.0000 51,982.20 476848 1258 09/30/2012 02004 12/21/2010 INT + 0.0000 65,147.13 476850 1258 09/30/2013 02005 12/21/2010 INT + 0.0000 97,355.41 476852 1258 09/30/2014 02006 12/21/2010 INT + 0.0000 138,521.30 476854 1258 09/30/2015 02007 12/21/2010 INT + 0.0000 153,446.30 476856 1258 09/30/2016 02008 12/21/2010 INT + 0.0000 109,745.15 476858 1258 09/30/2017 02009 12/21/2010 INT + 0.0000 113,864.86 476860 1258 09/30/2018 02010 12/21/2010 INT + 0.0000 505,922.02 476862 1258 09/30/2019 02011 12/21/2010 INT + 0.0000 179.79 476864 ------------------------ ---------------------- 0.0000 1,237,536.47 ======================== ====================== 0.0000 1,237,536.47