Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 320 SUB-COHORT 12X4176 1276320 09/30/2016 01995 6.699999600 1.0000 0.05 06/30/2011 12X4176 1276320 09/30/2021 01995 6.699999600 6,000.0000 301.50 06/30/2011 12X4176 1276320 09/30/2019 01998 5.760000000 87,800.0000 3,792.96 06/30/2011 12X4176 1276320 09/30/2020 01998 5.760000000 60,000.0000 2,592.00 06/30/2011 12X4176 1276320 09/30/2019 01999 6.069999600 94,400.0000 4,297.56 06/30/2011 12X4176 1276320 09/30/2016 02000 5.730001200 18,800.0000 807.93 06/30/2011 12X4176 1276320 09/30/2017 02000 5.730001200 160,000.0000 6,876.00 06/30/2011 12X4176 1276320 09/30/2019 02000 5.730001200 157,000.0000 6,747.08 06/30/2011 12X4176 1276320 09/30/2021 02000 5.730001200 35,000.0000 1,504.13 06/30/2011 12X4176 1276320 09/30/2013 02001 4.500000000 724,900.0000 24,465.38 06/30/2011 12X4176 1276320 09/30/2014 02001 4.500000000 516,000.0000 17,415.00 06/30/2011 12X4176 1276320 09/30/2015 02001 4.500000000 65,300.0000 2,203.88 06/30/2011 12X4176 1276320 09/30/2016 02001 4.500000000 615,000.0000 20,756.25 06/30/2011 12X4176 1276320 09/30/2017 02001 4.500000000 10,000.0000 337.50 06/30/2011 12X4176 1276320 09/30/2021 02001 4.500000000 15,000.0000 506.25 06/30/2011 12X4176 1276320 09/30/2014 02002 3.809998800 1,633,500.0000 46,677.25 06/30/2011 12X4176 1276320 09/30/2015 02002 3.809998800 419,300.0000 11,981.49 06/30/2011 12X4176 1276320 09/30/2016 02002 3.809998800 43,000.0000 1,228.72 06/30/2011 12X4176 1276320 09/30/2017 02002 3.809998800 670,000.0000 19,145.24 06/30/2011 12X4176 1276320 09/30/2014 02003 3.660001200 197,500.0000 5,421.38 06/30/2011 12X4176 1276320 09/30/2015 02003 3.660001200 851,000.0000 23,359.96 06/30/2011 12X4176 1276320 09/30/2016 02003 3.660001200 500,000.0000 13,725.00 06/30/2011 12X4176 1276320 09/30/2017 02003 3.660001200 2,510,000.0000 68,899.52 06/30/2011 12X4176 1276320 09/30/2015 02004 4.050000000 1,640,500.0000 49,830.19 06/30/2011 12X4176 1276320 09/30/2016 02004 4.050000000 2,652,000.0000 80,554.50 06/30/2011 12X4176 1276320 09/30/2018 02004 4.050000000 489,000.0000 14,853.38 06/30/2011 12X4176 1276320 09/30/2020 02004 4.050000000 180,000.0000 5,467.50 06/30/2011 12X4176 1276320 09/30/2021 02004 4.050000000 8,000.0000 243.00 06/30/2011 12X4176 1276320 09/30/2016 02005 4.619998800 8,516,500.0000 295,096.65 06/30/2011 12X4176 1276320 09/30/2017 02005 4.619998800 2,386,000.0000 82,674.88 06/30/2011 12X4176 1276320 09/30/2020 02005 4.619998800 1,395,000.0000 48,336.74 06/30/2011 12X4176 1276320 09/30/2021 02005 4.619998800 19,000.0000 658.35 06/30/2011 12X4176 1276320 09/30/2017 02006 4.569998400 7,250,600.0000 248,514.23 06/30/2011 12X4176 1276320 09/30/2018 02006 4.569998400 2,571,000.0000 88,120.99 06/30/2011 12X4176 1276320 09/30/2020 02006 4.569998400 429,000.0000 14,703.97 06/30/2011 12X4176 1276320 09/30/2021 02006 4.569998400 486,000.0000 0.00 06/30/2011 12X4176 1276320 09/30/2018 02007 3.800001600 14,043,600.0000 400,242.77 06/30/2011 12X4176 1276320 09/30/2019 02007 3.800001600 2,702,000.0000 77,007.03 06/30/2011 12X4176 1276320 09/30/2020 02007 3.800001600 40,000.0000 1,140.00 06/30/2011 12X4176 1276320 09/30/2018 02008 3.399998400 2,366,200.0000 60,338.07 06/30/2011 12X4176 1276320 09/30/2019 02008 3.399998400 11,924,000.0000 304,061.86 06/30/2011 12X4176 1276320 09/30/2020 02008 3.399998400 7,062,000.0000 180,080.92 06/30/2011 12X4176 1276320 09/30/2021 02008 