Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 110 SUB-COHORT 12X4213 1213110 09/30/2014 02000 6.230001600 300,000.0000 7,787.50 02/29/2012 ------------------------ ---------------------- 300,000.0000 7,787.50 114 SUB-COHORT 12X4213 1213114 09/30/2049 01992 7.319998800 10,500.0000 320.25 02/29/2012 12X4213 1213114 09/30/2051 01992 7.319998800 1,000,000.0000 30,500.00 02/29/2012 12X4213 1213114 09/30/2051 01993 6.680001600 1,000,000.0000 27,833.34 02/29/2012 12X4213 1213114 09/30/2049 01994 6.860001600 242,000.0000 6,917.17 02/29/2012 12X4213 1213114 09/30/2051 01994 6.860001600 1,000,000.0000 28,583.34 02/29/2012 12X4213 1213114 09/30/2046 01995 7.120000800 325,000.0000 9,641.67 02/29/2012 12X4213 1213114 09/30/2051 01995 7.120000800 1,000,000.0000 29,666.67 02/29/2012 12X4213 1213114 09/30/2049 01996 6.660000000 120,000.0000 3,330.00 02/29/2012 12X4213 1213114 09/30/2051 01996 6.660000000 250,000.0000 6,937.50 02/29/2012 12X4213 1213114 09/30/2049 01997 6.519999600 316,000.0000 8,584.67 02/29/2012 12X4213 1213114 09/30/2049 01999 5.820001200 206,000.0000 4,995.50 02/29/2012 12X4213 1213114 09/30/2049 02000 6.199999200 400,000.0000 10,333.33 02/29/2012 12X4213 1213114 09/30/2051 02001 4.790001600 1,250,000.0000 24,947.93 02/29/2012 12X4213 1213114 09/30/2049 02002 4.020001200 1,500,000.0000 25,125.01 02/29/2012 12X4213 1213114 09/30/2050 02003 3.470000400 605,000.0000 8,747.29 02/29/2012 12X4213 1213114 09/30/2051 02003 3.470000400 250,000.0000 3,614.58 02/29/2012 12X4213 1213114 09/30/2051 02004 3.530001600 1,500,000.0000 22,062.51 02/29/2012 ------------------------ ---------------------- 10,974,500.0000 252,140.76 ======================== ====================== 11,274,500.0000 259,928.26 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00