Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 304 SUB-COHORT 12X4228 1228304 09/30/2031 01992 6.710000400 8,100.0000 498.22 08/31/2011 12X4228 1228304 09/30/2029 01994 6.810001200 100.0000 6.24 08/31/2011 12X4228 1228304 09/30/2031 01994 6.810001200 500.0000 31.21 08/31/2011 12X4228 1228304 09/30/2031 02000 5.739998400 96,000.0000 5,051.20 08/31/2011 12X4228 1228304 09/30/2031 02004 3.740000400 1,300,000.0000 44,568.34 08/31/2011 ------------------------ ---------------------- 1,404,700.0000 50,155.21 ======================== ====================== 1,404,700.0000 50,155.21 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 12X4228 1228304 09/30/2029 01992 06/23/2011 INT + 0.0000 134.16 463504 1228304 09/30/2029 01992 08/26/2011 SELL -1.0000 0.00 463517 1228304 09/30/2029 01992 08/26/2011 INT + 0.0000 0.03 463518 1228304 09/30/2029 01993 06/23/2011 INT + 0.0000 100.05 463506 1228304 09/30/2029 01993 08/26/2011 SELL -100.0000 0.00 463519 1228304 09/30/2029 01993 08/26/2011 INT + 0.0000 3.45 463520 1228304 09/30/2029 01994 06/23/2011 INT + 0.0000 170.25 463508 1228304 09/30/2029 01994 06/23/2011 INT + 0.0000 30.64 463510 1228304 09/30/2029 01995 06/23/2011 INT + 0.0000 390.59 463512 1228304 09/30/2029 01996 06/23/2011 INT + 0.0000 191.09 463514 1228304 09/30/2029 01997 06/23/2011 INT + 0.0000 15.30 463516 1228304 09/30/2029 02005 06/23/2011 INT + 0.0000 21,183.64 463502 1228304 09/30/2029 02005 08/26/2011 SELL -12,817,000.0000 0.00 463523 1228304 09/30/2029 02005 08/26/2011 INT + 0.0000 276,206.29 463524 1228304 09/30/2030 02003 06/23/2011 INT + 0.0000 8,284.10 463500 1228304 09/30/2030 02003 08/26/2011 SELL -5,262,000.0000 0.00 463521 1228304 09/30/2030 02003 08/26/2011 INT + 0.0000 98,399.41 463522 1228304 09/30/2030 02005 08/26/2011 SELL -601,000.0000 0.00 463525 1228304 09/30/2030 02005 08/26/2011 INT + 0.0000 12,951.54 463526 ------------------------ ---------------------- -18,680,101.0000 418,060.54 ======================== ====================== -18,680,101.0000 418,060.54