Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 110 SUB-COHORT 12X4213 1213110 09/30/2011 01992 5.420001600 500,000.0000 9,033.34 01/31/2011 12X4213 1213110 09/30/2011 01993 4.669999200 150,000.0000 2,335.00 01/31/2011 12X4213 1213110 09/30/2014 01993 4.669999200 70,000.0000 1,089.67 01/31/2011 12X4213 1213110 09/30/2014 01994 5.500000800 247,000.0000 4,528.33 01/31/2011 12X4213 1213110 09/30/2014 01995 6.699999600 258,000.0000 5,762.00 01/31/2011 12X4213 1213110 09/30/2014 01996 5.990000400 426,000.0000 8,505.80 01/31/2011 12X4213 1213110 09/30/2011 01997 6.099998400 450,000.0000 9,150.00 01/31/2011 12X4213 1213110 09/30/2014 01998 5.519998800 410,000.0000 7,544.00 01/31/2011 12X4213 1213110 09/30/2014 01999 5.259999600 558,000.0000 9,783.60 01/31/2011 12X4213 1213110 09/30/2014 02000 6.230001600 875,000.0000 18,170.84 01/31/2011 12X4213 1213110 09/30/2014 02001 4.780000800 1,136,000.0000 18,100.27 01/31/2011 ------------------------ ---------------------- 5,080,000.0000 94,002.85 114 SUB-COHORT 12X4213 1213114 09/30/2049 01992 7.319998800 10,500.0000 256.20 01/31/2011 12X4213 1213114 09/30/2049 01994 6.860001600 242,000.0000 5,533.73 01/31/2011 12X4213 1213114 09/30/2046 01995 7.120000800 325,000.0000 7,713.33 01/31/2011 12X4213 1213114 09/30/2049 01996 6.660000000 120,000.0000 2,664.00 01/31/2011 12X4213 1213114 09/30/2049 01997 6.519999600 316,000.0000 6,867.73 01/31/2011 12X4213 1213114 09/30/2049 01999 5.820001200 206,000.0000 3,996.40 01/31/2011 12X4213 1213114 09/30/2049 02000 6.199999200 677,000.0000 13,991.33 01/31/2011 12X4213 1213114 09/30/2049 02002 4.050000000 2,057,000.0000 27,769.50 01/31/2011 12X4213 1213114 09/30/2050 02003 3.560000400 605,000.0000 7,179.33 01/31/2011 ------------------------ ---------------------- 4,558,500.0000 75,971.55 117 SUB-COHORT 12X4213 1213117 09/30/2012 01993 6.649999200 1,000.0000 22.17 01/31/2011 ------------------------ ---------------------- 1,000.0000 22.17 111 SUB-COHORT 12X4213 1213111 09/30/2014 01993 5.950000800 7,000.0000 138.83 01/31/2011 12X4213 1213111 09/30/2014 01994 6.270001200 140,000.0000 2,926.00 01/31/2011 12X4213 1213111 09/30/2014 01995 7.049998800 129,000.0000 3,031.50 01/31/2011 12X4213 1213111 09/30/2014 01996 6.339999600 283,000.0000 5,980.73 01/31/2011 12X4213 1213111 09/30/2014 01997 6.390000000 76,000.0000 1,618.80 01/31/2011 ------------------------ ---------------------- 635,000.0000 13,695.86 ======================== ====================== 10,274,500.0000 183,692.43 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 12X4213 1213110 09/30/2011 01998 01/24/2011 INT + 0.0000 9,659.99 487359 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 62,410.04 ======================== ====================== 0.0000 62,410.04