3.399998400 384,000.0000 9,792.00 06/30/2011 12X4176 1276320 09/30/2019 02009 4.190000400 4,814,900.0000 151,308.25 06/30/2011 12X4176 1276320 09/30/2020 02009 4.190000400 11,898,000.0000 373,894.69 06/30/2011 12X4176 1276320 09/30/2021 02009 4.190000400 6,109,000.0000 191,975.34 06/30/2011 12X4176 1276320 09/30/2020 02010 4.190000400 1,608,000.0000 50,531.40 06/30/2011 12X4176 1276320 09/30/2021 02010 4.190000400 11,926,000.0000 374,774.59 06/30/2011 12X4176 1276320 09/30/2021 02011 4.190000400 608,000.0000 19,106.40 06/30/2011 ------------------------ ---------------------- 112,897,801.0000 3,406,349.73 ======================== ====================== 112,897,801.0000 3,406,349.73 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 12X4176 1276320 09/30/2011 01999 06/10/2011 INT + 0.0000 1,168.47 476595 1276320 09/30/2011 01999 06/21/2011 INT - 0.0000 -1,168.47 476655 1276320 09/30/2011 01999 06/21/2011 INT + 0.0000 1,168.47 476715 1276320 09/30/2012 01999 06/10/2011 INT + 0.0000 9,104.99 476597 1276320 09/30/2012 01999 06/21/2011 INT - 0.0000 -9,104.99 476657 1276320 09/30/2012 01999 06/21/2011 INT + 0.0000 9,104.99 476717 1276320 09/30/2012 02000 06/10/2011 INT + 0.0000 8,795.55 476609 1276320 09/30/2012 02000 06/21/2011 INT - 0.0000 -8,795.55 476669 1276320 09/30/2012 02000 06/21/2011 INT + 0.0000 8,795.55 476729 1276320 09/30/2012 02001 06/10/2011 INT + 0.0000 18,267.75 476619 1276320 09/30/2012 02001 06/21/2011 INT - 0.0000 -18,267.75 476679 1276320 09/30/2012 02001 06/21/2011 INT + 0.0000 18,267.75 476739 1276320 09/30/2012 02002 06/10/2011 INT + 0.0000 11,191.87 476623 1276320 09/30/2012 02002 06/21/2011 INT - 0.0000 -11,191.87 476683 1276320 09/30/2012 02002 06/21/2011 INT + 0.0000 11,191.87 476743 1276320 09/30/2013 02000 06/10/2011 INT + 0.0000 8,595.00 476611 1276320 09/30/2013 02000 06/21/2011 INT - 0.0000 -8,595.00 476671 1276320 09/30/2013 02000 06/21/2011 INT + 0.0000 8,595.00 476731 1276320 09/30/2013 02001 06/10/2011 INT + 0.0000 28,689.75 476621 1276320 09/30/2013 02001 06/21/2011 INT - 0.0000 -28,689.75 476681 1276320 09/30/2013 02001 06/21/2011 INT + 0.0000 28,689.75 476741 1276320 09/30/2013 02002 06/10/2011 INT + 0.0000 5,714.99 476625 1276320 09/30/2013 02002 06/21/2011 INT - 0.0000 -5,714.99 476685 1276320 09/30/2013 02002 06/21/2011 INT + 0.0000 5,714.99 476745 1276320 09/30/2014 01999 06/10/2011 INT + 0.0000 3,429.54 476599 1276320 09/30/2014 01999 06/21/2011 INT - 0.0000 -3,429.54 476659 1276320 09/30/2014 01999 06/21/2011 INT + 0.0000 3,429.54 476719 1276320 09/30/2014 02000 06/10/2011 INT + 0.0000 11,460.00 476613 1276320 09/30/2014 02000 06/21/2011 INT - 0.0000 -11,460.00 476673 1276320 09/30/2014 02000 06/21/2011 INT + 0.0000 11,460.00 476733 1276320 09/30/2014 02002 06/10/2011 INT + 0.0000 20,316.81 476627 1276320 09/30/2014 02002 06/21/2011 INT - 0.0000 -20,316.81 476687 1276320 09/30/2014 02002 06/21/2011 INT + 0.0000 20,316.81 476747 1276320 09/30/2014 02003 06/10/2011 INT + 0.0000 31,787.11 476629 1276320 09/30/2014 02003 06/21/2011 INT - 0.0000 -31,787.11 476689 1276320 09/30/2014 02003 06/21/2011 INT + 0.0000 31,787.11 476749 1276320 09/30/2015 01999 06/10/2011 INT + 0.0000 3,214.06 476601 1276320 09/30/2015 01999 06/21/2011 INT - 0.0000 -3,214.06 476661 1276320 09/30/2015 01999 06/21/2011 INT + 0.0000 3,214.06 476721 1276320 09/30/2015 02000 06/10/2011 INT + 0.0000 3,804.72 476615 1276320 09/30/2015 