Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- N/A SUB-COHORT 91X4290 9190 09/30/2048 02008 4.960000800 7,565,459.0700 312,705.69 07/31/2012 91X4290 9190 09/30/2049 02009 3.440001600 67,341,315.5000 1,930,451.94 07/31/2012 91X4290 9190 09/30/2050 02010 2.900001600 105,013,605.2800 2,537,830.19 07/31/2012 91X4290 9190 09/30/2051 02011 3.110000400 114,193,571.7500 2,959,517.12 07/31/2012 91X4290 9190 09/30/2050 02012 3.110000400 35,773,107.0000 927,119.81 07/31/2012 91X4290 9190 09/30/2052 02012 3.110000400 44,523,319.0000 1,153,896.17 07/31/2012 ------------------------ ---------------------- 374,410,377.6000 9,821,520.92 ======================== ====================== 374,410,377.6000 9,821,520.92 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 91X4290 9190 09/30/2048 02008 11/15/2011 INT + 0.0000 73.96 484629 9190 09/30/2048 02008 07/11/2012 INT + 0.0000 669.00 484639 9190 09/30/2049 02009 11/15/2011 INT + 0.0000 952.56 484631 9190 09/30/2049 02009 07/11/2012 INT + 0.0000 179,235.74 484641 9190 09/30/2050 02010 11/15/2011 INT + 0.0000 417.17 484633 9190 09/30/2050 02010 07/11/2012 INT + 0.0000 67,790.41 484643 9190 09/30/2051 02011 11/15/2011 INT + 0.0000 160.81 484635 9190 09/30/2051 02011 07/11/2012 INT + 0.0000 80,729.84 484645 ------------------------ ---------------------- 0.0000 330,029.49 ======================== ====================== 0.0000 330,029.49