Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 330 SUB-COHORT 12X4146 1246330 09/30/2018 01998 5.529999600 102,000.0000 5,170.55 08/31/2011 12X4146 1246330 09/30/2019 01998 5.529999600 100,000.0000 5,069.17 08/31/2011 12X4146 1246330 09/30/2018 01999 5.529999600 132,000.0000 6,691.30 08/31/2011 12X4146 1246330 09/30/2017 02002 2.959999200 4,413,000.0000 119,739.37 08/31/2011 12X4146 1246330 09/30/2018 02002 2.959999200 752,000.0000 20,404.26 08/31/2011 12X4146 1246330 09/30/2020 02002 2.959999200 1,533,000.0000 41,595.39 08/31/2011 12X4146 1246330 09/30/2016 02003 3.999999600 478,000.0000 17,526.66 08/31/2011 12X4146 1246330 09/30/2018 02003 3.999999600 6,850,000.0000 251,166.64 08/31/2011 12X4146 1246330 09/30/2019 02003 3.999999600 1,371,000.0000 50,269.99 08/31/2011 12X4146 1246330 09/30/2016 02004 4.200001200 2,268,100.0000 87,321.87 08/31/2011 12X4146 1246330 09/30/2017 02004 4.200001200 750,000.0000 28,875.01 08/31/2011 12X4146 1246330 09/30/2018 02004 4.200001200 2,600,000.0000 100,100.03 08/31/2011 12X4146 1246330 09/30/2019 02004 4.200001200 1,416,000.0000 54,516.02 08/31/2011 12X4146 1246330 09/30/2020 02004 4.200001200 908,000.0000 34,958.01 08/31/2011 12X4146 1246330 09/30/2018 02005 4.119998400 472,500.0000 17,844.74 08/31/2011 12X4146 1246330 09/30/2019 02005 4.119998400 489,000.0000 18,467.89 08/31/2011 12X4146 1246330 09/30/2020 02005 4.119998400 63,000.0000 2,379.30 08/31/2011 12X4146 1246330 09/30/2019 02007 4.619998800 1,710,700.0000 72,448.13 08/31/2011 12X4146 1246330 09/30/2020 02007 4.619998800 529,000.0000 22,403.14 08/31/2011 12X4146 1246330 09/30/2019 02008 4.830001200 1,118,300.0000 49,512.74 08/31/2011 12X4146 1246330 09/30/2020 02008 4.830001200 649,000.0000 28,734.48 08/31/2011 12X4146 1246330 09/30/2019 02009 4.299998400 1,148,000.0000 45,250.32 08/31/2011 12X4146 1246330 09/30/2020 02009 4.299998400 2,722,000.0000 107,292.13 08/31/2011 ------------------------ ---------------------- 32,574,600.0000 1,187,737.14 331 SUB-COHORT 12X4146 1246331 09/30/2013 02002 3.859999200 5,732,900.0000 202,849.07 08/31/2011 12X4146 1246331 09/30/2014 02002 3.859999200 2,737,300.0000 96,854.78 08/31/2011 12X4146 1246331 09/30/2015 02002 3.859999200 567,000.0000 20,062.35 08/31/2011 12X4146 1246331 09/30/2016 02002 3.859999200 2,343,000.0000 82,903.13 08/31/2011 12X4146 1246331 09/30/2017 02002 3.859999200 18,000.0000 636.90 08/31/2011 12X4146 1246331 09/30/2018 02002 3.859999200 502,000.0000 17,762.43 08/31/2011 12X4146 1246331 09/30/2019 02002 3.859999200 700,000.0000 24,768.33 08/31/2011 12X4146 1246331 09/30/2020 02002 3.859999200 3,657,000.0000 129,396.82 08/31/2011 12X4146 1246331 09/30/2014 02003 4.129999200 5,010,000.0000 189,670.21 08/31/2011 12X4146 1246331 09/30/2015 02003 4.129999200 4,200,000.0000 159,004.97 08/31/2011 12X4146 1246331 09/30/2016 02003 4.129999200 8,759,000.0000 331,601.08 08/31/2011 12X4146 1246331 09/30/2017 02003 4.129999200 5,990,000.0000 226,771.37 08/31/2011 12X4146 1246331 09/30/2018 02003 4.129999200 4,228,000.0000 160,065.00 08/31/2011 12X4146 1246331 09/30/2019 