Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- BKT2 SUB-COHORT 20X4088 2088BKT2 09/30/2012 02000 4.860000000 381,565.7300 4,636.02 12/31/2011 ------------------------ ---------------------- 381,565.7300 4,636.02 BKT3 SUB-COHORT 20X4088 2088BKT3 09/30/2019 01998 5.829998400 805,956.4700 11,746.81 12/31/2011 20X4088 2088BKT3 09/30/2019 01999 5.709999600 1,974,453.8800 28,185.33 12/31/2011 20X4088 2088BKT3 09/30/2020 02000 5.429998800 4,290,612.7500 58,245.06 12/31/2011 ------------------------ ---------------------- 7,071,023.1000 98,177.20 BKT4 SUB-COHORT 20X4088 2088BKT4 09/30/2025 01996 6.480000000 758,374.4000 12,285.67 12/31/2011 20X4088 2088BKT4 09/30/2021 01997 5.829998400 321,986.5800 4,692.95 12/31/2011 20X4088 2088BKT4 09/30/2031 01998 6.360001200 308,346.9100 4,902.72 12/31/2011 20X4088 2088BKT4 09/30/2031 01999 5.640001200 3,089,768.7900 43,565.75 12/31/2011 20X4088 2088BKT4 09/30/2033 02000 5.519998800 396,438.8000 5,470.85 12/31/2011 ------------------------ ---------------------- 4,874,915.4800 70,917.94 GRP1 SUB-COHORT 20X4088 2088GRP1 09/30/2024 02002 5.469998400 181,806.6600 2,486.21 12/31/2011 20X4088 2088GRP1 09/30/2037 02005 4.669999200 1,107,566.7700 12,930.84 12/31/2011 20X4088 2088GRP1 09/30/2021 02006 4.380001200 132,802.5000 1,454.19 12/31/2011 20X4088 2088GRP1 09/30/2021 02007 4.330000800 57,163.6900 618.80 12/31/2011 20X4088 2088GRP1 09/30/2013 02008 1.850000400 138,267.1600 639.49 12/31/2011 ------------------------ ---------------------- 1,617,606.7800 18,129.53 GRP2 SUB-COHORT 20X4088 2088GRP2 09/30/2020 02001 4.539999600 5,762,917.4300 65,409.11 12/31/2011 20X4088 2088GRP2 09/30/2024 02002 4.309999200 4,063,630.1400 43,785.61 12/31/2011 20X4088 2088GRP2 09/30/2024 02003 5.209999200 1,934,265.8400 25,193.81 12/31/2011 20X4088 2088GRP2 09/30/2022 02004 4.500000000 1,962,590.9500 22,079.15 12/31/2011 20X4088 2088GRP2 09/30/2018 02005 4.740001200 1,629,736.2600 19,312.38 12/31/2011 20X4088 2088GRP2 09/30/2017 02006 4.619998800 716,097.0600 8,270.92 12/31/2011 20X4088 2088GRP2 09/30/2019 02007 3.999999600 800,117.7600 8,001.18 12/31/2011 20X4088 2088GRP2 09/30/2023 02008 3.039998400 2,323,165.1500 17,656.05 12/31/2011 ------------------------ ---------------------- 19,192,520.5900 209,708.21 GRP3 SUB-COHORT 20X4088 2088GRP3 09/30/2023 02001 4.690000800 229,450.3100 2,690.31 12/31/2011 ------------------------ ---------------------- 229,450.3100 2,690.31 GRP4 SUB-COHORT 20X4088 2088GRP4 09/30/2014 02001 3.549999600 171,094.0600 1,518.46 12/31/2011 20X4088 2088GRP4 09/30/2013 02002 3.639999600 268,847.0700 2,446.51 12/31/2011 20X4088 2088GRP4 09/30/2017 02004 4.280000400 914,677.5700 9,787.05 12/31/2011 20X4088 2088GRP4 09/30/2037 02005 4.240000800 754,579.0100 7,998.54 12/31/2011 20X4088 2088GRP4 09/30/2019 02008 2.840000400 255,026.7700 1,810.69 12/31/2011 ------------------------ ---------------------- 2,364,224.4800 23,561.25 ======================== ====================== 35,731,306.4700 427,820.46 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00