Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 305 SUB-COHORT 12X4218 1218305 09/30/2031 01992 6.779998800 5,000.0000 310.75 08/31/2011 12X4218 1218305 09/30/2031 01993 6.930000000 100.0000 6.35 08/31/2011 12X4218 1218305 09/30/2028 02000 4.730000400 1.0000 0.04 08/31/2011 12X4218 1218305 09/30/2024 02002 2.400001200 1.0000 0.02 08/31/2011 12X4218 1218305 09/30/2031 02003 1.749999600 8,000.0000 128.33 08/31/2011 12X4218 1218305 09/30/2031 02011 4.039999200 5,500.0000 203.68 08/31/2011 ------------------------ ---------------------- 18,602.0000 649.17 ======================== ====================== 18,602.0000 649.17 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 12X4218 1218305 09/30/2024 02002 06/22/2011 INT + 0.0000 5.98 463517 1218305 09/30/2026 02005 06/22/2011 INT + 0.0000 12.95 463525 1218305 09/30/2027 02007 08/26/2011 SELL -1,200.0000 0.00 463532 1218305 09/30/2027 02007 08/26/2011 INT + 0.0000 27.06 463533 1218305 09/30/2028 02000 06/22/2011 INT + 0.0000 85.11 463515 1218305 09/30/2028 02004 06/22/2011 INT + 0.0000 147.31 463523 1218305 09/30/2028 02007 08/26/2011 SELL -100.0000 0.00 463534 1218305 09/30/2028 02007 08/26/2011 INT + 0.0000 2.25 463535 1218305 09/30/2029 02003 06/22/2011 INT + 0.0000 892.49 463519 1218305 09/30/2029 02007 08/26/2011 SELL -28,200.0000 0.00 463536 1218305 09/30/2029 02007 08/26/2011 INT + 0.0000 635.91 463537 1218305 09/30/2030 02003 06/22/2011 INT + 0.0000 9,834.99 463521 1218305 09/30/2030 02003 08/26/2011 SELL -144,000.0000 0.00 463528 1218305 09/30/2030 02003 08/26/2011 INT + 0.0000 1,259.99 463529 1218305 09/30/2030 02007 08/26/2011 SELL -23,000.0000 0.00 463538 1218305 09/30/2030 02007 08/26/2011 INT + 0.0000 518.65 463539 1218305 09/30/2031 02003 08/26/2011 SELL -242,000.0000 0.00 463530 1218305 09/30/2031 02003 08/26/2011 INT + 0.0000 2,117.49 463531 1218305 09/30/2031 02007 08/26/2011 SELL -250,000.0000 0.00 463540 1218305 09/30/2031 02007 08/26/2011 INT + 0.0000 5,637.50 463541 ------------------------ ---------------------- -688,500.0000 21,177.68 ======================== ====================== -688,500.0000 21,177.68