02000 06/21/2011 INT - 0.0000 -3,804.72 476675 1276320 09/30/2015 02000 06/21/2011 INT + 0.0000 3,804.72 476735 1276320 09/30/2015 02004 06/10/2011 INT + 0.0000 27,459.00 476631 1276320 09/30/2015 02004 06/21/2011 INT - 0.0000 -27,459.00 476691 1276320 09/30/2015 02004 06/21/2011 INT + 0.0000 27,459.00 476751 1276320 09/30/2016 01995 06/10/2011 INT + 0.0000 33.49 476589 1276320 09/30/2016 01995 06/21/2011 INT - 0.0000 -33.49 476649 1276320 09/30/2016 01995 06/21/2011 INT + 0.0000 33.46 476709 1276320 09/30/2016 01999 06/10/2011 INT + 0.0000 1,972.74 476603 1276320 09/30/2016 01999 06/21/2011 INT - 0.0000 -1,972.74 476663 1276320 09/30/2016 01999 06/21/2011 INT + 0.0000 1,972.74 476723 1276320 09/30/2016 02000 06/10/2011 INT + 0.0000 3,243.18 476617 1276320 09/30/2016 02000 06/21/2011 INT - 0.0000 -3,243.18 476677 1276320 09/30/2016 02000 06/21/2011 INT + 0.0000 3,243.18 476737 1276320 09/30/2016 02005 06/10/2011 INT + 0.0000 38,623.18 476633 1276320 09/30/2016 02005 06/21/2011 INT - 0.0000 -38,623.18 476693 1276320 09/30/2016 02005 06/21/2011 INT + 0.0000 38,623.18 476753 1276320 09/30/2016 02006 06/10/2011 INT + 0.0000 22,840.85 476635 1276320 09/30/2016 02006 06/21/2011 INT - 0.0000 -22,840.85 476695 1276320 09/30/2016 02006 06/21/2011 INT + 0.0000 22,840.85 476755 1276320 09/30/2017 01999 06/10/2011 INT + 0.0000 2,336.56 476605 1276320 09/30/2017 01999 06/21/2011 INT - 0.0000 -2,336.56 476665 1276320 09/30/2017 01999 06/21/2011 INT + 0.0000 2,336.56 476725 1276320 09/30/2017 02006 06/10/2011 INT + 0.0000 22,653.48 476637 1276320 09/30/2017 02006 06/21/2011 INT - 0.0000 -22,653.48 476697 1276320 09/30/2017 02006 06/21/2011 INT + 0.0000 22,653.48 476757 1276320 09/30/2017 02007 06/10/2011 INT + 0.0000 57,011.42 476639 1276320 09/30/2017 02007 06/21/2011 INT - 0.0000 -57,011.42 476699 1276320 09/30/2017 02007 06/21/2011 INT + 0.0000 57,011.42 476759 1276320 09/30/2018 02007 06/10/2011 INT + 0.0000 8,500.60 476641 1276320 09/30/2018 02007 06/21/2011 INT - 0.0000 -8,500.60 476701 1276320 09/30/2018 02007 06/21/2011 INT + 0.0000 8,500.60 476761 1276320 09/30/2018 02008 06/10/2011 INT + 0.0000 68,662.96 476643 1276320 09/30/2018 02008 06/21/2011 INT - 0.0000 -68,662.96 476703 1276320 09/30/2018 02008 06/21/2011 INT + 0.0000 68,662.96 476763 1276320 09/30/2019 01997 06/10/2011 INT + 0.0000 2,297.09 476591 1276320 09/30/2019 01997 06/21/2011 INT - 0.0000 -2,297.09 476651 1276320 09/30/2019 01997 06/21/2011 INT + 0.0000 2,297.09 476711 1276320 09/30/2019 01998 06/10/2011 INT + 0.0000 6,192.00 476593 1276320 09/30/2019 01998 06/21/2011 INT - 0.0000 -6,192.00 476653 1276320 09/30/2019 01998 06/21/2011 INT + 0.0000 6,192.00 476713 1276320 09/30/2019 01999 06/10/2011 INT + 0.0000 10,276.50 476607 1276320 09/30/2019 01999 06/21/2011 INT - 0.0000 -10,276.50 476667 1276320 09/30/2019 01999 06/21/2011 INT + 0.0000 10,276.50 476727 1276320 09/30/2019 02009 06/10/2011 INT + 0.0000 34,839.85 476645 1276320 09/30/2019 02009 06/21/2011 INT - 0.0000 -34,839.85 476705 1276320 09/30/2019 02009 06/21/2011 INT + 0.0000 34,839.85 476765 1276320 09/30/2020 02010 06/10/2011 INT + 0.0000 2,493.05 476647 1276320 09/30/2020 02010 06/21/2011 INT - 0.0000 -2,493.05 476707 1276320 09/30/2020 02010 06/21/2011 INT + 0.0000 2,493.05 476767 ------------------------ ---------------------- 0.0000 474,976.53 ======================== ====================== 0.0000 474,976.53