02003 4.129999200 3,431,000.0000 129,891.92 08/31/2011 12X4146 1246331 09/30/2020 02003 4.129999200 157,000.0000 5,943.76 08/31/2011 12X4146 1246331 09/30/2014 02004 4.320000000 384,800.0000 15,238.08 08/31/2011 12X4146 1246331 09/30/2015 02004 4.320000000 29,625,000.0000 1,173,150.00 08/31/2011 12X4146 1246331 09/30/2016 02004 4.320000000 29,008,000.0000 1,148,716.80 08/31/2011 12X4146 1246331 09/30/2017 02004 4.320000000 17,595,000.0000 696,762.00 08/31/2011 12X4146 1246331 09/30/2018 02004 4.320000000 24,712,000.0000 978,595.20 08/31/2011 12X4146 1246331 09/30/2019 02004 4.320000000 15,496,000.0000 613,641.60 08/31/2011 12X4146 1246331 09/30/2020 02004 4.320000000 5,727,000.0000 226,789.20 08/31/2011 12X4146 1246331 09/30/2016 02005 4.309999200 1,612,000.0000 63,687.42 08/31/2011 12X4146 1246331 09/30/2017 02005 4.309999200 9,894,000.0000 390,895.38 08/31/2011 12X4146 1246331 09/30/2018 02005 4.309999200 13,120,000.0000 518,349.24 08/31/2011 12X4146 1246331 09/30/2019 02005 4.309999200 18,522,000.0000 731,773.21 08/31/2011 12X4146 1246331 09/30/2020 02005 4.309999200 2,284,000.0000 90,237.02 08/31/2011 12X4146 1246331 09/30/2016 02006 4.640000400 9,793,100.0000 416,533.22 08/31/2011 12X4146 1246331 09/30/2017 02006 4.640000400 13,262,000.0000 564,077.12 08/31/2011 12X4146 1246331 09/30/2018 02006 4.640000400 10,969,000.0000 466,548.17 08/31/2011 12X4146 1246331 09/30/2019 02006 4.640000400 7,469,000.0000 317,681.49 08/31/2011 12X4146 1246331 09/30/2020 02006 4.640000400 16,731,000.0000 711,625.26 08/31/2011 12X4146 1246331 09/30/2017 02007 4.939999200 7,729,000.0000 349,994.83 08/31/2011 12X4146 1246331 09/30/2018 02007 4.939999200 15,316,000.0000 693,559.42 08/31/2011 12X4146 1246331 09/30/2019 02007 4.939999200 14,093,000.0000 638,177.91 08/31/2011 12X4146 1246331 09/30/2020 02007 4.939999200 20,778,000.0000 940,896.95 08/31/2011 12X4146 1246331 09/30/2017 02008 4.939999200 322,300.0000 14,594.82 08/31/2011 12X4146 1246331 09/30/2018 02008 4.939999200 17,857,000.0000 808,624.35 08/31/2011 12X4146 1246331 09/30/2019 02008 4.939999200 71,090,700.0000 3,219,223.34 08/31/2011 12X4146 1246331 09/30/2020 02008 4.939999200 70,859,000.0000 3,208,731.20 08/31/2011 12X4146 1246331 09/30/2018 02009 4.320000000 836,400.0000 33,121.44 08/31/2011 12X4146 1246331 09/30/2019 02009 4.320000000 2,485,000.0000 98,406.00 08/31/2011 12X4146 1246331 09/30/2020 02009 4.320000000 1,458,000.0000 0.00 08/31/2011 12X4146 1246331 09/30/2019 02010 4.320000000 36,380,700.0000 1,440,675.72 08/31/2011 12X4146 1246331 09/30/2020 02010 4.320000000 129,600,000.0000 5,132,160.00 08/31/2011 ------------------------ ---------------------- 663,041,200.0000 27,480,648.51 332 SUB-COHORT 12X4146 1246332 09/30/2016 02004 4.230000000 839,400.0000 32,547.74 08/31/2011 12X4146 1246332 09/30/2017 02004 4.230000000 794,000.0000 30,787.35 08/31/2011 12X4146 1246332 09/30/2018 02004 4.230000000 332,000.0000 12,873.30 08/31/2011 12X4146 1246332 09/30/2019 02004 4.230000000 68,000.0000 2,636.70 08/31/2011 12X4146 1246332 09/30/2020 02004 4.230000000 