Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 350 COHORT 12X4354 1254350 09/30/2030 02010 3.390001200 7,713,000.0000 239,681.56 08/31/2011 12X4354 1254350 09/30/2030 02011 3.390001200 500,000.0000 15,537.51 08/31/2011 ------------------------ ---------------------- 8,213,000.0000 255,219.07 ======================== ====================== 8,213,000.0000 255,219.07 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 12X4354 1254350 09/30/2030 02011 08/26/2011 SELL -2,500,000.0000 0.00 8 1254350 09/30/2030 02011 08/26/2011 INT + 0.0000 42,375.01 9 ------------------------ ---------------------- -2,500,000.0000 42,375.01 ======================== ====================== -2,500,000.0000 42,375.01