Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 302 SUB-COHORT 12X4223 1223302 09/30/2030 01999 6.009998400 2,454,000.0000 135,194.91 08/31/2011 12X4223 1223302 09/30/2031 01999 6.009998400 2,000,000.0000 110,183.30 08/31/2011 12X4223 1223302 09/30/2032 02000 5.799999600 966,000.0000 51,359.00 08/31/2011 12X4223 1223302 09/30/2030 02001 4.680000000 12,469,000.0000 534,920.10 08/31/2011 12X4223 1223302 09/30/2032 02001 4.680000000 6,600,000.0000 283,140.00 08/31/2011 12X4223 1223302 09/30/2033 02001 4.680000000 11,000.0000 471.90 08/31/2011 ------------------------ ---------------------- 24,500,000.0000 1,115,269.21 ======================== ====================== 24,500,000.0000 1,115,269.21 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 12X4223 1223302 09/30/2030 01999 06/22/2011 INT + 0.0000 40,988.18 430952 1223302 09/30/2030 01999 08/26/2011 SELL -3,600,000.0000 0.00 430962 1223302 09/30/2030 01999 08/26/2011 INT + 0.0000 108,179.97 430963 1223302 09/30/2030 02000 06/22/2011 INT + 0.0000 17,312.99 430954 1223302 09/30/2030 02000 08/26/2011 SELL -1,966,000.0000 0.00 430964 1223302 09/30/2030 02000 08/26/2011 INT + 0.0000 57,013.99 430965 1223302 09/30/2030 02001 06/22/2011 INT + 0.0000 15,865.20 430956 1223302 09/30/2030 02001 08/26/2011 SELL -600,000.0000 0.00 430968 1223302 09/30/2030 02001 08/26/2011 INT + 0.0000 14,040.00 430969 1223302 09/30/2032 02000 08/26/2011 SELL -2,534,000.0000 0.00 430966 1223302 09/30/2032 02000 08/26/2011 INT + 0.0000 73,485.99 430967 1223302 09/30/2033 01998 08/26/2011 SELL -2,357,000.0000 0.00 430960 1223302 09/30/2033 01998 08/26/2011 INT + 0.0000 67,881.60 430961 1223302 09/30/2033 02011 08/08/2011 SELLIK -11,000.0000 0.00 430959 ------------------------ ---------------------- -11,068,000.0000 394,767.92 ======================== ====================== -11,068,000.0000 394,767.92