Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 110 SUB-COHORT 12X4213 1213110 09/30/2014 02000 6.230001600 300,000.0000 17,132.50 08/31/2011 ------------------------ ---------------------- 300,000.0000 17,132.50 114 SUB-COHORT 12X4213 1213114 09/30/2049 01992 7.319998800 10,500.0000 704.55 08/31/2011 12X4213 1213114 09/30/2051 01992 7.319998800 1,000,000.0000 67,099.99 08/31/2011 12X4213 1213114 09/30/2051 01993 7.319998800 1,000,000.0000 67,099.99 08/31/2011 12X4213 1213114 09/30/2049 01994 6.860001600 242,000.0000 15,217.77 08/31/2011 12X4213 1213114 09/30/2051 01994 6.860001600 1,000,000.0000 62,883.35 08/31/2011 12X4213 1213114 09/30/2046 01995 7.120000800 325,000.0000 21,211.67 08/31/2011 12X4213 1213114 09/30/2051 01995 7.120000800 1,000,000.0000 65,266.67 08/31/2011 12X4213 1213114 09/30/2049 01996 6.660000000 120,000.0000 7,326.00 08/31/2011 12X4213 1213114 09/30/2051 01996 6.660000000 250,000.0000 15,262.50 08/31/2011 12X4213 1213114 09/30/2049 01997 6.519999600 316,000.0000 18,886.27 08/31/2011 12X4213 1213114 09/30/2049 01999 5.820001200 206,000.0000 10,990.10 08/31/2011 12X4213 1213114 09/30/2049 02000 6.199999200 400,000.0000 22,733.33 08/31/2011 12X4213 1213114 09/30/2051 02001 6.199999200 1,250,000.0000 71,041.66 08/31/2011 12X4213 1213114 09/30/2049 02002 4.050000000 1,500,000.0000 55,687.50 08/31/2011 12X4213 1213114 09/30/2050 02003 3.560000400 605,000.0000 19,743.17 08/31/2011 12X4213 1213114 09/30/2051 02003 3.560000400 250,000.0000 8,158.33 08/31/2011 12X4213 1213114 09/30/2051 02004 3.560000400 1,500,000.0000 48,950.01 08/31/2011 ------------------------ ---------------------- 10,974,500.0000 578,262.86 ======================== ====================== 11,274,500.0000 595,395.36 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 12X4213 1213110 09/30/2011 01992 03/29/2011 INT + 0.0000 13,550.00 487367 1213110 09/30/2011 01993 08/18/2011 SELL -150,000.0000 0.00 487370 1213110 09/30/2011 01993 08/18/2011 INT + 0.0000 3,502.49 487371 1213110 09/30/2011 01997 08/18/2011 SELL -450,000.0000 0.00 487380 1213110 09/30/2011 01997 08/18/2011 INT + 0.0000 13,724.99 487381 1213110 09/30/2011 01998 01/24/2011 INT + 0.0000 9,659.99 487359 1213110 09/30/2014 01993 08/18/2011 SELL -70,000.0000 0.00 487372 1213110 09/30/2014 01993 08/18/2011 INT + 0.0000 1,634.49 487373 1213110 09/30/2014 01994 08/18/2011 SELL -247,000.0000 0.00 487374 1213110 09/30/2014 01994 08/18/2011 INT + 0.0000 6,792.50 487375 1213110 09/30/2014 01995 08/18/2011 SELL -258,000.0000 0.00 487376 1213110 09/30/2014 01995 08/18/2011 INT + 0.0000 8,642.99 487377 1213110 09/30/2014 01996 08/18/2011 SELL -426,000.0000 0.00 487378 1213110 09/30/2014 01996 08/18/2011 INT + 0.0000 12,758.70 487379 1213110 09/30/2014 01998 08/18/2011 SELL -410,000.0000 0.00 487382 1213110 09/30/2014 01998 08/18/2011 INT + 0.0000 11,315.99 487383 1213110 09/30/2014 01999 08/18/2011 SELL -558,000.0000 0.00 487384 1213110 09/30/2014 01999 08/18/2011 INT + 0.0000 14,675.39 487385 1213110 09/30/2014 02000 08/18/2011 SELL -575,000.0000 0.00 487386 1213110 09/30/2014 02000 08/18/2011 INT + 0.0000 17,911.25 487387 1213110 09/30/2014 02001 03/29/2011 INT + 0.0000 27,150.40 487369 1213110 09/30/2014 02002 01/24/2011 INT + 0.0000 49,219.98 487361 1213111 09/30/2014 01993 08/18/2011 SELL -7,000.0000 0.00 487388 1213111 09/30/2014 01993 08/18/2011 INT + 0.0000 208.25 487389 1213111 09/30/2014 01994 08/18/2011 SELL -140,000.0000 0.00 487390 1213111 09/30/2014 01994 08/18/2011 INT + 0.0000 4,389.00 487391 1213111 09/30/2014 01995 08/18/2011 SELL -129,000.0000 0.00 487392 1213111 09/30/2014 01995 08/18/2011 INT + 0.0000 4,547.24 487393 1213111 09/30/2014 01996 08/18/2011 SELL -283,000.0000 0.00 487394 1213111 09/30/2014 01996 08/18/2011 INT + 0.0000 8,971.09 487395 1213111 09/30/2014 01997 08/18/2011 SELL -76,000.0000 0.00 487396 1213111 09/30/2014 01997 08/18/2011 INT + 0.0000 2,428.20 487397 1213114 09/30/2049 01993 01/24/2011 INT + 0.0000 3,473.60 487363 1213114 09/30/2049 02000 08/18/2011 SELL -277,000.0000 0.00 487398 1213114 09/30/2049 02000 08/18/2011 INT + 0.0000 8,586.99 487399 1213114 09/30/2049 02002 08/18/2011 SELL -557,000.0000 0.00 487400 1213114 09/30/2049 02002 08/18/2011 INT + 0.0000 11,279.25 487401 1213117 09/30/2012 01993 08/18/2011 SELL -1,000.0000 0.00 487402 1213117 09/30/2012 01993 08/18/2011 INT + 0.0000 33.24 487403 1213117 09/30/2015 01992 01/24/2011 INT + 0.0000 56.47 487365 ------------------------ ---------------------- -4,614,000.0000 234,512.49 ======================== ====================== -4,614,000.0000 234,512.49