1,415,000.0000 54,866.63 08/31/2011 ------------------------ ---------------------- 3,448,400.0000 133,711.72 ======================== ====================== 699,064,200.0000 28,802,097.37 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 12X4146 1246330 09/30/2015 02001 06/24/2011 INT + 0.0000 3,202.97 476811 1246330 09/30/2015 02003 06/24/2011 INT + 0.0000 17,479.99 476819 1246330 09/30/2015 02003 08/30/2011 SELL -1,818,000.0000 0.00 476915 1246330 09/30/2015 02003 08/30/2011 INT + 0.0000 36,359.99 476916 1246330 09/30/2015 02004 06/24/2011 INT + 0.0000 22,703.10 476821 1246330 09/30/2015 02005 06/24/2011 INT + 0.0000 8,724.09 476825 1246330 09/30/2016 01998 06/24/2011 INT + 0.0000 1,603.69 476849 1246330 09/30/2016 01998 06/24/2011 INT + 0.0000 552.99 476851 1246330 09/30/2016 02001 06/24/2011 INT + 0.0000 10,549.99 476813 1246330 09/30/2016 02003 08/30/2011 SELL -1,782,000.0000 0.00 476917 1246330 09/30/2016 02003 08/30/2011 INT + 0.0000 35,639.99 476918 1246330 09/30/2016 02004 06/24/2011 INT + 0.0000 18,939.90 476823 1246330 09/30/2016 02004 08/30/2011 SELL -4,900,000.0000 0.00 476919 1246330 09/30/2016 02004 08/30/2011 INT + 0.0000 102,900.02 476920 1246330 09/30/2016 02005 06/24/2011 INT + 0.0000 8,888.89 476827 1246330 09/30/2016 02005 08/30/2011 SELL -39,500.0000 0.00 476921 1246330 09/30/2016 02005 08/30/2011 INT + 0.0000 813.69 476922 1246330 09/30/2016 02007 06/24/2011 INT + 0.0000 26,881.46 476833 1246330 09/30/2017 02000 06/24/2011 INT + 0.0000 7,924.79 476809 1246330 09/30/2017 02000 08/30/2011 SELL -6,000.0000 0.00 476905 1246330 09/30/2017 02000 08/30/2011 INT + 0.0000 152.39 476906 1246330 09/30/2017 02001 06/24/2011 INT + 0.0000 25,113.21 476815 1246330 09/30/2017 02001 08/30/2011 SELL -4,447,800.0000 0.00 476909 1246330 09/30/2017 02001 08/30/2011 INT + 0.0000 93,848.56 476910 1246330 09/30/2017 02002 06/24/2011 INT + 0.0000 7,947.59 476817 1246330 09/30/2017 02005 08/30/2011 SELL -247,000.0000 0.00 476923 1246330 09/30/2017 02005 08/30/2011 INT + 0.0000 5,088.19 476924 1246330 09/30/2017 02007 06/24/2011 INT + 0.0000 21,859.52 476835 1246330 09/30/2017 02007 08/30/2011 SELL -4,776,700.0000 0.00 476929 1246330 09/30/2017 02007 08/30/2011 INT + 0.0000 110,341.74 476930 1246330 09/30/2017 02008 06/24/2011 INT + 0.0000 3,115.35 476837 1246330 09/30/2017 02008 06/24/2011 INT + 0.0000 152.14 476839 1246330 09/30/2018 01998 06/24/2011 INT + 0.0000 525.34 476853 1246330 09/30/2018 01999 06/24/2011 INT + 0.0000 1,050.69 476855 1246330 09/30/2018 02000 08/30/2011 SELL -200.0000 0.00 476907 1246330 09/30/2018 02000 08/30/2011 INT + 0.0000 5.08 476908 1246330 09/30/2018 02001 08/30/2011 SELL -7,558,000.0000 0.00 476911 1246330 09/30/2018 02001 08/30/2011 INT + 0.0000 159,473.76 476912 1246330 09/30/2018 02005 08/30/2011 SELL -13,500.0000 0.00 476925 1246330 09/30/2018 02005 08/30/2011 INT + 0.0000 278.09 476926 1246330 09/30/2018 02006 06/24/2011 INT + 0.0000 10,608.49 476829 1246330 09/30/2018 02007 08/30/2011 SELL -2,543,000.0000 0.00 476931 1246330 09/30/2018 02007 08/30/2011 INT + 0.0000 58,743.28 476932 