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 0.06 08/31/2011 12X4176 1276320 09/30/2021 01995 6.699999600 6,000.0000 368.50 08/31/2011 12X4176 1276320 09/30/2019 01998 5.760000000 37,800.0000 1,995.84 08/31/2011 12X4176 1276320 09/30/2020 01998 5.760000000 60,000.0000 3,168.00 08/31/2011 12X4176 1276320 09/30/2019 01999 6.069999600 14,400.0000 801.24 08/31/2011 12X4176 1276320 09/30/2019 02000 5.730001200 75,800.0000 3,981.40 08/31/2011 12X4176 1276320 09/30/2021 02000 5.730001200 35,000.0000 1,838.38 08/31/2011 12X4176 1276320 09/30/2016 02001 4.500000000 521,200.0000 21,499.50 08/31/2011 12X4176 1276320 09/30/2017 02001 4.500000000 10,000.0000 412.50 08/31/2011 12X4176 1276320 09/30/2021 02001 4.500000000 15,000.0000 618.75 08/31/2011 12X4176 1276320 09/30/2014 02002 3.809998800 283,500.0000 9,901.23 08/31/2011 12X4176 1276320 09/30/2015 02002 3.809998800 419,300.0000 14,644.05 08/31/2011 12X4176 1276320 09/30/2016 02002 3.809998800 43,000.0000 1,501.77 08/31/2011 12X4176 1276320 09/30/2017 02002 3.809998800 670,000.0000 23,399.74 08/31/2011 12X4176 1276320 09/30/2016 02003 3.660001200 348,500.0000 11,692.18 08/31/2011 12X4176 1276320 09/30/2017 02003 3.660001200 2,510,000.0000 84,210.53 08/31/2011 12X4176 1276320 09/30/2015 02004 4.050000000 815,500.0000 30,275.44 08/31/2011 12X4176 1276320 09/30/2016 02004 4.050000000 2,652,000.0000 98,455.50 08/31/2011 12X4176 1276320 09/30/2018 02004 4.050000000 489,000.0000 18,154.13 08/31/2011 12X4176 1276320 09/30/2020 02004 4.050000000 180,000.0000 6,682.50 08/31/2011 12X4176 1276320 09/30/2021 02004 4.050000000 8,000.0000 297.00 08/31/2011 12X4176 1276320 09/30/2016 02005 4.619998800 4,516,500.0000 191,273.73 08/31/2011 12X4176 1276320 09/30/2017 02005 4.619998800 2,386,000.0000 101,047.07 08/31/2011 12X4176 1276320 09/30/2020 02005 4.619998800 1,395,000.0000 59,078.23 08/31/2011 12X4176 1276320 09/30/2021 02005 4.619998800 19,000.0000 804.65 08/31/2011 12X4176 1276320 09/30/2017 02006 4.569998400 7,250,600.0000 303,739.61 08/31/2011 12X4176 1276320 09/30/2018 02006 4.569998400 2,571,000.0000 107,703.44 08/31/2011 12X4176 1276320 09/30/2020 02006 4.569998400 429,000.0000 17,971.52 08/31/2011 12X4176 1276320 09/30/2021 02006 4.569998400 1,386,000.0000 0.00 08/31/2011 12X4176 1276320 09/30/2018 02007 3.800001600 12,143,600.0000 423,002.24 08/31/2011 12X4176 1276320 09/30/2019 02007 3.800001600 2,702,000.0000 94,119.71 08/31/2011 12X4176 1276320 09/30/2020 02007 3.800001600 40,000.0000 1,393.33 08/31/2011 12X4176 1276320 09/30/2019 02008 3.399998400 11,790,200.0000 367,461.06 08/31/2011 12X4176 1276320 09/30/2020 02008 3.399998400 7,062,000.0000 220,098.90 08/31/2011 12X4176 1276320 09/30/2021 02008 3.399998400 384,000.0000 11,967.99 08/31/2011 12X4176 1276320 09/30/2019 02009 4.190000400 3,714,900.0000 142,683.13 08/31/2011 12X4176 1276320 09/30/2020 02009 4.190000400 11,898,000.0000 456,982.39 08/31/2011 12X4176 1276320 09/30/2021 02009 4.190000400 8,109,000.0000 311,453.20 08/31/2011 12X4176 1276320 09/30/2020 02010 4.190000400 308,000.0000 11,829.77 08/31/2011 12X4176 1276320 09/30/2021 02010 4.190000400 17,926,000.0000 688,507.85 08/31/2011 12X4176 1276320 09/30/2021 02011 4.190000400 1,108,000.0000 42,556.44 08/31/2011 ------------------------ ---------------------- 106,332,801.0000 3,887,572.50 ======================== ====================== 106,332,801.0000 3,887,572.50 ============================================================================================================================ 