Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 302 SUB-COHORT 12X4223 1223302 09/30/2034 01997 6.109999200 879,000.0000 49,231.32 08/31/2012 12X4223 1223302 09/30/2034 01998 6.009998400 1,627,000.0000 89,634.12 08/31/2012 12X4223 1223302 09/30/2030 01999 6.009998400 1,179,068.0000 64,956.80 08/31/2012 12X4223 1223302 09/30/2031 01999 6.009998400 2,000,000.0000 110,183.30 08/31/2012 12X4223 1223302 09/30/2034 01999 6.009998400 6,304,000.0000 347,297.77 08/31/2012 12X4223 1223302 09/30/2032 02000 5.799999600 453,533.0000 24,112.84 08/31/2012 12X4223 1223302 09/30/2034 02000 5.799999600 11,266,000.0000 598,975.63 08/31/2012 12X4223 1223302 09/30/2030 02001 4.680000000 11,260,623.0000 483,080.73 08/31/2012 12X4223 1223302 09/30/2032 02001 4.680000000 6,600,000.0000 283,140.00 08/31/2012 12X4223 1223302 09/30/2033 02001 4.680000000 11,000.0000 471.90 08/31/2012 12X4223 1223302 09/30/2034 02001 4.680000000 12,501,000.0000 536,292.90 08/31/2012 ------------------------ ---------------------- 54,081,224.0000 2,587,377.31 ======================== ====================== 54,081,224.0000 2,587,377.31 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 12X4223 1223302 09/30/2030 01999 03/27/2012 INT + 0.0000 38,311.69 430984 1223302 09/30/2030 02001 03/27/2012 INT + 0.0000 10,258.02 430988 1223302 09/30/2030 02001 08/29/2012 INT + 0.0000 18,018.00 431002 1223302 09/30/2032 02000 03/27/2012 INT + 0.0000 14,861.54 430986 1223302 09/30/2034 01997 08/29/2012 INT + 0.0000 124,980.03 430998 1223302 09/30/2034 01998 08/29/2012 INT + 0.0000 73,562.38 431000 ------------------------ ---------------------- 0.0000 279,991.66 ======================== ====================== 0.0000 279,991.66