1246330 09/30/2018 02008 06/24/2011 INT + 0.0000 12,992.70 476841 1246330 09/30/2018 02009 06/24/2011 INT + 0.0000 2,171.49 476845 1246330 09/30/2019 02001 08/30/2011 SELL -2,711,000.0000 0.00 476913 1246330 09/30/2019 02001 08/30/2011 INT + 0.0000 57,202.08 476914 1246330 09/30/2019 02006 06/24/2011 INT + 0.0000 519.39 476831 1246330 09/30/2019 02007 08/30/2011 SELL -180,300.0000 0.00 476933 1246330 09/30/2019 02007 08/30/2011 INT + 0.0000 4,164.92 476934 1246330 09/30/2019 02008 06/24/2011 INT + 0.0000 34,551.41 476843 1246330 09/30/2019 02008 08/30/2011 SELL -3,800,000.0000 0.00 476935 1246330 09/30/2019 02008 08/30/2011 INT + 0.0000 91,770.02 476936 1246330 09/30/2019 02009 06/24/2011 INT + 0.0000 5,073.99 476847 1246330 09/30/2019 02009 08/30/2011 SELL -1,000,000.0000 0.00 476937 1246330 09/30/2019 02009 08/30/2011 INT + 0.0000 21,499.99 476938 1246330 09/30/2020 02006 08/30/2011 SELL -16,000.0000 0.00 476927 1246330 09/30/2020 02006 08/30/2011 INT + 0.0000 391.99 476928 1246331 09/30/2013 02002 06/24/2011 INT + 0.0000 28,100.79 476857 1246331 09/30/2013 02002 08/30/2011 SELL -3,300,000.0000 0.00 476939 1246331 09/30/2013 02002 08/30/2011 INT + 0.0000 63,689.98 476940 1246331 09/30/2013 02003 06/24/2011 INT + 0.0000 57,406.98 476859 1246331 09/30/2013 02003 08/30/2011 SELL -510,000.0000 0.00 476941 1246331 09/30/2013 02003 08/30/2011 INT + 0.0000 10,531.49 476942 1246331 09/30/2014 02003 08/30/2011 SELL -3,990,000.0000 0.00 476943 1246331 09/30/2014 02003 08/30/2011 INT + 0.0000 82,393.48 476944 1246331 09/30/2014 02004 06/24/2011 INT + 0.0000 266,004.00 476861 1246331 09/30/2014 02004 08/30/2011 SELL -5,400,000.0000 0.00 476945 1246331 09/30/2014 02004 08/30/2011 INT + 0.0000 116,640.00 476946 1246331 09/30/2015 02005 06/24/2011 INT + 0.0000 51,935.49 476863 1246331 09/30/2016 02005 06/24/2011 INT + 0.0000 61,503.68 476865 1246331 09/30/2016 02005 08/30/2011 SELL -8,000,000.0000 0.00 476947 1246331 09/30/2016 02005 08/30/2011 INT + 0.0000 172,399.96 476948 1246331 09/30/2016 02006 06/24/2011 INT + 0.0000 49,346.40 476867 1246331 09/30/2016 02007 06/24/2011 INT + 0.0000 44,509.39 476869 1246331 09/30/2016 02007 06/24/2011 INT + 0.0000 6,051.49 476879 1246331 09/30/2017 02007 06/24/2011 INT + 0.0000 32,628.69 476877 1246331 09/30/2017 02008 06/24/2011 INT + 0.0000 79,163.48 476871 1246331 09/30/2018 02009 06/24/2011 INT + 0.0000 19,785.60 476873 1246331 09/30/2019 02010 06/24/2011 INT + 0.0000 71,560.80 476875 1246332 09/30/2015 02004 06/24/2011 INT + 0.0000 2,961.00 476787 1246332 09/30/2015 02004 08/26/2011 SELL -14,400.0000 0.00 476893 1246332 09/30/2015 02004 08/26/2011 INT + 0.0000 304.56 476894 1246332 09/30/2015 02004 08/26/2011 SELL -16,000.0000 0.00 476895 1246332 09/30/2015 02004 08/26/2011 INT + 0.0000 338.40 476896 1246332 09/30/2016 02004 08/26/2011 SELL -69,600.0000 0.00 476897 1246332 09/30/2016 02004 08/26/2011 INT + 0.0000 1,472.04 476898 ------------------------ ---------------------- -57,139,000.0000 2,250,534.65 ======================== ====================== -57,139,000.0000 2,250,534.65