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 02001 08/26/2011 SELL -724,900.0000 0.00 476786 1276320 09/30/2013 02001 08/26/2011 INT + 0.0000 16,310.25 476787 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 02001 08/26/2011 SELL -516,000.0000 0.00 476788 1276320 09/30/2014 02001 08/26/2011 INT + 0.0000 11,610.00 476789 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 02002 08/26/2011 SELL -1,350,000.0000 0.00 476794 1276320 09/30/2014 02002 08/26/2011 INT + 0.0000 25,717.49 476795 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 09/30/2014 02003 08/26/2011 SELL -197,500.0000 0.00 476796 1276320 09/30/2014 02003 08/26/2011 INT + 0.0000 3,614.25 476797 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 02001 08/26/2011 SELL -65,300.0000 0.00 476790 1276320 09/30/2015 02001 08/26/2011 INT + 0.0000 1,469.25 476791 1276320 09/30/2015 02003 08/26/2011 SELL -826,000.0000 0.00 476798 1276320 09/30/2015 02003 08/26/2011 INT + 0.0000 15,115.80 476799 1276320 09/30/2015 02003 08/26/2011 SELL -25,000.0000 0.00 476800 1276320 09/30/2015 02003 08/26/2011 INT + 0.0000 457.50 476801 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 09/30/2015 02004 08/26/2011 SELL -825,000.0000 0.00 476804 1276320 09/30/2015 02004 08/26/2011 INT + 0.0000 16,706.25 476805 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 02000 08/26/2011 SELL -18,800.0000 0.00 476780 1276320 09/30/2016 02000 08/26/2011 INT + 0.0000 538.62 476781 1276320 09/30/2016 02001 08/26/2011 SELL -93,800.0000 0.00 476792 1276320 09/30/2016 02001 08/26/2011 INT + 0.0000 2,110.50 476793 1276320 09/30/2016 02003 08/26/2011 SELL -151,500.0000 0.00 476802 1276320 09/30/2016 02003 08/26/2011 INT + 0.0000 2,772.45 476803 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 02005 08/26/2011 SELL -4,000,000.0000 0.00 476806 1276320 09/30/2016 02005 08/26/2011 INT + 0.0000 92,399.97 476807 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 02000 08/26/2011 SELL -160,000.0000 0.00 476782 1276320 09/30/2017 02000 08/26/2011 INT + 0.0000 4,584.00 476783 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 02007 08/26/2011 SELL -1,900,000.0000 0.00 476808 1276320 09/30/2018 02007 08/26/2011 INT + 0.0000 36,100.01 476809 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 09/30/2018 02008 08/26/2011 SELL -2,366,200.0000 0.00 476810 1276320 09/30/2018 02008 08/26/2011 INT + 0.0000 40,225.38 476811 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 01998 08/26/2011 SELL -50,000.0000 0.00 476776 1276320 09/30/2019 01998 08/26/2011 INT + 0.0000 1,440.00 476777 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 01999 08/26/2011 SELL -80,000.0000 0.00 476778 1276320 09/30/2019 01999 08/26/2011 INT + 0.0000 2,427.99 476779 1276320 09/30/2019 02000 08/26/2011 SELL -81,200.0000 0.00 476784 1276320 09/30/2019 02000 08/26/2011 INT + 0.0000 2,326.38 476785 1276320 09/30/2019 02008 08/26/2011 SELL -133,800.0000 0.00 476812 1276320 09/30/2019 02008 08/26/2011 INT + 0.0000 2,274.59 476813 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 09/30/2019 02009 08/26/2011 SELL -1,100,000.0000 0.00 476814 1276320 09/30/2019 02009 08/26/2011 INT + 0.0000 23,045.00 476815 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 1276320 09/30/2020 02010 08/26/2011 SELL -1,300,000.0000 0.00 476816 1276320 09/30/2020 02010 08/26/2011 INT + 0.0000 27,235.00 476817 ------------------------ ---------------------- -15,965,000.0000 803,457.21 ======================== ====================== -15,965,000.0000 803,457.21