Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 110 SUB-COHORT 12X4213 1213110 09/30/2011 01993 4.669999200 150,000.0000 5,837.50 07/31/2011 12X4213 1213110 09/30/2014 01993 4.669999200 70,000.0000 2,724.17 07/31/2011 12X4213 1213110 09/30/2014 01994 5.500000800 247,000.0000 11,320.83 07/31/2011 12X4213 1213110 09/30/2014 01995 6.699999600 258,000.0000 14,405.00 07/31/2011 12X4213 1213110 09/30/2014 01996 5.990000400 426,000.0000 21,264.50 07/31/2011 12X4213 1213110 09/30/2011 01997 6.099998400 450,000.0000 22,874.99 07/31/2011 12X4213 1213110 09/30/2014 01998 5.519998800 410,000.0000 18,860.00 07/31/2011 12X4213 1213110 09/30/2014 01999 5.259999600 558,000.0000 24,459.00 07/31/2011 12X4213 1213110 09/30/2014 02000 6.230001600 875,000.0000 45,427.10 07/31/2011 ------------------------ ---------------------- 3,444,000.0000 167,173.09 114 SUB-COHORT 12X4213 1213114 09/30/2049 01992 7.319998800 10,500.0000 640.50 07/31/2011 12X4213 1213114 09/30/2049 01994 6.860001600 242,000.0000 13,834.34 07/31/2011 12X4213 1213114 09/30/2046 01995 7.120000800 325,000.0000 19,283.34 07/31/2011 12X4213 1213114 09/30/2049 01996 6.660000000 120,000.0000 6,660.00 07/31/2011 12X4213 1213114 09/30/2049 01997 6.519999600 316,000.0000 17,169.33 07/31/2011 12X4213 1213114 09/30/2049 01999 5.820001200 206,000.0000 9,991.00 07/31/2011 12X4213 1213114 09/30/2049 02000 6.199999200 677,000.0000 34,978.33 07/31/2011 12X4213 1213114 09/30/2049 02002 4.050000000 2,057,000.0000 69,423.75 07/31/2011 12X4213 1213114 09/30/2050 02003 3.560000400 605,000.0000 17,948.34 07/31/2011 ------------------------ ---------------------- 4,558,500.0000 189,928.93 117 SUB-COHORT 12X4213 1213117 09/30/2012 01993 6.649999200 1,000.0000 55.42 07/31/2011 ------------------------ ---------------------- 1,000.0000 55.42 111 SUB-COHORT 12X4213 1213111 09/30/2014 01993 5.950000800 7,000.0000 347.08 07/31/2011 12X4213 1213111 09/30/2014 01994 6.270001200 140,000.0000 7,315.00 07/31/2011 12X4213 1213111 09/30/2014 01995 7.049998800 129,000.0000 7,578.75 07/31/2011 12X4213 1213111 09/30/2014 01996 6.339999600 283,000.0000 14,951.83 07/31/2011 12X4213 1213111 09/30/2014 01997 6.390000000 76,000.0000 4,047.00 07/31/2011 ------------------------ ---------------------- 635,000.0000 34,239.66 ======================== ====================== 8,638,500.0000 391,397.10 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 12X4213 1213110 09/30/2011 01992 03/29/2011 INT + 0.0000 13,550.00 487367 1213110 09/30/2011 01998 01/24/2011 INT + 0.0000 9,659.99 487359 1213110 09/30/2014 02001 03/29/2011 INT + 0.0000 27,150.40 487369 1213110 09/30/2014 02002 01/24/2011 INT + 0.0000 49,219.98 487361 1213114 09/30/2049 01993 01/24/2011 INT + 0.0000 3,473.60 487363 1213117 09/30/2015 01992 01/24/2011 INT + 0.0000 56.47 487365 ------------------------ ---------------------- 0.0000 103,110.44 ======================== ====================== 0.0000 103,110.44