Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- II SUB-COHORT 11X4122 1122II 09/30/2012 01995 6.379999200 3,985,631.1700 233,092.97 08/31/2011 ------------------------ ---------------------- 3,985,631.1700 233,092.97 PP SUB-COHORT 11X4122 1122PP 09/30/2016 02003 5.320000800 6,665,515.4600 325,055.02 08/31/2011 ------------------------ ---------------------- 6,665,515.4600 325,055.02 ======================== ====================== 10,651,146.6300 558,147.99 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 11X4122 1122II 09/30/2011 01995 08/25/2011 SELL -3,985,631.1700 0.00 450253 1122II 09/30/2011 01995 08/25/2011 INT + 0.0000 127,141.61 450254 ------------------------ ---------------------- -3,985,631.1700 127,141.61 ======================== ====================== -3,985,631.1700 127,141.61